Multiplicative Weights Update with Constant Step-Size in Congestion Games: Convergence, Limit Cycles and Chaos.
Gerasimos PalaiopanosIoannis PanageasGeorgios PiliourasPublished in: CoRR (2017)
Keyphrases
- step size
- update rule
- convergence rate
- stochastic gradient descent
- convergence speed
- faster convergence
- congestion games
- variable step size
- learning rate
- cost function
- particle swarm optimization
- line search
- global convergence
- neural network
- pso algorithm
- nash equilibria
- gradient method
- pure nash equilibria
- mutation operator
- weight vector
- differential evolution
- negative matrix factorization
- global optimization
- steepest descent method
- metaheuristic
- search space
- pure nash equilibrium
- objective function
- multiscale