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#mirror descent
2 resultsmath.OC2019
On the modes of convergence of Stochastic Optimistic Mirror Descent (OMD) for saddle point problems
Yanting Ma, Shuchin Aeron, Hassan Mansour
The paper analyzes the convergence behavior of Mirror Descent and Optimistic Mirror Descent algorithms on coherent saddle‑point problems, correcting earlier claims and establishing…
#mirror descent#optimistic mirror descent#saddle point problems#convergence analysis
math.OC2019
Online Primal-Dual Mirror Descent under Stochastic Constraints
Xiaohan Wei, Hao Yu, Michael J. Neely
The paper proposes a primal‑dual mirror descent algorithm for online convex optimization with stochastic constraints that achieves O(√T) regret and constraint violation without req…
#online convex optimization#stochastic constraints#primal-dual methods#mirror descent