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arXiv · 2205.11093

Accelerated Minimax Algorithms Flock Together

TaeHo Yoon·Ernest K. Ryu
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Abstract

Several new accelerated methods in minimax optimization and fixed-point iterations have recently been discovered, and, interestingly, they rely on a mechanism distinct from Nesterov's momentum-based acceleration. In this work, we show that these accelerated algorithms exhibit what we call the merging path (MP) property; the trajectories of these algorithms merge quickly. Using this novel MP property, we establish point convergence of existing accelerated minimax algorithms and derive new state-of-the-art algorithms for the strongly-convex-strongly-concave setup and for the prox-grad setup.

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TaeHo Yoon, Ernest K. Ryu. 2022-05-23. Accelerated Minimax Algorithms Flock Together. https://doi.org/10.1137/22m1504597

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