Optimal Selection and Tracking of Generalized Nash Equilibria in Monotone Games

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE seeking algorithms have in fact convergence guarantees toward an arbitrary, possibly inefficient,...

Distributed Augmented Lagrangian Method for Link-Based Resource Sharing Problems of Multi-Agent Systems

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality constraints. In this regard, we propose a distributed algorithm based on solving the dual of the augmented...

A Distributed Augmented Lagrangian Method over Stochastic Networks for Economic Dispatch of Large-Scale Energy Systems

In this paper, we propose a distributed model predictive control (MPC) scheme for economic dispatch of energy systems with a large number of active components. The scheme uses a distributed optimization algorithm that works over random communication networks and asynchronous updates, implying the resiliency of the proposed scheme with respect...