Skip to yearly menu bar Skip to main content


Poster

Projection-Free Methods for Solving Nonconvex-Concave Saddle Point Problems

Morteza Boroun · Erfan Yazdandoost Hamedani · Afrooz Jalilzadeh

Great Hall & Hall B1+B2 (level 1) #1213
[ ]
[ Paper [ Poster [ OpenReview
Wed 13 Dec 3 p.m. PST — 5 p.m. PST

Abstract: In this paper, we investigate a class of constrained saddle point (SP) problems where the objective function is nonconvex-concave and smooth. This class of problems has wide applicability in machine learning, including robust multi-class classification and dictionary learning. Several projection-based primal-dual methods have been developed to tackle this problem; however, the availability of methods with projection-free oracles remains limited. To address this gap, we propose efficient single-loop projection-free methods reliant on first-order information. In particular, using regularization and nested approximation techniques, we propose a primal-dual conditional gradient method that solely employs linear minimization oracles to handle constraints. Assuming that the constraint set in the maximization is strongly convex, our method achieves an $\epsilon$-stationary solution within $\mathcal{O}(\epsilon^{-6})$ iterations. When the projection onto the constraint set of maximization is easy to compute, we propose a one-sided projection-free method that achieves an $\epsilon$-stationary solution within $\mathcal{O}(\epsilon^{-4})$ iterations. Moreover, we present improved iteration complexities of our methods under a strong concavity assumption. To the best of our knowledge, our proposed algorithms are among the first projection-free methods with convergence guarantees for solving nonconvex-concave SP problems.

Chat is not available.