English

Faster Single-loop Algorithms for Minimax Optimization without Strong Concavity

Machine Learning 2021-12-13 v1 Optimization and Control Machine Learning

Abstract

Gradient descent ascent (GDA), the simplest single-loop algorithm for nonconvex minimax optimization, is widely used in practical applications such as generative adversarial networks (GANs) and adversarial training. Albeit its desirable simplicity, recent work shows inferior convergence rates of GDA in theory even assuming strong concavity of the objective on one side. This paper establishes new convergence results for two alternative single-loop algorithms -- alternating GDA and smoothed GDA -- under the mild assumption that the objective satisfies the Polyak-Lojasiewicz (PL) condition about one variable. We prove that, to find an ϵ\epsilon-stationary point, (i) alternating GDA and its stochastic variant (without mini batch) respectively require O(κ2ϵ2)O(\kappa^{2} \epsilon^{-2}) and O(κ4ϵ4)O(\kappa^{4} \epsilon^{-4}) iterations, while (ii) smoothed GDA and its stochastic variant (without mini batch) respectively require O(κϵ2)O(\kappa \epsilon^{-2}) and O(κ2ϵ4)O(\kappa^{2} \epsilon^{-4}) iterations. The latter greatly improves over the vanilla GDA and gives the hitherto best known complexity results among single-loop algorithms under similar settings. We further showcase the empirical efficiency of these algorithms in training GANs and robust nonlinear regression.

Keywords

Cite

@article{arxiv.2112.05604,
  title  = {Faster Single-loop Algorithms for Minimax Optimization without Strong Concavity},
  author = {Junchi Yang and Antonio Orvieto and Aurelien Lucchi and Niao He},
  journal= {arXiv preprint arXiv:2112.05604},
  year   = {2021}
}
R2 v1 2026-06-24T08:12:25.096Z