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19962026
most citedTrust Region Policy Optimization

3k citations · 24.2k across the 299 of their papers we have counts for

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Showing 2020 · math.OCShow all

7 papers · 2 filters

math.OC2020★ 14 cited

Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimization

Jelena Diakonikolas, Constantinos Daskalakis, Michael I. Jordan

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonc…

math.OC2020

ROOT-SGD: Sharp Nonasymptotics and Near-Optimal Asymptotics in a Single Algorithm

Chris Junchi Li, Wenlong Mou, Martin J. Wainwright +1

We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as…

math.OC2020★ 22 cited

On dissipative symplectic integration with applications to gradient-based optimization

Guilherme França, Michael I. Jordan, René Vidal

Recently, continuous-time dynamical systems have proved useful in providing conceptual and quantitative insights into gradient-based optimization, widely used in modern machine lea…

math.OC2020★ 4 cited

Optimization with Momentum: Dynamical, Control-Theoretic, and Symplectic Perspectives

Michael Muehlebach, Michael I. Jordan

We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties,…

math.OC2020★ 6 cited

Finite-Time Last-Iterate Convergence for Multi-Agent Learning in Games

Tianyi Lin, Zhengyuan Zhou, Panayotis Mertikopoulos +1

In this paper, we consider multi-agent learning via online gradient descent in a class of games called -cocoercive games, a fairly broad class of games that admits many Nash equ…

math.OC2020★ 4 cited

Continuous-time Lower Bounds for Gradient-based Algorithms

Michael Muehlebach, Michael I. Jordan

This article derives lower bounds on the convergence rate of continuous-time gradient-based optimization algorithms. The algorithms are subjected to a time-normalization constraint…

math.OC2020★ 43 cited

Near-Optimal Algorithms for Minimax Optimization

Tianyi Lin, Chi Jin, Michael. I. Jordan

This paper resolves a longstanding open question pertaining to the design of near-optimal first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems. C…