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Poster

Extragradient Type Methods for Riemannian Variational Inequality Problems

ZIHAO HU · Guanghui Wang · Xi Wang · Andre Wibisono · Jacob Abernethy · Molei Tao

MR1 & MR2 - Number 180

Abstract: In this work, we consider monotone Riemannian Variational Inequality Problems (RVIPs), which encompass both Riemannian convex optimization and minimax optimization as particular cases. In Euclidean space, the last-iterates of both the extragradient (EG) and past extragradient (PEG) methods converge to the solution of monotone variational inequality problems at a rate of $O\left(\frac{1}{\sqrt{T}}\right)$ (Cai et al., 2022). However, analogous behavior on Riemannian manifolds remains open. To bridge this gap, we introduce the Riemannian extragradient (REG) and Riemannian past extragradient (RPEG) methods. We demonstrate that both exhibit $O\left(\frac{1}{\sqrt{T}}\right)$ last-iterate convergence and $O\left(\frac{1}{{T}}\right)$ average-iterate convergence, aligning with observations in the Euclidean case. These results are enabled by judiciously addressing the holonomy effect so that additional complications in Riemannian cases can be reduced and the Euclidean proof inspired by the performance estimation problem (PEP) technique or the sum-of-squares (SOS) technique can be applied again.

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