Fast extra gradient methods for smooth structured nonconvex-nonconcave minimax problems

S Lee, D Kim - Advances in Neural Information Processing …, 2021 - proceedings.neurips.cc
Modern minimax problems, such as generative adversarial network and adversarial training,
are often under a nonconvex-nonconcave setting, and develo** an efficient method for …

Faster single-loop algorithms for minimax optimization without strong concavity

J Yang, A Orvieto, A Lucchi… - … Conference on Artificial …, 2022 - proceedings.mlr.press
Gradient descent ascent (GDA), the simplest single-loop algorithm for nonconvex minimax
optimization, is widely used in practical applications such as generative adversarial …

The limits of min-max optimization algorithms: Convergence to spurious non-critical sets

YP Hsieh, P Mertikopoulos… - … Conference on Machine …, 2021 - proceedings.mlr.press
Compared to minimization, the min-max optimization in machine learning applications is
considerably more convoluted because of the existence of cycles and similar phenomena …

Multi-agent performative prediction: From global stability and optimality to chaos

G Piliouras, FY Yu - Proceedings of the 24th ACM Conference on …, 2023 - dl.acm.org
The recent framework of performative prediction [Perdomo et al. 2020] is aimed at capturing
settings where predictions influence the outcome they want to predict. In this paper, we …

Global convergence to local minmax equilibrium in classes of nonconvex zero-sum games

T Fiez, L Ratliff, E Mazumdar… - Advances in Neural …, 2021 - proceedings.neurips.cc
We study gradient descent-ascent learning dynamics with timescale separation ($\tau $-
GDA) in unconstrained continuous action zero-sum games where the minimizing player …

Alternating mirror descent for constrained min-max games

A Wibisono, M Tao, G Piliouras - Advances in Neural …, 2022 - proceedings.neurips.cc
In this paper we study two-player bilinear zero-sum games with constrained strategy spaces.
An instance of natural occurrences of such constraints is when mixed strategies are used …

Learning in matrix games can be arbitrarily complex

GP Andrade, R Frongillo… - Conference on Learning …, 2021 - proceedings.mlr.press
Many multi-agent systems with strategic interactions have their desired functionality
encoded as the Nash equilibrium of a game, eg machine learning architectures such as …

Enabling first-order gradient-based learning for equilibrium computation in markets

N Kohring, FR Pieroth… - … Conference on Machine …, 2023 - proceedings.mlr.press
Understanding and analyzing markets is crucial, yet analytical equilibrium solutions remain
largely infeasible. Recent breakthroughs in equilibrium computation rely on zeroth-order …

The landscape of the proximal point method for nonconvex–nonconcave minimax optimization

B Grimmer, H Lu, P Worah, V Mirrokni - Mathematical Programming, 2023 - Springer
Minimax optimization has become a central tool in machine learning with applications in
robust optimization, reinforcement learning, GANs, etc. These applications are often …

A particle consensus approach to solving nonconvex-nonconcave min-max problems

G Borghi, H Huang, J Qiu - arxiv preprint arxiv:2407.17373, 2024 - arxiv.org
We propose a zero-order optimization method for sequential min-max problems based on
two populations of interacting particles. The systems are coupled so that one population …