Accelerated methods for saddle-point problem

DOI10.1134/S0965542520110020zbMath1485.90091OpenAlexW3112285046MaRDI QIDQ2214606

Mohammad S. Alkousa, Fedor S. Stonyakin, Alexander V. Gasnikov, D. M. Dvinskikh, D. A. Kovalev

Publication date: 10 December 2020

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542520110020

zbMATH Keywords

slidingoracleaccelerated methodsaddle problem

Mathematics Subject Classification ID

Convex programming (90C25)

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Uses Software

• PESTO

Cites Work

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• Fast gradient descent for convex minimization problems with an oracle producing a \(( \delta, L)\)-model of function at the requested point
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• An adaptive proximal method for variational inequalities
• Lectures on Modern Convex Optimization
• Accuracy Certificates for Computational Problems with Convex Structure
• Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

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