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Dec, 2018
在 Polyak-Łojasiewicz 条件下解决非凸非凹 Min-Max 博弈
Solving Non-Convex Non-Concave Min-Max Games Under Polyak-Łojasiewicz Condition
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Maziar Sanjabi, Meisam Razaviyayn, Jason D. Lee
TL;DR
本文研究求解一个min-max零和游戏的问题，在非凸非凹的情况下证明了一种简单的多步梯度下降-上升算法可以找到该问题的一个epsilon-一阶稳定点，其中一个玩家的目标满足Polyak-Lojasiewicz条件。
Abstract
In this short note, we consider the problem of solving a
min-max zero-sum game
. This problem has been extensively studied in the
convex-concave regime
where the global solution can be computed efficiently. Recent
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