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Stepsize Choice for Korpelevich’s and Popov’s Extragradient Algorithms for Convex-Concave Minimax Problems.

Authors :
JIAOJIAO WANG
HONG-KUN XU
Source :
Carpathian Journal of Mathematics; 2023, Vol. 39 Issue 1, p315-323, 9p
Publication Year :
2023

Abstract

We show that the choice of stepsize in Korpelevich’s extragradient algorithm is sharp, while the choice of stepsize in Popov’s extragradient algorithm can be relaxed. We also extend Korpelevich’s extragradient algorithm and Popov’s extragradient algorithm (with larger stepsize) to the infinite-dimensional Hilbert space framework, with weak convergence. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
HILBERT space
ALGORITHMS

Details

Language :
English
ISSN :
15842851
Volume :
39
Issue :
1
Database :
Complementary Index
Journal :
Carpathian Journal of Mathematics
Publication Type :
Academic Journal
Accession number :
160592846
Full Text :
https://doi.org/10.37193/CJM.2023.01.22