Minmax Optimization: Stable Limit Points of Gradient Descent Ascent are Locally Optimal.

Chi Jin Praneeth Netrapalli Michael I. Jordan

Published in: CoRR (2019)

Keyphrases

locally optimal
globally optimal
cost function
optimization algorithm
dynamic programming
global optimization
point sets
weighted average
pairwise
optimization method
combinatorial optimization
optimization process
data points
single point
discrete optimization
stochastic gradient descent