Accelerated variance-reduced methods for saddle-point problems
DOI10.1016/j.ejco.2022.100048zbMath1530.90111OpenAlexW4304688289MaRDI QIDQ6114960
A. V. Gasnikov, Ekaterina Borodich, Dmitry P. Kovalev, Yaroslav Tominin, Vladislav Tominin, Pavel Dvurechensky
Publication date: 12 July 2023
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejco.2022.100048
minimax optimizationsaddle-point problemcomposite optimizationaccelerated algorithmsstochastic variance-reduced algorithms
Numerical mathematical programming methods (65K05) Minimax problems in mathematical programming (90C47) Optimality conditions for minimax problems (49K35)
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