Semi-Decentralized Generalized Nash Equilibrium Seeking in Monotone Aggregative Games

被引:18
|
作者
Belgioioso, Giuseppe [1 ]
Grammatico, Sergio [2 ]
机构
[1] ETH, Automatic Control Lab, Swiss Fed Inst Technol, CH-8092 Zurich, Switzerland
[2] Delft Univ Technol, Delft Ctr Syst & Control, NL-2628CD Delft, Netherlands
关键词
Distributed algorithms; multi-agent systems; optimization methods; scalability; DISTRIBUTED ENERGY GENERATION; DEMAND-SIDE MANAGEMENT; ALGORITHM; COORDINATION; COMPUTATION; STORAGE;
D O I
10.1109/TAC.2021.3135360
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
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.
引用
收藏
页码:140 / 155
页数:16
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