SPGM is a first-order method for smooth convex optimization that is dynamically optimal at each step via subgame perfect equilibrium, outperforming OGM in preliminary tests.
Bundle-Level Type Methods Uniformly Optimal For Smooth And Nonsmooth Convex Optimization.Mathematical Programming, 149(1):1–45, Feb 2015
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Beyond Minimax Optimality: A Subgame Perfect Gradient Method
SPGM is a first-order method for smooth convex optimization that is dynamically optimal at each step via subgame perfect equilibrium, outperforming OGM in preliminary tests.