math.OC · 2026-06-11 · No. 20

Optimization and Control, 2026-06-11.

1 new papers in math.OC. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Last-Iterate Convergence of Optimistic Multiplicative Weight Update

    Francesco Orabona

    math.OC · cs.LG

    Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative-Weights Update (OMWU) are two very popular algorithms to solve convex/concave saddle-point problems, where OMWU is the non-Euclidean, entropic version of OGDA. It is known since the '80s that the last iterate of OGDA asymptotically converges to a saddle point in smooth problems. On the other hand, it is unknown if OMWU has the same property. In this paper, I show that...

    arxiv.org/abs/2606.11773 · PDF

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