Qun Hu

On the Last-iterate Convergence in Time-varying Zero-sum Games: Extra Gradient Succeeds where Optimism Fails

Last-iterate convergence has received extensive study in two player zero-sum games starting from bilinear, convex-concave up to settings that satisfy the MVI condition. Typical methods that exhibit last-iterate convergence for the aforementioned games include extra-gradient (EG) and optimistic gradi…