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Related papers: Non-convex Min-Max Optimization: Applications, Cha…

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Min-max optimization problems, also known as saddle point problems, have attracted significant attention due to their applications in various fields, such as fair beamforming, generative adversarial networks (GANs), and adversarial…

Machine Learning · Computer Science 2024-09-11 Yuma Ichikawa , Koji Hukushima

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

Optimization and Control · Mathematics 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…

Optimization and Control · Mathematics 2021-05-12 Hassan Rafique , Mingrui Liu , Qihang Lin , Tianbao Yang

Convergence to a saddle point for convex-concave functions has been studied for decades, while recent years has seen a surge of interest in non-convex (zero-sum) smooth games, motivated by their recent wide applications. It remains an…

Machine Learning · Computer Science 2022-02-04 Guojun Zhang , Pascal Poupart , Yaoliang Yu

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Optimization and Control · Mathematics 2021-03-02 Jelena Diakonikolas , Constantinos Daskalakis , Michael I. Jordan

Min-max saddle point games appear in a wide range of applications in machine leaning and signal processing. Despite their wide applicability, theoretical studies are mostly limited to the special convex-concave structure. While some recent…

Optimization and Control · Mathematics 2020-03-19 Babak Barazandeh , Meisam Razaviyayn

The min-max problem, also known as the saddle point problem, is a class of optimization problems which minimizes and maximizes two subsets of variables simultaneously. This class of problems can be used to formulate a wide range of signal…

Optimization and Control · Mathematics 2021-03-17 Songtao Lu , Ioannis Tsaknakis , Mingyi Hong , Yongxin Chen

Saddle point optimization is a critical problem employed in numerous real-world applications, including portfolio optimization, generative adversarial networks, and robotics. It has been extensively studied in cases where the objective…

Machine Learning · Computer Science 2025-03-25 Shubhankar Agarwal , Hamzah I. Khan , Sandeep P. Chinchali , David Fridovich-Keil

Non-convex optimization is a critical tool in advancing machine learning, especially for complex models like deep neural networks and support vector machines. Despite challenges such as multiple local minima and saddle points, non-convex…

Machine Learning · Computer Science 2024-10-04 Greg B Fotopoulos , Paul Popovich , Nicholas Hall Papadopoulos

Adaptive momentum methods have recently attracted a lot of attention for training of deep neural networks. They use an exponential moving average of past gradients of the objective function to update both search directions and learning…

Optimization and Control · Mathematics 2021-04-27 Babak Barazandeh , Davoud Ataee Tarzanagh , George Michailidis

This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…

Optimization and Control · Mathematics 2022-07-28 Kunal Garg , Mayank Baranwal

This paper considers minimax optimization $\min_x \max_y f(x, y)$ in the challenging setting where $f$ can be both nonconvex in $x$ and nonconcave in $y$. Though such optimization problems arise in many machine learning paradigms including…

Machine Learning · Computer Science 2021-06-04 Tanner Fiez , Chi Jin , Praneeth Netrapalli , Lillian J. Ratliff

Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-concave regime for which a global equilibrium solution can be…

Optimization and Control · Mathematics 2019-11-01 Maher Nouiehed , Maziar Sanjabi , Tianjian Huang , Jason D. Lee , Meisam Razaviyayn

Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…

Optimization and Control · Mathematics 2022-02-15 Mohammad Alkousa , Alexander Gasnikov , Pavel Dvurechensky , Abdurakhmon Sadiev , Lama Razouk

Distributed optimization is an important direction of research in modern optimization theory. Its applications include large scale machine learning, distributed signal processing and many others. The paper studies decentralized min-max…

Optimization and Control · Mathematics 2023-09-08 Nhat Trung Nguyen , Alexander Rogozin , Dmitry Metelev , Alexander Gasnikov

In this article, we dwell into the class of so-called ill-posed Linear Inverse Problems (LIP) which simply refers to the task of recovering the entire signal from its relatively few random linear measurements. Such problems arise in a…

Optimization and Control · Mathematics 2022-12-05 Mohammed Rayyan Sheriff , Debasish Chatterjee

Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…

Machine Learning · Computer Science 2021-03-26 Tengyu Ma

Minimax optimization has found extensive applications in modern machine learning, in settings such as generative adversarial networks (GANs), adversarial training and multi-agent reinforcement learning. As most of these applications involve…

Machine Learning · Computer Science 2020-08-18 Chi Jin , Praneeth Netrapalli , Michael I. Jordan

The optimal allocation of resources for maximizing influence, spread of information or coverage, has gained attention in the past years, in particular in machine learning and data mining. But in applications, the parameters of the problem…

Machine Learning · Computer Science 2017-06-14 Matthew Staib , Stefanie Jegelka

Recent focus on robustness to adversarial attacks for deep neural networks produced a large variety of algorithms for training robust models. Most of the effective algorithms involve solving the min-max optimization problem for training…

Machine Learning · Computer Science 2021-03-03 Yasaman Esfandiari , Aditya Balu , Keivan Ebrahimi , Umesh Vaidya , Nicola Elia , Soumik Sarkar
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