SAPD+: An Accelerated Stochastic Method for Nonconvex-Concave Minimax Problems

Xuan Zhang, Necdet Serhat Aybat, Mert Gürbüzbalaban

We propose a new stochastic method SAPD+ for solving nonconvex-concave minimax problems of the form $\min \max \mathcal{L}(x,y)=f(x)+\Phi (x,y)-g(y)$, where $f,g$ are closed convex and $…