Poster
Two-timescale Extragradient for Finding Local Minimax Points
Jiseok Chae · Kyuwon Kim · Donghwan Kim
Halle B
Abstract:
Minimax problems are notoriously challenging to optimize. However, we present that two-timescale extragradient can be a viable solution. By utilizing dynamical systems theory, we show that it converges to points that satisfy the second-order necessary condition of local minimax points, under mild conditions. This work provably improves upon all previous results as we eliminate a crucial assumption that the Hessian, with respect to the maximization variable, is nondegenerate.
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