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

10/30/2019

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by   Barbara Franci, et al.

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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.