Solving a class of non-convex min-max games using iterative first order methods

M Nouiehed, M Sanjabi, T Huang… - Advances in …, 2019 - proceedings.neurips.cc
Recent applications that arise in machine learning have surged significant interest in solving
min-max saddle point games. This problem has been extensively studied in the convex …

Near-optimal algorithms for minimax optimization

T Lin, C **, MI Jordan - Conference on learning theory, 2020 - proceedings.mlr.press
This paper resolves a longstanding open question pertaining to the design of near-optimal
first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems …

An introduction to continuous optimization for imaging

A Chambolle, T Pock - Acta Numerica, 2016 - cambridge.org
A large number of imaging problems reduce to the optimization of a cost function, with
typical structural properties. The aim of this paper is to describe the state of the art in …

The difficulty of computing stable and accurate neural networks: On the barriers of deep learning and Smale's 18th problem

MJ Colbrook, V Antun, AC Hansen - … of the National Academy of Sciences, 2022 - pnas.org
Deep learning (DL) has had unprecedented success and is now entering scientific
computing with full force. However, current DL methods typically suffer from instability, even …

Inverse problems with Poisson data: statistical regularization theory, applications and algorithms

T Hohage, F Werner - Inverse Problems, 2016 - iopscience.iop.org
Inverse problems with Poisson data arise in many photonic imaging modalities in medicine,
engineering and astronomy. The design of regularization methods and estimators for such …

Learning smooth functions in high dimensions: from sparse polynomials to deep neural networks

B Adcock, S Brugiapaglia, N Dexter… - arxiv preprint arxiv …, 2024 - arxiv.org
Learning approximations to smooth target functions of many variables from finite sets of
pointwise samples is an important task in scientific computing and its many applications in …

Efficient algorithms for smooth minimax optimization

KK Thekumparampil, P Jain… - Advances in neural …, 2019 - proceedings.neurips.cc
This paper studies first order methods for solving smooth minimax optimization problems
$\min_x\max_y g (x, y) $ where $ g (\cdot,\cdot) $ is smooth and $ g (x,\cdot) $ is concave for …

Scaling algorithms for unbalanced optimal transport problems

L Chizat, G Peyré, B Schmitzer, FX Vialard - Mathematics of computation, 2018 - ams.org
This article introduces a new class of fast algorithms to approximate variational problems
involving unbalanced optimal transport. While classical optimal transport considers only …

Golden ratio algorithms for variational inequalities

Y Malitsky - Mathematical Programming, 2020 - Springer
The paper presents a fully adaptive algorithm for monotone variational inequalities. In each
iteration the method uses two previous iterates for an approximation of the local Lipschitz …

Accelerated algorithms for smooth convex-concave minimax problems with O (1/k^ 2) rate on squared gradient norm

TH Yoon, EK Ryu - International Conference on Machine …, 2021 - proceedings.mlr.press
In this work, we study the computational complexity of reducing the squared gradient
magnitude for smooth minimax optimization problems. First, we present algorithms with …