Last-Iterate Convergence of Saddle Point Optimizers via High-Resolution Differential Equations.
Tatjana ChavdarovaMichael I. JordanManolis ZampetakisPublished in: CoRR (2021)
Keyphrases
- differential equations
- saddle point
- numerical methods
- high resolution
- dynamical systems
- primal dual
- numerical solution
- convergence rate
- penalty function
- variational inequalities
- discrete space
- super resolution
- partial differential equations
- image processing
- maximum margin
- global constraints
- interior point
- learning algorithm
- multiscale
- structured prediction
- sufficient conditions
- least squares
- search algorithm
- support vector