Distributed Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalty Method
Optimization and Control
2021-09-28 v1
Abstract
In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The idea is to use a differentiable penalty function with a time-varying penalty parameter to deal with the inequality constraints. A time-varying regularization term is used to deal with the ill-poseness caused by the monotonicity assumption and the time-varying penalty term. The asymptotic convergence to the least-norm variational equilibrium of the game is proven. Numerical examples show the effectiveness and efficiency of the proposed algorithm.
Keywords
Cite
@article{arxiv.2010.13078,
title = {Distributed Nash Equilibrium Seeking for Monotone Generalized Noncooperative Games by a Regularized Penalty Method},
author = {Chao Sun and Guoqiang Hu},
journal= {arXiv preprint arXiv:2010.13078},
year = {2021}
}