Single-timescale distributed GNE seeking for aggregative games over networks via forward-backward operator splitting
Optimization and Control
2020-08-14 v2
Abstract
We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a variational generalized Nash equilibrium, under constant step sizes. The algorithm works on a single timescale, i.e., does not require multiple communication rounds between agents before updating their action. The convergence proof leverages an invariance property of the aggregate estimates and relies on a forward-backward splitting for two preconditioned operators and their restricted (strong) monotonicity properties on the consensus subspace.
Cite
@article{arxiv.1908.00107,
title = {Single-timescale distributed GNE seeking for aggregative games over networks via forward-backward operator splitting},
author = {Dian Gadjov and Lacra Pavel},
journal= {arXiv preprint arXiv:1908.00107},
year = {2020}
}
Comments
8 pages, 8 figures, submitted to TAC