ALGAMES: A Fast Solver for Constrained Dynamic Games

Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory optimization problems with multiple actors and general nonlinear state and input constraints. Its novelty resides in satisfying the first order optimality conditions with a quasi-Newton root-finding algorithm and rigorously enforcing constraints using an augmented Lagrangian formulation. We evaluate our solver in the context of autonomous driving on scenarios with a strong level of interactions between the vehicles. We assess the robustness of the solver using Monte Carlo simulations. It is able to reliably solve complex problems like ramp merging with three vehicles three times faster than a state-of-the-art DDP-based approach. A model predictive control (MPC) implementation of the algorithm demonstrates real-time performance on complex autonomous driving scenarios with an update frequency higher than 60 Hz.Comment: 10 pages, 8 figures, submitted to Robotics: Science and Systems Conference (RSS) 202

BM3D Frames and Variational Image Deblurring

A family of the Block Matching 3-D (BM3D) algorithms for various imaging problems has been recently proposed within the framework of nonlocal patch-wise image modeling [1], [2]. In this paper we construct analysis and synthesis frames, formalizing the BM3D image modeling and use these frames to develop novel iterative deblurring algorithms. We consider two different formulations of the deblurring problem: one given by minimization of the single objective function and another based on the Nash equilibrium balance of two objective functions. The latter results in an algorithm where the denoising and deblurring operations are decoupled. The convergence of the developed algorithms is proved. Simulation experiments show that the decoupled algorithm derived from the Nash equilibrium formulation demonstrates the best numerical and visual results and shows superiority with respect to the state of the art in the field, confirming a valuable potential of BM3D-frames as an advanced image modeling tool.Comment: Submitted to IEEE Transactions on Image Processing on May 18, 2011. implementation of the proposed algorithm is available as part of the BM3D package at http://www.cs.tut.fi/~foi/GCF-BM3

Randomized Lagrangian Stochastic Approximation for Large-Scale Constrained Stochastic Nash Games

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend on the strategies of other players, allowing for capturing a subclass of generalized Nash equilibrium problems (GNEP). While there is limited work that provide guarantees for this class of stochastic GNEPs, even when the functional constraints of the players are independent of each other, the majority of the existing methods rely on employing projected stochastic approximation (SA) methods. However, the projected SA methods perform poorly when the constraint set is afflicted by the presence of a large number of possibly nonlinear functional inequalities. Motivated by the absence of performance guarantees for computing the Nash equilibrium in constrained stochastic monotone Nash games, we develop a single timescale randomized Lagrangian multiplier stochastic approximation method where in the primal space, we employ an SA scheme, and in the dual space, we employ a randomized block-coordinate scheme where only a randomly selected Lagrangian multiplier is updated. We show that our method achieves a convergence rate of $\mathcal{O}\left(\frac{\log(k)}{\sqrt{k}}\right)$ for suitably defined suboptimality and infeasibility metrics in a mean sense.Comment: The result of this paper has been presented at International Conference on Continuous Optimization (ICCOPT) 2022 and East Coast Optimization Meeting (ECOM) 202