This is the supplementary code (in Julia) for the paper “Stochastic Variance Reduction for Variational Inequality Methods” by Ahmet Alacaoglu and Yura Malitsky.
Just open Matrix Games Jupyter notebook.
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}
}