Linear Last-iterate Convergence in Constrained Saddle-point Optimization.
Chen-Yu WeiChung-Wei LeeMengxiao ZhangHaipeng LuoPublished in: ICLR (2021)
Keyphrases
- saddle point
- fractional programming
- convex concave
- variational inequalities
- penalty function
- primal dual
- maximum margin
- discrete space
- structured prediction
- convergence rate
- structured output
- numerical methods
- global constraints
- interior point
- convex sets
- constrained optimization
- linear programming
- temporal planning problems
- semidefinite programming
- semidefinite
- genetic algorithm
- probabilistic model