Optimal Algorithm with Complexity Separation for Strongly Convex-Strongly Concave Composite Saddle Point Problems

Ekaterina Borodich, Georgiy Kormakov, Dmitry Kovalev +2

In this work, we focuses on the following saddle point problem ${\min }_x{\max }_{y}p(x)+R(x,y)-q(y)$ where $R(x,y)$ is $L_R$-smooth, ${\mu }_x$-strongly convex, ${\mu }_y$-strongly concave an…