Dissipative Gradient Descent Ascent Method: A Control Theory Inspired Algorithm for Min-Max Optimization

Author:

Zheng Tianqi1ORCID,Loizou Nicolas2,You Pengcheng3ORCID,Mallada Enrique1ORCID

Affiliation:

1. Department of Electrical and Computer Engineering, Johns Hopkins University, Baltimore, MD, USA

2. Department of Applied Mathematics and Statistics, Johns Hopkins University, Baltimore, MD, USA

3. Department of Industrial Engineering and Management, Peking University, Beijing, China

Funder

National Natural Science Foundation of China

NSF through Global Center Grant

Johns Hopkins University IAA Grant Challenge

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Reference35 articles.

1. A unified analysis of extra-gradient and optimistic gradient methods for saddle point problems: Proximal point approach;Mokhtari

2. A tight and unified analysis of gradient-based methods for a whole spectrum of differentiable games;Azizian

3. Stochastic gradient descent-ascent and consensus optimization for smooth games: Convergence analysis under expected co-coercivity;Loizou

4. Stochastic gradient descent-ascent: Unified theory and new efficient methods;Beznosikov

5. A variational inequality perspective on generative adversarial networks;Gidel;arXiv:1802.10551,2018

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