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Mirror Descent-Ascent for mean-field min-max problems

math.OC · 2024-02-12 · unverdicted · novelty 7.0

Establishes O(N^{-1/2}) convergence for simultaneous MDA and O(N^{-2/3}) for alternating MDA to mixed Nash equilibria in mean-field convex-concave min-max problems via dual-space Bregman analysis.

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  • Mirror Descent-Ascent for mean-field min-max problems math.OC · 2024-02-12 · unverdicted · none · ref 28

    Establishes O(N^{-1/2}) convergence for simultaneous MDA and O(N^{-2/3}) for alternating MDA to mixed Nash equilibria in mean-field convex-concave min-max problems via dual-space Bregman analysis.