Contractivity and linear convergence in bilinear saddle-point problems: An operator-theoretic approach

Colin Dirren, Mattia Bianchi, Panagiotis D. Grontas +2

We study the convex-concave bilinear saddle-point problem ${\min }_x{\max }_{y}f(x)+y^{\top }Ax-g(y)$, where both, only one, or none of the functions $f$ and $g$ are strongly convex, a…