72 citations · 263 across the 31 of their papers we have counts for
4 papers · 1 filter
On the Infimal Sub-differential Size of Primal-Dual Hybrid Gradient Method and Beyond
Haihao Lu, Jinwen Yang
Primal-dual hybrid gradient method (PDHG, a.k.a. Chambolle and Pock method) is a well-studied algorithm for minimax optimization problems with a bilinear interaction term. Recently…
Analysis of Dual-Based PID Controllers through Convolutional Mirror Descent
Santiago R. Balseiro, Haihao Lu, Vahab Mirrokni +1
Dual-based proportional-integral-derivative (PID) controllers are often employed in practice to solve online allocation problems with global constraints, such as budget pacing in o…
A -Symmetric Quasi-Newton Method for Minimax Problems
Azam Asl, Haihao Lu, Jinwen Yang
Minimax problems have gained tremendous attentions across the optimization and machine learning community recently. In this paper, we introduce a new quasi-Newton method for minima…
On the Linear Convergence of Extra-Gradient Methods for Nonconvex-Nonconcave Minimax Problems
Saeed Hajizadeh, Haihao Lu, Benjamin Grimmer
Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applicatio…