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Two trust region type algorithms for solving nonconvex-stronglyłinebreak concave minimax problems

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中国科学数据2026-01-16 更新2026-04-25 收录
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https://www.sciengine.com/AA/doi/10.1360/SCM-2024-0063
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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.
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2025-01-10
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