An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems

DOI10.1137/20M1313222MaRDI QIDQ5162651

WeiWei Kong, Renato D. C. Monteiro

Publication date: 5 November 2021

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.13433

zbMATH Keywords

minimax problemiteration complexityinexact proximal point methodquadratic penalty methodcomposite nonconvex problemfirst-order accelerated gradient method

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Variational and other types of inclusions (47J22)

Related Items

An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems, Zeroth-order single-loop algorithms for nonconvex-linear minimax problems, An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems, A unified single-loop alternating gradient projection algorithm for nonconvex-concave and convex-nonconcave minimax problems, Conservative parametric optimality and the ridge method for tame min-max problems, Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems

Uses Software

• NC-OPT

Cites Work

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