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20152020
most citedLast-iterate convergence rates for min-max optimization

34 citations · 68 across the 7 of their papers we have counts for

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Showing 2019Show all

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cs.GT2019

Fast Convergence of Fictitious Play for Diagonal Payoff Matrices

Jacob Abernethy, Kevin A. Lai, Andre Wibisono

Fictitious Play (FP) is a simple and natural dynamic for repeated play in zero-sum games. Proposed by Brown in 1949, FP was shown to converge to a Nash Equilibrium by Robinson in 1…

math.OC2019★ 34 cited

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…