Weak Minty code

This code accompanies the paper titled Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems at ICLR 2022.

Overview

• Lowerbounds.nb verifies the steps for the proof of Theorem 3.4.
• PolarGame.nb verifies the steps in Appendix C.2.
• Forsaken.nb verifies the steps in Appendix C.3.
• GlobalForsaken.nb verifies the steps in Appendix C.4.
• Experiments.nb contains all deterministic experiments.
• StocExperiments.nb contains all stochastic experiments.

Hyperparameter recommendations

We recommend the following parameters for CurvatureEG+:

• ν = 0.99 such that that initial guess is close to ||JF(z)||².
• τ = 0.5 such that we do not incur too many backtracking calls. Setting it even smaller will reduce the number of backtracks further. However, there is a tradeoff since decreasing τ leads to a smaller extrapolation stepsize which might prevent convergence.