Negative momentum enables global convergence in convex-concave min-max optimization and accelerated rates in the strongly-convex-strongly-concave setting.
Convex-concave interpolation and application of pep to the bilinear-coupled saddle point problem.Russian Journal of Nonlinear Dynamics, 20(5):875–893
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Negative Momentum for Convex-Concave Optimization
Negative momentum enables global convergence in convex-concave min-max optimization and accelerated rates in the strongly-convex-strongly-concave setting.