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...
| Hoofdauteurs: | , , |
|---|---|
| Formaat: | Journal article |
| Taal: | English |
| Gepubliceerd in: |
Society for Industrial and Applied Mathematics
2024
|