chen25a@v291@PMLR

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#1 Solving Convex-Concave Problems with $\mathcal{O}(\epsilon^{-4/7})$ Second-Order Oracle Complexity [PDF6] [Copy] [Kimi4] [REL]

Authors: Lesi Chen, Chengchang Liu, Luo Luo, Jingzhao Zhang

Previous algorithms can solve convex-concave minimax problems $\min_{x \in \mathcal{X}} \max_{y \in \mathcal{Y}} f(x,y)$ with $\gO(\epsilon^{-2/3})$ second-order oracle calls using Newton-type methods. This result has been speculated to be optimal because the upper bound is achieved by a natural generalization of the optimal first-order method. In this work, we show an improved upper bound of $\tilde{\gO}(\epsilon^{-4/7})$ by generalizing the optimal second-order method for convex optimization to solve the convex-concave minimax problem. We further apply a similar technique to lazy Hessian algorithms and show that our proposed algorithm can also be seen as a second-order “Catalyst” framework (Lin et al., JMLR 2018) that could accelerate any globally convergent algorithms for solving minimax problems.

Subject: COLT.2025 - Award