Fast Optimistic Gradient Descent Ascent (OGDA) Method in Continuous and Discrete Time
Radu Ioan Boţ,
Ernö Robert Csetnek,
Dang-Khoa Nguyen
Abstract:In the framework of real Hilbert spaces, we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator V. The starting point of our investigations is a second-order dynamical system that combines a vanishing damping term with the time derivative of V along the trajectory, which can be seen as an analogous of the Hessian-driven damping in case the operator is originating from a potential. Our method exhibi… Show more
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