A Lyapunov analysis of Korpelevich's extragradient method with fast and
flexible extensions
A Lyapunov analysis of Korpelevich's extragradient method with fast and
flexible extensions
We present a Lyapunov analysis of Korpelevich's extragradient method and establish an $\mathcal{O}(1/k)$ last-iterate convergence rate. Building on this, we propose flexible extensions that combine extragradient steps with user-specified directions, guided by a line-search procedure derived from the same Lyapunov analysis. These methods retain global convergence under practical assumptions and …