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math.OC2022
Iterative Minimax Games with Coupled Linear Constraints
Huiling Zhang, Zi Xu, Yu-Hong Dai
The study of nonconvex minimax games has gained significant momentum in machine learning and decision science communities due to their fundamental connections to adversarial traini…
math.OC2022
Zeroth-Order Alternating Gradient Descent Ascent Algorithms for a Class of Nonconvex-Nonconcave Minimax Problems
Zi Xu, Zi-Qi Wang, Jun-Lin Wang +1
In this paper, we consider a class of nonconvex-nonconcave minimax problems, i.e., NC-PL minimax problems, whose objective functions satisfy the Polyak-Łojasiewicz (PL) condition w…
math.OC2022
Simultaneous perturbation stochastic approximation: towards one-measurement per iteration
Shiru Li, Yong Xia, Zi Xu
When measuring the value of a function to be minimized is not only expensive but also with noise, the popular simultaneous perturbation stochastic approximation (SPSA) algorithm re…