Khanh-Hung Giang-Tran

Projection-Free Algorithms for Nonsmooth Stochastic Convex-Concave Saddle-Point Problems

We study nonsmooth convex-concave saddle-point problems over compact convex sets, assuming access to stochastic subgradients of the payoff function. We develop single-loop projection-free algorithms that use linear minimization oracles over the primal and dual domains. Unlike prior projection-free approaches that rely...