Subgradient methods for saddle-point problems
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Publication:1035898
DOI10.1007/S10957-009-9522-7zbMATH Open1175.90415OpenAlexW2020123437MaRDI QIDQ1035898FDOQ1035898
Authors: Angelia Nedić, Asuman Ozdaglar 
Publication date: 4 November 2009
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-009-9522-7
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averagingconvergence rateapproximate primal solutionsprimal-dual subgradient methodssaddle-point subgradient methods
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Cited In (74)
- DISTRIBUTED PROXIMAL-GRADIENT METHOD FOR CONVEX OPTIMIZATION WITH INEQUALITY CONSTRAINTS
- Primal recovery from consensus-based dual decomposition for distributed convex optimization
- A Projection-Based Decomposition Algorithm for Distributed Fast Computation of Control in Microgrids
- Primal-dual stochastic distributed algorithm for constrained convex optimization
- The saddle point problem of polynomials
- Online learning over a decentralized network through ADMM
- First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems
- Duality and sensitivity analysis of multistage linear stochastic programs
- A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
- Subgradient ellipsoid method for nonsmooth convex problems
- Splitting subspaces and saddle points
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- A differentially private distributed optimization method for constrained optimization
- Local saddle points for unconstrained polynomial optimization
- Data-driven distributionally robust risk parity portfolio optimization
- Saddle points of rational functions
- Linear convergence of primal-dual gradient methods and their performance in distributed optimization
- Distributed stochastic subgradient projection algorithms for convex optimization
- Distributed multi-agent optimization with state-dependent communication
- Dual averaging with adaptive random projection for solving evolving distributed optimization problems
- Convergence analysis of iterative methods for nonsmooth convex optimization over fixed point sets of quasi-nonexpansive mappings
- A primal-dual algorithm for nonnegative \(N\)-th order CP tensor decomposition: application to fluorescence spectroscopy data analysis
- A golden ratio primal-dual algorithm for structured convex optimization
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Primal convergence from dual subgradient methods for convex optimization
- Primal-dual algorithm for distributed constrained optimization
- Distributed design of approximately optimal controller for identical discrete-time multi-agent systems
- Distributed primal–dual stochastic subgradient algorithms for multi‐agent optimization under inequality constraints
- Distributed consensus-based solver for semi-definite programming: an optimization viewpoint
- A stochastic primal-dual method for optimization with conditional value at risk constraints
- Golden Ratio Primal-Dual Algorithm with Linesearch
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- On Poljak's improved subgradient method
- A Distributed ADMM-like Method for Resource Sharing over Time-Varying Networks
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- On the emergence of oscillations in distributed resource allocation
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- Subgradient method for nonconvex nonsmooth optimization
- A two-phase algorithm for a variational inequality formulation of equilibrium problems
- Stability of primal-dual gradient dynamics and applications to network optimization
- Online First-Order Framework for Robust Convex Optimization
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- Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
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- An inexact primal-dual algorithm for semi-infinite programming
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- Distributed Bregman-Distance Algorithms for Min-Max Optimization
- A hierarchical algorithm for vehicle-to-grid integration under line capacity constraints
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- A Simple Parallel Algorithm with an $O(1/t)$ Convergence Rate for General Convex Programs
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
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- The Practical Performance of Subgradient Computational Techniques for Mesh Network Utility Optimization
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- Approximate dual averaging method for multiagent saddle-point problems with stochastic subgradients
- Convergence Rate of $\mathcal{O}(1/k)$ for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems
- Alleviating limit cycling in training GANs with an optimization technique
- Strong convergence of the regularized operator extrapolation algorithm for variational inequalities
- On the Role of a Market Maker in Networked Cournot Competition
- Two-timescale recurrent neural networks for distributed minimax optimization
- An inexact primal-dual smoothing framework for large-scale non-bilinear saddle point problems
- Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
- Semiglobal exponential stability of the discrete-time Arrow-Hurwicz-Uzawa primal-dual algorithm for constrained optimization
- Utility/privacy trade-off as regularized optimal transport
- Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization
- Stochastic approximation for estimating the price of stability in stochastic Nash games
- Achieving zero constraint violation for concave utility constrained reinforcement learning via primal-dual approach
- Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds
- Linearized generalized ADMM-based algorithm for multi-block linearly constrained separable convex programming in real-world applications
- No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization
- Robust Accelerated Primal-Dual Methods for Computing Saddle Points
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