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Bibliographic Details
Main Authors: Giang-Tran, Khanh-Hung, Shafiee, Soroosh, Ho-Nguyen, Nam
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2603.29870
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Table of Contents:
  • This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a unified dual dynamic smoothing framework that enables the design of efficient single-loop algorithms. Within this framework, we establish convergence results for nonconvex-concave and nonconvex-strongly concave settings. Furthermore, we show that this framework is naturally applicable to convex-concave problems. We propose and analyze three algorithmic variants based on the application of a linear minimization oracle over the minimization variable, the maximization variable, or both. Notably, our analysis yields anytime convergence guarantees without requiring a pre-specified iteration horizon. These results significantly narrow the performance gap between projection-free and projection-based methods for minimax optimization.