math.OCSep 16, 2026

Matching Multi-Loop Complexities with a Single Loop: Optimal Optimization Stationarity and Best-Known Game Stationarity in Nonconvex--Concave Minimax Optimization

Authors: Minghao ZhangZi Xu

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 O(L2DYΔˉ0ε3)O(L^2D_Y\barΔ_0\varepsilon^{-3}), where LL is the gradient Lipschitz constant, DYD_Y bounds the diameter of the dual feasible set, and Δˉ0\barΔ_0 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 O(L2DYΔφε3)O(L^2D_YΔ_φ\varepsilon^{-3}), up to an additive lower-order cost, where Δφ:=φ(x0)infxφ(x)Δ_φ:=φ(x_0)-\inf_xφ(x). We further establish a lower bound of Ω(L2DYΔφε3)Ω(L^2D_YΔ_φ\varepsilon^{-3}) 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 O ⁣(L3/2DY1/2Δφε5/2)\mathcal{O}\!(L^{3/2}D_Y^{1/2}Δ_φ\varepsilon^{-5/2}) 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 O ⁣(κLΔφε2)O\!(\sqrtκ\,LΔ_φ\varepsilon^{-2}) leading complexity for both stationarity criteria, where κ=L/μκ=L/μ is the dual condition number, up to an additive initialization cost. The ε2\varepsilon^{-2} accuracy dependence is optimal under fixed regularity and initialization bounds.

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