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author:

Zhao, Lulu (Zhao, Lulu.) [1] | Liu, Yue (Liu, Yue.) [2] (Scholars:刘月) | Liu, Yong-Jin (Liu, Yong-Jin.) [3] (Scholars:刘勇进)

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Scopus SCIE

Abstract:

Nonconvex minimax problems frequently arise in machine learning, distributionally robust optimization, and many other research fields. In this paper, we propose a Stochastic Alternating Mirror Descent Ascent with Momentum (SAMDAM) algorithm to solve nonconvex-strongly concave minimax optimization problems. SAMDAM employs simple mirror descent ascent steps along with momentum acceleration to update the variables \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$x$$\end{document} and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$y$$\end{document} alternately at each iteration. We further prove that SAMDAM achieves a gradient complexity of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathcal{O}(\kappa<^>{3}\epsilon<^>{-4})$$\end{document} for finding an \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\epsilon$$\end{document}-stationary point in stochastic nonconvex settings, where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\kappa$$\end{document} represents the condition number of the problem. Finally, computational experiments demonstrate that SAMDAM outperforms several state-of-the-art algorithms in distributionally robust optimization and fair classification tasks.

Keyword:

Complexity Machine learning Nonconvex minimax optimization problem Stochastic alternating mirror descent ascent with momentum algorithm

Community:

  • [ 1 ] [Zhao, Lulu]Fuzhou Univ, Sch Math & Stat, 2 Wulongjiang North Ave, Fuzhou 350108, Fujian, Peoples R China
  • [ 2 ] [Liu, Yue]Fuzhou Univ, Sch Math & Stat, 2 Wulongjiang North Ave, Fuzhou 350108, Fujian, Peoples R China
  • [ 3 ] [Liu, Yong-Jin]Fuzhou Univ, Sch Math & Stat, 2 Wulongjiang North Ave, Fuzhou 350108, Fujian, Peoples R China
  • [ 4 ] [Liu, Yong-Jin]Fuzhou Univ, Ctr Appl Math Fujian Prov, Sch Math & Stat, 2 Wulongjiang North Ave, Fuzhou 350108, Fujian, Peoples R China

Reprint 's Address:

  • 刘勇进

    [Liu, Yong-Jin]Fuzhou Univ, Sch Math & Stat, 2 Wulongjiang North Ave, Fuzhou 350108, Fujian, Peoples R China;;[Liu, Yong-Jin]Fuzhou Univ, Ctr Appl Math Fujian Prov, Sch Math & Stat, 2 Wulongjiang North Ave, Fuzhou 350108, Fujian, Peoples R China

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Source :

JOURNAL OF APPLIED MATHEMATICS AND COMPUTING

ISSN: 1598-5865

Year: 2025

2 . 4 0 0

JCR@2023

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ESI Highly Cited Papers on the List: 0 Unfold All

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30 Days PV: 2

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