Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking

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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 languageEnglish
Title of host publicationProceedings of the European Control Conference 2020, ECC 2020
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages1274-1279
ISBN (Electronic)978-3-907144-01-5
ISBN (Print)978-3-907144-02-2
Publication statusPublished - 2020
Event18th European Control Conference, ECC 2020 - Saint Petersburg, Russian Federation
Duration: 12 May 202015 May 2020

Conference

Conference18th European Control Conference, ECC 2020
CountryRussian Federation
CitySaint Petersburg
Period12/05/2015/05/20

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