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math.OC2022
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…
math.OC2022★ 2 cited
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…