An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function

In this work we aim to solve a convex-concave saddle point problem, where the convex-concave coupling function is smooth in one variable and nonsmooth in the other and not assumed to be linear in either. The problem is augmented by a nonsmooth regulariser in the smooth component. We propose and inve...

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Veröffentlicht in:	Computational optimization and applications Jg. 86; H. 3; S. 925 - 966
Hauptverfasser:	Boţ, Radu Ioan, Csetnek, Ernö Robert, Sedlmayer, Michael
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer US 01.12.2023 Springer Nature B.V
Schlagworte:	Algorithms Convergence Convex and Discrete Geometry Coupling Investigations Management Science Mathematics Mathematics and Statistics Minimax technique Operations Research Operations Research/Decision Theory Optimization Saddle points Statistics Support vector machines Convergence rate Linear convergence Saddle point problem Minimax algorithm Convex-concave Acceleration
ISSN:	0926-6003, 1573-2894
Online-Zugang:	Volltext
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