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Complexity of Multiblock Convex-Concave Saddle-Point Problems with General Smooth Coupling
We study multiblock convex--concave saddle-point problems of the form $\min_x\max_y\{f(x)+H(x,y)-g(y)\}$, with separately charged partial-gradient oracles for all three objective components. We impose joint smoothness and strong convexity bounds on the functions $f$ and $g$, together with blockwise
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