An implicit gradient-descent procedure for minimax problems

DOI10.1007/S00186-022-00805-WOpenAlexW2947405306MaRDI QIDQ2699028FDOQ2699028

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

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zbMATH Keywords

game theoryoptimal transportadversarial optimizationsaddle point optimization

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• Updating Quasi-Newton Matrices with Limited Storage
• Title not available (Why is that?)
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Numerical solution of saddle point problems
• Title not available (Why is that?)
• Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems
• Numerical methods for matching for teams and Wasserstein barycenters
• Certified reduced basis methods for parametrized saddle point problems
• Data-driven optimal transport
• A new fast method to compute saddle-points in constrained optimization and applications
• Solutions of Saddle Value Problems by Differential Equations
• A Family of Nonparametric Density Estimation Algorithms
• Conditional density estimation and simulation through optimal transport
• Adaptive optimal transport

Cited In (4)

• On Lyapunov functions and particle methods for regularized minimax problems
• An implicit gradient-descent procedure for minimax problems
• Title not available (Why is that?)
• Title not available (Why is that?)

Uses Software

• L-BFGS

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