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Package aimed at solving variational inequalities over the solution set of a monotone inclusion.

Project description

Regularization Methods for HVIs

This repository contains a hierarchical solver packaged for Python. The solver is aimed at variational inequalities defined over the solution set of a monotone inclusion problem. The problem setting and the employed algorithm are described in [1].

Installation

The package is available through pip, and may be installed via:

pip install Regularization-Methods-for-HVIs

If running the package locally, you can install it using:

pip install .

Examples

Examples may in found in the /examples directory of the repository. These examples additionally constitute the plots generated in the paper [1].

References

[1] Cortild D., Marschner M., & Staudigl M. (2025). Regularization Methods for Solving Hierarchical Variational Inequalities with Complexity Guarantees. arXiv preprint arXiv:2512.20772. https://doi.org/10.48550/arXiv.2512.20772.

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