Two trust region type algorithms for solving nonconvex-stronglyłinebreak concave minimax problems
In this paper, we propose a minimax trust region (MINIMAX-TR) algorithm and a minimax trust region algorithm with contractions and expansions (MINIMAX-TRACE) for solving nonconvex-strongly concave minimax problems. Both algorithms can find an mathcalOepsilon, sqrtepsilon-second-order stationary point (SSP) within mathcalOepsilon^-1.5 iterations, which matches the best well-known iteration complexity. Under mild assumptions, the MINIMAX-TRACE algorithm is proven to have local quadratic convergence.
Authors
- Xu Zi
- Yao Tongliang
Publication Details
- Journal
- Scientia Sinica Mathematica
- Published
- 2025-01-10
- DOI
- https://doi.org/10.1360/scm-2024-0063
- Primary Topic
- Sparse and Compressive Sensing Techniques
- Type
- article
- Field-Weighted Citation Impact
- 0.00