A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games

Giuseppe Belgioioso, Sergio Grammatico

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

4 Citations (Scopus)

Abstract

We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.

Original languageEnglish
Title of host publicationProceedings of the 57th IEEE Conference on Decision and Control (CDC 2018)
EditorsAndrew R. Teel, Magnus Egerstedt
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages3541-3546
ISBN (Electronic)978-1538-1395-5
DOIs
Publication statusPublished - 2018
EventCDC 2018: 57th IEEE Conference on Decision and Control - Miami, United States
Duration: 17 Dec 201819 Dec 2018

Conference

ConferenceCDC 2018: 57th IEEE Conference on Decision and Control
CountryUnited States
CityMiami
Period17/12/1819/12/18

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    Belgioioso, G., & Grammatico, S. (2018). A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. In A. R. Teel, & M. Egerstedt (Eds.), Proceedings of the 57th IEEE Conference on Decision and Control (CDC 2018) (pp. 3541-3546). IEEE. https://doi.org/10.1109/CDC.2018.8619610