TY - JOUR
T1 - Generalized mirror descents with non-convex potential functions in atomic congestion games
AU - Chen, Po-An
N1 - Publisher Copyright:
Copyright © by the paper's authors.
PY - 2016
Y1 - 2016
N2 - When playing specific classes of no-regret algorithms (especially, multiplicative updates) in atomic congestion games, some previous convergence analyses were done with a standard Rosenthal potential function in terms of mixed strategy profiles (probability distributions on atomic flows), which may not be convex. In several other works, the convergence analysis was done with a convex potential function in terms of nonatomic flows as an approximation of the Rosenthal one in terms of distributions. It can be seen that though with different techniques, the properties from convexity help there, especially for convergence time. However, it would be always a valid question to ask if convergence can still be guaranteed directly with the Rosenthal potential function, playing mirror descents individually in atomic congestion games. We answer this affirmatively by showing the convergence, individually playing discrete mirror descents with the help of the smoothness property similarly adopted in many previous works for congestion games and Fisher (and some more general) markets and individually playing continuous mirror descents with the separability of regularization functions.
AB - When playing specific classes of no-regret algorithms (especially, multiplicative updates) in atomic congestion games, some previous convergence analyses were done with a standard Rosenthal potential function in terms of mixed strategy profiles (probability distributions on atomic flows), which may not be convex. In several other works, the convergence analysis was done with a convex potential function in terms of nonatomic flows as an approximation of the Rosenthal one in terms of distributions. It can be seen that though with different techniques, the properties from convexity help there, especially for convergence time. However, it would be always a valid question to ask if convergence can still be guaranteed directly with the Rosenthal potential function, playing mirror descents individually in atomic congestion games. We answer this affirmatively by showing the convergence, individually playing discrete mirror descents with the help of the smoothness property similarly adopted in many previous works for congestion games and Fisher (and some more general) markets and individually playing continuous mirror descents with the separability of regularization functions.
UR - http://www.scopus.com/inward/record.url?scp=85019591603&partnerID=8YFLogxK
M3 - Conference article
AN - SCOPUS:85019591603
SN - 1613-0073
VL - 1623
SP - 558
EP - 562
JO - CEUR Workshop Proceedings
JF - CEUR Workshop Proceedings
T2 - 9th International Conference on Discrete Optimization and Operations Research, DOOR 2016
Y2 - 19 September 2016 through 23 September 2016
ER -