Semi-Decentralized Generalized Nash Equilibrium Seeking in Monotone Aggregative Games

Giuseppe Belgioioso*, Sergio Grammatico

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

18 Citations (Scopus)
23 Downloads (Pure)

Abstract

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central coordinator able to gather and broadcast signals of aggregative nature to the agents. By exploiting the framework of monotone operator theory and operator splitting, we first critically review the most relevant available algorithms and then design two novel schemes: 1) a single-layer, fixed-step algorithm with convergence guarantee for general (noncocoercive, nonstrictly) monotone aggregative games and 2) a single-layer proximal-type algorithm for a class of monotone aggregative games with linearly coupled cost functions. We also design novel accelerated variants of the algorithms via (alternating) inertial and over-relaxation steps. Finally, we show via numerical simulations that the proposed algorithms outperform those in the literature in terms of convergence speed.

Original languageEnglish
Pages (from-to)140-155
JournalIEEE Transactions on Automatic Control
Volume68
Issue number1
DOIs
Publication statusPublished - 2023

Bibliographical note

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care
Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Keywords

  • Distributed algorithms
  • multi-agent systems
  • optimization methods
  • scalability

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