Fast convergence of the primal-dual dynamical system and corresponding algorithms for a nonsmooth bilinearly coupled saddle point problem
This paper studies the convergence rate of a second-order dynamical system associated
with a nonsmooth bilinearly coupled convex-concave saddle point problem, as well as the …
with a nonsmooth bilinearly coupled convex-concave saddle point problem, as well as the …
Adaptive Accelerated Composite Minimization
RR Baghbadorani, S Grammatico… - arXiv preprint arXiv …, 2024 - arxiv.org
The choice of the stepsize in first-order convex optimization is typically based on the
smoothness constant and plays a crucial role in the performance of algorithms. Recently …
smoothness constant and plays a crucial role in the performance of algorithms. Recently …
A Second Order Primal–Dual Dynamical System for a Convex–Concave Bilinear Saddle Point Problem
X He, R Hu, Y Fang - Applied Mathematics & Optimization, 2024 - Springer
The class of convex–concave bilinear saddle point problems encompasses many important
convex optimization models arising in a wide array of applications. The most of existing …
convex optimization models arising in a wide array of applications. The most of existing …
Non-ergodic convergence rate of an inertial accelerated primal–dual algorithm for saddle point problems
X He, NJ Huang, YP Fang - … in Nonlinear Science and Numerical Simulation, 2025 - Elsevier
In this paper, we design an inertial accelerated primal–dual algorithm to address the convex–
concave saddle point problem, which is formulated as min x max yf (x)+< K x, y>− g (y) …
concave saddle point problem, which is formulated as min x max yf (x)+< K x, y>− g (y) …
Non-ergodic convergence rates of first-order primal-dual algorithms for saddle point problems
X He, NJ Huang, YP Fang - arXiv preprint arXiv:2311.11274, 2023 - arxiv.org
In this paper, we design first-order primal-dual algorithms to address the convex-concave
saddle point problem, which is formulated as $\min_ {x}\max_ {y} f (x)+\langle Kx, y\rangle-g …
saddle point problem, which is formulated as $\min_ {x}\max_ {y} f (x)+\langle Kx, y\rangle-g …
Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge–Kantorovich formulation
E Gobet, C Lage - Annals of Operations Research, 2024 - Springer
Accounting for climate transition risks is one of the most important challenges in the
transition to a low-carbon economy. Banks are encouraged to align their investment …
transition to a low-carbon economy. Banks are encouraged to align their investment …
[HTML][HTML] A delayed subgradient method for nonsmooth convex-concave min–max optimization problems
T Arunrat, N Nimana - Results in Control and Optimization, 2023 - Elsevier
In this paper, we aim to solve a convex-concave min–max optimization problem, where the
convex-concave coupling function is nonsmooth in both variables. We propose a simple …
convex-concave coupling function is nonsmooth in both variables. We propose a simple …
Preface to Asen L. Dontchev Memorial Special Issue
Asen L. Dontchev was born on June 19, 1948, in Pleven, Bulgaria, where he completed his
high school education. Recognition of his mathematical talent inspired him to study at the …
high school education. Recognition of his mathematical talent inspired him to study at the …
[PDF][PDF] Semi-proximal point method for nonsmooth convex-concave minimax optimization
Y Dai, J Wang, L Zhang - Journal of Computational Mathematics, 2023 - doc.global-sci.org
Minimax optimization problems are an important class of optimization problems arising from
modern machine learning and traditional research areas. While there have been many …
modern machine learning and traditional research areas. While there have been many …
Convergences for Minimax Optimization Problems over Infinite-Dimensional Spaces Towards Stability in Adversarial Training
Training neural networks that require adversarial optimization, such as generative
adversarial networks (GANs) and unsupervised domain adaptations (UDAs), suffers from …
adversarial networks (GANs) and unsupervised domain adaptations (UDAs), suffers from …