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Two trust region type algorithms for solving nonconvex-strongly concave minimax problems
Published 15 Feb 2024 in math.OC, cs.LG, and stat.ML | (2402.09807v1)
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 $(\epsilon, \sqrt{\epsilon})$-second order stationary point(SSP) within $\mathcal{O}(\epsilon{-1.5})$ iterations, which matches the best well known iteration complexity.
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