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

A first-order method for nonconvex-nonconcave minimax problems under a local Kurdyka-Łojasiewicz condition

We study a class of nonconvex–nonconcave minimax problems in which the inner maximization problem satisfies a local Kurdyka–Łojasiewicz (KL) condition that may vary with the outer minimization variable. In contrast to the global KL or Polyak–Łojasiewicz (PL) conditions commonly assumed in the literature—which are significantly stronger and often too restrictive in practice—this local KL condition … Read more

Inexact Proximal-Gradient Methods with Support Identification

We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that the associated proximal operator does not admit a closed-form solution. To address this challenge, we study … Read more