Mohammad Khalafi

Accelerated Primal-Dual Methods for Convex-Strongly-Concave Saddle Point Problems

We investigate a primal-dual (PD) method for the saddle point problem (SPP) that uses a linear approximation of the primal function instead of the standard proximal step, resulting in a linearized PD (LPD) method. For convex-strongly concave SPP, we observe that the LPD method has a suboptimal depen…