相关论文: Tropical pseudolinear and pseudoquadratic optimiza…
We introduce a scheme-theoretic enrichment of the principal objects of tropical geometry. Using a category of semiring schemes, we construct tropical hypersurfaces as schemes over idempotent semirings such as $\mathbb{T} = (\mathbb{R}\cup…
We develop a tropical analog of the simplex algorithm for linear programming. In particular, we obtain a combinatorial algorithm to perform one tropical pivoting step, including the computation of reduced costs, in O(n(m+n)) time, where m…
We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…
In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…
We study some basic algorithmic problems concerning the intersection of tropical hypersurfaces in general dimension: deciding whether this intersection is nonempty, whether it is a tropical variety, and whether it is connected, as well as…
We examine two multidimensional optimization problems that are formulated in terms of tropical mathematics. The problems are to minimize nonlinear objective functions, which are defined through the multiplicative conjugate vector…
We address the problem of existence and (non-)uniqueness of solutions $\big(c,u(\cdot),\mu\big)$ to ergodic mean-field games in the whole space $\mathbb{R}^{m}$ with unbounded and merely measurable data, and for non-separable Hamiltonian.…
We refine existing general network optimization techniques, give new characterizations for the class of problems to which they can be applied, and show that they can also be used to solve various two-player games in almost linear time.…
Exploiting a connection between amoebas and tropical curves, we devise a method for computing tropical curves using numerical algebraic geometry and give an implementation. As an application, we use this technique to compute Newton polygons…
The article proposes an exact approach to find the global solution of a nonconvex semivectorial bilevel optimization problem, where the objective functions at each level are pseudoconvex, and the constraints are quasiconvex. Due to its…
We consider the tropical analogues of a particular bilevel optimization problem studied by Dempe and Franke and suggest some methods of solving these new tropical bilevel optimization problems. In particular, it is found that the algorithm…
In this article, we propose a Newton-based method for solving multiobjective interval optimization problems (MIOPs). We first provide a connection between weakly Pareto optimal points and Pareto critical points in the context of MIOPs.…
We consider a class of finite element approximations for fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. In our approach, we first solve a variational problem…
Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…
We introduce a new path-by-path approach to mean field games with common noise that recovers duality at the pathwise level. We verify this perspective by explicitly solving some difficult examples with linear-quadratic data, including…
The problem of solving partial differential equations (PDEs) can be formulated into a least-squares minimization problem, where neural networks are used to parametrize PDE solutions. A global minimizer corresponds to a neural network that…
We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…
We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…
We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…
We prove the first, even super-polynomial, lower bounds on the size of tropical (min,+) and (max,+) circuits approximating given optimization problems. Many classical dynamic programming (DP) algorithms for optimization problems are pure in…