Two trust region type algorithms for solving nonconvex-strongly concave minimax problems
CoRR(2024)
摘要
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.
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