163 citations · 496 across the 40 of their papers we have counts for
6 papers · 1 filter
Stochastic Extragradient: General Analysis and Improved Rates
Eduard Gorbunov, Hugo Berard, Gauthier Gidel +1
The Stochastic Extragradient (SEG) method is one of the most popular algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various ma…
Stochastic Mirror Descent: Convergence Analysis and Adaptive Variants via the Mirror Stochastic Polyak Stepsize
Ryan D'Orazio, Nicolas Loizou, Issam Laradji +1
We investigate the convergence of stochastic mirror descent (SMD) under interpolation in relatively smooth and smooth convex optimization. In relatively smooth convex optimization…
Extragradient Method: Last-Iterate Convergence for Monotone Variational Inequalities and Connections With Cocoercivity
Eduard Gorbunov, Nicolas Loizou, Gauthier Gidel
Extragradient method (EG) (Korpelevich, 1976) is one of the most popular methods for solving saddle point and variational inequalities problems (VIP). Despite its long history and…
On the Convergence of Stochastic Extragradient for Bilinear Games using Restarted Iteration Averaging
Chris Junchi Li, Yaodong Yu, Nicolas Loizou +4
We study the stochastic bilinear minimax optimization problem, presenting an analysis of the same-sample Stochastic ExtraGradient (SEG) method with constant step size, and presenti…
Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity
Nicolas Loizou, Hugo Berard, Gauthier Gidel +2
Two of the most prominent algorithms for solving unconstrained smooth games are the classical stochastic gradient descent-ascent (SGDA) and the recently introduced stochastic conse…
AI-SARAH: Adaptive and Implicit Stochastic Recursive Gradient Methods
Zheng Shi, Abdurakhmon Sadiev, Nicolas Loizou +2
We present AI-SARAH, a practical variant of SARAH. As a variant of SARAH, this algorithm employs the stochastic recursive gradient yet adjusts step-size based on local geometry. AI…