Two-timescale gradient descent ascent algorithms for nonconvex minimax optimization

MaRDI QIDQ6982689zbMATH OpenFDO

Authors Tian-Yi Lin, Chi Jin, Michael Jordan

Publication date 16 May 2025

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://jmlr.org/papers/v26/22-0863.html

zbMATH Keywords

iteration complexity analysisstructured nonconvex minimax optimizationtwo-timescale gradient descent ascent

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Minimax problems in mathematical programming (90C47) Methods of reduced gradient type (90C52)

Cites work

• scientific article; zbMATH DE number 5145289 (Why is no real title available?)
• scientific article; zbMATH DE number 3790208 (Why is no real title available?)
• scientific article; zbMATH DE number 46303 (Why is no real title available?)
• scientific article; zbMATH DE number 3534286 (Why is no real title available?)
• scientific article; zbMATH DE number 1243371 (Why is no real title available?)
• scientific article; zbMATH DE number 7625189 (Why is no real title available?)
• scientific article; zbMATH DE number 7559070 (Why is no real title available?)
• scientific article; zbMATH DE number 7415112 (Why is no real title available?)
• scientific article; zbMATH DE number 3247810 (Why is no real title available?)
• A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems
• Algorithmic Game Theory
• Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems
• An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems
• An iterative method of solving a game
• Convergence Rates in Forward--Backward Splitting
• Convergence rate of \(\mathcal{O}(1/k)\) for optimistic gradient and extragradient methods in smooth convex-concave saddle point problems
• Cycles in adversarial regularized learning
• Distributed Sparse Linear Regression
• Efficient search of first-order Nash equilibria in nonconvex-concave smooth min-max problems
• Gradient methods for minimizing composite functions
• Hybrid Block Successive Approximation for One-Sided Non-Convex Min-Max Problems: Algorithms and Applications
• Lectures on convex optimization
• On general minimax theorems
• Optimality Conditions for Nonsmooth Nonconvex-Nonconcave Min-Max Problems and Generative Adversarial Networks
• Prediction, Learning, and Games
• Projected subgradient methods with non-Euclidean distances for non-differentiable convex minimization and variational inequalities
• Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
• Robustness and regularization of support vector machines
• Saddle-point dynamics: conditions for asymptotic stability of saddle points
• Solutions of Saddle Value Problems by Differential Equations
• Solving variational inequalities with stochastic mirror-prox algorithm
• Some NP-complete problems in quadratic and nonlinear programming
• Stochastic model-based minimization of weakly convex functions
• Subgradient methods for saddle-point problems
• The complexity of constrained min-max optimization
• The landscape of the proximal point method for nonconvex-nonconcave minimax optimization
• Zur Theorie der Gesellschaftsspiele.

Cited in

(3)

• Policy gradient algorithms for robust MDPs with nonrectangular uncertainty sets
• Inexact zeroth-order nonsmooth and nonconvex stochastic composite optimization and applications
• Adaptive method for saddle point problems with a generalization of smoothness property

This page was built for publication: Two-timescale gradient descent ascent algorithms for nonconvex minimax optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6982689)