activity
20182024
most citedA Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems

212 citations · 568 across the 48 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

math.OC2018

Solving Large-Scale Optimization Problems with a Convergence Rate Independent of Grid Size

Matt Jacobs, Flavien Léger, Wuchen Li +1

We present a primal-dual method to solve L1-type non-smooth optimization problems independently of the grid size. We apply these results to two important problems : the Rudin-Osher…