Paper Info
Title
A Douglas-Rachford splitting for semi-decentralized generalized Nash equilibrium seeking in Monotone Aggregative Games.
Abstract
We address the generalized Nash equilibrium seeking problem for noncooperative agents playing non-strictly monotone aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized Nash equilibria of the game as the zeros of a monotone setvalued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.
Year
Venue
Field
2018
arXiv: Optimization and Control
Affine transformation,Convergence (routing),Applied mathematics,Generalized nash equilibrium,Resource allocation,Operator (computer programming),Nash equilibrium,Operator theory,Monotone polygon,Mathematics
DocType
Volume
Citations 
Journal
abs/1803.10618
0
PageRank 
References 
Authors
0.34
11
2
Name
Order
Citations
PageRank
Giuseppe Belgioioso1125.70
Sergio Grammatico217325.63