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In this paper, we deal with the equilibrium selection problem, which amounts to steering a population of individuals engaged in strategic game-theoretic interactions to a desired collective behavior. In the literature, this problem has been…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Lorenzo Zino , Mengbin Ye , Giuseppe Carlo Calafiore , Alessandro Rizzo

We study optimization problems on Hadamard manifolds, motivated by recent advances in geometric approaches to optimization on curved spaces, particularly those involving the structure of Busemann functions. We introduce a projection based…

Optimization and Control · Mathematics 2026-03-03 R. Díaz Millán , O. P. Ferreira , M. S. Louzeiro , J. Ugon

This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these and related issues. Our main attention is paid to local…

Optimization and Control · Mathematics 2018-01-08 Boris Mordukhovich , Antoine Soubeyran

In this paper, we consider a large class of hierarchical congestion population games. One can show that the equilibrium in a game of such type can be described as a minimum point in a properly constructed multi-level convex optimization…

Optimization and Control · Mathematics 2016-08-26 Pavel Dvurechensky , Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Anton Rodomanov , Inna Usik

In this paper we propose a subgradient algorithm for solving the equilibrium problem where the bifunction may be quasiconvex with respect to the second variable. The convergence of the algorithm is investigated. A numerical example for a…

Optimization and Control · Mathematics 2019-11-04 Le Hai Yen , Le Dung Muu

We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…

Optimization and Control · Mathematics 2019-12-20 Sebastian Banert , Radu Ioan Bot , Ernö Robert Csetnek

In this paper, we consider some equilibrium problems (or saddle point problems), in which the domains of the considered mappings are limited at some regions. These restricted regions are defined by some mappings which are called the…

Optimization and Control · Mathematics 2017-06-23 Jinlu Li

An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…

Optimization and Control · Mathematics 2020-08-25 Fedor S. Stonyakin

In this paper an inexact proximal point method for variational inequalities in Hadamard manifolds is introduced and studied its convergence properties. The main tool used for presenting the method is the concept of enlargement of monotone…

Optimization and Control · Mathematics 2015-11-30 E. E. A. Batista , G. C. Bento , O. P. Ferreira

This paper focuses on the online saddle point problem, which involves a sequence of two-player time-varying convex-concave games. Considering the nonstationarity of the environment, we adopt the duality gap and the dynamic Nash equilibrium…

Machine Learning · Computer Science 2025-06-27 Qing-xin Meng , Jian-wei Liu

A recently introduced concept of "cooperative equilibrium", based on the assumption that players have a natural attitude to cooperation, has been proven a powerful tool in predicting human behaviour in social dilemmas. In this paper, we…

Computer Science and Game Theory · Computer Science 2015-09-28 Valerio Capraro , Maria Polukarov , Matteo Venanzi , Nicholas R. Jennings

We consider a saddle point formulation for a sixth order partial differential equation and its finite element approximation, for two sets of boundary conditions. We follow the Ciarlet-Raviart formulation for the biharmonic problem to…

Numerical Analysis · Mathematics 2017-11-17 Jérôme Droniou , Muhammad Ilyas , Bishnu Lamichhane , Glen E. Wheeler

We develop a weak adversarial approach to solving obstacle problems using neural networks. By employing (generalised) regularised gap functions and their properties we rewrite the obstacle problem (which is an elliptic variational…

Optimization and Control · Mathematics 2024-11-28 Amal Alphonse , Michael Hintermüller , Alexander Kister , Chin Hang Lun , Clemens Sirotenko

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

In this paper we present the proximal point method for a special class of nonconvex function on a Hadamard manifold. The well definedness of the sequence generated by the proximal point method is guaranteed. Moreover, it is proved that each…

Optimization and Control · Mathematics 2010-04-14 G. C. Bento , O. P. Ferreira , P. R. Oliveira

We consider saddle point problems which objective functions are the average of $n$ strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence…

Machine Learning · Computer Science 2019-09-17 Luo Luo , Cheng Chen , Yujun Li , Guangzeng Xie , Zhihua Zhang

In the paper we show that an important class of multistage traffic equillibrium models (including correspondence matrix calculation, traffic assignment problem etc) and their economic generalizations can be considered as proper population…

Optimization and Control · Mathematics 2016-04-19 Alexander Gasnikov

In this paper we proved that the sequence generated by the proximal point method, associated to a unconstrained optimization problem in the Riemannian context, has finite termination when the objective function has a weak sharp minima on…

Numerical Analysis · Mathematics 2012-05-23 G. C. Bento , J. X. da Cruz Neto

In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…

Optimization and Control · Mathematics 2021-06-02 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

In this paper we obtain new estimates of the Hadamard fractional derivatives of a function at its extreme points. The extremum principle is then applied to show that the initial-boundary-value problem for linear and nonlinear…

Analysis of PDEs · Mathematics 2019-10-22 Mokhtar Kirane , Berikbol T. Torebek