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math.OC2026
AltGDA Achieves Global Ergodic Convergence in Matrix Games
Tianlong Nan, Garud Iyengar, Christian Kroer +1
Alternating gradient descent-ascent (AltGDA) is a simple and practically effective method for solving finite two-player zero-sum matrix games. However, the theory of AltGDA remains…
math.OC2023
Convergence of Extragradient SVRG for Variational Inequalities: Error Bounds and Increasing Iterate Averaging
Tianlong Nan, Yuan Gao, Christian Kroer
We study the last-iterate convergence of variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying error-bound conditions. Pre…