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

114 citations

Showing 2020Show all

5 papers · 1 filter

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…