Efficient Algorithms for Smooth Minimax Optimization

Kiran K. Thekumparampil, Prateek Jain, Praneeth Netrapalli, Sewoong Oh

Neural Information Processing Systems 

In terms of g(, y), we consider two settings - strongly convex and nonconvex - and improve upon the best known rates in both. For strongly-convex g(, y), y, we propose a new direct optimal algorithm combining Mirror-Prox and Nesterov's AGD, and show that it can find global optimum in Õ (1/k

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