Nonsmooth Nonconvex-Concave Minimax Optimization: Convergence Criteria and Algorithms

Jinyang Shi, Luo Luo

This paper considers constrained stochastic nonsmooth minimax optimization problem of the form $\min_{\mathbf{x}\in\mathcal{X}}\max_{\mathbf{y}\in\mathcal{Y}}f\left(\mathbf{x},\mat…