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A Unified Analysis of Extra-gradient and Optimistic Gradient Methods for Saddle Point Problems: Proximal Point Approach

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abstract

In this paper we consider solving saddle point problems using two variants of Gradient Descent-Ascent algorithms, Extra-gradient (EG) and Optimistic Gradient Descent Ascent (OGDA) methods. We show that both of these algorithms admit a unified analysis as approximations of the classical proximal point method for solving saddle point problems. This viewpoint enables us to develop a new framework for analyzing EG and OGDA for bilinear and strongly convex-strongly concave settings. Moreover, we use the proximal point approximation interpretation to generalize the results for OGDA for a wide range of parameters.

fields

cs.LG 1

years

2025 1

verdicts

REJECT 1

representative citing papers

Layer-wise Quantization for Quantized Optimistic Dual Averaging

cs.LG · 2025-05-20 · reject · novelty 7.0

A new quantized optimistic dual averaging algorithm with layer-wise adaptive compression is presented, with theoretical convergence guarantees for monotone variational inequalities and empirical speedups on distributed GAN training.

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  • Layer-wise Quantization for Quantized Optimistic Dual Averaging cs.LG · 2025-05-20 · reject · none · ref 67 · internal anchor

    A new quantized optimistic dual averaging algorithm with layer-wise adaptive compression is presented, with theoretical convergence guarantees for monotone variational inequalities and empirical speedups on distributed GAN training.