Vanilla SGD achieves O(log(t)/t^{1/3}) last-iterate convergence to Nash equilibria in co-coercive games under affine noise scaling, plus almost-sure and time-average convergence.
Convergence rate of generalized nash equilibrium learning in strongly monotone games with linear constraints
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Last-Iterate Guarantees for Learning in Co-coercive Games
Vanilla SGD achieves O(log(t)/t^{1/3}) last-iterate convergence to Nash equilibria in co-coercive games under affine noise scaling, plus almost-sure and time-average convergence.