On the convergence of single-call stochastic extra-gradient methods

22 August 2019

Papers citing "On the convergence of single-call stochastic extra-gradient methods"

29 / 29 papers shown

Title
Solving Infinite-Player Games with Player-to-Strategy Networks Carlos Martin T. Sandholm 54 0 0 17 Jan 2025
Fast Last-Iterate Convergence of Learning in Games Requires Forgetful Algorithms Yang Cai Gabriele Farina Julien Grand-Clément Christian Kroer Chung-Wei Lee Haipeng Luo Weiqiang Zheng 50 6 0 15 Jun 2024
Primal Methods for Variational Inequality Problems with Functional Constraints Liang Zhang Niao He Michael Muehlebach 34 2 0 19 Mar 2024
First Order Methods with Markovian Noise: from Acceleration to Variational Inequalities Aleksandr Beznosikov S. Samsonov Marina Sheshukova Alexander Gasnikov A. Naumov Eric Moulines 32 14 0 25 May 2023
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments Quoc Tran-Dinh 32 7 0 30 Mar 2023
Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions S. Choudhury Eduard A. Gorbunov Nicolas Loizou 25 13 0 27 Feb 2023
Solving stochastic weak Minty variational inequalities without increasing batch size Thomas Pethick Olivier Fercoq P. Latafat Panagiotis Patrinos V. Cevher 13 23 0 17 Feb 2023
Explicit Second-Order Min-Max Optimization Methods with Optimal Convergence Guarantee Tianyi Lin P. Mertikopoulos Michael I. Jordan 24 11 0 23 Oct 2022
SARAH-based Variance-reduced Algorithm for Stochastic Finite-sum Cocoercive Variational Inequalities Aleksandr Beznosikov Alexander Gasnikov 25 2 0 12 Oct 2022
Accelerated Single-Call Methods for Constrained Min-Max Optimization Yang Cai Weiqiang Zheng 19 30 0 06 Oct 2022
Smooth Monotone Stochastic Variational Inequalities and Saddle Point Problems: A Survey Aleksandr Beznosikov Boris Polyak Eduard A. Gorbunov D. Kovalev Alexander Gasnikov 37 31 0 29 Aug 2022
Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum Games Kenshi Abe Kaito Ariu Mitsuki Sakamoto Kenta Toyoshima Atsushi Iwasaki 26 11 0 21 Aug 2022
On Scaled Methods for Saddle Point Problems Aleksandr Beznosikov Aibek Alanov D. Kovalev Martin Takáč Alexander Gasnikov 22 4 0 16 Jun 2022
Stochastic Gradient Descent-Ascent: Unified Theory and New Efficient Methods Aleksandr Beznosikov Eduard A. Gorbunov Hugo Berard Nicolas Loizou 19 47 0 15 Feb 2022
Optimal Algorithms for Decentralized Stochastic Variational Inequalities D. Kovalev Aleksandr Beznosikov Abdurakhmon Sadiev Michael Persiianov Peter Richtárik Alexander Gasnikov 35 34 0 06 Feb 2022
Stochastic Extragradient: General Analysis and Improved Rates Eduard A. Gorbunov Hugo Berard Gauthier Gidel Nicolas Loizou 14 40 0 16 Nov 2021
Halpern-Type Accelerated and Splitting Algorithms For Monotone Inclusions Quoc Tran-Dinh Yang Luo 18 32 0 15 Oct 2021
Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity Eduard A. Gorbunov Nicolas Loizou Gauthier Gidel 23 64 0 08 Oct 2021
Stochastic gradient descent with noise of machine learning type. Part I: Discrete time analysis Stephan Wojtowytsch 23 50 0 04 May 2021
Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibrium Yu-Guan Hsieh Kimon Antonakopoulos P. Mertikopoulos 16 74 0 26 Apr 2021
Complexity Lower Bounds for Nonconvex-Strongly-Concave Min-Max Optimization Haochuan Li Yi Tian Jingzhao Zhang Ali Jadbabaie 24 40 0 18 Apr 2021
Last-iterate Convergence of Decentralized Optimistic Gradient Descent/Ascent in Infinite-horizon Competitive Markov Games Chen-Yu Wei Chung-Wei Lee Mengxiao Zhang Haipeng Luo 11 82 0 08 Feb 2021
Adaptive extra-gradient methods for min-max optimization and games Kimon Antonakopoulos E. V. Belmega P. Mertikopoulos 54 46 0 22 Oct 2020
Adaptive and Universal Algorithms for Variational Inequalities with Optimal Convergence Alina Ene Huy Le Nguyen 12 13 0 15 Oct 2020
A Hölderian backtracking method for min-max and min-min problems Jérôme Bolte Lilian E. Glaudin Edouard Pauwels M. Serrurier 29 9 0 17 Jul 2020
Stochastic Hamiltonian Gradient Methods for Smooth Games Nicolas Loizou Hugo Berard Alexia Jolicoeur-Martineau Pascal Vincent Simon Lacoste-Julien Ioannis Mitliagkas 31 50 0 08 Jul 2020
On the Almost Sure Convergence of Stochastic Gradient Descent in Non-Convex Problems P. Mertikopoulos Nadav Hallak Ali Kavis V. Cevher 19 85 0 19 Jun 2020
Linear Last-iterate Convergence in Constrained Saddle-point Optimization Chen-Yu Wei Chung-Wei Lee Mengxiao Zhang Haipeng Luo 19 11 0 16 Jun 2020
The limits of min-max optimization algorithms: convergence to spurious non-critical sets Ya-Ping Hsieh P. Mertikopoulos V. Cevher 27 81 0 16 Jun 2020