4 papers · 1 filter
Truncated Differentiation Through Primal-Dual Solvers for Inverse Potential Mean-Field Games
Siting Liu, Yat Tin Chow, Samy Wu Fung
We study inverse potential mean-field games (MFGs), in which an unknown spatial inverse-cost (mobility) map is inferred from observed population densities. We solve the forward MFG…
Stochastic Moving Anchor Algorithms and a Popov's Scheme with Moving Anchor
James Alcala, Yat Tin Chow, Mahesh Sunkula
Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of acc…
Inexact Proximal Point Algorithms for Zeroth-Order Global Optimization
Minxin Zhang, Fuqun Han, Yat Tin Chow +2
This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theo…
Moving Anchor Extragradient Methods For Smooth Structured Minimax Problems
James K. Alcala, Yat Tin Chow, Mahesh Sunkula
This work introduces a moving anchor acceleration technique to extragradient algorithms for smooth structured minimax problems. The moving anchor is introduced as a generalization…