OCFeb 15, 2024
Two trust region type algorithms for solving nonconvex-strongly concave minimax problemsTongliang Yao, Zi Xu
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 $(ε, \sqrtε)$-second order stationary point(SSP) within $\mathcal{O}(ε^{-1.5})$ iterations, which matches the best well known iteration complexity.