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Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity

Nicolas Loizou, Hugo Berard, Gauthier Gidel, Ioannis Mitliagkas, Simon Lacoste-Julien. Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth Games: Convergence Analysis under Expected Co-coercivity. In Marc'Aurelio Ranzato, Alina Beygelzimer, Yann N. Dauphin, Percy Liang, Jennifer Wortman Vaughan, editors, Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual. pages 19095-19108, 2021. [doi]

Authors

Nicolas Loizou

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Hugo Berard

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Gauthier Gidel

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Ioannis Mitliagkas

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Simon Lacoste-Julien

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