King Abdullah University of Science and Technology, Thuwal, Saudi Arabia; Moscow Institute of Physics and Technology, Dolgoprudny, Russia; Institute for System Programming RAS, Research Center for Trusted Artificial Intelligence, Moscow, Russia; National Research University Higher School of Economics, Moscow, Russia
Dmitry Kovalev, Alexander Gasnikov
convex optimization;minimax optimization;saddle point problems;optimal algorithms
The First Optimal Algorithm for Smooth and Strongly-Convex-Strongly-Concave Minimax Optimization