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Min-Max Optimisation for Nonconvex-Nonconcave Functions Using a Random Zeroth-Order Extragradient Algorithm

Farzin, Amir Ali et al.
arXiv (All) · Papers
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numerical-analysisoptimization-and-control
This study explores the performance of the random Gaussian smoothing Zeroth-Order ExtraGradient (ZO-EG) scheme considering \Af{deterministic} min-max optimisation problems with possibly NonConvex-NonConcave (NC-NC) objective functions. We consider both unconstrained and constrained, differentiable a
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