Alternating Inertial and Overrelaxed Algorithms for Distributed Generalized Nash Equilibrium Seeking in Multi-Player Games

Abstract

This paper investigates the distributed computation issue of generalized Nash equilibrium (GNE) in a multi-player game with shared coupling constraints. Two kinds of relatively fast distributed algorithms are constructed with alternating inertia and overrelaxation in the partial-decision information setting. We prove their convergence to GNE with fixed step-sizes by resorting to the operator splitting technique under the assumptions of Lipschitz continuity of the extended pseudo-gradient mappings. Finally, one numerical simulation is given to illustrate the efficiency and performance of the algorithm.