Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking

Barbara Franci, Mathias Staudigl, Sergio Grammatico

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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.

Original languageEnglish
Title of host publicationEuropean Control Conference 2020, ECC 2020
PublisherIEEE Xplore
Pages1274-1279
Number of pages6
ISBN (Electronic)978-3-90714-402-2
Publication statusPublished - 2020
Event2020 European Control Conference - Russia, Saint Petersburg, Russian Federation
Duration: 12 May 202015 May 2020
https://ieeexplore.ieee.org/document/9143676/authors#authors

Conference

Conference2020 European Control Conference
Abbreviated titleECC 2020
Country/TerritoryRussian Federation
CitySaint Petersburg
Period12/05/2015/05/20
Internet address

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