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]

@inproceedings{PanageasPW19,
  title = {Multiplicative Weights Updates as a distributed constrained optimization algorithm: Convergence to second-order stationary points almost always},
  author = {Ioannis Panageas and Georgios Piliouras and Xiao Wang},
  year = {2019},
  url = {http://proceedings.mlr.press/v97/panageas19a.html},
  researchr = {https://researchr.org/publication/PanageasPW19},
  cites = {0},
  citedby = {0},
  pages = {4961-4969},
  booktitle = {Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA},
  editor = {Kamalika Chaudhuri and Ruslan Salakhutdinov},
  volume = {97},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}