60 citations · 159 across the 35 of their papers we have counts for
4 papers · 1 filter
Accelerated Single-Call Methods for Constrained Min-Max Optimization
Yang Cai, Weiqiang Zheng
We study first-order methods for constrained min-max optimization. Existing methods either require two gradient calls or two projections in each iteration, which may be costly in s…
Accelerated Algorithms for Constrained Nonconvex-Nonconcave Min-Max Optimization and Comonotone Inclusion
Yang Cai, Argyris Oikonomou, Weiqiang Zheng
We study constrained comonotone min-max optimization, a structured class of nonconvex-nonconcave min-max optimization problems, and their generalization to comonotone inclusion. In…
Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities
Yang Cai, Argyris Oikonomou, Weiqiang Zheng
The monotone variational inequality is a central problem in mathematical programming that unifies and generalizes many important settings such as smooth convex optimization, two-pl…
Is Selling Complete Information (Approximately) Optimal?
Dirk Bergemann, Yang Cai, Grigoris Velegkas +1
We study the problem of selling information to a data-buyer who faces a decision problem under uncertainty. We consider the classic Bayesian decision-theoretic model pioneered by […