Playing with duality: An overview of recent primal? dual approaches for solving large-scale optimization problems

N Komodakis, JC Pesquet - IEEE Signal Processing Magazine, 2015 - ieeexplore.ieee.org
Optimization methods are at the core of many problems in signal/image processing,
computer vision, and machine learning. For a long time, it has been recognized that looking …

Distributed optimization in distribution systems: Use cases, limitations, and research needs

N Patari, V Venkataramanan… - … on Power Systems, 2021 - ieeexplore.ieee.org
Electric distribution grid operations typically rely on both centralized optimization and local
non-optimal control techniques. As an alternative, distribution system operational practices …

On gradient descent ascent for nonconvex-concave minimax problems

T Lin, C Jin, M Jordan - International Conference on …, 2020 - proceedings.mlr.press
We consider nonconvex-concave minimax problems, $\min_ {\mathbf {x}}\max_ {\mathbf
{y}\in\mathcal {Y}} f (\mathbf {x},\mathbf {y}) $, where $ f $ is nonconvex in $\mathbf {x} $ but …

Near-optimal algorithms for minimax optimization

T Lin, C Jin, MI Jordan - Conference on Learning Theory, 2020 - proceedings.mlr.press
This paper resolves a longstanding open question pertaining to the design of near-optimal
first-order algorithms for smooth and strongly-convex-strongly-concave minimax problems …

Fednest: Federated bilevel, minimax, and compositional optimization

DA Tarzanagh, M Li… - … on Machine Learning, 2022 - proceedings.mlr.press
Standard federated optimization methods successfully apply to stochastic problems with
single-level structure. However, many contemporary ML problems-including adversarial …

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 …

Efficient algorithms for smooth minimax optimization

KK Thekumparampil, P Jain… - Advances in Neural …, 2019 - proceedings.neurips.cc
This paper studies first order methods for solving smooth minimax optimization problems
$\min_x\max_y g (x, y) $ where $ g (\cdot,\cdot) $ is smooth and $ g (x,\cdot) $ is concave for …

Accelerated Algorithms for Smooth Convex-Concave Minimax Problems with O (1/k^ 2) Rate on Squared Gradient Norm

TH Yoon, EK Ryu - International Conference on Machine …, 2021 - proceedings.mlr.press
In this work, we study the computational complexity of reducing the squared gradient
magnitude for smooth minimax optimization problems. First, we present algorithms with …

A first-order primal-dual algorithm for convex problems with applications to imaging

A Chambolle, T Pock - Journal of mathematical imaging and vision, 2011 - Springer
In this paper we study a first-order primal-dual algorithm for non-smooth convex optimization
problems with known saddle-point structure. We prove convergence to a saddle-point with …

Generative modeling using the sliced wasserstein distance

I Deshpande, Z Zhang… - Proceedings of the IEEE …, 2018 - openaccess.thecvf.com
Abstract Generative Adversarial Nets (GANs) are very successful at modeling distributions
from given samples, even in the high-dimensional case. However, their formulation is also …