Last-iterate convergence of modified predictive method via high-resolution differential equation on bilinear game
Abstract
This paper discusses the convergence of the modified predictive method (MPM) proposed by Liang and stokes corresponding to high-resolution differential equations (HRDE) in bilinear games. First, we present the high-resolution differential equations (MPM-HRDE) corresponding to the MPM. Then, we discuss the uniqueness of the solution for MPM-HRDE in bilinear games. Finally, we provide the convergence results of MPM-HRDE in bilinear games. The results obtained in this paper address the gap in the existing literature and extend the conclusions of related works.
- Publication:
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arXiv e-prints
- Pub Date:
- May 2024
- DOI:
- 10.48550/arXiv.2405.14613
- arXiv:
- arXiv:2405.14613
- Bibcode:
- 2024arXiv240514613L
- Keywords:
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- Mathematics - Optimization and Control