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math.OC2024
Monotone inclusion methods for a class of second-order non-potential mean-field games
Levon Nurbekyan, Siting Liu, Yat Tin Chow
We propose a monotone splitting algorithm for solving a class of second-order non-potential mean-field games. Following [Achdou, Capuzzo-Dolcetta, "Mean Field Games: Numerical Meth…
math.OC2016★ 1 cited
Expander Graph and Communication-Efficient Decentralized Optimization
Yat-Tin Chow, Wei Shi, Tianyu Wu +1
In this paper, we discuss how to design the graph topology to reduce the communication complexity of certain algorithms for decentralized optimization. Our goal is to minimize the…
math.OC2016
Cyclic Coordinate Update Algorithms for Fixed-Point Problems: Analysis and Applications
Yat Tin Chow, Tianyu Wu, Wotao Yin
Many problems reduce to the fixed-point problem of solving . To this problem, we apply the coordinate-update algorithms, which update only one or a few components of at…