Solving nonconvex-nonconcave min-max problems exhibiting weak minty solutions
A Böhm - arxiv preprint arxiv:2201.12247, 2022 - arxiv.org
We investigate a structured class of nonconvex-nonconcave min-max problems exhibiting
so-called\emph {weak Minty} solutions, a notion which was only recently introduced, but is …
so-called\emph {weak Minty} solutions, a notion which was only recently introduced, but is …
Fast Optimistic Gradient Descent Ascent (OGDA) method in continuous and discrete time
In the framework of real Hilbert spaces, we study continuous in time dynamics as well as
numerical algorithms for the problem of approaching the set of zeros of a single-valued …
numerical algorithms for the problem of approaching the set of zeros of a single-valued …
A systematic approach to Lyapunov analyses of continuous-time models in convex optimization
First-order methods are often analyzed via their continuous-time models, where their worst-
case convergence properties are usually approached via Lyapunov functions. In this work …
case convergence properties are usually approached via Lyapunov functions. In this work …
Extragradient Type Methods for Riemannian Variational Inequality Problems
In this work, we consider monotone Riemannian Variational Inequality Problems (RVIPs),
which encompass both Riemannian convex optimization and minimax optimization as …
which encompass both Riemannian convex optimization and minimax optimization as …
A Primal-Dual Approach to Solving Variational Inequalities with General Constraints
Yang et al.(2023) recently showed how to use first-order gradient methods to solve general
variational inequalities (VIs) under a limiting assumption that analytic solutions of specific …
variational inequalities (VIs) under a limiting assumption that analytic solutions of specific …
Riemannian optimistic algorithms
In this paper, we consider Riemannian online convex optimization with dynamic regret. First,
we propose two novel algorithms, namely the Riemannian Online Optimistic Gradient …
we propose two novel algorithms, namely the Riemannian Online Optimistic Gradient …
On a continuous time model of gradient descent dynamics and instability in deep learning
The recipe behind the success of deep learning has been the combination of neural
networks and gradient-based optimization. Understanding the behavior of gradient descent …
networks and gradient-based optimization. Understanding the behavior of gradient descent …
Continuous-time analysis for variational inequalities: An overview and desiderata
Algorithms that solve zero-sum games, multi-objective agent objectives, or, more generally,
variational inequality (VI) problems are notoriously unstable on general problems. Owing to …
variational inequality (VI) problems are notoriously unstable on general problems. Owing to …
A fast optimistic method for monotone variational inequalities
We study monotone variational inequalities that can arise as optimality conditions for
constrained convex optimization or convex-concave minimax problems and propose a novel …
constrained convex optimization or convex-concave minimax problems and propose a novel …
SDEs for Minimax Optimization
Minimax optimization problems have attracted a lot of attention over the past few years, with
applications ranging from economics to machine learning. While advanced optimization …
applications ranging from economics to machine learning. While advanced optimization …