Talks
Spring 2022

Analysis of the Alternating Mirror Descent for Constrained Min-Max Games
Wednesday, March 30th, 2022, 3:30 pm–4:30 pm
Speaker:
Andre Wibisono (Yale University)
Location:
Calvin Lab Auditorium
We study the alternating mirror descent algorithm for a two-player constrained bilinear zero-sum game. We highlight the connection between alternating mirror descent as a symplectic discretization of a Hamiltonian flow in the dual space. We show a regret bound for alternating mirror descent under decreasing step size. We also study when we can show a regret bound with constant step size, similar to the unconstrained case (alternating gradient descent).