Goto

Collaborating Authors

 convex-concave minimax optimization


Improved Algorithms for Convex-Concave Minimax Optimization

Neural Information Processing Systems

Our bound achieves linear convergence rate and tighter dependency on condition numbers, especially when $L_{\x\y}\ll L$ (i.e., the weak interaction regime). Via simple reduction, our new bound also implies improved bounds for strongly convex-concave problems and convex-concave problems.


Review for NeurIPS paper: Improved Algorithms for Convex-Concave Minimax Optimization

Neural Information Processing Systems

Relation to Prior Work: In addition to the papers mentioned above, the relation to the literature of monotone VI should be discussed in details. The convex-concave min-max falls into the category of monotone VIs and there are many works in the literature addressing that. For example, the following papers should be discussed: Ronald E Bruck Jr. Dual extrapolation and its applications to solving variational inequalities and related problems. Solving variational inequalities with monotone operators on domains given by linear minimization oracles.


Review for NeurIPS paper: Improved Algorithms for Convex-Concave Minimax Optimization

Neural Information Processing Systems

Authors propose a novel algorithm that achieves linear convergence rate and improved dependence on the condition numbers, compared to prior work.


Improved Algorithms for Convex-Concave Minimax Optimization

Neural Information Processing Systems

Our bound achieves linear convergence rate and tighter dependency on condition numbers, especially when L_{\x\y}\ll L (i.e., the weak interaction regime). Via simple reduction, our new bound also implies improved bounds for strongly convex-concave problems and convex-concave problems.