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

Giuseppe Belgioioso, Sergio Grammatico

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/CongresprocedureConferentiebijdrageAcademicpeer review

2 Citaties (Scopus)

Uittreksel

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.

TaalEngels
Titel2018 European Control Conference, ECC 2018
Plaats van productiePiscataway
UitgeverijInstitute of Electrical and Electronics Engineers
Pagina's2188-2193
Aantal pagina's6
ISBN van elektronische versie978-3-9524-2698-2
DOI's
StatusGepubliceerd - 27 nov 2018
Evenement16th European Control Conference, ECC 2018 - Limassol, Cyprus
Duur: 12 jun 201815 jun 2018

Congres

Congres16th European Control Conference, ECC 2018
LandCyprus
StadLimassol
Periode12/06/1815/06/18

Vingerafdruk

Projected Gradient
Gradient methods
Gradient Algorithm
Projected Gradient Method
Nash Equilibrium
Game
Operator Splitting Method
Primal-dual Algorithm
Distributed Computation
Mathematical operators
Splitting Method
Distributed Algorithms
Operator
Design

Citeer dit

Belgioioso, G., & Grammatico, S. (2018). Projected-gradient algorithms for generalized equilibrium seeking in aggregative games arepreconditioned forward-backward methods. In 2018 European Control Conference, ECC 2018 (blz. 2188-2193). [8550342] Piscataway: Institute of Electrical and Electronics Engineers. DOI: 10.23919/ECC.2018.8550342
Belgioioso, Giuseppe ; Grammatico, Sergio. / Projected-gradient algorithms for generalized equilibrium seeking in aggregative games arepreconditioned forward-backward methods. 2018 European Control Conference, ECC 2018. Piscataway : Institute of Electrical and Electronics Engineers, 2018. blz. 2188-2193
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Belgioioso, G & Grammatico, S 2018, Projected-gradient algorithms for generalized equilibrium seeking in aggregative games arepreconditioned forward-backward methods. in 2018 European Control Conference, ECC 2018., 8550342, Institute of Electrical and Electronics Engineers, Piscataway, blz. 2188-2193, Limassol, Cyprus, 12/06/18. DOI: 10.23919/ECC.2018.8550342

Projected-gradient algorithms for generalized equilibrium seeking in aggregative games arepreconditioned forward-backward methods. / Belgioioso, Giuseppe; Grammatico, Sergio.

2018 European Control Conference, ECC 2018. Piscataway : Institute of Electrical and Electronics Engineers, 2018. blz. 2188-2193 8550342.

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/CongresprocedureConferentiebijdrageAcademicpeer review

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Belgioioso G, Grammatico S. Projected-gradient algorithms for generalized equilibrium seeking in aggregative games arepreconditioned forward-backward methods. In 2018 European Control Conference, ECC 2018. Piscataway: Institute of Electrical and Electronics Engineers. 2018. blz. 2188-2193. 8550342. Beschikbaar vanaf, DOI: 10.23919/ECC.2018.8550342