Bibliography

Ber99

Dimitri P. Bertsekas. Nonlinear Programming. Athena scientific, Belmont, Mass, 2nd ed edition, 1999.

BV04

Stephen Boyd and Lieven Vandenberghe. Convex Optimization. Cambridge University Press, 2004. URL: https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf.

CJG+19

Andrew Cotter, Heinrich Jiang, Maya Gupta, Serena Wang, Taman Narayan, Seungil You, and Karthik Sridharan. Optimization with Non-Differentiable Constraints with Applications to Fairness, Recall, Churn, and Other Goals. Journal of Machine Learning Research, 20(172):1–59, 2019. URL: http://jmlr.org/papers/v20/18-616.html.

GBV+19

Gauthier Gidel, Hugo Berard, Gaëtan Vignoud, Pascal Vincent, and Simon Lacoste-Julien. A Variational Inequality Perspective on Generative Adversarial Networks. In ICLR. 2019. URL: https://openreview.net/forum?id=r1laEnA5Ym.

Kor76

Galina M Korpelevich. The extragradient method for finding saddle points and other problems. Matecon, 1976. URL: https://cs.uwaterloo.ca/~y328yu/classics/extragrad.pdf.

LJJ20

Tianyi Lin, Chi Jin, and Michael Jordan. On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems. In ICML. 2020. URL: https://proceedings.mlr.press/v119/lin20a.html.

NCZ+20

Harikrishna Narasimhan, Andrew Cotter, Yichen Zhou, Serena Wang, and Wenshuo Guo. Approximate heavily-constrained learning with lagrange multiplier models. In NeurIPS. 2020. URL: https://proceedings.neurips.cc/paper/2020/hash/62db9e3397c76207a687c360e0243317-Abstract.html.

NW06

Jorge Nocedal and Stephen J. Wright. Numerical Optimization. Springer Series in Operations Research. Springer, New York, 2nd ed edition, 2006.

RKK18

Sashank J. Reddi, Satyen Kale, and Sanjiv Kumar. On the convergence of adam and beyondg. In ICLR. 2018. URL: https://openreview.net/forum?id=r1laEnA5Ym.

SMDH13

Ilya Sutskever, James Martens, George Dahl, and Geoffrey Hinton. On the importance of initialization and momentum in deep learning. In ICML. 2013. URL: https://proceedings.mlr.press/v28/sutskever13.html.

vN28

John von Neumann. Zur Theorie der Gesellschaftsspiele. Mathematische Annalen, 100(1):295–320, 1928. URL: https://cs.uwaterloo.ca/~y328yu/classics/vonNeumann.pdf.