Inertial Game Dynamics and Applications to Constrained Optimization
نویسندگان
چکیده
منابع مشابه
Inertial game dynamics and applications to constrained optimization
We derive a class of inertial dynamics for games and constrained optimization problems over simplices by building on the well-known “heavy ball with friction” method. In the single-agent case, the dynamics are generated by endowing the problem’s configuration space with a Hessian–Riemannian structure and then deriving the equations of motion for a particle moving under the influence of the prob...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2015
ISSN: 0363-0129,1095-7138
DOI: 10.1137/130920253