Skip to yearly menu bar Skip to main content


Spotlight Poster

Optimal Acceleration for Minimax and Fixed-Point Problems is Not Unique

TaeHo Yoon · Jaeyeon Kim · Jaewook Suh · Ernest Ryu

Hall C 4-9 #1015
[ ] [ Paper PDF ]
Wed 24 Jul 4:30 a.m. PDT — 6 a.m. PDT

Abstract:

Recently, accelerated algorithms using the anchoring mechanism for minimax optimization and fixed-point problems have been proposed, and matching complexity lower bounds establish their optimality. In this work, we present the surprising observation that the optimal acceleration mechanism in minimax optimization and fixed-point problems is not unique. Our new algorithms achieve exactly the same worst-case convergence rates as existing anchor-based methods while using materially different acceleration mechanisms. Specifically, these new algorithms are dual to the prior anchor-based accelerated methods in the sense of H-duality. This finding opens a new avenue of research on accelerated algorithms since we now have a family of methods that empirically exhibit varied characteristics while having the same optimal worst-case guarantee.

Chat is not available.