Accelerated Algorithms for Smooth Convex-Concave Minimax Problems with O(1/k^2) Rate on Squared Gradient Norm
Taeho Yoon, Ernest K. Ryu
2021Year
138Citations
41Top-tier citations
Abstract
In this work, we study the computational complexity of reducing the squared gradient magnitude for smooth minimax optimization problems. First, we present algorithms with accelerated last-iterate rates, faster than the existing or slower rates for extragradient, Popov, and gradient descent with anchoring. The acceleration mechanism combines extragradient steps with anchoring and is distinct from Nesterov's acceleration. We then establish optimality of the rate through a matching lower bound.
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Install the CLIlune papers fulltext 13347ea0-4477-460c-9be1-6944bfa09384Cited by top-tier papers41
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