# A Stochastic Proximal Point Algorithm for Saddle-Point Problems

13 Sep 2019Luo LuoCheng ChenYujun LiGuangzeng XieZhihua Zhang

We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence guarantees... (read more)

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