A multi-agent projected dual gradient method with primal convergence guarantees.
Jie LuMikael JohanssonPublished in: Allerton (2013)
Keyphrases
- gradient method
- convergence rate
- primal dual
- multi agent
- convergence speed
- duality gap
- step size
- algorithm for linear programming
- dual variables
- dual formulation
- learning rate
- log likelihood function
- reinforcement learning
- linear programming
- convex formulation
- genetic algorithm
- iterative algorithms
- natural gradient learning
- actor critic
- policy gradient
- clustering method
- knn
- machine learning