ENTITY Optimistic Multiplicative-Weights Update

Optimistic Multiplicative-Weights Update

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TOOL · CL_84974 · Jun 10 · 07:57

OMWU algorithm proven to converge to saddle points

A new paper demonstrates that the Optimistic Multiplicative-Weights Update (OMWU) algorithm converges to a saddle point in smooth convex-concave problems. This addresses a long-standing open question in optimization the…

OMWU algorithm proven to converge to saddle points