Nesterov acceleration for strongly convex-strongly concave bilinear saddle point problems: discrete and continuous-time approaches

Xin He, Ya-Ping Fang

In this paper, we study a bilinear saddle point problem of the form ${\min }_x{\max }_{y}F(x)+⟨Ax,y⟩-G(y)$, where $F$ and $G$ are ${\mu }_F$- and ${\mu }_G$-strongly convex f…