Gradient Transformation Trajectory Following Algorithms for Determining Stationary Min-Max Saddle Points

DOI10.1007/978-0-8176-4553-3_31MaRDI QIDQ5428678zbMATH OpenOpenAlexFDO

Authors Walter J. Grantham

Publication date 23 November 2007

Published in Annals of the International Society of Dynamic Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-8176-4553-3_31

zbMATH Keywords

differential equationsLyapunov exponentsstationary pointsstiff systemstrajectory followingmin-max saddle points

Mathematics Subject Classification ID

Noncooperative games (91A10) 2-person games (91A05)

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Cited in

(11)

• Greatest descent algorithms in unconstrained optimization
• How to trap a gradient flow
• A local minimax method using virtual geometric objects. I. For finding saddles
• A local minimax method using virtual geometric objects. II. For finding equality constrained saddles
• High-index optimization-based shrinking dimer method for finding high-index saddle points
• Error estimate for semi-implicit method of sphere-constrained high-index saddle dynamics
• Optimization-based shrinking dimer method for finding transition states
• Constrained shrinking dimer dynamics for saddle point search with constraints
• Probabilistic error estimate for numerical discretization of high-index saddle dynamics with inaccurate models
• Gradient transformation trajectory following algorithms for equality-constrained minimization
• An implicit gradient-descent procedure for minimax problems

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