Reference

Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems, Thomas Pethick, Puya Latafat, Panos Patrinos, Olivier Fercoq, Volkan Cevher. (2022)

Abstract

This paper introduces a new extragradient-type algorithm for a class of nonconvex-nonconcave minimax problems. It is well-known that finding a local solution for general minimax problems is...