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We investigate the convergence properties of a continuous-time optimization method, the \textit{Mean-Field Best Response} flow, for solving convex-concave min-max games with entropy regularization. We introduce suitable Lyapunov functions…
This paper develops a numerical procedure to accelerate the convergence of the Favre-averaged Non-Linear Harmonic (FNLH) method. The scheme provides a unified mathematical framework for solving the sparse linear systems formed by the mean…
Optimal-order uniform-in-time $H^1$-norm error estimates are given for semi- and full discretizations of mean curvature flow of surfaces in arbitrarily high codimension. The proposed and studied numerical method is based on a parabolic…
Using machine learning to solve combinatorial optimization (CO) problems is challenging, especially when the data is unlabeled. This work proposes an unsupervised learning framework for CO problems. Our framework follows a standard…
This paper investigates the game theory of resource-allocation situations where the "first come, first serve" heuristic creates inequitable, asymmetric benefits to the players. Specifically, this problem is formulated as a Generalized Nash…
We improve recently introduced consensus-based optimization method, proposed in [R. Pinnau, C. Totzeck, O. Tse and S. Martin, Math. Models Methods Appl. Sci., 27(01):183--204, 2017], which is a gradient-free optimization method for general…
The Optimal Power Flow (OPF) problem is integral to the functioning of power systems, aiming to optimize generation dispatch while adhering to technical and operational constraints. These constraints are far from straightforward; they…
The evolution of a closed two-dimensional surface driven by both mean curvature flow and a reaction--diffusion process on the surface is formulated into a system, which couples the velocity law not only to the surface partial differential…
In this paper, we propose offline and online adaptive enrichment algorithms for the generalized multiscale approximation of a mixed finite element method with velocity elimination to solve the subsurface flow problem in high-contrast and…
In this paper, a pore-scale network modeling method, based on the flow continuity residual in conjunction with a Newton-Raphson non-linear iterative solving technique, is proposed and used to obtain the pressure and flow fields in a network…
We consider the problem of computing an equilibrium in a class of \textit{nonlinear generalized Nash equilibrium problems (NGNEPs)} in which the strategy sets for each player are defined by equality and inequality constraints that may…
This paper unifies two foundational constructs from economics and algorithmic game theory, the Arctic Auction and the linear Fisher market, to address the efficient allocation of differentiated goods in complex markets. Our main…
In this work we develop implicit Active Flux schemes for the scalar advection equation. At every cell interface we approximate the solution by a polynomial in time. This allows to evolve the point values using characteristics and to update…
Assuming power travels instantaneously, can be steered by us, and is lost quadratically in each power line, the dynamic optimal power flow problem simplifies to a min-cost dynamic generalized flow with quadratic losses (MCDGFWQL) problem.…
Combinatorial optimization (CO) problems are often NP-hard and thus out of reach for exact algorithms, making them a tempting domain to apply machine learning methods. The highly structured constraints in these problems can hinder either…
The impact of different linearisation and iterative solution strategies for fully-coupled pressure-based algorithms for compressible flows at all speeds is studied, with the aim of elucidating their impact on the performance of the…
In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…
We investigate a modular convex Nash equilibrium problem involving nonsmooth functions acting on linear mixtures of strategies, as well as smooth coupling functions. An asynchronous block-iterative decomposition method is proposed to solve…
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…
We introduce a derivative-free global optimization algorithm that efficiently computes minima for various classes of one-dimensional functions, including non-convex, and non-smooth functions.This algorithm numerically approximates the…