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math.OC2024
A Unified Analysis of Saddle Flow Dynamics: Stability and Algorithm Design
Pengcheng You, Yingzhu Liu, Enrique Mallada
This work examines the conditions for asymptotic and exponential convergence of saddle flow dynamics of convex-concave functions. First, we propose an observability-based certifica…
math.OC2024
Dissipative Gradient Descent Ascent Method: A Control Theory Inspired Algorithm for Min-max Optimization
Tianqi Zheng, Nicolas Loizou, Pengcheng You +1
Gradient Descent Ascent (GDA) methods for min-max optimization problems typically produce oscillatory behavior that can lead to instability, e.g., in bilinear settings. To address…