A Unified Analysis of Extra-gradient and Optimistic Gradient Methods for Saddle Point Problems: Proximal Point Approach

24 January 2019

Asuman Ozdaglar

Papers citing "A Unified Analysis of Extra-gradient and Optimistic Gradient Methods for Saddle Point Problems: Proximal Point Approach"

47 / 47 papers shown

Title
On Corruption-Robustness in Performative Reinforcement Learning Vasilis Pollatos Debmalya Mandal Goran Radanović 32 1 0 08 May 2025
Negative Stepsizes Make Gradient-Descent-Ascent Converge Henry Shugart Jason M. Altschuler 25 0 0 02 May 2025
Learning Variational Inequalities from Data: Fast Generalization Rates under Strong Monotonicity Eric Zhao Tatjana Chavdarova Michael I. Jordan 47 0 0 20 Feb 2025
Randomized Block-Coordinate Optimistic Gradient Algorithms for Root-Finding Problems Quoc Tran-Dinh Yang Luo 91 6 0 28 Jan 2025
Two-Timescale Gradient Descent Ascent Algorithms for Nonconvex Minimax Optimization Tianyi Lin Chi Jin Michael I. Jordan 52 6 0 28 Jan 2025
Contractivity and linear convergence in bilinear saddle-point problems: An operator-theoretic approach Colin Dirren Mattia Bianchi Panagiotis D. Grontas John Lygeros Florian Dorfler 36 0 0 18 Oct 2024
Second-Order Min-Max Optimization with Lazy Hessians Lesi Chen Chengchang Liu Jingzhao Zhang 46 1 0 12 Oct 2024
Automatic debiasing of neural networks via moment-constrained learning Christian L. Hines Oliver J. Hines CML OOD 33 0 0 29 Sep 2024
Electroencephalogram Emotion Recognition via AUC Maximization Minheng Xiao Shi Bo 46 2 0 16 Aug 2024
Primal Methods for Variational Inequality Problems with Functional Constraints Liang Zhang Niao He Michael Muehlebach 39 2 0 19 Mar 2024
Multi-agent Reinforcement Learning: A Comprehensive Survey Dom Huh Prasant Mohapatra AI4CE 33 8 0 15 Dec 2023
Optimal Guarantees for Algorithmic Reproducibility and Gradient Complexity in Convex Optimization Liang Zhang Junchi Yang Amin Karbasi Niao He 28 2 0 26 Oct 2023
Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates Siqi Zhang S. Choudhury Sebastian U. Stich Nicolas Loizou FedML 19 3 0 08 Jun 2023
Online Optimization for Randomized Network Resource Allocation with Long-Term Constraints Ahmed Sid-Ali Ioannis Lambadaris Yiqiang Q. Zhao G. Shaikhet Shima Kheradmand 15 1 0 24 May 2023
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments Quoc Tran-Dinh 35 7 0 30 Mar 2023
PRECISION: Decentralized Constrained Min-Max Learning with Low Communication and Sample Complexities Zhuqing Liu Xin Zhang Songtao Lu Jia-Wei Liu 32 7 0 05 Mar 2023
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 25 13 0 27 Feb 2023
Blessings and Curses of Covariate Shifts: Adversarial Learning Dynamics, Directional Convergence, and Equilibria Tengyuan Liang 20 1 0 05 Dec 2022
Finding mixed-strategy equilibria of continuous-action games without gradients using randomized policy networks Carlos Martin T. Sandholm 26 11 0 29 Nov 2022
Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problems Zi Xu Ziqi Wang Junlin Wang Y. Dai 18 11 0 24 Nov 2022
Asynchronous Gradient Play in Zero-Sum Multi-agent Games Ruicheng Ao Shicong Cen Yuejie Chi 45 5 0 16 Nov 2022
Explicit Second-Order Min-Max Optimization Methods with Optimal Convergence Guarantee Tianyi Lin P. Mertikopoulos Michael I. Jordan 26 11 0 23 Oct 2022
Proximal Learning With Opponent-Learning Awareness S. Zhao Chris Xiaoxuan Lu Roger C. Grosse Jakob N. Foerster 29 21 0 18 Oct 2022
Accelerated Single-Call Methods for Constrained Min-Max Optimization Yang Cai Weiqiang Zheng 19 30 0 06 Oct 2022
Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey Aleksandr Beznosikov Boris Polyak Eduard A. Gorbunov D. Kovalev Alexander Gasnikov 39 31 0 29 Aug 2022
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum Games Kenshi Abe Kaito Ariu Mitsuki Sakamoto Kenta Toyoshima Atsushi Iwasaki 28 11 0 21 Aug 2022
Alternating Mirror Descent for Constrained Min-Max Games Andre Wibisono Molei Tao Georgios Piliouras 24 14 0 08 Jun 2022
FedNest: Federated Bilevel, Minimax, and Compositional Optimization Davoud Ataee Tarzanagh Mingchen Li Christos Thrampoulidis Samet Oymak FedML 40 73 0 04 May 2022
Riemannian Hamiltonian methods for min-max optimization on manifolds Andi Han Bamdev Mishra Pratik Jawanpuria Pawan Kumar Junbin Gao 30 17 0 25 Apr 2022
Decentralized Stochastic Variance Reduced Extragradient Method Luo Luo Haishan Ye 21 7 0 01 Feb 2022
Training Generative Adversarial Networks with Adaptive Composite Gradient Huiqing Qi Fang Li Shengli Tan Xiangyun Zhang GAN 21 3 0 10 Nov 2021
Minimax Optimization: The Case of Convex-Submodular Arman Adibi Aryan Mokhtari Hamed Hassani 13 7 0 01 Nov 2021
Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity Eduard A. Gorbunov Nicolas Loizou Gauthier Gidel 23 64 0 08 Oct 2021
Tighter Analysis of Alternating Stochastic Gradient Method for Stochastic Nested Problems Tianyi Chen Yuejiao Sun W. Yin 24 33 0 25 Jun 2021
A Decentralized Adaptive Momentum Method for Solving a Class of Min-Max Optimization Problems Babak Barazandeh Tianjian Huang George Michailidis 24 12 0 10 Jun 2021
Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games Chen-Yu Wei Chung-Wei Lee Mengxiao Zhang Haipeng Luo 25 82 0 08 Feb 2021
A Single-Loop Smoothed Gradient Descent-Ascent Algorithm for Nonconvex-Concave Min-Max Problems Jiawei Zhang Peijun Xiao Ruoyu Sun Zhi-Quan Luo 33 97 0 29 Oct 2020
Stochastic Hamiltonian Gradient Methods for Smooth Games Nicolas Loizou Hugo Berard Alexia Jolicoeur-Martineau Pascal Vincent Simon Lacoste-Julien Ioannis Mitliagkas 33 50 0 08 Jul 2020
A Convergent and Dimension-Independent Min-Max Optimization Algorithm Vijay Keswani Oren Mangoubi Sushant Sachdeva Nisheeth K. Vishnoi 15 1 0 22 Jun 2020
Linear Last-iterate Convergence in Constrained Saddle-point Optimization Chen-Yu Wei Chung-Wei Lee Mengxiao Zhang Haipeng Luo 19 11 0 16 Jun 2020
The limits of min-max optimization algorithms: convergence to spurious non-critical sets Ya-Ping Hsieh P. Mertikopoulos V. Cevher 27 81 0 16 Jun 2020
GANs May Have No Nash Equilibria Farzan Farnia Asuman Ozdaglar GAN 28 43 0 21 Feb 2020
Accelerating Smooth Games by Manipulating Spectral Shapes Waïss Azizian Damien Scieur Ioannis Mitliagkas Simon Lacoste-Julien Gauthier Gidel 33 48 0 02 Jan 2020
A Decentralized Proximal Point-type Method for Saddle Point Problems Weijie Liu Aryan Mokhtari Asuman Ozdaglar S. Pattathil Zebang Shen Nenggan Zheng 61 30 0 31 Oct 2019
Efficient Algorithms for Smooth Minimax Optimization K. K. Thekumparampil Prateek Jain Praneeth Netrapalli Sewoong Oh 22 190 0 02 Jul 2019
ODE Analysis of Stochastic Gradient Methods with Optimism and Anchoring for Minimax Problems Ernest K. Ryu Kun Yuan W. Yin 20 36 0 26 May 2019
Linear Convergence of the Primal-Dual Gradient Method for Convex-Concave Saddle Point Problems without Strong Convexity S. Du Wei Hu 58 120 0 05 Feb 2018