Semi-Decentralized Generalized Nash Equilibrium Seeking in Monotone Aggregative Games

• 成果类型: Article
• 署名作者: Belgioioso, Giuseppe; Grammatico, Sergio
• 署名单位: Swiss Federal Institutes of Technology Domain; ETH Zurich; Delft University of Technology
• 刊物名称: IEEE TRANSACTIONS ON AUTOMATIC CONTROL
• ISSN/ISSBN: 0018-9286
• DOI: 10.1109/TAC.2021.3135360
• 发表日期: 2023
• 页码: 140-155
• 关键词: Distributed algorithms; Multi-agent systems; Optimization methods; scalability

摘要

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central coordinator able to gather and broadcast signals of aggregative nature to the agents. By exploiting the framework of monotone operator theory and operator splitting, we first critically review the most relevant available algorithms and then design two novel schemes: 1) a single-layer, fixed-step algorithm with convergence guarantee for general (noncocoercive, nonstrictly) monotone aggregative games and 2) a single-layer proximal-type algorithm for a class of monotone aggregative games with linearly coupled cost functions. We also design novel accelerated variants of the algorithms via (alternating) inertial and over-relaxation steps. Finally, we show via numerical simulations that the proposed algorithms outperform those in the literature in terms of convergence speed.