Convergence rate analysis of the gradient descent–ascent method for convex–concave saddle-point problems

IF 1.4 3区 数学 Q3 COMPUTER SCIENCE, SOFTWARE ENGINEERING Optimization Methods & Software Pub Date : 2024-06-20 DOI:10.1080/10556788.2024.2360040
Moslem Zamani, Hadi Abbaszadehpeivasti, Etienne de Klerk
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Abstract

In this paper, we study the gradient descent–ascent method for convex–concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set ...
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来源期刊
Optimization Methods & Software
Optimization Methods & Software 工程技术-计算机:软件工程
CiteScore
4.50
自引率
0.00%
发文量
40
审稿时长
7 months
期刊介绍: Optimization Methods and Software publishes refereed papers on the latest developments in the theory and realization of optimization methods, with particular emphasis on the interface between software development and algorithm design. Topics include: Theory, implementation and performance evaluation of algorithms and computer codes for linear, nonlinear, discrete, stochastic optimization and optimal control. This includes in particular conic, semi-definite, mixed integer, network, non-smooth, multi-objective and global optimization by deterministic or nondeterministic algorithms. Algorithms and software for complementarity, variational inequalities and equilibrium problems, and also for solving inverse problems, systems of nonlinear equations and the numerical study of parameter dependent operators. Various aspects of efficient and user-friendly implementations: e.g. automatic differentiation, massively parallel optimization, distributed computing, on-line algorithms, error sensitivity and validity analysis, problem scaling, stopping criteria and symbolic numeric interfaces. Theoretical studies with clear potential for applications and successful applications of specially adapted optimization methods and software to fields like engineering, machine learning, data mining, economics, finance, biology, or medicine. These submissions should not consist solely of the straightforward use of standard optimization techniques.
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