Unifying mirror descent and dual averaging
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Abstract (arXiv)
We introduce and analyze a new family of first-order optimization algorithms which generalizes and unifies both mirror descent and dual averaging. Within the framework of this family, we define new algorithms for constrained optimization that combines the advantages of mirror descent and dual averaging. Our preliminary simulation study shows that these new algorithms significantly outperform available methods in some situations.
Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). First posted on arXiv 30 Oct 2019.
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Citing papers per year: 2021: 3; 2022: 4; 2023: 0; 2024: 0; 2025: 1.
8 papers.
- 2021Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibriumcited by 51
- 2021Parameter-free Stochastic Optimization of Variationally Coherent Functionscited by 27
- 2022Understanding the bias-variance tradeoff of Bregman divergencescited by 11
- 2022Learning Stationary Nash Equilibrium Policies in n-Player Stochastic Games with Independent Chainscited by 7
- 2022Ensembling over Classifiers: a Bias-Variance Perspectivecited by 6
- 2022Robust Methods for High-Dimensional Linear Learningcited by 5
- 2025Primal-dual algorithm for contextual stochastic combinatorial optimizationcited by 4
- 2021A Unified Analysis Method for Online Optimization in Normed Vector Spacecited by 1
- 2025Primal-dual algorithm for contextual stochastic combinatorial optimization7 May 2025
- 2022Robust Methods for High-Dimensional Linear Learning10 Aug 2022
- 2022Ensembling over Classifiers: a Bias-Variance Perspective21 Jun 2022
- 2022Understanding the bias-variance tradeoff of Bregman divergences8 Feb 2022
- 2022Learning Stationary Nash Equilibrium Policies in n-Player Stochastic Games with Independent Chains28 Jan 2022
- 2021A Unified Analysis Method for Online Optimization in Normed Vector Space22 Dec 2021
- 2021Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibrium26 Apr 2021
- 2021Parameter-free Stochastic Optimization of Variationally Coherent Functions30 Jan 2021