Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems
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Abstract (arXiv)
This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is computationally intractable. This observation has recently motivated the study of structures sufficient for convergence of first order methods in the more general setting of variational inequalities when the so-called weak Minty variational inequality (MVI) holds. This problem class captures non-trivial structures as we demonstrate with examples, for which a large family of existing algorithms provably converge to limit cycles. Our results require a less restrictive parameter range in the weak MVI compared to what is previously known, thus extending the applicability of our scheme. The proposed algorithm is applicable to constrained and regularized problems, and involves an adaptive stepsize allowing for potentially larger stepsizes. Our scheme also converges globally even in settings where the underlying operator exhibits limit cycles.
Key facts. Cited by 21 papers in the map (data through 14 Oct 2026). Builds on 21 of its 44 references that are in the map. First posted on arXiv 20 Feb 2023.
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21 of 44 references.
References · 21
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Citing papers per year: 2023: 8; 2024: 1; 2025: 7; 2026: 5.
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- 2023Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditionscited by 14
- 2025Worst-case generation via minimax optimization in Wasserstein spacecited by 7
- 2023Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developmentscited by 5
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- 2025Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithmcited by 5
- 2026Solving Stochastic Variational Inequalities without the Bounded Variance Assumptioncited by 5
- 2023Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updatescited by 4
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexitycited by 4
- 2023Generating Less Certain Adversarial Examples Improves Robust Generalizationcited by 3
- 2023Stable Nonconvex-Nonconcave Training via Linear Interpolationcited by 3
- 2025Extragradient Method for (L0, L1)-Lipschitz Root-finding Problemscited by 3
- 2023Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Propertycited by 2
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- 2023Beyond first-order methods for non-convex non-concave min-max optimizationcited by 1
- 2023Convergence of the Chambolle-Pock Algorithm in the Absence of Monotonicitycited by 1
- 2025A first-order method for nonconvex-nonconcave minimax problems under a local Kurdyka-Lojasiewicz conditioncited by 1
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolationcited by 1
- 2025Spingarn's Method and Progressive Decoupling Beyond Elicitable Monotonicitycited by 0
- 2025A first-order method for constrained nonconvex-nonconcave minimax optimizationcited by 0
- 2026Breaking the Stochasticity Barrier: An Adaptive Variance-Reduced Method for Variational Inequalitiescited by 0
- 2026Non-Convex Sparse Reinforcement Learning via Non-Monotone Inclusionscited by 0
- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problemscited by 0
- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problems22 Sep 2026
- 2026Non-Convex Sparse Reinforcement Learning via Non-Monotone Inclusions6 Jul 2026
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolation23 Mar 2026
- 2026Solving Stochastic Variational Inequalities without the Bounded Variance Assumption5 Feb 2026
- 2026Breaking the Stochasticity Barrier: An Adaptive Variance-Reduced Method for Variational Inequalities30 Jan 2026
- 2025Worst-case generation via minimax optimization in Wasserstein space9 Dec 2025
- 2025Extragradient Method for (L0, L1)-Lipschitz Root-finding Problems25 Oct 2025
- 2025A first-order method for constrained nonconvex-nonconcave minimax optimization1 Oct 2025
- 2025A first-order method for nonconvex-nonconcave minimax problems under a local Kurdyka-Lojasiewicz condition2 Jul 2025
- 2025Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm10 Apr 2025
- 2025Spingarn's Method and Progressive Decoupling Beyond Elicitable Monotonicity1 Apr 2025
- 2025Expected Variational Inequalities25 Feb 2025
9 more
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexity7 Feb 2024
- 2023Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Property19 Dec 2023
- 2023Convergence of the Chambolle-Pock Algorithm in the Absence of Monotonicity11 Dec 2023
- 2023Stable Nonconvex-Nonconcave Training via Linear Interpolation20 Oct 2023
- 2023Generating Less Certain Adversarial Examples Improves Robust Generalization6 Oct 2023
- 2023Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updates8 Jun 2023
- 2023Beyond first-order methods for non-convex non-concave min-max optimization17 Apr 2023
- 2023Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developments30 Mar 2023
- 2023Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditions27 Feb 2023
- 2023Single-Call Stochastic Extragradient Methods for Structured Non-monotone Variational Inequalities: Improved Analysis under Weaker Conditionscited by 14
- 2025Worst-case generation via minimax optimization in Wasserstein spacecited by 7
- 2023Sublinear Convergence Rates of Extragradient-Type Methods: A Survey on Classical and Recent Developmentscited by 5
- 2025Expected Variational Inequalitiescited by 5
- 2025Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithmcited by 5
- 2026Solving Stochastic Variational Inequalities without the Bounded Variance Assumptioncited by 5
- 2023Communication-Efficient Gradient Descent-Accent Methods for Distributed Variational Inequalities: Unified Analysis and Local Updatescited by 4
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexitycited by 4
- 2023Generating Less Certain Adversarial Examples Improves Robust Generalizationcited by 3
- 2023Stable Nonconvex-Nonconcave Training via Linear Interpolationcited by 3
- 2025Extragradient Method for (L0, L1)-Lipschitz Root-finding Problemscited by 3
- 2023Optimistic Policy Gradient in Multi-Player Markov Games with a Single Controller: Convergence Beyond the Minty Propertycited by 2
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- 2026Polyak-Type Extragradient Methods for Monotone Root-Finding Problems22 Sep 2026
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolation23 Mar 2026
- 2026Solving Stochastic Variational Inequalities without the Bounded Variance Assumption5 Feb 2026
- 2026Breaking the Stochasticity Barrier: An Adaptive Variance-Reduced Method for Variational Inequalities30 Jan 2026
- 2025Worst-case generation via minimax optimization in Wasserstein space9 Dec 2025
- 2025Extragradient Method for (L0, L1)-Lipschitz Root-finding Problems25 Oct 2025
- 2025A first-order method for constrained nonconvex-nonconcave minimax optimization1 Oct 2025
- 2025A first-order method for nonconvex-nonconcave minimax problems under a local Kurdyka-Lojasiewicz condition2 Jul 2025
- 2025Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm10 Apr 2025
- 2025Spingarn's Method and Progressive Decoupling Beyond Elicitable Monotonicity1 Apr 2025
- 2025Expected Variational Inequalities25 Feb 2025
- 2024Revisiting Inexact Fixed-Point Iterations for Min-Max Problems: Stochasticity and Structured Nonconvexity7 Feb 2024
12 newest of 20 All 20 (JSON)