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AltGDA Achieves Global $O(1/T)$ Ergodic Convergence in Matrix Games

Nan, Tianlong et al.
arXiv (All) · Papers
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computer-science-and-game-theoryoptimization-and-control
Alternating gradient descent-ascent (AltGDA) is a simple and practically effective method for solving finite two-player zero-sum matrix games. However, the theory of AltGDA remains limited: existing results either apply only to unconstrained settings or require restrictive assumptions on the equilib
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