Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity

This code comes jointly with reference

[1] "Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity".

Date: October 2022

Requirements

Packages. Jupyter notebooks and PEPit (Performance Estimation in Python).

Organization of the code

The code is divided in three parts:

• Worst-case examples and guarantees for Proximal Point method, see folder "Proximal_Point".
• PEPit codes for verifying numerically the results on Extragradient, see folder "Extragradient".
• PEPit codes for verifying numerically the results on Optimistic Gradient and additional symbolical verifications of the derivations from proofs of Lemma C.4 and Theorem C.6, see folder "Optimistic_Gradient".