The gradient descent-ascent (GDA) algorithm has been widely applied to solve minimax optimization problems. In order to achieve convergent policy parameters for minimax optimization, it is important that GDA generates convergent variable sequences rather than convergent sequences of function values or gradient norms. However, the variable convergence of GDA has been proved only under convexity geometries, and there lacks understanding for general nonconvex minimax optimization. This paper fills such a gap by studying the convergence of a more general proximal-GDA for regularized nonconvex-strongly-concave minimax optimization. Specifically, we show that proximal-GDA admits a novel Lyapunov function, which monotonically decreases in the minimax optimization process and drives the variable sequence to a critical point. By leveraging this Lyapunov function and the K{\L} geometry that parameterizes the local geometries of general nonconvex functions, we formally establish the variable convergence of proximal-GDA to a critical point $x^*$, i.e., $x_t\to x^*, y_t\to y^*(x^*)$. Furthermore, over the full spectrum of the K{\L}-parameterized geometry, we show that proximal-GDA achieves different types of convergence rates ranging from sublinear convergence up to finite-step convergence, depending on the geometry associated with the K{\L} parameter. This is the first theoretical result on the variable convergence for nonconvex minimax optimization.

本文研究了一种更为广泛的两人博弈非凸强凹优化的收敛性，在K-L参数化几何全谱上，证明了Proximal-GDA算法的收敛速率是不同的，这是首个关于非凸极小极大优化变量收敛的理论结果。

KŁ几何下的近端梯度下降-上升算法：可变收敛