An asynchronous, forward-backward, distributed generalized Nash equilibrium seeking algorithm

In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper "Asynchronous distributed algorithm for seeking generalized Nash equilibria" by Yi and Pavel: we redesign the asynchronous update rule using auxiliary variables over the nodes rather than over the edges. This key modification renders the algorithm scalable for highly interconnected games. The derived asynchronous algorithm is robust against delays in the communication and it eliminates the idle times between computations, hence modeling a more realistic interaction between players with different update frequencies. We address the problem from an operator-theoretic perspective and design the algorithm via a preconditioned forward-backward splitting. Finally, we numerically simulate the algorithm for the Cournot competition in networked markets.Comment: Submitted to European Control Conference 2019 (under review

A Theory of Partitioned Global Address Spaces

Partitioned global address space (PGAS) is a parallel programming model for the development of applications on clusters. It provides a global address space partitioned among the cluster nodes, and is supported in programming languages like C, C++, and Fortran by means of APIs. In this paper we provide a formal model for the semantics of single instruction, multiple data programs using PGAS APIs. Our model reflects the main features of popular real-world APIs such as SHMEM, ARMCI, GASNet, GPI, and GASPI. A key feature of PGAS is the support for one-sided communication: a node may directly read and write the memory located at a remote node, without explicit synchronization with the processes running on the remote side. One-sided communication increases performance by decoupling process synchronization from data transfer, but requires the programmer to reason about appropriate synchronizations between reads and writes. As a second contribution, we propose and investigate robustness, a criterion for correct synchronization of PGAS programs. Robustness corresponds to acyclicity of a suitable happens-before relation defined on PGAS computations. The requirement is finer than the classical data race freedom and rules out most false error reports. Our main result is an algorithm for checking robustness of PGAS programs. The algorithm makes use of two insights. Using combinatorial arguments we first show that, if a PGAS program is not robust, then there are computations in a certain normal form that violate happens-before acyclicity. Intuitively, normal-form computations delay remote accesses in an ordered way. We then devise an algorithm that checks for cyclic normal-form computations. Essentially, the algorithm is an emptiness check for a novel automaton model that accepts normal-form computations in streaming fashion. Altogether, we prove the robustness problem is PSpace-complete