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Near-Optimal Pure Single-Loop Extragradient Method for Strongly Convex--Strongly Concave Minimax Optimization

Zhang, Minhao et al.
arXiv (All) · Papers
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machine-learningoptimization-and-control
We study smooth strongly convex--strongly concave minimax optimization with general nonlinear coupling in the deterministic unconstrained setting. We propose a pure single-loop damped extragradient method with fixed parameters and two new full-gradient evaluations per iteration after one initializat
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