Single-Loop Stochastic Algorithms for Difference of Max-Structured Weakly Convex Functions

Quanqi Hu, Qi Qi, Zhaosong Lu +1

In this paper, we study a class of non-smooth non-convex problems in the form of ${\min }_x[{\max }_{y\in Y}\varphi (x,y)-{\max }_{z\in Z}\psi (x,z)]$, where both $\Phi (x)={\max }_{y\in Y}\varphi (x,y)$ a…