36 citations · 98 across the 20 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
math.OC2018★ 7 cited
Hessian barrier algorithms for linearly constrained optimization problems
Immanuel M. Bomze, Panayotis Mertikopoulos, Werner Schachinger +1
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HB…
cs.GT2018★ 10 cited
Multi-agent online learning in time-varying games
Benoit Duvocelle, Panayotis Mertikopoulos, Mathias Staudigl +1
We examine the long-run behavior of multi-agent online learning in games that evolve over time. Specifically, we focus on a wide class of policies based on mirror descent, and we s…