An accelerated HPE-type algorithm for a class of composite convex-concave saddle-point problems

This article proposes a new algorithm for solving a class of composite convex-concave saddle-point problems. The new algorithm is a special instance of the hybrid proximal extragradient framework in which a Nesterov’s accelerated variant is used to approximately solve the prox subproblems. One of the advantages of the new method is that it works for … Read more

Accelerating block-decomposition first-order methods for solving composite saddle-point and two-player Nash equilibrium problems

This article considers the two-player composite Nash equilibrium (CNE) problem with a separable non-smooth part, which is known to include the composite saddle-point (CSP) problem as a special case. Due to its two-block structure, this problem can be solved by any algorithm belonging to the block-decomposition hybrid proximal-extragradient (BD-HPE) framework. The framework consists of a … Read more