Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems
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Publication:5085148
DOI10.1287/moor.2021.1175zbMath1489.90130arXiv1903.01687OpenAlexW3164209919MaRDI QIDQ5085148
Publication date: 27 June 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.01687
stochastic approximationconvex-concave saddle-point problemsprimal-dual first-order methodprimal-dual hybrid gradient framework
Convex programming (90C25) Minimax problems in mathematical programming (90C47) Stochastic programming (90C15)
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Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method, New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems, A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems, Accelerated variance-reduced methods for saddle-point problems, Robust Accelerated Primal-Dual Methods for Computing Saddle Points, Randomized Lagrangian stochastic approximation for large-scale constrained stochastic Nash games
Uses Software
Cites Work
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