no code implementations • 28 Mar 2023 • Atsuhiro Miyagi, Yoshiki Miyauchi, Atsuo Maki, Kazuto Fukuchi, Jun Sakuma, Youhei Akimoto
In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x, y)$ whose objective function is a black-box.
no code implementations • 29 Nov 2022 • Atsuhiro Miyagi, Kazuto Fukuchi, Jun Sakuma, Youhei Akimoto
To reduce the number of simulations required and increase the number of restarts for better local optimum solutions, we propose a new approach referred to as adaptive scenario subset selection (AS3).
no code implementations • 6 Apr 2022 • Atsuhiro Miyagi, Kazuto Fukuchi, Jun Sakuma, Youhei Akimoto
(I) As the influence of the interaction term between $x$ and $y$ (e. g., $x^\mathrm{T} B y$) on the Lipschitz smooth and strongly convex-concave function $f$ increases, the approaches converge to an optimal solution at a slower rate.
