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math.OC2021
Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
Radu Ioan Bot, Dang-Khoa Nguyen
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically…
math.OC2021
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function
Radu Ioan Bot, Ernö Robert Csetnek, Michael Sedlmayer
In this work we aim to solve a convex-concave saddle point problem, where the convex-concave coupling function is smooth in one variable and nonsmooth in the other and not assumed…