Alex-GDA last-iterate convergence conjecture for convex-concave objectives

Let ff be a convex-concave objective function with (Lx,Ly,Lxy)(L_x,L_y,L_{xy})-Lipschitz gradients, and let Alex-GDA denote the extrapolated alternating gradient descent-ascent method. Alex-GDA last-iterate convergence conjecture. Alex-GDA exhibits last-iterate convergence to a Nash equilibrium of ff. The conjecture extends the paper's bilinear convergence findings to general convex-concave objectives; whether this last-iterate convergence holds in that generality is left as future work.

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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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