Semi-Decentralized Generalized Nash Equilibrium Seeking in Monotone Aggregative Games

Semi-Decentralized Generalized Nash Equilibrium Seeking in Monotone Aggregative Games

Belgioioso, Giuseppe (ETH Zürich)
Grammatico, S. (TU Delft Team Sergio Grammatico; TU Delft Team Bart De Schutter)

2023

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central coordinator able to gather and broadcast signals of aggregative nature to the agents. By exploiting the framework of monotone operator theory and operator splitting, we first critically review the most relevant available algorithms and then design two novel schemes: 1) a single-layer, fixed-step algorithm with convergence guarantee for general (noncocoercive, nonstrictly) monotone aggregative games and 2) a single-layer proximal-type algorithm for a class of monotone aggregative games with linearly coupled cost functions. We also design novel accelerated variants of the algorithms via (alternating) inertial and over-relaxation steps. Finally, we show via numerical simulations that the proposed algorithms outperform those in the literature in terms of convergence speed.

Distributed algorithms
multi-agent systems
optimization methods
scalability

http://resolver.tudelft.nl/uuid:d85bb420-b1cf-4d2c-ba71-42a9494b1e16

https://doi.org/10.1109/TAC.2021.3135360

2023-07-01

0018-9286

IEEE Transactions on Automatic Control, 68 (1), 140-155

Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.

Institutional Repository

journal article

© 2023 Giuseppe Belgioioso, S. Grammatico