Last-iterate convergence: zero-sum games and constrained min-max optimization

DOI10.4230/LIPICS.ITCS.2019.27MaRDI QIDQ5090401zbMATH OpenFDO

Authors Constantinos Daskalakis, Ioannis Panageas

Publication date 18 July 2022

Full work available at URL https://arxiv.org/abs/1807.04252

zbMATH Keywords

convergencedynamical systemszero-sum gamesKL divergenceno regret learning

Mathematics Subject Classification ID

Theory of computing (68Qxx)

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Cites work

• scientific article; zbMATH DE number 51788 (Why is no real title available?)
• scientific article; zbMATH DE number 3069635 (Why is no real title available?)
• An analog of the minimax theorem for vector payoffs
• An iterative method of solving a game
• Discrete Dynamical Systems
• Mutation, Sexual Reproduction and Survival in Dynamic Environments
• Prediction, Learning, and Games
• Smooth minimization of non-smooth functions
• The equivalence of linear programs and zero-sum games

Cited in

(5)

• Alleviating limit cycling in training GANs with an optimization technique
• Last-iterate convergence of saddle-point optimizers via high-resolution differential equations
• Last-Iterate Convergence: Zero-Sum Games and Constrained Min-Max Optimization
• Efficient second-order optimization with predictions in differential games
• A unified stochastic approximation framework for learning in games

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