Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities
From MaRDI portal
Publication:5869812
DOI10.1137/21M1395764MaRDI QIDQ5869812
Publication date: 29 September 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.04528
variational inequalitieszero-sum gamesaddle point problemmin-maxconvex-concavehigher-order optimization
Minimax problems in mathematical programming (90C47) Optimality conditions and duality in mathematical programming (90C46) Numerical methods for variational inequalities and related problems (65K15)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Accelerating the cubic regularization of Newton's method on convex problems
- Monotone (nonlinear) operators in Hilbert space
- Cubic regularized Newton method for the saddle point models: a global and local convergence analysis
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems
- Implementable tensor methods in unconstrained convex optimization
- Oracle complexity of second-order methods for smooth convex optimization
- A globally convergent Newton method for solving strongly monotone variational inequalities
- Cubic regularization of Newton method and its global performance
- An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods
- On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
- Accelerated Methods for NonConvex Optimization
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems
- Finding approximate local minima faster than gradient descent
This page was built for publication: Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities
