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math.OC2020★ 1 cited
Higher-order methods for convex-concave min-max optimization and monotone variational inequalities
Brian Bullins, Kevin A. Lai
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where…
math.OC2019
Last-iterate convergence rates for min-max optimization
Jacob Abernethy, Kevin A. Lai, Andre Wibisono
While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversa…