An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems
Weiwei Kong, Renato D. C. Monteiro
Abstract
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 16 January 2020Accepted: 09 July 2021Published online: 25 October 2021Keywordsquadratic penalty method, composite nonconvex problem, iteration complexity, inexact proximal point method, first-order accelerated gradient method, minimax problemAMS Subject Headings47J22, 90C26, 90C30, 90C47, 90C60, 65K10Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8
Topics & Concepts
MinimaxMathematicsMathematical optimizationPoint (geometry)Order (exchange)Interior point methodApplied mathematicsCombinatoricsGeometryFinanceEconomicsStochastic Gradient Optimization TechniquesSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms Research