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Distributed Generalized Nash Equilibria Seeking Algorithms Involving Synchronous and Asynchronous Schemes
- Publication Year :
- 2024
-
Abstract
- This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce a new local edge-based equilibrium condition and develop a distributed primal-dual proximal algorithm with full information. Considering challenges when communication delays occur, we devise an asynchronous distributed algorithm to seek a generalized Nash equilibrium. This asynchronous scheme arbitrarily activates one player to start new computations independently at different iteration instants, which means that the picked player can use the involved out-dated information from itself and its neighbors to perform new updates. A distinctive attribute is that the proposed algorithms enable the derivation of new distributed forward-backward-like extensions. In theoretical aspect, we provide explicit conditions on algorithm parameters, for instance, the step-sizes to establish a sublinear convergence rate for the proposed synchronous algorithm. Moreover, the asynchronous algorithm guarantees almost sure convergence in expectation under the same step-size conditions and some standard assumptions. An interesting observation is that our analysis approach improves the convergence rate of prior synchronous distributed forward-backward-based algorithms. Finally, the viability and performance of the proposed algorithms are demonstrated by numerical studies on the networked Cournot competition.<br />Comment: 13 pages, 2 figures
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2402.03669
- Document Type :
- Working Paper