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cs.LG 1

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2019 1

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Convergence of Gradient Methods on Bilinear Zero-Sum Games

cs.LG · 2019-08-15 · conditional · novelty 7.0

For bilinear zero-sum games, the paper derives necessary and sufficient convergence conditions and optimal linear rates for generalized GD, EG, OGD, and momentum methods, with Gauss-Seidel updates converging in a larger region than Jacobi updates.

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  • Convergence of Gradient Methods on Bilinear Zero-Sum Games cs.LG · 2019-08-15 · conditional · none · ref 8

    For bilinear zero-sum games, the paper derives necessary and sufficient convergence conditions and optimal linear rates for generalized GD, EG, OGD, and momentum methods, with Gauss-Seidel updates converging in a larger region than Jacobi updates.