Abstract
We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.
| Language | English |
|---|---|
| Title of host publication | 2018 IEEE Conference on Decision and Control, CDC 2018 |
| Place of Publication | Piscataway |
| Publisher | Institute of Electrical and Electronics Engineers |
| Pages | 3541-3546 |
| Number of pages | 6 |
| ISBN (Electronic) | 978-1-5386-1395-5 |
| DOIs | |
| State | Published - 18 Jan 2019 |
| Event | 57th IEEE Conference on Decision and Control, CDC 2018 - Miami, United States Duration: 17 Dec 2018 → 19 Dec 2018 Conference number: 57 |
Conference
| Conference | 57th IEEE Conference on Decision and Control, CDC 2018 |
|---|---|
| Abbreviated title | CDC 2018 |
| Country | United States |
| City | Miami |
| Period | 17/12/18 → 19/12/18 |
Fingerprint
Cite this
}
A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games. / Belgioioso, Giuseppe; Grammatico, Sergio.
2018 IEEE Conference on Decision and Control, CDC 2018. Piscataway : Institute of Electrical and Electronics Engineers, 2019. p. 3541-3546 8619610.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review
TY - GEN
T1 - A Douglas-Rachford splitting for semi-decentralized equilibrium seeking in generalized aggregative games
AU - Belgioioso,Giuseppe
AU - Grammatico,Sergio
PY - 2019/1/18
Y1 - 2019/1/18
N2 - We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.
AB - We address the generalized aggregative equilibrium seeking problem for noncooperative agents playing average aggregative games with affine coupling constraints. First, we use operator theory to characterize the generalized aggregative equilibria of the game as the zeros of a monotone set-valued operator. Then, we massage the Douglas-Rachford splitting to solve the monotone inclusion problem and derive a single layer, semi-decentralized algorithm whose global convergence is guaranteed under mild assumptions. The potential of the proposed Douglas-Rachford algorithm is shown on a simplified resource allocation game, where we observe faster convergence with respect to forward-backward algorithms.
UR - http://www.scopus.com/inward/record.url?scp=85062176783&partnerID=8YFLogxK
U2 - 10.1109/CDC.2018.8619610
DO - 10.1109/CDC.2018.8619610
M3 - Conference contribution
SP - 3541
EP - 3546
BT - 2018 IEEE Conference on Decision and Control, CDC 2018
PB - Institute of Electrical and Electronics Engineers
CY - Piscataway
ER -