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Mathematics > Optimization and Control

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

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.
Subjects: Optimization and Control (math.OC); Computer Science and Game Theory (cs.GT); Systems and Control (eess.SY)
Cite as: arXiv:1910.13903 [math.OC]
  (or arXiv:1910.13903v2 [math.OC] for this version)

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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