Stochastic Extragradient with Flip-Flop Shuffling & Anchoring: Provable Improvements

Jiseok Chae, Chulhee Yun, Donghwan Kim

In minimax optimization, the extragradient (EG) method has been extensively studied because it outperforms the gradient descent-ascent method in convex-concave (C-C) problems. Yet,…