The complexity of nonconvex-strongly-concave minimax optimization

Zhang, Siqi; Yang, Yunchi; Kiyavash, Negar; He, Niao

Abstract

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 of Ω(√κ∆Lє−2) and Ω(n+ √nκ∆Lє−2) for the two settings, respectively, where κ is the condition number, L is the smoothness constant, and ∆ is the initial gap. 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.

Más información

Título según SCOPUS: The Complexity of Nonconvex-Strongly-Concave Minimax Optimization
Título de la Revista: 37th Conference on Uncertainty in Artificial Intelligence, UAI 2021
Editorial: Association For Uncertainty in Artificial Intelligence (AUAI)
Fecha de publicación: 2021
Página final: 492
Idioma: English
URL: https://proceedings.mlr.press/v161/zhang21c.html
Notas: SCOPUS