ACVI: An ADMM-based interior point method for constrained Variational Inequalities

Source code of our paper Solving Constrained Variational Inequalities via a First-order Interior Point-based Method, ICLR 2023. Equal contribution with Tong Yang and Michael Jordan.

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The repository contains:

• ACVI_2d_experiments.ipynb: Colab-notebook to reproduce the results on 2D problems.
• ACVI_Higher_dimension_bg.ipynb: Colab-notebook to reproduce the results on the higher dimensional bilinear game constrained on the simplex.

Citation

@inproceedings{yang2022acvi,
  title   = {Solving Constrained Variational Inequalities via a First-order Interior Point-based Method},
  author  = {Tong Yang and Michael I. Jordan and Tatjana Chavdarova},
  booktitle = {ICLR},
  url={https://openreview.net/forum?id=RQY2AXFMRiu},
  year    = {2023},
}