Related papers: Revisiting the saddle-point method of Perron
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
Nonconvex optimization problems such as the ones in training deep neural networks suffer from a phenomenon called saddle point proliferation. This means that there are a vast number of high error saddle points present in the loss function.…
This paper is part of a series of papers in which the asymptotic theory and appropriate symbolic computer code are developed to compute the asymptotic expansion of the solution of an n-th order ordinary differential equation. The paper…
This paper studies quasi-Newton methods for solving strongly-convex-strongly-concave saddle point problems (SPP). We propose greedy and random Broyden family updates for SPP, which have explicit local superlinear convergence rate of…
This paper considers the problem of channel coding with a given (possibly suboptimal) maximum-metric decoding rule. A cost-constrained random-coding ensemble with multiple auxiliary costs is introduced, and is shown to achieve error…
The velocity potential in the Kelvin ship-wave source can be partly expressed in terms of space derivatives of the single integral \[F(x,\rho,\alpha)=\int_{-\infty}^\infty \exp\,[-\frac{1}{2}\rho \cosh (2u-i\alpha)] \cos (x\cosh u)\,du,\]…
In this work, we introduce two algorithmic frameworks, named Bregman extragradient method and Bregman extrapolation method, for solving saddle point problems. The proposed frameworks not only include the well-known extragradient and…
We search saddle points for a large class of convex-concave Lagrangian. A generalized explicit iterative scheme based on Arrow-Hurwicz method converges to a saddle point of the problem. We also propose in this work, a convergent…
Two-point zeroth order methods are important in many applications of zeroth-order optimization, such as robotics, wind farms, power systems, online optimization, and adversarial robustness to black-box attacks in deep neural networks, where…
We introduce a new sequential subspace optimization method for large-scale saddle-point problems. It solves iteratively a sequence of auxiliary saddle-point problems in low-dimensional subspaces, spanned by directions derived from…
We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW…
We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…
We establish some asymptotic expansions for infinite weighted convolutions of distributions having light subexponential tails. Examples are presented, some showing that in order to obtain an expansion with two significant terms, one needs…
We study the small-mass asymptotic behavior of so-called angular integrals, appearing in phase-space calculations in perturbative quantum field theory. For this purpose we utilize the strategy of expansion by regions, which is a universal…
In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…
In this paper we obtain new effective results on the Halpern iterations of nonexpansive mappings using methods from mathematical logic or, more specifically, proof-theoretic techniques. We give effective rates of asymptotic regularity for…
A previous paper by the authors found explicit contour integral formulas for certain joint moments of the multi-species q-TAZRP (totally asymmetric zero range process), using algebraic methods. These contour integral formulas have a…
In this paper, we apply the classical Perron method to give a proof of the existence and uniqueness/rigidity result of a circle pattern on a closed surface equipped with conical spherical metric when prescribed measures of the angles of…
This is a continuation of our previous work entitled \enquote{Alternating Proximity Mapping Method for Convex-Concave Saddle-Point Problems}, in which we proposed the alternating proximal mapping method and showed convergence results on the…
We study preconditioned proximal point methods for a class of saddle point problems, where the preconditioner decouples the overall proximal point method into an alternating primal--dual method. This is akin to the Chambolle--Pock method or…