Yang Cai
Yang Cai
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Finite-Time Last-Iterate Convergence for Learning in Multi-Player Games
We study the question of last-iterate convergence rate of the extragradient algorithm by Korpelevich [1976] and the optimistic gradient …
Yang Cai
,
Argyris Oikonomou
,
Weiqiang Zheng
PDF
Video
Tight Last-Iterate Convergence of the Extragradient and the Optimistic Gradient Descent-Ascent Algorithm for Constrained Monotone Variational Inequalities
The monotone variational inequality is a central problem in mathematical programming that unifies and generalizes many important …
Yang Cai
,
Argyris Oikonomou
,
Weiqiang Zheng
PDF
arxiv
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