output
20162022
most citedOptimistic mirror descent in saddle-point problems: Going the extra (gradient) mile

114 citations

21 papers

math.OC2022★ 1 cited

Push--Pull with Device Sampling

Yu-Guan Hsieh, Yassine Laguel, Franck Iutzeler +1

We consider decentralized optimization problems in which a number of agents collaborate to minimize the average of their local functions by exchanging over an underlying communicat…

cs.GT2022

Fairness in Selection Problems with Strategic Candidates

Vitalii Emelianov, Nicolas Gast, Patrick Loiseau

To better understand discriminations and the effect of affirmative actions in selection problems (e.g., college admission or hiring), a recent line of research proposed a model bas…

math.OC2022★ 6 cited

Asynchronous Load Balancing and Auto-scaling: Mean-Field Limit and Optimal Design

Jonatha Anselmi

We develop a Markovian framework for load balancing that combines classical algorithms such as Power-of- with auto-scaling mechanisms that allow the net service capacity to scal…

stat.ML2021★ 3 cited

A Random Matrix Perspective on Random Tensors

José Henrique de Morais Goulart, Romain Couillet, Pierre Comon

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mix…

cs.LG2020★ 7 cited

Regret minimization in stochastic non-convex learning via a proximal-gradient approach

Nadav Hallak, Panayotis Mertikopoulos, Volkan Cevher

Motivated by applications in machine learning and operations research, we study regret minimization with stochastic first-order oracle feedback in online constrained, and possibly…

math.OC2020★ 13 cited

The limits of min-max optimization algorithms: convergence to spurious non-critical sets

Ya-Ping Hsieh, Panayotis Mertikopoulos, Volkan Cevher

Compared to ordinary function minimization problems, min-max optimization algorithms encounter far greater challenges because of the existence of periodic cycles and similar phenom…

cs.IT2020★ 6 cited

Fast Optimization with Zeroth-Order Feedback in Distributed, Multi-User MIMO Systems

Olivier Bilenne, Panayotis Mertikopoulos, E. Veronica Belmega

In this paper, we develop a gradient-free optimization methodology for efficient resource allocation in Gaussian MIMO multiple access channels. Our approach combines two main ingre…

stat.ML2020★ 5 cited

A new regret analysis for Adam-type algorithms

Ahmet Alacaoglu, Yura Malitsky, Panayotis Mertikopoulos +1

In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parame…

math.OC2020★ 26 cited

Explore Aggressively, Update Conservatively: Stochastic Extragradient Methods with Variable Stepsize Scaling

Yu-Guan Hsieh, Franck Iutzeler, Jérôme Malick +1

Owing to their stability and convergence speed, extragradient methods have become a staple for solving large-scale saddle-point problems in machine learning. The basic premise of t…

cs.GT2019★ 5 cited

Approximate Equilibria in Generalized Colonel Blotto and Generalized Lottery Blotto Games

Dong Quan Vu, Patrick Loiseau, Alonso Silva

In the Colonel Blotto game, two players with a fixed budget simultaneously allocate their resources across n battlefields to maximize the aggregate value gained from the battlefiel…

math.OC2019★ 23 cited

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

Yu-Guan Hsieh, Franck Iutzeler, Jérôme Malick +1

Variational inequalities have recently attracted considerable interest in machine learning as a flexible paradigm for models that go beyond ordinary loss function minimization (suc…

stat.ML2019★ 18 cited

The Price of Local Fairness in Multistage Selection

Vitalii Emelianov, George Arvanitakis, Nicolas Gast +2

The rise of algorithmic decision making led to active researches on how to define and guarantee fairness, mostly focusing on one-shot decision making. In several important applicat…

cs.GT2019

Path Planning Problems with Side Observations-When Colonels Play Hide-and-Seek

Dong Quan Vu, Patrick Loiseau, Alonso Silva +1

Resource allocation games such as the famous Colonel Blotto (CB) and Hide-and-Seek (HS) games are often used to model a large variety of practical problems, but only in their one-s…

cs.GT2018★ 28 cited

Bandit learning in concave -person games

Mario Bravo, David S. Leslie, Panayotis Mertikopoulos

This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environment…

cs.GT2018★ 10 cited

Multi-agent online learning in time-varying games

Benoit Duvocelle, Panayotis Mertikopoulos, Mathias Staudigl +1

We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we s…

cs.LG2018★ 114 cited

Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile

Panayotis Mertikopoulos, Bruno Lecouat, Houssam Zenati +3

Owing to their connection with generative adversarial networks (GANs), saddle-point problems have recently attracted considerable interest in machine learning and beyond. By necess…

cs.PF2018★ 4 cited

Dispatching to Parallel Servers: Solutions of Poisson's Equation for First-Policy Improvement

Olivier Bilenne

Policy iteration techniques for multiple-server dispatching rely on the computation of value functions. In this context, we consider the continuous-space M/G/1-FCFS queue endowed w…

math.PR2018★ 14 cited

Power-of--Choices with Memory: Fluid Limit and Optimality

Jonatha Anselmi, Francois Dufour

In multi-server distributed queueing systems, the access of stochastically arriving jobs to resources is often regulated by a dispatcher, also known as load balancer. A fundamental…

math.OC2016

On the convergence of gradient-like flows with noisy gradient input

Panayotis Mertikopoulos, Mathias Staudigl

In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we…

cs.IT2016★ 40 cited

Distributed stochastic optimization via matrix exponential learning

Panayotis Mertikopoulos, E. Veronica Belmega, Romain Negrel +1

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communicati…

cs.NI2016★ 1 cited

Boltzmann meets Nash: Energy-efficient routing in optical networks under uncertainty

Panayotis Mertikopoulos, Aris L. Moustakas, Anna Tzanakaki

Motivated by the massive deployment of power-hungry data centers for service provisioning, we examine the problem of routing in optical networks with the aim of minimizing traffic-…