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Title (deu)
Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexity
Speaker / Lecturer
Stephen Wright
U of Wisconsin-Madison
Description (deu)

We focus on constrained, L-smooth, nonconvex-nonconcave min-max problems either satisfying rho-cohypomonotonicity or admitting a solution to the rho-weakly Minty Variational Inequality (MVI), where larger values of the parameter rho>0 correspond to a greater degree of nonconvexity. Relevant problem classes include two player reinforcement learning and interaction dominant min-max problems. It has been conjectured that first-order methods can tolerate values of
rho no larger than 1/L, but results until now have stagnated at the tighter requirement rho<0.5/L. We obtain optimal or best-known complexity guarantees with cohypomonotonicity or weak MVI conditions for rho<1/L, using inexact variants of Halpern and Krasnoselskii-Mann (KM) iterations. We also provide algorithms and complexity guarantees in the stochastic case with the same range on rho. Our improvements come from harnessing the recently proposed "conic nonexpansiveness" property of operators. Finally, we provide a refined analysis for inexact Halpern iteration and propose a stochastic KM iteration with a multilevel Monte Carlo estimator.

Keywords (deu)
One World Optimization Seminar
Subject (eng)
ÖFOS 2012 -- 101 -- Mathematics
Type (eng)
Language
[eng]
Persistent identifier
https://phaidra.univie.ac.at/o:2070011
Date created
2024-06-05
Place of creation (eng)
ESI
Duration
29 minutes 21 seconds
Content
Details
Object type
Video
Format
video/mp4
Created
07.06.2024 12:52:07
Metadata