Two trust region type algorithms for solving nonconvex-strongly concave minimax problems
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Abstract (arXiv)
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 (ε, √ε)-second order stationary point(SSP) within O(ε-1.5) iterations, which matches the best well known iteration complexity.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 28 of its 43 references that are in the map. First posted on arXiv 15 Feb 2024.
Builds on
28 of 43 references.
References · 28
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16 more
- 2020Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problemscited by 39
- 2020Accelerated Zeroth-Order and First-Order Momentum Methods from Mini to Minimax Optimizationcited by 39
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- 2020Zeroth-Order Algorithms for Smooth Saddle-Point Problemscited by 7
- 2019A Stochastic Trust Region Method for Non-convex Minimizationcited by 4
- 2019Stochastic Trust Region Methods with Trust Region Radius Depending on Probabilistic Modelscited by 4
- 2018Accelerating Adaptive Cubic Regularization of Newton's Method via Random Samplingcited by 3
- 2018Stochastic Trust Region Inexact Newton Method for Large-scale Machine Learningcited by 2
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Citing papers per year: 2024: 2.
2 papers.