A first-order method for constrained nonconvex-nonconcave minimax optimization

We study a class of constrained nonconvex-nonconcave minimax optimization problems in which the inner maximization involves potentially complex constraints. Under the assumption that the inner problem of a novel lifted minimax reformulation satisfies a local Kurdyka-Łojasiewicz (KL) condition, we show that the maximal function of the original problem enjoys a local generalized Hölder smoothness property. … Read more