Consensus-based optimization for saddle point problems
In this paper, we propose consensus-based optimization for saddle point problems (CBO-SP), a novel multi-particle metaheuristic derivative-free optimization method capable of provably finding global Nash equilibria. Following the idea of swarm intelligence, the method employs two groups of interacti...
| Principais autores: | , , |
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| Formato: | Journal article |
| Idioma: | English |
| Publicado em: |
Society for Industrial and Applied Mathematics
2024
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