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.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the European Control Conference 2020, ECC 2020 |
| Place of Publication | Piscataway, NJ, USA |
| Publisher | IEEE |
| Pages | 1274-1279 |
| ISBN (Electronic) | 978-3-907144-01-5 |
| ISBN (Print) | 978-3-907144-02-2 |
| Publication status | Published - 2020 |
| Event | 18th European Control Conference, ECC 2020 - Saint Petersburg, Russian Federation Duration: 12 May 2020 → 15 May 2020 |
Conference
| Conference | 18th European Control Conference, ECC 2020 |
|---|---|
| Country/Territory | Russian Federation |
| City | Saint Petersburg |
| Period | 12/05/20 → 15/05/20 |