# Beyond first-order methods for non-convex non-concave min-max optimization

arXiv: https://arxiv.org/abs/2304.08389 · HTML: https://mlsanity.com/paper/2304.08389/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 38 references that are in the map.
- First posted on arXiv 17 Apr 2023.

## Builds on (most cited first, 27 of 27)

- [Towards Deep Learning Models Resistant to Adversarial Attacks](https://mlsanity.com/paper/1706.06083/) (2017)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Theoretically Principled Trade-off between Robustness and Accuracy](https://mlsanity.com/paper/1901.08573/) (2019)
- [Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile](https://mlsanity.com/paper/1807.02629/) (2018)
- [Lower Bounds for Finding Stationary Points I](https://mlsanity.com/paper/1710.11606/) (2017)
- [A Variational Perspective on Accelerated Methods in Optimization](https://mlsanity.com/paper/1603.04245/) (2016)
- [Efficient Methods for Structured Nonconvex-Nonconcave Min-Max Optimization](https://mlsanity.com/paper/2011.00364/) (2020)
- [The Complexity of Constrained Min-Max Optimization](https://mlsanity.com/paper/2009.09623/) (2020)
- [Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems](https://mlsanity.com/paper/1808.02901/) (2018)
- [Accelerated Algorithms for Smooth Convex-Concave Minimax Problems with O(1/k2) Rate on Squared Gradient Norm](https://mlsanity.com/paper/2102.07922/) (2021)
- [Understanding the Acceleration Phenomenon via High-Resolution Differential Equations](https://mlsanity.com/paper/1810.08907/) (2018)
- [Accelerated Gradient Descent Escapes Saddle Points Faster than Gradient Descent](https://mlsanity.com/paper/1711.10456/) (2017)
- [Fast Extra Gradient Methods for Smooth Structured Nonconvex-Nonconcave Minimax Problems](https://mlsanity.com/paper/2106.02326/) (2021)
- [Halpern Iteration for Near-Optimal and Parameter-Free Monotone Inclusion and Strong Solutions to Variational Inequalities](https://mlsanity.com/paper/2002.08872/) (2020)
- [Lower Bounds for Finding Stationary Points II: First-Order Methods](https://mlsanity.com/paper/1711.00841/) (2017)
- [On Gradient-Based Learning in Continuous Games](https://mlsanity.com/paper/1804.05464/) (2018)
- ["Convex Until Proven Guilty": Dimension-Free Acceleration of Gradient Descent on Non-Convex Functions](https://mlsanity.com/paper/1705.02766/) (2017)
- [Competitive Gradient Descent](https://mlsanity.com/paper/1905.12103/) (2019)
- [Optimistic Dual Extrapolation for Coherent Non-monotone Variational Inequalities](https://mlsanity.com/paper/2103.04410/) (2021)
- [A Lyapunov Analysis of Momentum Methods in Optimization](https://mlsanity.com/paper/1611.02635/) (2016)
- [Analysis of Stochastic Gradient Descent in Continuous Time](https://mlsanity.com/paper/2004.07177/) (2020)
- [Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems](https://mlsanity.com/paper/2302.09831/) (2023)
- [Accelerated Methods for Non-Convex Optimization](https://mlsanity.com/paper/1611.00756/) (2016)
- [Higher-order methods for convex-concave min-max optimization and monotone variational inequalities](https://mlsanity.com/paper/2007.04528/) (2020)
- [Generalized Optimistic Methods for Convex-Concave Saddle Point Problems](https://mlsanity.com/paper/2202.09674/) (2022)
- [Optimal Methods for Higher-Order Smooth Monotone Variational Inequalities](https://mlsanity.com/paper/2205.06167/) (2022)
- [Competitive Gradient Optimization](https://mlsanity.com/paper/2205.14232/) (2022)

## Built on by (most cited first, 1 of 1)

- [Min-Max Optimization Requires Exponentially Many Queries](https://mlsanity.com/paper/2605.13806/) (2026)

## Abstract (arXiv)

We propose a study of structured non-convex non-concave min-max problems which goes beyond standard first-order approaches. Inspired by the tight understanding established in recent works [Adil et al., 2022, Lin and Jordan, 2022b], we develop a suite of higher-order methods which show the improvements attainable beyond the monotone and Minty condition settings. Specifically, we provide a new understanding of the use of discrete-time pth-order methods for operator norm minimization in the min-max setting, establishing an O(1/ε^frac2p) rate to achieve ε-approximate stationarity, under the weakened Minty variational inequality condition of Diakonikolas et al. [2021]. We further present a continuous-time analysis alongside rates which match those for the discrete-time setting, and our empirical results highlight the practical benefits of our approach over first-order methods.
