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• W2962717811 abstract "This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics (gradient descent in the first variable and gradient ascent in the second one). We identify a suite of complementary conditions under which the set of saddle points is asymptotically stable under the saddle-point dynamics. Our first set of results is based on the convexity-concavity of the function defining the saddle-point dynamics to establish the convergence guarantees. For functions that do not enjoy this feature, our second set of results relies on properties of the linearization of the dynamics, the function along the proximal normals to the saddle set, and the linearity of the function in one variable. We also provide global versions of the asymptotic convergence results. Various examples illustrate our discussion." @default.
• W2962717811 created "2019-07-30" @default.
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• W2962717811 date "2017-01-01" @default.
• W2962717811 modified "2023-10-01" @default.
• W2962717811 title "Saddle-Point Dynamics: Conditions for Asymptotic Stability of Saddle Points" @default.
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• W2962717811 doi "https://doi.org/10.1137/15m1026924" @default.
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