Solving strongly convex-concave composite saddle-point problems with low dimension of one group of variable
Journal: Sbornik Mathematics
Year: 2023

Algorithmic methods are developed that guarantee efficient complexity estimates for strongly convex-concave saddle-point problems in the case when one group of variables has a high dimension, while another has a rather low dimension (up to 100). These methods are based on reducing problems of this type to the minimization (maximization) problem for a convex (concave) functional with respect to one of the variables such that an approximate value of the gradient at an arbitrary point can be obtain