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math.OC2026
A variational mean field game of controls with free final time and pairwise interactions
Guilherme Mazanti, Laurent Pfeiffer, Saeed Sadeghi Arjmand
This article considers a mean field game model inspired by crowd motion models in which agents aim at reaching a given target set and wish to minimize a cost consisting of an indiv…
math.OC2024
A nonsmooth Frank-Wolfe algorithm through a dual cutting-plane approach
Guilherme Mazanti, Thibault Moquet, Laurent Pfeiffer
An extension of the Frank-Wolfe Algorithm (FWA), also known as Conditional Gradient algorithm, is proposed. In its standard form, the FWA allows to solve constrained optimization p…