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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…
A mesh-independent method for second-order potential mean field games
Kang Liu, Laurent Pfeiffer
This article investigates the convergence of the Generalized Frank-Wolfe (GFW) algorithm for the resolution of potential and convex second-order mean field games. More specifically…
Mean field optimization problems: stability results and Lagrangian discretization
Kang Liu, Laurent Pfeiffer
We formulate and investigate a mean field optimization (MFO) problem over a set of probability distributions with a prescribed marginal . The cost function depends on an agg…
Hybrid Optimal Control Problems for a Class of Semilinear Parabolic Equations
Sébastien Court, Karl Kunisch, Laurent Pfeiffer
A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which t…