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math.OC2020★ 3 cited
Limiting Behaviors of Nonconvex-Nonconcave Minimax Optimization via Continuous-Time Systems
Benjamin Grimmer, Haihao Lu, Pratik Worah +1
Unlike nonconvex optimization, where gradient descent is guaranteed to converge to a local optimizer, algorithms for nonconvex-nonconcave minimax optimization can have topologicall…
math.OC2020
The Landscape of the Proximal Point Method for Nonconvex-Nonconcave Minimax Optimization
Benjamin Grimmer, Haihao Lu, Pratik Worah +1
Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are often nonconv…