Optimal Stochastic Algorithms for Convex-Concave Saddle-Point Problems

16 Mar 2020 Zhao Renbo

We develop stochastic first-order primal-dual algorithms to solve a class of convex-concave saddle-point problems. When the saddle function is strongly convex in the primal variable, we develop the first stochastic restart scheme for this problem... (read more)

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  • OPTIMIZATION AND CONTROL