Projected-gradient algorithms for generalized equilibrium seeking in aggregative games are preconditioned forward-backward methods

G. Belgioioso, Sergio Grammatico

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

20 Citations (Scopus)

Abstract

We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in ag- gregative games are preconditioned forward-backward splitting methods appliedto the KKT operator of the game. Specifically, we adopt the preconditioned forward-backward design, recently conceived by Yi and Pavel in the manuscript ’’A distributed primal-dual algorithm for computation of generalized Nash equilibria via operator splitting methods’’ for generalized Nash equilibrium seeking in aggregative games. Consequently, we notice that two projected-gradient methods recently proposed in the literature are preconditioned forward-backward meth- ods. More generally, we provide a unifying operator-theoretic ground to design projected-gradient methods for generalized equilibrium seeking in aggregative games.
Original languageEnglish
Title of host publicationProceedings of 2018 European Control Conference (ECC2018)
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages2188-2193
ISBN (Print)978-3-9524-2699-9
DOIs
Publication statusPublished - 2018
Event16th European Control Conference, ECC 2018 - Limassol, Cyprus
Duration: 12 Jun 201815 Jun 2018
http://www.ecc18.eu/

Conference

Conference16th European Control Conference, ECC 2018
Abbreviated titleECC 2018
CountryCyprus
CityLimassol
Period12/06/1815/06/18
Internet address

Keywords

  • Games
  • Nash equilibrium
  • Couplings
  • Convergence
  • Cost function
  • Design methodology

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