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Simple Strategy-Iteration with Dantzig's Rule is not Strongly Polynomial on Turn-Based Deterministic Games
Sanyou Mei
We study turn-based deterministic zero-sum games with discounted and long-run average costs. For discounted costs, we establish exponential and superpolynomial iteration lower boun…
Efficient Parameter-Free First-Order Methods for Nonsmooth Composite Minimax Optimization
Shaozhe Ke, Sanyou Mei, Jiheng Zhang
In this paper we propose first-order methods for a class of nonsmooth composite strongly convex--strongly concave and nonconvex--concave minimax optimization. We first develop an i…
The Simple Strategy-Iteration Method is Strongly Polynomial for the Turn-Based Deterministic Forward Game
Sanyou Mei, Chunlin Sun, Yinyu Ye
We study Turn-Based Deterministic Forward Games (TBDFGs), the subclass of turn-based deterministic zero-sum games in which no directed cycle contains actions controlled by both pla…
A first-order method for nonconvex-strongly-concave constrained minimax optimization
Zhaosong Lu, Sanyou Mei
In this paper we study a nonconvex-strongly-concave constrained minimax problem. Specifically, we propose a first-order augmented Lagrangian method for solving it, whose subproblem…