Title
Projected-Gradient Algorithms For Generalized Equilibrium Seeking In Aggregative Games Are Preconditioned Forward-Backward Methods
Abstract
We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in aggregative games are preconditioned forward-backward splitting methods applied to 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 methods. More generally, we provide a unifying operator-theoretic ground to design projected-gradient methods for generalized equilibrium seeking in aggregative games.
Year
Venue
Field
2018
2018 EUROPEAN CONTROL CONFERENCE (ECC)
Operator splitting,Mathematical optimization,Generalized nash equilibrium,Algorithm,Operator (computer programming),Karush–Kuhn–Tucker conditions,Nash equilibrium,Mathematics,Computation
DocType
Volume
Citations 
Journal
abs/1803.10441
1
PageRank 
References 
Authors
0.36
10
2
Name
Order
Citations
PageRank
Giuseppe Belgioioso1125.70
Sergio Grammatico210.70