A Variance-Reduced Stochastic Accelerated Primal Dual Algorithm

Bugra Can, Mert Gurbuzbalaban, Necdet Serhat Aybat

In this work, we consider strongly convex strongly concave (SCSC) saddle point (SP) problems ${\min }_{x\in {\mathbb{R}}^{d_x}}{\max }_{y\in {\mathbb{R}}^{d_y}}f(x,y)$ where $f$ is $L$-smooth,…