Single-Loop Stochastic Projected Damped Extragradient Methods for Stochastic Nonconvex--(Strongly) Concave Minimax Optimization
We develop single-loop stochastic projected damped extragradient methods for stochastic nonconvex--(strongly) concave minimax optimization, with complexity guarantees for both game stationarity (GS) and optimization stationarity (OS). Our approach combines a stochastic projected damped extragradient (SPDE) method with...