English

Projected-gradient algorithms for generalized equilibrium seeking in Aggregative Games are preconditioned Forward-Backward methods

Optimization and Control 2018-03-29 v1 Computer Science and Game Theory Systems and Control

Abstract

We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in aggregative games are preconditioned forward-backward splitting methods applied to the KKT operator of the game. Specifically, we adopt the preconditioned forward-backward design, recently conceived by Yi and Pavel in the manuscript "A distributed primal-dual algorithm for computation of generalized Nash equilibria via operator splitting methods" for generalized Nash equilibrium seeking in aggregative games. Consequently, we notice that two projected-gradient methods recently proposed in the literature are preconditioned forward-backward methods. More generally, we provide a unifying operator-theoretic ground to design projected-gradient methods for generalized equilibrium seeking in aggregative games.

Keywords

Cite

@article{arxiv.1803.10441,
  title  = {Projected-gradient algorithms for generalized equilibrium seeking in Aggregative Games are preconditioned Forward-Backward methods},
  author = {Giuseppe Belgioioso and Sergio Grammatico},
  journal= {arXiv preprint arXiv:1803.10441},
  year   = {2018}
}
R2 v1 2026-06-23T01:07:18.465Z