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math.OC2020
A Robust Framework for Analyzing Gradient-Based Dynamics in Bilinear Games
Ioannis Anagnostides, Paolo Penna
In this work, we establish a frequency-domain framework for analyzing gradient-based algorithms in linear minimax optimization problems; specifically, our approach is based on the…
math.OC2020
Solving Zero-Sum Games through Alternating Projections
Ioannis Anagnostides, Paolo Penna
In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum…