Alt-GDA convergence lower-bound conjecture for non-quadratic objectives

Let F(μx,μy,Lx,Ly,Lxy){\mathcal F}(\mu_x,\mu_y,L_x,L_y,L_{xy}) denote the function class considered for the alternating gradient descent-ascent method, and let κx\kappa_x, κy\kappa_y, and κxy\kappa_{xy} be the corresponding condition numbers. For constant step sizes α,β>0\alpha,\beta>0, consider the convergence complexity of Alt-GDA on a function ff in this class. Alt-GDA convergence lower-bound conjecture. There exists a non-quadratic function

fF(μx,μy,Lx,Ly,Lxy)f\in{\mathcal F}(\mu_x,\mu_y,L_x,L_y,L_{xy})

such that, for any constant step sizes α,β>0\alpha,\beta>0, convergence of Alt-GDA requires iteration complexity

Θ((κx+κy+κxy(κx+κy)p)log1ϵ)\Theta\left(\left(\kappa_x+\kappa_y+\kappa_{xy}(\kappa_x+\kappa_y)^p\right)\log\frac{1}{\epsilon}\right)

for p(0,12)p\in(0,\tfrac12). This conjecture concerns whether the presently established convergence upper bound for Alt-GDA can be complemented by a matching lower-bound construction for a non-quadratic objective.

Sources & referencesView supporting material

Primary source

Jaewook Lee, Hanseul Cho and Chulhee Yun, “Fundamental Benefit of Alternating Updates in Minimax Optimization”, arXiv:2402.10475 (2024).

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