# A first-order augmented Lagrangian method for constrained minimax optimization

arXiv: https://arxiv.org/abs/2301.02060 · HTML: https://mlsanity.com/paper/2301.02060/

## Key facts

- Cited by 8 papers in the map (data through 14 Oct 2026).
- Builds on 42 of its 79 references that are in the map.
- First posted on arXiv 5 Jan 2023.

## Builds on (most cited first, 30 of 42)

- [Explaining and Harnessing Adversarial Examples](https://mlsanity.com/paper/1412.6572/) (2014)
- [Towards Deep Learning Models Resistant to Adversarial Attacks](https://mlsanity.com/paper/1706.06083/) (2017)
- [Certifying Some Distributional Robustness with Principled Adversarial Training](https://mlsanity.com/paper/1710.10571/) (2017)
- [On Gradient Descent Ascent for Nonconvex-Concave Minimax Problems](https://mlsanity.com/paper/1906.00331/) (2019)
- [DualDICE: Behavior-Agnostic Estimation of Discounted Stationary Distribution Corrections](https://mlsanity.com/paper/1906.04733/) (2019)
- [Optimization, Learning, and Games with Predictable Sequences](https://mlsanity.com/paper/1311.1869/) (2013)
- [Variance-based regularization with convex objectives](https://mlsanity.com/paper/1610.02581/) (2016)
- [Fast Convergence of Regularized Learning in Games](https://mlsanity.com/paper/1507.00407/) (2015)
- [Solving a Class of Non-Convex Min-Max Games Using Iterative First Order Methods](https://mlsanity.com/paper/1902.08297/) (2019)
- [A Variational Inequality Perspective on Generative Adversarial Networks](https://mlsanity.com/paper/1802.10551/) (2018)
- [Perceptual Adversarial Robustness: Defense Against Unseen Threat Models](https://mlsanity.com/paper/2006.12655/) (2020)
- [Distributionally Robust Logistic Regression](https://mlsanity.com/paper/1509.09259/) (2015)
- [Near-Optimal Algorithms for Minimax Optimization](https://mlsanity.com/paper/2002.02417/) (2020)
- [Multi-Agent Generative Adversarial Imitation Learning](https://mlsanity.com/paper/1807.09936/) (2018)
- [Stochastic Recursive Gradient Descent Ascent for Stochastic Nonconvex-Strongly-Concave Minimax Problems](https://mlsanity.com/paper/2001.03724/) (2020)
- [Efficient Algorithms for Smooth Minimax Optimization](https://mlsanity.com/paper/1907.01543/) (2019)
- [Weakly-Convex Concave Min-Max Optimization: Provable Algorithms and Applications in Machine Learning](https://mlsanity.com/paper/1810.02060/) (2018)
- [Stochastic Variance Reduction Methods for Policy Evaluation](https://mlsanity.com/paper/1702.07944/) (2017)
- [A Single-Loop Smoothed Gradient Descent-Ascent Algorithm for Nonconvex-Concave Min-Max Problems](https://mlsanity.com/paper/2010.15768/) (2020)
- [A Unified Single-loop Alternating Gradient Projection Algorithm for Nonconvex-Concave and Convex-Nonconcave Minimax Problems](https://mlsanity.com/paper/2006.02032/) (2020)
- [Hybrid Block Successive Approximation for One-Sided Non-Convex Min-Max Problems: Algorithms and Applications](https://mlsanity.com/paper/1902.08294/) (2019)
- [On the Convergence and Robustness of Training GANs with Regularized Optimal Transport](https://mlsanity.com/paper/1802.08249/) (2018)
- [First-order penalty methods for bilevel optimization](https://mlsanity.com/paper/2301.01716/) (2023)
- [Accelerated Zeroth-Order and First-Order Momentum Methods from Mini to Minimax Optimization](https://mlsanity.com/paper/2008.08170/) (2020)
- [Adversarial Attack Generation Empowered by Min-Max Optimization](https://mlsanity.com/paper/1906.03563/) (2019)
- [An accelerated inexact proximal point method for solving nonconvex-concave min-max problems](https://mlsanity.com/paper/1905.13433/) (2019)
- [Adaptive extra-gradient methods for min-max optimization and games](https://mlsanity.com/paper/2010.12100/) (2020)
- [An Inexact Augmented Lagrangian Framework for Nonconvex Optimization with Nonlinear Constraints](https://mlsanity.com/paper/1906.11357/) (2019)
- [Single-Timescale Stochastic Nonconvex-Concave Optimization for Smooth Nonlinear TD Learning](https://mlsanity.com/paper/2008.10103/) (2020)
- [The First Optimal Algorithm for Smooth and Strongly-Convex-Strongly-Concave Minimax Optimization](https://mlsanity.com/paper/2205.05653/) (2022)

## Built on by (most cited first, 8 of 8)

- [Enhanced Adaptive Gradient Algorithms for Nonconvex-PL Minimax Optimization](https://mlsanity.com/paper/2303.03984/) (2023)
- [Solving bilevel optimization via sequential minimax optimization](https://mlsanity.com/paper/2511.07398/) (2025)
- [Achieving Better Local Regret Bound for Online Non-Convex Bilevel Optimization](https://mlsanity.com/paper/2602.06457/) (2026)
- [Penalty-Based First-Order Methods for Bilevel Optimization with Minimax and Constrained Lower-Level Problems](https://mlsanity.com/paper/2605.08006/) (2026)
- [Accelerated Fully First-Order Methods for Bilevel and Minimax Optimization](https://mlsanity.com/paper/2405.00914/) (2024)
- [A first-order method for nonconvex-strongly-concave constrained minimax optimization](https://mlsanity.com/paper/2512.22909/) (2025)
- [Fully First-Order Algorithms for Online Bilevel Optimization](https://mlsanity.com/paper/2602.11665/) (2026)
- [Bilevel Optimization with Lower-Level Uniform Convexity: Theory and Algorithm](https://mlsanity.com/paper/2603.00027/) (2026)

## Abstract (arXiv)

In this paper we study a class of constrained minimax problems. In particular, we propose a first-order augmented Lagrangian method for solving them, whose subproblems turn out to be a much simpler structured minimax problem and are suitably solved by a first-order method developed in this paper. Under some suitable assumptions, an operation complexity of O(varepsilon-4logvarepsilon-1), measured by its fundamental operations, is established for the first-order augmented Lagrangian method for finding an varepsilon-KKT solution of the constrained minimax problems.
