Single-Timescale Distributed GNE Seeking for Aggregative Games Over Networks via Forward–Backward Operator Splitting

Abstract

We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighboring agents. We propose a single-layer distributed algorithm that reaches a variational generalized Nash equilibrium, under constant step sizes. The algorithm works on a single timescale, i.e., it does not require multiple communication rounds between agents before updating their action. The convergence proof leverages an invariance property of the aggregate estimates and relies on a forward-backward splitting for two preconditioned operators and their restricted (strong) monotonicity properties on the consensus subspace.

Topics & Concepts