Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities

• URL: http://arxiv.org/abs/2603.29128v1
• Date: Tue, 31 Mar 2026 01:23:21 GMT
• Title: Adaptive Delayed-Update Cyclic Algorithm for Variational Inequalities
• Abstract summary: Cyclic block coordinate methods are a fundamental class of first-order algorithms.<n>We develop a cyclic algorithm addressing a class of Minty variational inequalities with monotone Lipschitz operators.
• Score: 27.43933993363973
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Cyclic block coordinate methods are a fundamental class of first-order algorithms, widely used in practice for their simplicity and strong empirical performance. Yet, their theoretical behavior remains challenging to explain, and setting their step sizes -- beyond classical coordinate descent for minimization -- typically requires careful tuning or line-search machinery. In this work, we develop $\texttt{ADUCA}$ (Adaptive Delayed-Update Cyclic Algorithm), a cyclic algorithm addressing a broad class of Minty variational inequalities with monotone Lipschitz operators. $\texttt{ADUCA}$ is parameter-free: it requires no global or block-wise Lipschitz constants and uses no per-epoch line search, except at initialization. A key feature of the algorithm is using operator information delayed by a full cycle, which makes the algorithm compatible with parallel and distributed implementations, and attractive due to weakened synchronization requirements across blocks. We prove that $\texttt{ADUCA}$ attains (near) optimal global oracle complexity as a function of target error $ε>0,$ scaling with $1/ε$ for monotone operators, or with $\log^2(1/ε)$ for operators that are strongly monotone.

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