On lower iteration complexity bounds for the convex concave saddle point problems |
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Authors: | Zhang Junyu Hong Mingyi Zhang Shuzhong |
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Affiliation: | 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 ; |
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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 _xmax... |
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