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

03/28/2018
by   Giuseppe Belgioioso, et al.
0

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.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset
Success!
Error Icon An error occurred

Sign in with Google

×

Use your Google Account to sign in to DeepAI

×

Consider DeepAI Pro