A Practical Adaptive Subgame Perfect Gradient Method
We present a performant gradient method for smooth convex optimization, drawing inspiration from several recent advances in the field. Our algorithm, the Adaptive Subgame Perfect Gradient Method (ASPGM) is based on the notion of subgame perfection, attaining a dynamic strengthening of minimax optimality. At each iteration, ASPGM makes a momentum-type update, optimized dynamically based on … Read more