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On lower iteration complexity bounds for the convex concave saddle point problems
Authors:Zhang  Junyu  Hong  Mingyi  Zhang  Shuzhong
Institution:1.Department of Electrical and Computer Engineering, Princeton University, Princeton, USA
;2.Department of Industrial Systems Engineering and Management, National University of Singapore, Singapore
;3.Department of Electrical and Computer Engineering, University of Minnesota, Minneapolis, USA
;4.Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis, USA
;
Abstract:Mathematical Programming - In this paper, we study the lower iteration complexity bounds for finding the saddle point of a strongly convex and strongly concave saddle point problem: $$\min _x\max...
Keywords:
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