math.OCSep 17, 2026

Near-Optimal Pure Single-Loop Extragradient Method for Strongly Convex--Strongly Concave Minimax Optimization

Authors: Minhao ZhangZi Xu

Organizations: Department of Mathematics, Shanghai University, Shanghai 200444, People’s Republic of China

Abstract

We study smooth strongly convex--strongly concave minimax optimization with general nonlinear coupling in the deterministic unconstrained setting. We propose a pure single-loop damped extragradient method with fixed parameters and two new full-gradient evaluations per iteration after one initialization query. The method uses an auxiliary feedback recursion and requires no inner solves, accuracy schedules, or staged restarts. We establish last-iterate linear convergence and show that reducing the squared Euclidean distance to the saddle point to an ε\varepsilon fraction of its initial value requires O(κxκylog(2κxκy/ε))O(\sqrt{κ_xκ_y}\log(2κ_xκ_y/\varepsilon)) full-gradient queries, where κx=L/μxκ_x=L/μ_x and κy=L/μyκ_y=L/μ_y. This bound attains the optimal condition-number order up to logarithmic factors through fixed explicit updates. Numerical experiments demonstrate the effectiveness of the method.

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