SPGM is a first-order method for smooth convex optimization that is dynamically optimal at each step via subgame perfect equilibrium, outperforming OGM in preliminary tests.
A Redistributed Proximal Bundle Method for Nonconvex Optimization.SIAM Journal on Optimization, 20(5):2442–2473
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Beyond Minimax Optimality: A Subgame Perfect Gradient Method
SPGM is a first-order method for smooth convex optimization that is dynamically optimal at each step via subgame perfect equilibrium, outperforming OGM in preliminary tests.