Extragradient and extrapolation methods with generalized Bregman distances for saddle point problems

被引:2
作者
Zhang, Hui [1 ]
机构
[1] Natl Univ Def Technol, Dept Math, Changsha 410073, Hunan, Peoples R China
基金
美国国家科学基金会;
关键词
Bregman distance; Extragradient; Extrapolation; Saddle point; BACKWARD SPLITTING METHOD; VARIATIONAL-INEQUALITIES; GRADIENT;
D O I
10.1016/j.orl.2022.04.001
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we introduce two Bregman-type algorithmic frameworks to generalize the extragradient and extrapolation methods. With the help of relative Lipschitzness and the Bregman distance tool, the iteration properties of the proposed frameworks are analyzed. As applied to smooth convex-concave saddle point problems, our theory rediscovers the main results in Mokhtari et al. (2020) [14] for wider frameworks under weaker assumptions via a conceptually different approach.(c) 2022 Elsevier B.V. All rights reserved.
引用
收藏
页码:329 / 334
页数:6
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