Minimax Optimization, Monotone Variational Inequalities
This repository contains the code to reproduce the IQC results from the paper A Unified Analysis of First-Order Methods for Smooth Games via Integral Quadratic Constraints.
We used CVXPY package along with MOSEK solver in the paper.
To install CVXPY and MOSEK:
pip install cvxpy
pip install mosek
To cite this work, please use
@article{zhang2020unified,
title={A Unified Analysis of First-Order Methods for Smooth Games via Integral Quadratic Constraints},
author={Zhang, Guodong and Bao, Xuchao and Lessard, Laurent and Grosse, Roger},
journal={arXiv preprint arXiv:2009.11359},
year={2020}
}