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Mathematics > Optimization and Control
Title: Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking
(Submitted on 30 Oct 2019 (v1), last revised 14 Feb 2020 (this version, v2))
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.
Submission history
From: Barbara Franci Dott. [view email][v1] Wed, 30 Oct 2019 14:48:20 GMT (186kb)
[v2] Fri, 14 Feb 2020 15:14:07 GMT (194kb)
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