zhang21c@v161@PMLR

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#1 The complexity of nonconvex-strongly-concave minimax optimization [PDF] [Copy] [Kimi] [REL]

Authors: Siqi Zhang, Junchi Yang, Cristóbal Guzmán, Negar Kiyavash, Niao He

This paper studies the complexity for finding approximate stationary points of nonconvex-strongly-concave (NC-SC) smooth minimax problems, in both general and averaged smooth finite-sum settings. We establish nontrivial lower complexity bounds for the two settings, respectively. Our result reveals substantial gaps between these limits and best-known upper bounds in the literature. To close these gaps, we introduce a generic acceleration scheme that deploys existing gradient-based methods to solve a sequence of crafted strongly-convex-strongly-concave subproblems. In the general setting, the complexity of our proposed algorithm nearly matches the lower bound; in particular, it removes an additional poly-logarithmic dependence on accuracy present in previous works. In the averaged smooth finite-sum setting, our proposed algorithm improves over previous algorithms by providing a nearly-tight dependence on the condition number.

Subject: UAI.2021