Existing multi-agent learning approaches have developed interactive training environments to explicitly promote collaboration among multiple Large Language Models (LLMs), thereby constructing stronger multi-agent systems (MAS). However, during inference, they require re-executing the MAS to obtain final solutions, which diverges from human cognition that individuals can enhance their reasoning capabilities through interactions with others and resolve questions independently in the future. To investigate whether multi-agent interaction can enhance LLMs' independent problem-solving ability, we introduce ILR, a novel co-learning framework for MAS that integrates two key components: Dynamic Interaction and Perception Calibration. Specifically, Dynamic Interaction first adaptively selects either cooperative or competitive strategies depending on question difficulty and model ability. LLMs then exchange information through Idea3, an innovative interaction paradigm designed to mimic human discussion, before deriving their respective final answers. In Perception Calibration, ILR employs Group Relative Policy Optimization (GRPO) to train LLMs while integrating one LLM's reward distribution characteristics into another's reward function, thereby enhancing the cohesion of multi-agent interactions. We evaluate the effectiveness of ILR across three LLMs from two model families of varying scales on five mathematical, one coding, one general question answering, and one scientific reasoning benchmarks. Experimental results show that ILR consistently outperforms single-agent learning, yielding an improvement of up to 5% over the strongest baseline. We further discover that Idea3 can enhance the robustness of stronger LLMs during multi-agent inference, and dynamic interaction types can boost multi-agent learning compared to pure cooperative or competitive strategies.