Subgradient methods for saddle-point problems
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Cites work
- Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
- Convergence of some algorithms for convex minimization
- Convergence rate of incremental subgradient algorithms
- Ergodic convergence in subgradient optimization
- Ergodic, primal convergence in dual subgradient schemes for convex programming
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- Incremental subgradient methods for nondifferentiable optimization
- Interior Gradient and Proximal Methods for Convex and Conic Optimization
- Large-scale convex optimization via saddle point computation
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- On the weak convergence of an ergodic iteration for the solution of variational inequalities for monotone operators in Hilbert space
- Primal-dual subgradient methods for convex problems
- Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Recovery of primal solutions when using subgradient optimization methods to solve Lagrangian duals of linear programs
- The mathematics of internet congestion control
- What is the Subdifferential of the Closed Convex Hull of a Function?
Cited in
(90)- On Poljak's improved subgradient method
- On the emergence of oscillations in distributed resource allocation
- Approximate dual averaging method for multiagent saddle-point problems with stochastic subgradients
- An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
- A golden ratio primal-dual algorithm for structured convex optimization
- A stochastic primal-dual method for optimization with conditional value at risk constraints
- Local saddle points for unconstrained polynomial optimization
- A primal-dual algorithm for nonnegative N-th order CP tensor decomposition: application to fluorescence spectroscopy data analysis
- The saddle point problem of polynomials
- Linear convergence of primal-dual gradient methods and their performance in distributed optimization
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming
- Saddle points of rational functions
- Primal-dual stochastic distributed algorithm for constrained convex optimization
- Primal convergence from dual subgradient methods for convex optimization
- A hierarchical algorithm for vehicle-to-grid integration under line capacity constraints
- A two-phase algorithm for a variational inequality formulation of equilibrium problems
- Primal recovery from consensus-based dual decomposition for distributed convex optimization
- Online learning over a decentralized network through ADMM
- Distributed consensus-based solver for semi-definite programming: an optimization viewpoint
- Saddle-point dynamics: conditions for asymptotic stability of saddle points
- 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
- Primal-dual algorithm for distributed constrained optimization
- Distributed design of approximately optimal controller for identical discrete-time multi-agent systems
- Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise
- Subgradient method for nonconvex nonsmooth optimization
- The Practical Performance of Subgradient Computational Techniques for Mesh Network Utility Optimization
- Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
- Splitting subspaces and saddle points
- A projection-based decomposition algorithm for distributed fast computation of control in microgrids
- Distributed Bregman-distance algorithms for min-max optimization
- Data-driven distributionally robust risk parity portfolio optimization
- Primal-dual algorithms for multi-agent structured optimization over message-passing architectures with bounded communication delays
- Accelerated stochastic algorithms for convex-concave saddle-point problems
- Golden ratio primal-dual algorithm with linesearch
- First-order methods for problems with \(O(1)\) functional constraints can have almost the same convergence rate as for unconstrained problems
- On the Role of a Market Maker in Networked Cournot Competition
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
- Online first-order framework for robust convex optimization
- Convergence rate of \(\mathcal{O}(1/k)\) for optimistic gradient and extragradient methods in smooth convex-concave saddle point problems
- Subgradient methods for saddle point problems of quasiconvex optimization
- Distributed proximal-gradient method for convex optimization with inequality constraints
- A distributed ADMM-like method for resource sharing over time-varying networks
- Distributed convergence to Nash equilibria in two-network zero-sum games
- Abstract convergence theorem for quasi-convex optimization problems with applications
- Distributed primal-dual stochastic subgradient algorithms for multi-agent optimization under inequality constraints
- A simple parallel algorithm with an \(O(1/t)\) convergence rate for general convex programs
- A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA
- A distributed Douglas-Rachford splitting method for multi-block convex minimization problems
- Subgradient ellipsoid method for nonsmooth convex problems
- Two-timescale recurrent neural networks for distributed minimax optimization
- Primal-dual -subgradient method for distributed optimization
- Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization
- A differentially private distributed optimization method for constrained optimization
- A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems
- Duality and sensitivity analysis of multistage linear stochastic programs
- 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
- Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds
- Subgradient algorithm for computing contraction metrics for equilibria
- 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
- Utility/privacy trade-off as regularized optimal transport
- Distributed stochastic subgradient projection algorithms for convex optimization
- Stability of primal-dual gradient dynamics and applications to network optimization
- Distributed multi-agent optimization with state-dependent communication
- Achieving zero constraint violation for concave utility constrained reinforcement learning via primal-dual approach
- Alleviating limit cycling in training GANs with an optimization technique
- Strong convergence of the regularized operator extrapolation algorithm for variational inequalities
- Semiglobal exponential stability of the discrete-time Arrow-Hurwicz-Uzawa primal-dual algorithm for constrained optimization
- Stochastic approximation for estimating the price of stability in stochastic Nash games
- The golden ratio primal-dual algorithm with two new stepsize rules for convex-concave saddle point problems
- Adaptive fractional-order primal-dual image denoising algorithm based on L_q quasi-norm
- Local consensus based multi-objective distributed optimization and its application
- Distributed prediction-correction algorithm for convex optimization with coupled constraints
- Panda: partially approximate Newton methods for distributed minimax optimization with unbalanced dimensions
- A gradient descent-ascent method for continuous-time risk-averse optimal control
- Distributed mirror descent for online bandit saddle point problem
- Strong convergence of projected subgradient methods in infinite-dimensional Hilbert spaces
- Two-timescale gradient descent ascent algorithms for nonconvex minimax optimization
- All saddle points for polynomial optimization
- Optimistic gradient descent ascent in general-sum bilinear games
- An optimal randomized algorithm for finding the saddlepoint
- Ergodic-risk criterion for stochastically stabilizing policy optimization
- Gradient sampling algorithm for subsmooth functions
- Projected subgradient method for nonsmooth interval optimization problems with application
- Convergence rates of subgradient methods for quasi-convex optimization problems
- An inexact primal-dual algorithm for semi-infinite programming
- Convergence rate for consensus with delays
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