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A Scenario Approach to the Robustness of Nonconvex-Nonconcave Minimax Problems

Guanpu Chen, Huan Peng, Karl Henrik Johansson

The scenario approach yields a probabilistic robustness guarantee for ε-stationary points in nonconvex-nonconcave minimax problems by proving monotonicity of the stationary residual.

arxiv:2511.15606 v2 · 2025-11-19 · cs.GT · math.OC

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Claims

C1strongest claim

we first establish a probabilistic robustness guarantee for an ε-stationary point, overcoming the dependence on the non-degeneracy assumption by proving the monotonicity of the stationary residual in the number of scenarios.

C2weakest assumption

Convex strategy sets for all players together with the standard assumptions of the scenario optimization framework from prior literature.

C3one line summary

Scenario approach establishes probabilistic robustness for epsilon-stationary points in convex-strategy minimax problems via monotonicity of residuals and a relaxed bound for global points in nonconvex cases.

References

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[1] Aliprantis, C.D. and Border, K.C. (2006). Infinite Dimen- sional Analysis: A Hitchhiker’s Guide . Springer, 3rd edition. Assif, M., Chatterjee, D., and Banavar, R. (2020). Scenario approach for minmax 2006 · doi:10.1109/tac.2025.3634219
[2] Goodfellow, I., Pouget-Abadie, J., Mirza, M., Xu, B., Warde-Farley, D., Ozair, S., Courville, A., and Bengio, Y. (2014). Generative adversarial nets. In Advances in Neural Information Processing Syste 2014
[3] Yang, J., Orvieto, A., Lucchi, A., and He, N. (2022). Faster single-loop algorithms for minimax optimization without strong concavity. In International Conference on Artificial Intelligence and Statist 2022
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First computed 2026-05-18T03:09:33.196177Z
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Schema pith-number/v1.0

Canonical hash

dde8b381841fc778f77050053a701e494a47b5c0145fd795cef991f12a02af33

Aliases

arxiv: 2511.15606 · arxiv_version: 2511.15606v2 · doi: 10.48550/arxiv.2511.15606 · pith_short_12: 3XULHAMED7DX · pith_short_16: 3XULHAMED7DXR53Q · pith_short_8: 3XULHAME
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/3XULHAMED7DXR53QKACTU4A6JF \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: dde8b381841fc778f77050053a701e494a47b5c0145fd795cef991f12a02af33
Canonical record JSON
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