Accelerated Minimax Algorithms Flock Together
Optimization and Control
2025-03-19 v2
Abstract
Several new accelerated methods in minimax optimization and fixed-point iterations have recently been discovered, and, interestingly, they rely on a mechanism distinct from Nesterov's momentum-based acceleration. In this work, we show that these accelerated algorithms exhibit what we call the merging path (MP) property; the trajectories of these algorithms merge quickly. Using this novel MP property, we establish point convergence of existing accelerated minimax algorithms and derive new state-of-the-art algorithms for the strongly-convex-strongly-concave setup and for the prox-grad setup.
Cite
@article{arxiv.2205.11093,
title = {Accelerated Minimax Algorithms Flock Together},
author = {TaeHo Yoon and Ernest K. Ryu},
journal= {arXiv preprint arXiv:2205.11093},
year = {2025}
}
Comments
Published in SIAM Journal on Optimization