Anchored gradient descent achieves O(1/sqrt(T)) last-iterate convergence for monotone inclusions 0 in F(z) + A(z) by extending prior unconstrained proofs.
Tight last-iterate convergence rates for no-regret learning in multi-player games
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Last-Iterate Convergence of Anchored Gradient Descent
Anchored gradient descent achieves O(1/sqrt(T)) last-iterate convergence for monotone inclusions 0 in F(z) + A(z) by extending prior unconstrained proofs.