2 papers
math.OC2026
Non-Convex Self-Concordant Functions: Practical Algorithms and Complexity Analysis
Donald Goldfarb, Lexiao Lai, Tianyi Lin +1
We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two…
cs.GT2025
A Direct Second-Order Method for Solving Two-Player Zero-Sum Games
David Yang, Yuan Gao, Tianyi Lin +1
We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style spl…