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

114 citations

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6 papers · 1 filter

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…

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…

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…

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…

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…

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…