2024
Stochastic Extragradient with Flip-Flop Shuffling & Anchoring: Provable Improvements
NeurIPS 2024poster
In minimax optimization, the extragradient (EG) method has been extensively studied because it outperforms the gradient descent-ascent method in convex-concave (C-C) problems. Yet, stochastic EG (SEG) has seen limited success in C-C problems, especially for unconstrained cases. Motivated by the rece…