Projected-gradient algorithms for generalized equilibrium seeking in aggregative games arepreconditioned forward-backward methods

Giuseppe Belgioioso, Sergio Grammatico

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

28 Citations (Scopus)
1 Downloads (Pure)

Abstract

We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in ag- gregative games are preconditioned forward-backward splitting methods appliedto the KKT operator of the game. Specifically, we adopt the preconditioned forward-backward design, recently conceived by Yi and Pavel in the manuscript ''A distributed primal-dual algorithm for computation of generalized Nash equilibria via operator splitting methods'' for generalized Nash equilibrium seeking in aggregative games. Consequently, we notice that two projected-gradient methods recently proposed in the literature are preconditioned forward-backward meth- ods. More generally, we provide a unifying operator-theoretic ground to design projected-gradient methods for generalized equilibrium seeking in aggregative games.

Original languageEnglish
Title of host publication2018 European Control Conference, ECC 2018
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Pages2188-2193
Number of pages6
ISBN (Electronic)978-3-9524-2698-2
DOIs
Publication statusPublished - 27 Nov 2018
Event16th European Control Conference (ECC 2018) - Limassol, Cyprus
Duration: 12 Jun 201815 Jun 2018
Conference number: 16

Conference

Conference16th European Control Conference (ECC 2018)
Abbreviated titleECC 2018
Country/TerritoryCyprus
CityLimassol
Period12/06/1815/06/18

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