The Last-Iterate Convergence Rate of Optimistic Mirror Descent in
Stochastic Variational Inequalities

The Last-Iterate Convergence Rate of Optimistic Mirror Descent in Stochastic Variational Inequalities

5 July 2021

P. Mertikopoulos

Papers citing "The Last-Iterate Convergence Rate of Optimistic Mirror Descent in Stochastic Variational Inequalities"

15 / 15 papers shown

Title
Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibrium Yu-Guan Hsieh Kimon Antonakopoulos P. Mertikopoulos 55 76 0 26 Apr 2021
Tight last-iterate convergence rates for no-regret learning in multi-player games Noah Golowich S. Pattathil C. Daskalakis 87 81 0 26 Oct 2020
Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling Yu-Guan Hsieh F. Iutzeler J. Malick P. Mertikopoulos 64 68 0 23 Mar 2020
Last Iterate is Slower than Averaged Iterate in Smooth Convex-Concave Saddle Point Problems Noah Golowich S. Pattathil C. Daskalakis Asuman Ozdaglar 42 105 0 31 Jan 2020
On the convergence of single-call stochastic extra-gradient methods Yu-Guan Hsieh F. Iutzeler J. Malick P. Mertikopoulos 50 169 0 22 Aug 2019
A Unified Analysis of Extra-gradient and Optimistic Gradient Methods for Saddle Point Problems: Proximal Point Approach Aryan Mokhtari Asuman Ozdaglar S. Pattathil 88 328 0 24 Jan 2019
Hessian barrier algorithms for linearly constrained optimization problems I. Bomze P. Mertikopoulos W. Schachinger Mathias Staudigl 33 12 0 25 Sep 2018
Last-Iterate Convergence: Zero-Sum Games and Constrained Min-Max Optimization C. Daskalakis Ioannis Panageas 64 178 0 11 Jul 2018
Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile P. Mertikopoulos Bruno Lecouat Houssam Zenati Chuan-Sheng Foo V. Chandrasekhar Georgios Piliouras 127 295 0 07 Jul 2018
A Variational Inequality Perspective on Generative Adversarial Networks Gauthier Gidel Hugo Berard Gaëtan Vignoud Pascal Vincent Simon Lacoste-Julien GAN 130 353 0 28 Feb 2018
Training GANs with Optimism C. Daskalakis Andrew Ilyas Vasilis Syrgkanis Haoyang Zeng 165 519 0 31 Oct 2017
Learning in games with continuous action sets and unknown payoff functions P. Mertikopoulos Zhengyuan Zhou 56 265 0 25 Aug 2016
Optimization, Learning, and Games with Predictable Sequences Alexander Rakhlin Karthik Sridharan 92 379 0 08 Nov 2013
Online Learning with Predictable Sequences Alexander Rakhlin Karthik Sridharan 204 357 0 18 Aug 2012
Solving variational inequalities with Stochastic Mirror-Prox algorithm A. Juditsky A. Nemirovskii Claire Tauvel 129 442 0 04 Sep 2008