Multi-agent reinforcement learning for convex optimization

Autor: Brian Maguire, Amir Morcos, Aaron West
Rok vydání: 2021
Předmět:
Zdroj: Artificial Intelligence and Machine Learning for Multi-Domain Operations Applications III.
DOI: 10.1117/12.2585624
Popis: Multi-Agent Reinforcement Learning (RL) algorithms have recently demonstrated their ability to discover/develop new strategies to solving problems. This work aims to apply this same methodology to solving convex optimization problems in an attempt to train agents to outperform popular optimizers. This work will examine methods to frame the problem to the RL agents which encourage rapid convergence. Additionally we will discuss the various ways to represent the environment or state that the agents will operate in, as well as the action space and rewards.
Databáze: OpenAIRE