Shao-Zhe Ke

Efficient Parameter-Free First-Order Methods for Nonsmooth Composite Minimax Optimization

In this paper we propose first-order methods for a class of nonsmooth composite strongly convex--strongly concave and nonconvex--concave minimax optimization. We first develop an inexact proximal method and an accumulative regularizated method for strongly convex--strongly concave problems. The latter achieves the opti...