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

A Mokhtari, A Ozdaglar… - … Conference on Artificial …, 2020 - proceedings.mlr.press
In this paper we consider solving saddle point problems using two variants of Gradient
Descent-Ascent algorithms, Extra-gradient (EG) and Optimistic Gradient Descent Ascent …

UAV-LEO integrated backbone: A ubiquitous data collection approach for B5G internet of remote things networks

T Ma, H Zhou, B Qian, N Cheng, X Shen… - IEEE Journal on …, 2021 - ieeexplore.ieee.org
With the advance of unmanned aerial vehicles (UAVs) and low earth orbit (LEO) satellites,
the integration of space, air and ground networks has become a potential solution to the …

Extragradient method: O (1/k) last-iterate convergence for monotone variational inequalities and connections with cocoercivity

E Gorbunov, N Loizou, G Gidel - … Conference on Artificial …, 2022 - proceedings.mlr.press
Abstract Extragradient method (EG)(Korpelevich, 1976) is one of the most popular methods
for solving saddle point and variational inequalities problems (VIP). Despite its long history …

Control performance monitoring and degradation recovery in automatic control systems: A review, some new results, and future perspectives

SX Ding, L Li - Control Engineering Practice, 2021 - Elsevier
This paper addresses control performance monitoring (CPM) and degradation recovering in
automatic control systems. It begins with a re-visit of CPM techniques and a summary of the …

Last-iterate convergence of optimistic gradient method for monotone variational inequalities

E Gorbunov, A Taylor, G Gidel - Advances in neural …, 2022 - proceedings.neurips.cc
Abstract The Past Extragradient (PEG)[Popov, 1980] method, also known as the Optimistic
Gradient method, has known a recent gain in interest in the optimization community with the …

Convergence Rate of for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems

A Mokhtari, AE Ozdaglar, S Pattathil - SIAM Journal on Optimization, 2020 - SIAM
We study the iteration complexity of the optimistic gradient descent-ascent (OGDA) method
and the extragradient (EG) method for finding a saddle point of a convex-concave …

MIMO PID tuning via iterated LMI restriction

S Boyd, M Hast, KJ Åström - International Journal of Robust …, 2016 - Wiley Online Library
We formulate multi‐input multi‐output proportional integral derivative controller design as an
optimization problem that involves nonconvex quadratic matrix inequalities. We propose a …

Linear convergence of the primal-dual gradient method for convex-concave saddle point problems without strong convexity

SS Du, W Hu - The 22nd International Conference on …, 2019 - proceedings.mlr.press
We consider the convex-concave saddle point problem $\min_ {x}\max_ {y} f (x)+ y^\top A xg
(y) $ where $ f $ is smooth and convex and $ g $ is smooth and strongly convex. We prove …

A data-driven approach to robust control of multivariable systems by convex optimization

A Karimi, C Kammer - Automatica, 2017 - Elsevier
The frequency-domain data of a multivariable system in different operating points is used to
design a robust controller with respect to the measurement noise and multimodel …

Tight analysis of extra-gradient and optimistic gradient methods for nonconvex minimax problems

P Mahdavinia, Y Deng, H Li… - Advances in Neural …, 2022 - proceedings.neurips.cc
Despite the established convergence theory of Optimistic Gradient Descent Ascent (OGDA)
and Extragradient (EG) methods for the convex-concave minimax problems, little is known …