Hadi Abbaszadehpeivasti

Convergence rate analysis of the gradient descent-ascent method for convex-concave saddle-point problems

  • Moslem Zamani
  • Hadi Abbaszadehpeivasti
  • Etienne de Klerk
    • Categories Convex Optimization

    In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming performance estimation method. The given convergence rate incorporates most parameters of the problem and it is exact for a large class … Read more

    The exact worst-case convergence rate of the alternating direction method of multipliers

  • Moslem Zamani
  • Hadi Abbaszadehpeivasti
  • Etienne de Klerk
    • Categories Convex Optimization Tags , , ,

    Recently, semidefinite programming performance estimation has been employed as a strong tool for the worst-case performance analysis of first order methods. In this paper, we derive new non-ergodic convergence rates for the alternating direction method of multipliers (ADMM) by using performance estimation. We give some examples which show the exactness of the given bounds. We … Read more