Gradient Descent Ascent for Min-Max Problems on Riemannian Manifold

In the paper, we study a class of useful non-convex minimax optimization problems on the Riemanian manifold and propose a class of Riemanian gradient descent ascent algorithms to solve these minimax problems. Specifically, we propose a new Riemannian gradient descent ascent (RGDA) algorithm for the deterministic minimax optimization. Mo...More