Convergence Rate of 풪(1/k) for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems.
Aryan MokhtariAsuman E. OzdaglarSarath PattathilPublished in: SIAM J. Optim. (2020)
Keyphrases
- convex concave
- saddle point
- convergence rate
- primal dual
- numerical methods
- variational inequalities
- penalty function
- discrete tomography
- interior point
- structured prediction
- solution path
- linear programming problems
- maximum margin
- interior point methods
- convex hull
- feature space
- semidefinite programming
- linear programming