5 papers
A Domain-Specific Harness for End-to-End Automation of Optimization Research
Heechang Kim, Ernest K. Ryu, Shuvomoy Das Gupta
We present AutoOPT, a domain-specific harness for end-to-end automation of optimization research. AutoOPT organizes the discovery of optimal first-order methods into four stages: n…
The AutoLyap software suite for computer-assisted Lyapunov analyses of first-order methods
Manu Upadhyaya, Shuvomoy Das Gupta, Adrien B. Taylor +2
We introduce AutoLyap, a software suite that assists with Lyapunov analyses of a wide class of first-order methods for structured optimization and inclusion problems. Lyapunov anal…
On the Convergence of Alternating Gradient Descent-Ascent in Bilinear Games
Tianlong Nan, Shuvomoy Das Gupta, Garud Iyengar +1
We study the alternating gradient descent-ascent (AltGDA) algorithm in two-player zero-sum games. Alternating methods, where players take turns to update their strategies, have lon…
Computer-Assisted Design of Accelerated Composite Optimization Methods: OptISTA
Uijeong Jang, Shuvomoy Das Gupta, Ernest K. Ryu
The accelerated composite optimization method FISTA (Beck, Teboulle 2009) is suboptimal by a constant factor, and we present a new method OptISTA that improves FISTA by a constant…
Spatial Branch-and-Bound for Computing Multiplayer Nash Equilibrium
Jakub Äerný, Shuvomoy Das Gupta, Christian Kroer
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in anal…