English

Accelerating Distributed Nash Equilibrium Seeking

Optimization and Control 2023-10-25 v1

Abstract

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to solve variational inequalities, we develop the algorithm converging to Nash equilibria in games, where players have no access to the full information but are able to communicate with neighbors over some communication graph. The convergence rate is demonstrated to be geometric and improves the rates obtained by the previously presented procedures seeking Nash equilibria in the class of games under consideration.

Keywords

Cite

@article{arxiv.2310.15384,
  title  = {Accelerating Distributed Nash Equilibrium Seeking},
  author = {Tatiana Tatarenko and Angelia Nedich},
  journal= {arXiv preprint arXiv:2310.15384},
  year   = {2023}
}
R2 v1 2026-06-28T12:59:37.516Z