Gradient Methods With Dynamic Inexact Oracles

نویسندگان

چکیده

We present a framework for generalizing the primal-dual gradient method, also known as descent ascent solving convex-concave minimax problems. The is based on observation that method can be viewed an inexact applied to primal problem. Unlike setting of traditional methods, computed by dynamic oracle, which discrete-time dynamical system whose output asymptotically approaches exact gradient. For problems, oracles are capable modeling range first-order methods computing objective, relies inner maximization provide unified convergence analysis with and demonstrate its use in creating new accelerated algorithms.

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ژورنال

عنوان ژورنال: IEEE Control Systems Letters

سال: 2021

ISSN: ['2475-1456']

DOI: https://doi.org/10.1109/lcsys.2020.3019222