Extragradient method: O (1/k) last-iterate convergence for monotone variational inequalities and connections with cocoercivity

E Gorbunov, N Loizou, G Gidel - … Conference on Artificial …, 2022 - proceedings.mlr.press
Abstract Extragradient method (EG)(Korpelevich, 1976) is one of the most popular methods
for solving saddle point and variational inequalities problems (VIP). Despite its long history …

Deep neural network structures solving variational inequalities

PL Combettes, JC Pesquet - Set-Valued and Variational Analysis, 2020 - Springer
Motivated by structures that appear in deep neural networks, we investigate nonlinear
composite models alternating proximity and affine operators defined on different spaces. We …

Operator splitting performance estimation: Tight contraction factors and optimal parameter selection

EK Ryu, AB Taylor, C Bergeling, P Giselsson - SIAM Journal on Optimization, 2020 - SIAM
We propose a methodology for studying the performance of common splitting methods
through semidefinite programming. We prove tightness of the methodology and demonstrate …

Convergence of proximal point and extragradient-based methods beyond monotonicity: the case of negative comonotonicity

E Gorbunov, A Taylor, S Horváth… - … on Machine Learning, 2023 - proceedings.mlr.press
Algorithms for min-max optimization and variational inequalities are often studied under
monotonicity assumptions. Motivated by non-monotone machine learning applications, we …

Finding the forward-Douglas–Rachford-forward method

EK Ryu, BC Vũ - Journal of Optimization Theory and Applications, 2020 - Springer
We consider the monotone inclusion problem with a sum of 3 operators, in which 2 are
monotone and 1 is monotone-Lipschitz. The classical Douglas–Rachford and forward …

[HTML][HTML] Scaled graphs for reset control system analysis

S van den Eijnden, T Chaffey, T Oomen… - European Journal of …, 2024 - Elsevier
Scaled graphs allow for graphical analysis of nonlinear systems, but are generally difficult to
compute. The aim of this paper is to develop a method for approximating the scaled graph of …

A geometric structure of acceleration and its role in making gradients small fast

J Lee, C Park, E Ryu - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Since Nesterov's seminal 1983 work, many accelerated first-order optimization methods
have been proposed, but their analyses lacks a common unifying structure. In this work, we …

Multiplayer federated learning: Reaching equilibrium with less communication

TH Yoon, S Choudhury, N Loizou - arxiv preprint arxiv:2501.08263, 2025 - arxiv.org
Traditional Federated Learning (FL) approaches assume collaborative clients with aligned
objectives working towards a shared global model. However, in many real-world scenarios …

Monotone one-port circuits

T Chaffey, R Sepulchre - IEEE Transactions on Automatic …, 2023 - ieeexplore.ieee.org
Maximal monotonicity is explored as a generalization of the linear theory of passivity, aiming
at an algorithmic input/output analysis of physical models. The theory is developed for …

Graphical nonlinear system analysis

T Chaffey, F Forni, R Sepulchre - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
We use the recently introduced concept of a scaled relative graph (SRG) to develop a
graphical analysis of input–output properties of feedback systems. The SRG of a nonlinear …