How far can stochastic gradient descent ascent (SGDA) go by tuning its timescale ratio and step sizes in nonconvex min-max games? We answer this question for nonconvex-PL (NC-PL) games by establishing the first tight complexity of two-timescale SGDA with a fixed timescale ratio and non-increasing step sizes. For ℓ-smooth games with an inner μ-PL inequality, we prove a complexity lower bound Ω(κ2ℓε−2+κ4ℓσ2ε−4), where κ=ℓ/μ is the condition number, σ2 is the gradient variance, and ε measures the outer gradient norm. This matches existing SGDA upper bounds and establishes a complexity separation from Smoothed-AGDA (Yang et al., 22'). In addition, we show that SGDA can fail to find a stationary point when its timescale ratio is as small as o(κ2). Our negative results highlight the fundamental limitation of SGDA in NC-PL games, and justify the development of alternative methods.
Neural algorithmic reasoning, or aligning a neural network with an algorithmic paradigm, has emerged as an approach to solving polynomial-time-solvable and computationally harder combinatorial optimization problems. We propose a new message-passing framework based on the Chambolle-Pock Primal--Dual Hybrid Gradient (PDHG) method called \textsc{GraphPDHG} for solving general graph saddle-point problems. Theoretically, we show that \textsc{GraphPDHG} can efficiently solve a family of graph saddle-point problems by simulating PDHG. We also show that our network can learn an accelerated PDHG algorithm. Experimentally, we support our results on accelerated PDHG by evaluating the performance of our model as a learned warm start for second-order optimization techniques (SSNAL). We also show that alignment with PDHG leads to stronger size generalization than non-aligned graph neural network (GNN) baselines. Overall, we propose a novel architecture for solving a general family of optimization problems on graphs.
Samantha Chen, Jesse He, Coleman Clougherty +2
Oberlin College · Department of Computer Science, Oberlin College · University of California, San Diego +2
We establish complexity lower bounds for stochastic first-order algorithms in nonconvex--concave minimax optimization, allowing algorithms to use variance reduction. Our main contribution is a lower bound for a zero-respecting algorithm class that permits variance reduction, extending beyond the algorithmic restrictions imposed by some existing lower bounds. We consider objectives with an L-Lipschitz continuous joint gradient, a compact convex dual domain of Euclidean radius at most DY, and a primal value function, defined by maximizing the objective over the dual variable, with initial suboptimality at most Δ. The target accuracy ε is measured by the gradient norm of the Moreau envelope of the constrained primal value function with parameter 1/(2L). Under an unbiased stochastic first-order oracle with variance at most σ2 and mean-square smoothness, we prove the lower bound Ω(L2DYΔε−3+L3DY2Δσ2ε−6). This result quantifies the dependence on accuracy, dual-domain radius, and oracle noise even when variance reduction is allowed. We also establish complementary lower bounds for nonconvex--strongly-concave minimax optimization. With dual strong-concavity parameter μ>0 and condition number κ:=L/μ, we obtain Ω(LΔκε−2+LΔκσ2ε−4) under the bounded-variance oracle model. Under the additional mean-square smoothness condition with constant Lˉ, we obtain Ω(LΔκε−2+ΔLˉσκ3/2ε−3). Together, these results identify complexity barriers across the concave and strongly concave regimes, with the main nonconvex--concave bound remaining valid for algorithms that use variance reduction.
Jiayi Song, Zi Xu
Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, China
We study smooth strongly convex--strongly concave minimax optimization in the deterministic unconstrained setting, without assuming a bilinear or separable structure. Although existing multi-loop methods attain near-optimal condition-number dependence, standard single-loop methods generally exhibit a substantial complexity gap. To close this gap, we propose the Single-Loop Predictor--Corrector Extragradient Method with Damped Momentum (PCE-DM), which combines an extragradient prediction--correction scheme with a novel auxiliary feedback recursion for the weaker-curvature variable. PCE-DM uses fixed parameters and two new full-gradient evaluations per iteration after one initialization query, while requiring no inner solves, accuracy schedules, or staged restarts. We develop a Lyapunov analysis that controls the predictor--corrector mismatch through corrected-gradient increments and establish last-iterate linear convergence. Specifically, PCE-DM computes an ε-accurate relative solution, measured by the squared Euclidean distance to the saddle point, within O(κxκylog(2κxκy/ε)) full-gradient queries. This result closes the condition-number complexity gap between standard single-loop methods and near-optimal multi-loop methods, matching the known lower-bound order up to logarithmic factors while retaining fixed, explicit single-loop updates. Numerical experiments on regularized linear regression and AUC maximization demonstrate the computational efficiency of PCE-DM.
Minhao Zhang, Zi Xu
Department of Mathematics, Shanghai University, Shanghai 200444, People’s Republic of China
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(L2DYΔˉ0ε−3), where L is the gradient Lipschitz constant, DY bounds the diameter of the dual feasible set, and Δˉ0 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(L2DYΔφε−3), up to an additive lower-order cost, where Δφ:=φ(x0)−infxφ(x). We further establish a lower bound of Ω(L2DYΔφε−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(L3/2DY1/2Δφε−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(κLΔφε−2) leading complexity for both stationarity criteria, where κ=L/μ is the dual condition number, up to an additive initialization cost. The ε−2 accuracy dependence is optimal under fixed regularity and initialization bounds.
Minghao Zhang, Zi Xu
Department of Mathematics, College of Sciences, Shanghai University, Shanghai, 200444, P.R.China.
We study the stochastic first-order oracle complexity for constrained or regularized convex-concave min-max optimization and stochastic monotone variational inequalities. We focus on the case when suboptimality is measured in terms of the gradient mapping, also known as, forward-backward or natural residual, an optimality notion that generalizes the gradient norm for unconstrained problems. In this setting, under standard unbiased oracle access with now-standard variance assumptions, the best-known complexity for making the norm of the gradient mapping less than ε is O(ε−4), compared to the near-optimal O(ε−2) that is established in the unconstrained case. We bridge this gap to improve the gradient mapping complexity for constrained convex-concave min-max problems to O(ε−2). We then extend to prove the same complexity for problems without the bounded variance, by using the Blum-Gladyshev assumption.
Ahmet Alacaoglu
Department of Mathematics, University of British Columbia
Modern data science increasingly gives rise to hypothesis-testing problems that are not naturally formulated in terms of parameters within prespecified statistical models. One important example is the dynamic evaluation of optimization algorithms, where decisions must be made during training about whether further updates remain beneficial or the algorithm should switch to a different phase. This issue is particularly relevant in stochastic min-max optimization. Generative adversarial networks (GANs) provide a canonical example, as their training requires repeated decisions about when to switch between discriminator and generator updates, yet existing methods typically rely on fixed update ratios or heuristic criteria. We formulate this switching problem as sequential hypothesis testing and develop an e-process-based adaptive training procedure. During discriminator updates, one e-process tests the null that the discriminator-induced separation between the empirical data distribution and the generator law remains below a target level. During generator updates, with the discriminator fixed, a second e-process tests the reverse null that this separation remains above a refresh level. Conditional on the observed training sample, we prove that fresh empirical indices and latent draws yield conditional e-values that can be accumulated into e-processes, providing anytime-valid Type I error control under adaptive model updates and data-dependent switching. Across multimodal synthetic distributions and image benchmark datasets, the proposed method matches or outperforms the best fixed-ratio baselines under several widely used GAN objectives.
Hyunjoo Kim, Sicheng Wu, Agastya Venkatraman +2
Department of Statistics, Ewha Womans University · Department of Mathematics, Purdue University · Department of Computer Science, Purdue University
We study first-order methods for solving monotone variational inequalities arising in min-max optimization. Classical approaches such as the extragradient method rely on two gradient queries per iteration, which limits their analysis and applicability in the online and stochastic settings. We propose a family of Generalized Optimistic Methods with Anchoring (GOMA), which combine two-time-scale optimistic updates with an anchoring term inspired by Halpern iteration. In the deterministic setting, GOMA achieves the optimal accelerated last-iterate rate O(1/k2) on the squared gradient norm for monotone Lipschitz operators. In the stochastic setting with unbounded variance, a simplified single-call variant of GOMA achieves a last-iterate convergence rate of O(1/k) on the squared gradient norm. To the best of our knowledge, this is the first such guarantee for stochastic monotone Lipschitz variational inequalities in the unconstrained setting without variance reduction or growing batches.
Motahareh Sohrabi, Jianxin You, Simon Lacoste-Julien +2
Universit´e de Montr´eal · Mila - Quebec AI Institute · CIFAR AI Chair +1
We prove that computing approximate stationary points of min-max optimization over the hypercube is PPAD-hard for quadratic polynomials. This holds even when the polynomials are multilinear, each variable appears in at most three monomials, and the approximation factor is inverse polynomial. As a direct consequence, we obtain the first PPAD-hardness results for two-team zero-sum polymatrix games.
Martino Bernasconi, Matteo Castiglioni, Andrea Celli +1
Bocconi University · Politecnico di Milano · University of Oxford
Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative-Weights Update (OMWU) are two very popular algorithms to solve convex/concave saddle-point problems, where OMWU is the non-Euclidean, entropic version of OGDA. It is known since the '80s that the last iterate of OGDA asymptotically converges to a saddle point in smooth problems. On the other hand, it is unknown if OMWU has the same property. In this paper, I show that OMWU converges asymptotically for smooth convex-concave saddle-point problems, with a small enough constant learning rate. The result does not require uniqueness, strict complementarity, an error bound, or initialization near a solution. The main new ingredient is a boundary argument showing that every cluster point satisfies the inactive-coordinate KKT inequalities. The boundary argument was discovered with assistance from ChatGPT and is documented in the appendix.
Francesco Orabona
King Abdullah University of Science and Technology (KAUST) Thuwal, 23955-6900, Kingdom of Saudi Arabia
Computational models of epilepsy promise patient-specific treatment design, but most optimization workflows still search for parameters that perform well on average. In neuromodulation, this is a weak target: a protocol that improves the mean response can still fail in the patient whose network is least tolerant to stimulation. We present a literature-guided minimax pipeline that couples PubMed-scale hypothesis extraction, The Virtual Brain (TVB) Epileptor simulations, and large-language-model-guided black-box optimization. The optimizer proposes either intrinsic model-control parameters or clinically interpretable external-stimulation protocols; TVB evaluates each proposal across sampled virtual patients; and the objective maximizes worst-case reward, defined as the negative variance of simulated seizure activity. In the intrinsic model-control experiment, the best archived parameter set improved worst-case reward from -0.5285 to -0.3182, a 39.8% gain over baseline. The clinical-style external-stimulation search produced a much smaller worst-case improvement (1.7%), and a 20-patient virtual cohort showed no aggregate benefit (p=0.9019), despite a 55% responder rate and a positive temporal-lobe subgroup signal. The study should be read as an in silico proof of concept for robust, literature-aware neurostimulation design, not as clinical evidence.
We revisit the convergence guarantees of the Extragradient (EG) method for unconstrained biaffine min-max optimization. It is known that EG with a fixed stepsize achieves a Θ(T−1/2) last-iterate convergence rate, which is slower than the optimal O(T−1) rate attainable by incorporating additional mechanisms such as anchoring. Motivated by recent advances showing that dynamic stepsizes alone can significantly accelerate gradient descent, we ask whether dynamic stepsizes can similarly accelerate the last-iterate convergence of EG. We present the first positive result in this direction. Specifically, we provide a deterministic dynamic stepsize schedule that accelerates the convergence rate of EG to O(T−2/3+ε) for any ε>0. We also show that this rate is tight when the extrapolation and update steps of EG use the same stepsize. We then show that allowing different stepsizes for the extrapolation and update steps further improves the convergence rate to the near-optimal O(T−1+ε). Our analysis reduces stepsize scheduling to an optimization problem, whose solution leads to a stepsize schedule that follows (a discretization of) a power-law distribution. Our proposed stepsize schedules and analysis extend to other methods, such as Optimistic Gradient (OG), and suggest broader applicability to general min-max optimization problems.
Yue Wu, Weiqiang Zheng, Yang Cai +1
University of Southern California · Yale University
Reinforcement learning (RL) often has a hierarchical structure, where an upper-level (UL) learner selects model parameters and a lower-level (LL) decision-making process responds, naturally leading to a bilevel optimization problem. Most existing bilevel RL methods assume a single-policy LL Markov decision process (MDP), and therefore fail to capture competitive structures arising in applications such as incentive design, where multiple policies interact. We study bilevel optimization problems in which the LL problem is a regularized min-max zero-sum Markov game and the UL objective is optimized through the saddle-point equilibrium induced by the LL game. In this work, we propose penalty-augmented Nikaido-Isoda descent-ascent (PANDA), a penalty-based first-order policy-gradient method based on the Nikaido-Isoda function. By exploiting the min-max game structure, PANDA avoids computing UL hypergradients and does not require second-order information. We prove that PANDA converges to stationary points without convexity assumptions on either the UL or LL objectives. Moreover, PANDA reaches an ε-stationary point in O~(ε−1) iterations with sample complexity O~(ε−3), matching the best-known rates for bilevel RL with single-policy LL MDPs. Experiments demonstrate the superior performance of PANDA over closely related baselines.
Zihao Zheng, Irwin King, Songtao Lu
Department of Computer Science and Engineering, The Chinese University of Hong Kong · Shun Hing Institute of Advanced Engineering, The Chinese University of Hong Kong
Competitive resource allocation problems over frequency and space can be formulated as minimax interaction between transmit power and worst-case interference. This formulation naturally arises in multi-operator low Earth orbit (LEO) satellite spectrum sharing, where transmissions from competing constellations interfere in real-time. Under Gaussian channels, the corresponding power-allocation problem admits a convex-concave formulation with a unique saddle point. Discrete constellations yield generally nonconvex mercury/water-filling formulations. In this paper we propose the adversarial water-filling (AWF) problem with corresponding theory and algorithms for these settings. In addition, we develop a domain-specific wireless foundation model for AWF to learn the AWF search dynamics. The architecture incorporates permutation-invariant channel representations, a constraint-aware graph neural network (GNN) with sparse message passing, and global latent variables capturing the low-dimensional water level implied by the AWF optimality. Through learned projected extragradient iterations, the model approximates stationary solutions of the constrained minimax problem arising under mercury/water-filling. We further establish projected-stationarity/Karush-Kuhn-Tucker consistency and conditional local convergence of the learned AWF dynamics under local regularity and stability conditions. Experiments demonstrate empirical generalization across unseen problem sizes, constraint structures, discrete constellations, and channel-weighted objectives, while achieving a median speedup exceeding one order of magnitude over Mirror-Prox on matched instances at comparable first-order solution quality. The related code can be found at https://github.com/convexsoft/AWF.
Xindi Tong, Chee Wei Tan, H. Vincent Poor
College of Computing and Data Science (CCDS), Nanyang Technological University, Singapore · Princeton University, United States
The remarkable success of the Adam in training neural networks has naturally led to the widespread use of its descent-ascent counterpart, Adam-DA, for solving zero-sum games. Despite its popularity in practice, a rigorous theoretical understanding of Adam-DA still lags behind. In this paper, we derive ordinary differential equations (ODEs) that serve as continuous-time limits of the Adam-DA. These ODEs closely approximate the discrete-time dynamics of Adam-DA, providing a tractable analytical framework for understanding its behavior in zero-sum games. Using this ODE approach, we investigate two fundamental aspects of Adam-DA: local convergence and implicit gradient regularization. Our analysis reveals that the roles of the first- and second-order momentum parameters in zero-sum games are exactly the opposite of their well-documented effects in minimization problems. We validate these predictions through GAN experiments across multiple architectures and datasets, demonstrating the practical implications of this reversed momentum effect.
Yi Feng, Weiming Ou, Xiao Wang
Aarhus University, Aarhus, Denmark · Shanghai University of Finance and Economics, Shanghai, China · MoE Key Laboratory of Interdisciplinary Research of Computation and Economics, Shanghai University of Finance and Economics, Shanghai, China
We study the query complexity of min-max optimization of a nonconvex-nonconcave function f over [0,1]d×[0,1]d. We show that, given oracle access to f and to its gradient ∇f, any algorithm that finds an ε-approximate stationary point must make a number of queries that is exponential in 1/ε or d.
Martino Bernasconi, Matteo Castiglioni, Andrea Celli +1
Bocconi University · Politecnico di Milano · University of Oxford
We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel optimization and minimax optimization separately, existing methods mainly focus on bilevel optimization with lower-level minimization problems, often under strong convexity assumptions, and are not directly applicable to the minimax lower-level setting considered here. To address this gap, we develop penalty-based first-order methods for bilevel minimax optimization without requiring strong convexity of the lower-level problem. In the deterministic setting, we establish that the proposed method finds an ε-KKT point with O~(ε−4) oracle complexity. We further show that bilevel problems with convex constrained lower-level minimization can be reformulated as special cases of our framework via Lagrangian duality, leading to an O~(ε−4) complexity bound that improves upon the existing O~(ε−7) result. Finally, we extend our approach to the stochastic setting, where only stochastic gradient oracles are available, and prove that the proposed stochastic method finds a nearly ε-KKT point with O~(ε−9) oracle complexity.
In the modern age of large-scale AI, federated learning has become an increasingly important tool for training large populations of AI agents; however, its computational and communication costs can rapidly fail to scale with the number of agents. This is precisely where decentralized agentic strategies shine: each agent acts autonomously, using only its own state together with a minimal summary of the ensemble, namely the mean-field. We derive the unique optimal decentralized policy in closed form. Optimality is characterized through a worst-client/minimax criterion: minimizing the under-performer regret, namely the maximal online cost incurred by the weakest agent in the ensemble. We further prove that the resulting decentralized policy asymptotically converges, in the large-population limit, to the Nash-optimal centralized policy, whose direct computation is not scalable. We use an online weighting mechanism to optimize the server-computed mixture of client predictions, thereby improving the mean prediction in addition to the previously optimized weakest-client prediction. Numerical experiments verify our theoretical guarantees and demonstrate that our decentralized policy typically outperforms natural greedy decentralized baselines.
Xuwei Yang, David B. Emerson, Fatemeh Tavakoli +1
Department of Mathematics and Statistics McMaster University Ontario, Canada · Vector Institute Ontario, Canada
Bilevel optimization and bilevel minimax optimization have recently emerged as unifying frameworks for a range of machine-learning tasks, including hyperparameter optimization and reinforcement learning. The existing literature focuses on empirical efficiency and convergence guarantees, leaving a critical theoretical gap in understanding how well these algorithms generalize. To bridge this gap, we provide the first systematic generalization analysis for first-order gradient-based bilevel minimax solvers with lower-level minimax problems. Specifically, by leveraging algorithmic stability arguments, we derive fine-grained generalization bounds for three representative algorithms, including single-timescale stochastic gradient descent-ascent, and two variants of two-timescale stochastic gradient descent-ascent. Our results reveal a precise trade-off among algorithmic stability, generalization gaps, and practical settings. Furthermore, extensive empirical evaluations corroborate our theoretical insights on realistic optimization tasks with bilevel minimax structures.
Xuelin Zhang, Peipei Yuan
College of Informatics, Huazhong Agricultural University, Wuhan, 430070, China · School of Artificial Intelligence, Jianghan University, Wuhan, 430056, China
This paper revisits momentum in the context of min-max optimization. Momentum is a celebrated mechanism for accelerating gradient dynamics in settings like convex minimization, but its direct use in min-max optimization makes gradient dynamics diverge. Surprisingly, Gidel et al. 2019 showed that negative momentum can help fix convergence. However, despite these promising initial results and progress since, the power of momentum remains unclear for min-max optimization in two key ways. (1) Generality: is global convergence possible for the foundational setting of convex-concave optimization? This is the direct analog of convex minimization and is a standard testing ground for min-max algorithms. (2) Fast convergence: is accelerated convergence possible for strongly-convex-strong-concave optimization (the only non-linear setting where global convergence is known)? Recent work has even argued that this is impossible. We answer both these questions in the affirmative. Together, these results put negative momentum on more equal footing with competitor algorithms, and show that negative momentum enables convergence significantly faster and more generally than was known possible.
We study the problem of learning minimax policies in zero-sum matrix games. Fiegel et al. (2025) recently showed that achieving last-iterate convergence in this setting is harder when the players are uncoupled, by proving a lower bound on the exploitability gap of Omega(t^{-1/4}). Some online mirror descent algorithms were proposed in the literature for this problem, but none have truly attained this rate yet. We show that the use of a log-barrier regularization, along with a dual-focused analysis, allows this O-tilde(t^{-1/4}) convergence with high-probability. We additionally extend our idea to the setting of extensive-form games, proving a bound with the same rate.
Come Fiegel, Pierre Menard, Tadashi Kozuno +2
ENSAE Paris – CREST, France · ENS Lyon, France · Isara Labs +2
Efficient computation of min-max problems is a central question in optimization, learning, games, and control. Arguably the most natural algorithm is gradient-descent-ascent (GDA). However, since the 1970s, conventional wisdom has argued that GDA fails to converge even on simple problems. This failure spurred an extensive literature on modifying GDA with additional building blocks such as extragradients, optimism, momentum, anchoring, etc. In contrast, we show that GDA converges in its original form by simply using a judicious choice of stepsizes. The key innovation is the proposal of unconventional stepsize schedules (dubbed slingshot stepsize schedules) that are time-varying, asymmetric, and periodically negative. We show that all three properties are necessary for convergence, and that altogether this enables GDA to converge on the classical counterexamples (e.g., unconstrained convex-concave problems). The core algorithmic intuition is that although negative stepsizes make backward progress, they de-synchronize the min and max variables (overcoming the cycling issue of GDA), and lead to a slingshot phenomenon in which the forward progress in the other iterations is overwhelmingly larger. This results in fast overall convergence. Geometrically, the slingshot dynamics leverage the non-reversibility of gradient flow: positive/negative steps cancel to first order, yielding a second-order net movement in a new direction that leads to convergence and is otherwise impossible for GDA to move in. We interpret this as a second-order finite-differencing algorithm and show that, intriguingly, it approximately implements consensus optimization, an empirically popular algorithm for min-max problems involving deep neural networks (e.g., training GANs).
We study a class of stochastic nonsmooth optimization problems in which an outer variable minimizes the expectation of a pointwise maximum. This minimization--expectation--maximization (minEmax) problem arises in Wasserstein distributionally robust optimization and adversarially robust training, and it cannot in general be reformulated as a finite-dimensional minimax problem when the underlying distribution is not empirical. We propose a stochastic smoothing proximal gradient method based on log-mean-exp smoothing of the value function. Under compactness and Lipschitz-type assumptions, we present nonasymptotic analysis in terms of Goldstein stationarity and show that every almost-sure cluster point generated by our method is a Clarke stationary point; by Clarke regularity, such a point is also directional stationary for the original problem. Numerical experiments on newsvendor, robust regression, and adversarially robust learning problems show that the proposed method is competitive with existing baselines.
Wei Liu, Muhammad Khan, Gabriel Mancino-Ball +1
Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China · Institute for Math & AI, Wuhan (IMAI), Wuhan university, China · Department of Mathematical Sciences Rensselaer Polytechnic Institute, Troy, NY, USA
Lower-bound analyses for nonconvex strongly-concave minimax optimization problems have shown that stochastic first-order algorithms require at least O(ε−4) sample complexity to find an ε-stationary point. Some works indicate that this complexity can be improved to O(ε−3) when the stochastic loss gradient is Lipschitz continuous. The question of achieving enhanced convergence rates under distinct conditions, remains open. In this work, we address this question for optimization problems that are nonconvex in the minimization variable and strongly concave or Polyak-Lojasiewicz (PL) in the maximization variable. We introduce novel bias-corrected momentum algorithms utilizing efficient Hessian-vector products. We establish convergence conditions and demonstrate a lower iteration complexity of O(ε−3) for the proposed algorithms. The effectiveness of the proposed method is validated through applications to robust logistic regression and robust adaptive cruise control.
Haoyuan Cai, Sulaiman A. Alghunaim, Ali H. Sayed
Ecole Polytechnique Fédérale de Lausanne, Switzerland · Kuwait University, Kuwait