Alternating Inertial and Overrelaxed Algorithms for Distributed Generalized Nash Equilibrium Seeking in Multi-Player Games
This paper investigates the distributed computation issue of generalized Nash equilibrium (GNE) in a multi-player game with shared coupling constraints. Two kinds of relatively fast distributed algorithms are constructed with alternating inertia and overrelaxation in the partial-decision information...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-06-01
|
| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/5/3/62 |
| Summary: | This paper investigates the distributed computation issue of generalized Nash equilibrium (GNE) in a multi-player game with shared coupling constraints. Two kinds of relatively fast distributed algorithms are constructed with alternating inertia and overrelaxation in the partial-decision information setting. We prove their convergence to GNE with fixed step-sizes by resorting to the operator splitting technique under the assumptions of Lipschitz continuity of the extended pseudo-gradient mappings. Finally, one numerical simulation is given to illustrate the efficiency and performance of the algorithm. |
|---|---|
| ISSN: | 2504-3110 |