Envelope Cubic Regularized Newton Method for Nonconvex-Strongly-Concave Minimax Optimization

Qihao Zhou, Lesi Chen, Luo Luo +1

We study nonconvex-strongly-concave minimax problem ${\min }_{\mathbf{x}\in {\mathbb{R}}^{d_x}}{\max }_{\mathbf{y}\in {\mathbb{R}}^{d_y}}f(\mathbf{x},\mathbf{y})$ in which the objective has $ρ…