An implicit gradient-descent procedure for minimax problems

DOI10.1007/S00186-022-00805-WMaRDI QIDQ2699028zbMATH OpenOpenAlexFDO

Authors Montacer Essid, Esteban G. Tabak, Giulio Trigila

Publication date 26 April 2023

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1906.00233

zbMATH Keywords

game theoryoptimal transportadversarial optimizationsaddle point optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cites work

• scientific article; zbMATH DE number 3084669 (Why is no real title available?)
• scientific article; zbMATH DE number 3099866 (Why is no real title available?)
• A Family of Nonparametric Density Estimation Algorithms
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• Adaptive optimal transport
• Certified reduced basis methods for parametrized saddle point problems
• Conditional density estimation and simulation through optimal transport
• Data-driven optimal transport
• Numerical methods for matching for teams and Wasserstein barycenters
• Numerical solution of saddle point problems
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Solutions of Saddle Value Problems by Differential Equations
• Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(6)

• On Lyapunov functions and particle methods for regularized minimax problems
• An implicit gradient-descent procedure for minimax problems
• MG-CNN: a deep CNN to predict saddle points of matrix games
• The backtrack Hölder gradient method with application to min-max and min-min problems
• scientific article; zbMATH DE number 4137532 (Why is no real title available?)
• scientific article; zbMATH DE number 94238 (Why is no real title available?)

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Uses Software

• L-BFGS

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