In this paper we consider minimization problems with constraints. We show that if the set of constaints is a Riemannian manifold of non positive curvature and the objective function is lower semicontinuous and satisfi es the Kurdyka-Lojasiewicz property, then the alternating proximal algorithm in Euclidean space is naturally extended to solve that class of problems. We prove that the sequence generated by our algorithm is well de fined and converges to an inertial Nash equilibrium under mild assumptions about the objective function. As an application, we give a welcome result on the dificult problem of “learning how to play Nash” (convergence, convergence in finite time, speed of convergence, constraints in action spaces in the context of ” alternating potential games” with inertia).
Citation
Citation: Programa de Engenharia de Sistemas e Computação - UFRJ - Rio de Janeiro, Brazil