Efficient Algorithms for Smooth Minimax Optimization

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019), pp. 12659-12670, 2019.

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EI
Keywords:
stationary pointstationary points

Abstract:

This paper studies first order methods for solving smooth minimax optimization problems min(x) max(y) g(x, y) where g(.,.) is smooth and g(x,.) is concave for each x. In terms of g(., y), we consider two settings - strongly convex and nonconvex - and improve upon the best known rates in both. For strongly-convex g(., y), for all y, we pro...More

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