We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the pseudo-gradient mapping of the game to be cocoercive, follows from the forward-backward-half-forward operator splitting. Finally, we compare them with the distributed, preconditioned, forward-backward algorithm via numerical experiments.
Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking / Franci, Barbara; Staudigl, Mathias; Grammatico, Sergio. - (2020), pp. 1274-1279. (Intervento presentato al convegno 2020 European Control Conference (ECC) tenutosi a San Pietroburgo (Russia)) [10.23919/ecc51009.2020.9143676].
Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking
Franci, Barbara;
2020
Abstract
We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the pseudo-gradient mapping of the game to be cocoercive, follows from the forward-backward-half-forward operator splitting. Finally, we compare them with the distributed, preconditioned, forward-backward algorithm via numerical experiments.Pubblicazioni consigliate
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https://hdl.handle.net/11583/3003589
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