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math.OC2022
Convergence rate analysis of the gradient descent-ascent method for convex-concave saddle-point problems
Moslem Zamani, Hadi Abbaszadehpeivasti, Etienne de Klerk
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to…
math.OC2022
Conditions for linear convergence of the gradient method for non-convex optimization
Hadi Abbaszadehpeivasti, Etienne de Klerk, Moslem Zamani
In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems satisfying the Polyak-Lojasiewicz…