Finding Second-Order Stationary Points in Nonconvex-Strongly-Concave Minimax Optimization

Luo Luo, Yujun Li, Cheng Chen

We study the smooth minimax optimization problem ${\min }_{\mathbf{x}}{\max }_{\mathbf{y}}f(\mathbf{x},\mathbf{y})$, where $f$ is $\ell$-smooth, strongly-concave in $\mathbf{y}$ but possibly nonconvex in…