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Zeroth-order Optimization with Weak Dimension Dependency
Pengyun Yue, Long Yang, Cong Fang +1
Zeroth-order optimization is a fundamental research topic that has been a focus of various learning tasks, such as black-box adversarial attacks, bandits, and reinforcement learnin…
math.OC2023
PAPAL: A Provable PArticle-based Primal-Dual ALgorithm for Mixed Nash Equilibrium
Shihong Ding, Hanze Dong, Cong Fang +2
We consider the non-convex non-concave objective function in two-player zero-sum continuous games. The existence of pure Nash equilibrium requires stringent conditions, posing a ma…