Accelerated Primal-dual Scheme for a Class of Stochastic Nonconvex-concave Saddle Point Problems-Reference-Cited by-同舟云学术

Accelerated Primal-dual Scheme for a Class of Stochastic Nonconvex-concave Saddle Point Problems

Published:2023-05-31 Issue: Volume: Page:
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Container-title:2023 American Control Conference (ACC)
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Author:

Boroun Morteza¹,Alizadeh Zeinab¹,Jalilzadeh Afrooz¹

Affiliation:

1. University of Arizona,Department of Systems and Industrial Engineering,Tucson,Arizona,USA,85721

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10155646/10155787/10156371.pdf?arnumber=10156371

Reference35 articles.

1. Fast objective & duality gap convergence for nonconvex-strongly-concave min-max problems;guo,2020

2. Global convergence of policy gradient methods for the linear quadratic regulator;fazel;International Conference on Machine Learning,2018

3. Stochastic gradient methods for distributionally robust optimization with f-divergences;namkoong;Advances in neural information processing systems,2016

4. Accelerated gradient methods for nonconvex nonlinear and stochastic programming

5. Accelerated stochastic algorithms for convex-concave saddle-point problems;zhao;Mathematics of Operations Research,2021

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