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arxiv: 1803.10441 · v1 · pith:UEV4WXEWnew · submitted 2018-03-28 · 🧮 math.OC · cs.GT· cs.SY· eess.SY

Projected-gradient algorithms for generalized equilibrium seeking in Aggregative Games are preconditioned Forward-Backward methods

classification 🧮 math.OC cs.GTcs.SYeess.SY
keywords methodsgeneralizedaggregativeforward-backwardgamespreconditionedprojected-gradientequilibrium
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We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in aggregative games are preconditioned forward-backward splitting methods applied to 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 methods. More generally, we provide a unifying operator-theoretic ground to design projected-gradient methods for generalized equilibrium seeking in aggregative games.

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