Extragradient and extrapolation methods with generalized Bregman distances for saddle point problems

نویسندگان

چکیده

In this paper, we introduce two Bregman-type algorithmic frameworks to generalize the extragradient and extrapolation methods. With help of relative Lipschitzness Bregman distance tool, iteration properties proposed are analyzed. As applied smooth convex-concave saddle point problems, our theory rediscovers main results in Mokhtari et al. (2020) [14] for wider under weaker assumptions via a conceptually different approach.

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ژورنال

عنوان ژورنال: Operations Research Letters

سال: 2022

ISSN: ['0167-6377', '1872-7468']

DOI: https://doi.org/10.1016/j.orl.2022.04.001