Multiplicative Weights Updates as a distributed constrained optimization algorithm: Convergence to second-order stationary points almost always

Ioannis Panageas, Georgios Piliouras, Xiao Wang. Multiplicative Weights Updates as a distributed constrained optimization algorithm: Convergence to second-order stationary points almost always. In Kamalika Chaudhuri, Ruslan Salakhutdinov, editors, Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA. Volume 97 of Proceedings of Machine Learning Research, pages 4961-4969, PMLR, 2019. [doi]

Abstract

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