Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity

8 October 2021

Papers citing "Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity"

27 / 27 papers shown

Title
Negative Stepsizes Make Gradient-Descent-Ascent Converge Henry Shugart Jason M. Altschuler 17 0 0 02 May 2025
Learning Variational Inequalities from Data: Fast Generalization Rates under Strong Monotonicity Eric Zhao Tatjana Chavdarova Michael I. Jordan 38 0 0 20 Feb 2025
Two-Timescale Gradient Descent Ascent Algorithms for Nonconvex Minimax Optimization Tianyi Lin Chi Jin Michael I. Jordan 50 6 0 28 Jan 2025
On the Interplay between Social Welfare and Tractability of Equilibria Ioannis Anagnostides T. Sandholm 42 2 0 10 Jan 2025
Primal Methods for Variational Inequality Problems with Functional Constraints Liang Zhang Niao He Michael Muehlebach 32 2 0 19 Mar 2024
Stochastic Extragradient with Random Reshuffling: Improved Convergence for Variational Inequalities Konstantinos Emmanouilidis René Vidal Nicolas Loizou 27 2 0 11 Mar 2024
Last-Iterate Convergence Properties of Regret-Matching Algorithms in Games Yang Cai Gabriele Farina Julien Grand-Clément Christian Kroer Chung-Wei Lee Haipeng Luo Weiqiang Zheng 22 1 0 01 Nov 2023
Stable Nonconvex-Nonconcave Training via Linear Interpolation Thomas Pethick Wanyun Xie V. Cevher 13 5 0 20 Oct 2023
Demystifying the Myths and Legends of Nonconvex Convergence of SGD Aritra Dutta El Houcine Bergou Soumia Boucherouite Nicklas Werge M. Kandemir Xin Li 18 0 0 19 Oct 2023
Extragradient Type Methods for Riemannian Variational Inequality Problems Zihao Hu Guanghui Wang Xi Wang Andre Wibisono Jacob D. Abernethy Molei Tao 19 4 0 25 Sep 2023
Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates Siqi Zhang S. Choudhury Sebastian U. Stich Nicolas Loizou FedML 11 3 0 08 Jun 2023
Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments Quoc Tran-Dinh 17 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
$Extragradient-Type Methods with $\mathcal{O} (1/k)$ Last-Iterate Convergence Rates for Co-Hypomonotone Inclusions$ Extragradient-Type Methods with $\mathcal{O} (1/k)$ Last-Iterate Convergence Rates for Co-Hypomonotone Inclusions Quoc Tran-Dinh 11 2 0 08 Feb 2023
Min-Max Optimization Made Simple: Approximating the Proximal Point Method via Contraction Maps V. Cevher Georgios Piliouras Ryann Sim Stratis Skoulakis 10 6 0 10 Jan 2023
When is Momentum Extragradient Optimal? A Polynomial-Based Analysis J. Kim Gauthier Gidel Anastasios Kyrillidis Fabian Pedregosa 14 1 0 09 Nov 2022
Tight Analysis of Extra-gradient and Optimistic Gradient Methods For Nonconvex Minimax Problems Pouria Mahdavinia Yuyang Deng Haochuan Li M. Mahdavi 20 12 0 17 Oct 2022
Accelerated Single-Call Methods for Constrained Min-Max Optimization Yang Cai Weiqiang Zheng 14 30 0 06 Oct 2022
Solving Constrained Variational Inequalities via a First-order Interior Point-based Method Tong Yang Michael I. Jordan Tatjana Chavdarova 14 9 0 21 Jun 2022
A Unified Approach to Reinforcement Learning, Quantal Response Equilibria, and Two-Player Zero-Sum Games Samuel Sokota Ryan DÓrazio J. Zico Kolter Nicolas Loizou Marc Lanctot Ioannis Mitliagkas Noam Brown Christian Kroer 15 1 0 12 Jun 2022
Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusion Yang Cai Argyris Oikonomou Weiqiang Zheng 13 19 0 10 Jun 2022
Clipped Stochastic Methods for Variational Inequalities with Heavy-Tailed Noise Eduard A. Gorbunov Marina Danilova David Dobre Pavel Dvurechensky Alexander Gasnikov Gauthier Gidel 19 24 0 02 Jun 2022
Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities Yang Cai Argyris Oikonomou Weiqiang Zheng 9 14 0 20 Apr 2022
Stochastic Gradient Descent-Ascent: Unified Theory and New Efficient Methods Aleksandr Beznosikov Eduard A. Gorbunov Hugo Berard Nicolas Loizou 17 47 0 15 Feb 2022
PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python Baptiste Goujaud Céline Moucer Franccois Glineur Julien Hendrickx Adrien B. Taylor Aymeric Dieuleveut 15 30 0 11 Jan 2022
Stochastic Extragradient: General Analysis and Improved Rates Eduard A. Gorbunov Hugo Berard Gauthier Gidel Nicolas Loizou 14 40 0 16 Nov 2021
On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging C. J. Li Yaodong Yu Nicolas Loizou Gauthier Gidel Yi-An Ma Nicolas Le Roux Michael I. Jordan 17 22 0 30 Jun 2021

Extragradient Method: O(1/K)O(1/K)O(1/K) Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity

Papers citing "Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity"

Extragradient Method: $O(1/K)$ Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity