Matching Multi-Loop Complexities with a Single Loop: Optimal Optimization Stationarity and Best-Known Game Stationarity in Nonconvex--Concave Minimax Optimization
Abstract
We introduce a new single-loop algorithmic framework for smooth nonconvex--concave minimax optimization. The resulting projected damped extragradient method combines projected extragradient updates, dual momentum, and a moving proximal center. Under both the optimization-stationarity and game-stationarity criteria, our method achieves the best-known complexity among single-loop first-order methods. For optimization stationarity, our method achieves a gradient complexity of , where is the gradient Lipschitz constant, bounds the diameter of the dual feasible set, and is an initialization quantity involving the value-function gap and the initial gradients. Moreover, by incorporating a fixed-center warm-up phase, the complexity can be improved to , up to an additive lower-order cost, where . We further establish a lower bound of for optimization stationarity over projected zero-respecting first-order methods. This lower bound proves that the warm-started version of our algorithm is optimal up to a constant factor for optimization stationarity within this oracle class. For game stationarity, our method achieves gradient complexity. This matches the best-known complexity of multi-loop first-order methods, thereby establishing the same complexity with a single-loop algorithmic structure. Under dual strong concavity, the proposed framework achieves leading complexity for both stationarity criteria, where is the dual condition number, up to an additive initialization cost. The accuracy dependence is optimal under fixed regularity and initialization bounds.