min-max optimization

Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusion
arxiv
Accelerated Single-Call Methods for Constrained Min-Max Optimization
We study first-order methods for constrained min-max optimization. Existing methods either requires two gradient calls or two …
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Finite-Time Last-Iterate Convergence for Learning in Multi-Player Games
We study the question of last-iterate convergence rate of the extragradient algorithm by Korpelevich [1976] and the optimistic gradient …
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Accelerated Algorithms for Monotone Inclusions and Constrained Nonconvex-Nonconcave Min-Max Optimization
We study monotone inclusions and monotone variational inequalities, as well as their generalizations to non-monotone settings. We first …
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Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities
The monotone variational inequality is a central problem in mathematical programming that unifies and generalizes many important …
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