Official codes for "Near-optimal algorithms for making the gradient small in stochastic minimax optimization."
We conduct numerical experiments on the following three hard instances:
- a convex-concave bilinear function (in the folder
src/bilinear_func). - a convex-concave
$(\delta,\nu)$ function with additive Guassian noise (in the foldersrc/delta_func). - a nonconvex-nonconcave function under the comonotonicity condition (in the folder
src/rho_func).
To reimplement the expeiments in our paper, please run
exp_gnorm.m
in the corresponding folders.