IDEAS/STAT Optimization Seminar: “Negative Stepsizes Make Gradient-Descent-Ascent Converge”
Amy Gutmann Hall, Room 414 3333 Chestnut Street, Philadelphia, United StatesZoom link: https://upenn.zoom.us/j/98220304722 Abstract: Solving min-max problems is a central question in optimization, games, learning, and controls. Arguably the most natural algorithm is Gradient-Descent-Ascent (GDA), however since the 1970s, conventional wisdom has argued that it fails to converge even on simple problems. This failure spurred the extensive literature on modifying GDA with extragradients, optimism, momentum, anchoring, […]