Tracking-based distributed equilibrium seeking for aggregative games
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arXiv
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| Auteurs principaux: | , , , , |
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| Format: | Preprint |
| Publié: |
2022
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| _version_ | 1866914738642878464 |
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| author | Carnevale, Guido Fabiani, Filippo Fele, Filiberto Margellos, Kostas Notarstefano, Giuseppe |
| author_facet | Carnevale, Guido Fabiani, Filippo Fele, Filiberto Margellos, Kostas Notarstefano, Giuseppe |
| contents | We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected pseudo-gradient descent and (ii) a tracking mechanism to locally reconstruct the aggregative variable. To handle coupling constraints arising in generalized settings, we propose another distributed algorithm based on (i) a recently emerged augmented primal-dual scheme and (ii) two tracking mechanisms to reconstruct, for each agent, both the aggregative variable and the coupling constraint satisfaction. Leveraging tools from singular perturbations analysis, we prove linear convergence to the Nash equilibrium for both schemes. Finally, we run extensive numerical simulations to confirm the effectiveness of our methods and compare them with state-of-the-art distributed equilibrium-seeking algorithms. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2210_14547 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Tracking-based distributed equilibrium seeking for aggregative games Carnevale, Guido Fabiani, Filippo Fele, Filiberto Margellos, Kostas Notarstefano, Giuseppe Systems and Control Computer Science and Game Theory Optimization and Control We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected pseudo-gradient descent and (ii) a tracking mechanism to locally reconstruct the aggregative variable. To handle coupling constraints arising in generalized settings, we propose another distributed algorithm based on (i) a recently emerged augmented primal-dual scheme and (ii) two tracking mechanisms to reconstruct, for each agent, both the aggregative variable and the coupling constraint satisfaction. Leveraging tools from singular perturbations analysis, we prove linear convergence to the Nash equilibrium for both schemes. Finally, we run extensive numerical simulations to confirm the effectiveness of our methods and compare them with state-of-the-art distributed equilibrium-seeking algorithms. |
| title | Tracking-based distributed equilibrium seeking for aggregative games |
| topic | Systems and Control Computer Science and Game Theory Optimization and Control |
| url | https://arxiv.org/abs/2210.14547 |