Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems

Dmitrii M. Ostrovskii, Andrew Lowy, Meisam Razaviyayn

We propose an efficient algorithm for finding first-order Nash equilibria in min-max problems of the form ${\min }_{x\in X}{\max }_{y\in Y}F(x,y)$, where the objective function is smoo…