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math.OC2023★ 3 cited
Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems
Thomas Pethick, Puya Latafat, Panagiotis Patrinos +2
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 pr…
math.OC2023★ 1 cited
Solving stochastic weak Minty variational inequalities without increasing batch size
Thomas Pethick, Olivier Fercoq, Puya Latafat +2
This paper introduces a family of stochastic extragradient-type algorithms for a class of nonconvex-nonconcave problems characterized by the weak Minty variational inequality (MVI)…