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math.OC2024
Inexact Proximal Point Algorithms for Zeroth-Order Global Optimization
Minxin Zhang, Fuqun Han, Yat Tin Chow +2
This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theo…
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…