1 research outputs found
Generalized Nash Equilibrium Problem by the Alternating Direction Method of Multipliers
In this paper, the problem of finding a generalized Nash equilibrium (GNE) of
a networked game is studied. Players are only able to choose their decisions
from a feasible action set. The feasible set is considered to be a private
linear equality constraint that is coupled through decisions of the other
players. We consider that each player has his own private constraint and it has
not to be shared with the other players. This general case also embodies the
one with shared constraints between players and it can be also simply extended
to the case with inequality constraints. Since the players don't have access to
other players' actions, they need to exchange estimates of others' actions and
a local copy of the Lagrangian multiplier with their neighbors over a connected
communication graph. We develop a relatively fast algorithm by reformulating
the conservative GNE problem within the framework of inexact-ADMM. The
convergence of the algorithm is guaranteed under a few mild assumptions on cost
functions. Finally, the algorithm is simulated for a wireless ad-hoc network.Comment: arXiv admin note: text overlap with arXiv:1612.0041