MultiLRSGA extends the two-player LRSGA method to multiple players by constructing per-player low-rank Jacobian approximations to define an approximate block antisymmetric correction, and proves local linear convergence to stable Nash equilibria under standard local assumptions.
Limited-memory lrsga: An iterative method for computing nash equilibria in competitive optimization prob- lems
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MultiLRSGA: A method for multi-player differentiable games
MultiLRSGA extends the two-player LRSGA method to multiple players by constructing per-player low-rank Jacobian approximations to define an approximate block antisymmetric correction, and proves local linear convergence to stable Nash equilibria under standard local assumptions.