The Role of Convexity in Saddle-Point Dynamics: Lyapunov Function and Robustness
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DOI: 10.1109/tac.2017.2778689
Abstract: This paper studies the projected saddle-point dynamics associated to a convex–concave function, which we term saddle function. The dynamics consists of gradient descent of the saddle function in variables corresponding to convexity and (projected) gradient… read more here.
Keywords: saddle point; point dynamics; convexity; function ... See more keywords