About

This is the supplementary code (in Julia) for the paper “Stochastic Variance Reduction for Variational Inequality Methods” by Ahmet Alacaoglu and Yura Malitsky.

Usage

Just open Matrix Games Jupyter notebook.

Reference

If you find this code useful, please cite our paper:

@article{alacaoglu2021stochastic,
  title={Stochastic Variance Reduction for Variational Inequality Methods},
  author={Alacaoglu, Ahmet and Malitsky, Yura},
  journal={arXiv:2102.08352},
  year={2021}
}