Fast generalized Nash equilibrium seeking under partial-decision information
نویسندگان
چکیده
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange with some neighbors, although its cost function possibly depends on strategies of all agents. The few existing methods build projected pseudo-gradient dynamics, and require either double-layer iterations or conservative conditions step sizes. To overcome both these flaws improve efficiency, we design first fully-distributed single-layer algorithms based proximal best-response. Our schemes are fixed-step allow for inexact updates, which is crucial reducing computational complexity. Under standard assumptions game primitives, establish convergence to variational (with linear rate games without coupling constraints) by recasting our as proximal-point methods, opportunely preconditioned distribute computation among Since analysis hinges restricted monotonicity property, also provide new general results that significantly extend domain applicability methods. Besides, operator-theoretic approach favors implementation provably correct acceleration further speed. Finally, potential demonstrated numerically, revealing much faster respect validating theoretical findings.
منابع مشابه
Generalized Nash Equilibrium Problems
The Generalized Nash equilibrium problem is an important model that has its roots in the economic sciences but is being fruitfully used in many different fields. In this survey paper we aim at discussing its main properties and solution algorithms, pointing out what could be useful topics for future research in the field.
متن کاملGeneralized Nash Equilibrium Image Deblurring
We compare two different formulations of the deblurring problem: one (variational) is de ned by minimization of a single objective function and another one is based on a generalized Nash equilibrium balance of two objective functions. The latter results in the algorithm where the denoising and deblurring operations are decoupled. For image modeling we use the recent BM3D-frames. Simulation expe...
متن کاملMethods for Solving Generalized Nash Equilibrium
The generalizedNash equilibriumproblem (GNEP) is an extension of the standardNash equilibriumproblem (NEP), in which each player’s strategy set may depend on the rival player’s strategies. In this paper, we present two descent type methods.The algorithms are based on a reformulation of the generalized Nash equilibrium using Nikaido-Isoda function as unconstrained optimization. We prove that our...
متن کاملExistence Theorems for Generalized Nash Equilibrium Problems
In a recent paper [7], Dutang provided a thorough study of theorems guaranteeing existence of generalized Nash equilibria and analyze the assumptions on practical parametric feasible sets. Motivated by [7], firstly in this paper, we obtain a generalization (Theorem 1) of an equilibrium theorem for a competitive economy due to Arrow and Debreu [1]. Secondly, we show that our previous generalizat...
متن کاملGeneralized Nash equilibrium problems and Newton methods
The generalized Nash equilibrium problem, where the feasible sets of the players may depend on the other players’ strategies, is emerging as an important modeling tool. However, its use is limited by its great analytical complexity. We consider several Newton methods, analyze their features and compare their range of applicability. We illustrate in detail the results obtained by applying them t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Automatica
سال: 2022
ISSN: ['1873-2836', '0005-1098']
DOI: https://doi.org/10.1016/j.automatica.2021.110080