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arXiv · 1910.13903

Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking

Barbara Franci·Mathias Staudigl·Sergio Grammatico
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Abstract

We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the pseudo-gradient mapping of the game to be cocoercive, follows from the forward-backward-half-forward operator splitting. Finally, we compare them with the distributed, preconditioned, forward-backward algorithm via numerical experiments.

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Barbara Franci, Mathias Staudigl, Sergio Grammatico. 2019-10-30. Distributed forward-backward (half) forward algorithms for generalized Nash equilibrium seeking. https://arxiv.org/abs/1910.13903

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