Stochastic Primal-Dual Algorithms with Faster Convergence than $O(1/\sqrt{T})$ for Problems without Bilinear Structure

Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main contribution of this paper is the design and analysis of new stochastic primal-dual algorithms tha...More