ENTITY Optimistic Multiplicative-Weights Update

Optimistic Multiplicative-Weights Update

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RESEARCH · CL_84974 · Jun 10 · 07:57

OMWU algorithm proven to converge for saddle-point problems

A new paper demonstrates that the Optimistic Multiplicative-Weights Update (OMWU) algorithm converges asymptotically for smooth convex-concave saddle-point problems. This addresses a long-standing question about whether…

OMWU algorithm proven to converge for saddle-point problems