2 papers
math.OC2025
Primal-Dual Coordinate Descent for Nonconvex-Nonconcave Saddle Point Problems Under the Weak MVI Assumption
Iyad Walwil, Olivier Fercoq
We introduce two novel primal-dual algorithms for addressing nonconvex, nonconcave, and nonsmooth saddle point problems characterized by the weak Minty Variational Inequality (MVI)…
math.OC2024
The Smoothed Duality Gap as a Stopping Criterion
Iyad Walwil, Olivier Fercoq
We optimize the running time of the primal-dual algorithms by optimizing their stopping criteria for solving convex optimization problems under affine equality constraints, which m…