Limiting Behaviors of Nonconvex-Nonconcave Minimax Optimization via Continuous-Time Systems

Benjamin Grimmer, Haihao Lu, Pratik Worah, Vahab S. Mirrokni

Abstract: Unlike nonconvex optimization, where gradient descent is guaranteed to converge to a local optimizer, algorithms for nonconvex-nonconcave minimax optimization can have topologically different solut...