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Learning how to Play Nash, Potential Games and Alternating Minimization Method for Structured Nonconvex Problems on Riemannian Manifolds

Author

Listed:
  • Joao Xavier Cruz Neto
  • Paulo Roberto Oliveira
  • A. Soares Jr Pedro
  • Antoine Soubeyran

    (GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille - EHESS - École des hautes études en sciences sociales - AMU - Aix Marseille Université - ECM - École Centrale de Marseille - CNRS - Centre National de la Recherche Scientifique)

Abstract

We consider minimization problems with constraints. We show that if the set of constraints is a Riemannian manifold of non positive curvature and the objective function is lower semicontinuous and satisfies the Kurdyka-Lojasiewicz property, then the alternating proximal algorithm in Euclidean space is naturally extended to solve that class of problems. We prove that the sequence generated by our algorithm is well defined and converges to an inertial Nash equilibrium under mild assumptions about the objective function. As an application, we give a welcome result on the difficult problem of "learning how to play Nash" (convergence, convergence in finite time, speed of convergence, constraints in action spaces in the context of "alternating potential games" with inertia).

Suggested Citation

  • Joao Xavier Cruz Neto & Paulo Roberto Oliveira & A. Soares Jr Pedro & Antoine Soubeyran, 2013. "Learning how to Play Nash, Potential Games and Alternating Minimization Method for Structured Nonconvex Problems on Riemannian Manifolds," Post-Print hal-01500875, HAL.
    • Handle: RePEc:hal:journl:hal-01500875
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    Citations

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    Cited by:

    1. G. C. Bento & A. Soubeyran, 2015. "Generalized Inexact Proximal Algorithms: Routine’s Formation with Resistance to Change, Following Worthwhile Changes," Journal of Optimization Theory and Applications, Springer, vol. 166(1), pages 172-187, July.
    2. Glaydston Carvalho Bento & João Xavier Cruz Neto & Paulo Roberto Oliveira, 2016. "A New Approach to the Proximal Point Method: Convergence on General Riemannian Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 168(3), pages 743-755, March.
    3. T. Q. Bao & B. S. Mordukhovich & A. Soubeyran, 2015. "Variational Analysis in Psychological Modeling," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 290-315, January.
    4. Glaydston Carvalho Bento & Sandro Dimy Barbosa Bitar & João Xavier Cruz Neto & Paulo Roberto Oliveira & João Carlos Oliveira Souza, 2019. "Computing Riemannian Center of Mass on Hadamard Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 977-992, December.

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