Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking
Optimization and Control
2020-02-17 v2 Computer Science and Game Theory
Systems and Control
Systems and Control
Abstract
We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the pseudo-gradient mapping of the game to be cocoercive, follows from the forward-backward-half-forward operator splitting. Finally, we compare them with the distributed, preconditioned, forward-backward algorithm via numerical experiments.
Keywords
Cite
@article{arxiv.1910.13903,
title = {Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking},
author = {Barbara Franci and Mathias Staudigl and Sergio Grammatico},
journal= {arXiv preprint arXiv:1910.13903},
year = {2020}
}