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  • title: Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity
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            Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity
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            Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity

            Jul 24, 2023

            Speakers

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            Eduard Gorbunov

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            Adrien Taylor

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            Samuel Horváth

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            About

            Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works (Diakonikolas et al., 2021; Lee Kim, 2021; Pethick et al., 2022; Bohm,2022) aiming at going beyond monotonicity by considering the weaker negative comonotonicity assumption. In this work, we provide tight complexity analyses for the Proximal Point (PP), Extragradient (EG), and Optimistic Gradient (O…

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            ICML 2023

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