Tensor methods for strongly convex strongly concave saddle point problems and strongly monotone variational inequalities
نویسندگان
چکیده
В данной статье предлагаются методы оптимизации высокого порядка (тензорные методы) для решения двух типов седловых задач. Первый тип — это классическая мин-макс-постановка поиска седловой точки функционала. Второй поиск стационарной функционала задачи путем минимизации нормы градиента этого Очевидно, что стационарная точка не всегда совпадает с точкой оптимума функции. Однако необходимость в решении подобного типа задач может возникать случае, если присутствуют линейные ограничения. данном случае из двойственного можно восстановить решение прямого обоих типах какие-либо ограничения на область определения целевого отсутствуют. Также мы предполагаем, целевой функционал является $\mu$-сильно выпуклыми вогнутым, а также выполняется условие Липшица его $p$-й производной.
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ژورنال
عنوان ژورنال: Komp?ûternye issledovaniâ i modelirovanie
سال: 2022
ISSN: ['2076-7633', '2077-6853']
DOI: https://doi.org/10.20537/2076-7633-2022-14-2-357-376