Two trust region type algorithms for solving nonconvex-strongly concave minimax problems
Optimization and Control
2024-02-16 v1 Machine Learning
Machine Learning
Abstract
In this paper, we propose a Minimax Trust Region (MINIMAX-TR) algorithm and a Minimax Trust Region Algorithm with Contractions and Expansions(MINIMAX-TRACE) algorithm for solving nonconvex-strongly concave minimax problems. Both algorithms can find an -second order stationary point(SSP) within iterations, which matches the best well known iteration complexity.
Cite
@article{arxiv.2402.09807,
title = {Two trust region type algorithms for solving nonconvex-strongly concave minimax problems},
author = {Tongliang Yao and Zi Xu},
journal= {arXiv preprint arXiv:2402.09807},
year = {2024}
}