Last Iterate is Slower than Averaged Iterate in Smooth Convex-Concave Saddle Point Problems

31 January 2020

Asuman Ozdaglar

Papers citing "Last Iterate is Slower than Averaged Iterate in Smooth Convex-Concave Saddle Point Problems"

21 / 21 papers shown

Title
Negative Stepsizes Make Gradient-Descent-Ascent Converge Henry Shugart Jason M. Altschuler 38 0 0 02 May 2025
Learning Variational Inequalities from Data: Fast Generalization Rates under Strong Monotonicity Eric Zhao Tatjana Chavdarova Michael I. Jordan 55 0 0 20 Feb 2025
Fast Last-Iterate Convergence of Learning in Games Requires Forgetful Algorithms Yang Cai Gabriele Farina Julien Grand-Clément Christian Kroer Chung-Wei Lee Haipeng Luo Weiqiang Zheng 63 6 0 15 Jun 2024
Primal Methods for Variational Inequality Problems with Functional Constraints Liang Zhang Niao He Michael Muehlebach 47 2 0 19 Mar 2024
Last-Iterate Convergence Properties of Regret-Matching Algorithms in Games Yang Cai Gabriele Farina Julien Grand-Clément Christian Kroer Chung-Wei Lee Haipeng Luo Weiqiang Zheng 52 1 0 01 Nov 2023
Stable Nonconvex-Nonconcave Training via Linear Interpolation Thomas Pethick Wanyun Xie Volkan Cevher 40 6 0 20 Oct 2023
Accelerating Value Iteration with Anchoring Jongmin Lee Ernest K. Ryu 35 7 0 26 May 2023
Towards Characterizing the First-order Query Complexity of Learning (Approximate) Nash Equilibria in Zero-sum Matrix Games Hédi Hadiji Sarah Sachs T. Erven Wouter M. Koolen 77 3 0 25 Apr 2023
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments Quoc Tran-Dinh 42 7 0 30 Mar 2023
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum Games Kenshi Abe Kaito Ariu Mitsuki Sakamoto Kenta Toyoshima Atsushi Iwasaki 44 11 0 21 Aug 2022
Policy Optimization for Markov Games: Unified Framework and Faster Convergence Runyu Zhang Qinghua Liu Haiquan Wang Caiming Xiong Na Li Yu Bai 40 26 0 06 Jun 2022
Convergence Rates of Two-Time-Scale Gradient Descent-Ascent Dynamics for Solving Nonconvex Min-Max Problems Thinh T. Doan 33 15 0 17 Dec 2021
Stochastic Extragradient: General Analysis and Improved Rates Eduard A. Gorbunov Hugo Berard Gauthier Gidel Nicolas Loizou 27 40 0 16 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 41 64 0 08 Oct 2021
Fair Representation: Guaranteeing Approximate Multiple Group Fairness for Unknown Tasks Xudong Shen Yongkang Wong Mohan S. Kankanhalli FaML 50 20 0 01 Sep 2021
Complexity Lower Bounds for Nonconvex-Strongly-Concave Min-Max Optimization Haochuan Li Yi Tian Jingzhao Zhang Ali Jadbabaie 33 40 0 18 Apr 2021
Potential Function-based Framework for Making the Gradients Small in Convex and Min-Max Optimization Jelena Diakonikolas Puqian Wang 33 13 0 28 Jan 2021
Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimization Jelena Diakonikolas C. Daskalakis Michael I. Jordan 28 142 0 31 Oct 2020
Tight last-iterate convergence rates for no-regret learning in multi-player games Noah Golowich S. Pattathil C. Daskalakis 59 81 0 26 Oct 2020
Linear Last-iterate Convergence in Constrained Saddle-point Optimization Chen-Yu Wei Chung-Wei Lee Mengxiao Zhang Haipeng Luo 46 11 0 16 Jun 2020
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 120 572 0 08 Dec 2012