Showing 2023Show all
3 papers · 1 filter
math.OC2023
Forward-backward algorithm for functions with locally Lipschitz gradient: applications to mean field games
Luis M. Briceno-Arias, Francisco José Silva, Xianjin Yang
In this paper, we provide a generalization of the forward-backward splitting algorithm for minimizing the sum of a proper convex lower semicontinuous function and a differentiable…
math.OC2023
Approximation of deterministic mean field games under polynomial growth conditions on the data
Justina Gianatti, Francisco J. Silva, Ahmad Zorkot
We consider a deterministic mean field games problem in which a typical agent solves an optimal control problem where the dynamics is affine with respect to the control and the cos…
math.OC2023
Proximity Operators of Perspective Functions with Nonlinear Scaling
Luis M. Briceño-Arias, Patrick L. Combettes, Francisco J. Silva
A perspective function is a construction which combines a base function defined on a given space with a nonlinear scaling function defined on another space and which yields a lower…