Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems

被引:0
|
作者
Fabiani, Filippo [1 ,2 ]
Franci, Barbara [3 ]
Sagratella, Simone [4 ]
Schmidt, Martin [5 ]
Staudigl, Mathias [3 ]
机构
[1] Univ Oxford, Dept Engn Sci, Oxford OX1 3PJ, England
[2] IMT Sch Adv Studies Lucca, Piazza San Francesco 19, I-55100 Lucca, Italy
[3] Maastricht Univ, Dept Adv Comp Sci, NL-6200 MD Maastricht, Netherlands
[4] Sapienza Univ Rome, Dept Comp Control & Management Engn Antonio Ruber, I-00185 Rome, Italy
[5] Trier Univ, Dept Math, Univ Ring 15, D-54296 Trier, Germany
基金
“创新英国”项目;
关键词
POTENTIAL GAMES;
D O I
10.1109/CDC51059.2022.9993250
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update through iterations by choosing an exact optimal strategy; ii) the game admits an exact potential and the agents adopt approximated optimal responses. By exploiting the properties of integer-compatible regularization functions used as penalty terms, we show that both algorithms converge to either an exact or an epsilon-approximate equilibrium. We corroborate our findings on a numerical instance of a Cournot oligopoly model.
引用
收藏
页码:4137 / 4142
页数:6
相关论文
共 50 条
  • [1] Generalized Nash Equilibrium Problems with Mixed-Integer Variables
    Hark, Tobias
    Schwarz, Julian
    WEB AND INTERNET ECONOMICS, WINE 2021, 2022, 13112 : 552 - 552
  • [2] Generalized Nash equilibrium problems with mixed-integer variables
    Harks, Tobias
    Schwarz, Julian
    MATHEMATICAL PROGRAMMING, 2025, 209 (1-2) : 231 - 277
  • [3] ITERATIVE ALGORITHMS FOR EQUILIBRIUM PROBLEMS BASED ON PROXIMAL-LIKE METHODS
    Bao, J. F.
    Fang, D. H.
    Li, C.
    JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2014, 15 (01) : 89 - 104
  • [4] Equilibrium programming using proximal-like algorithms
    Flam, SD
    Antipin, AS
    MATHEMATICAL PROGRAMMING, 1997, 78 (01) : 29 - 41
  • [5] On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
    Sagratella, Simone
    OPTIMIZATION, 2019, 68 (01) : 197 - 226
  • [6] Proximal algorithms for a class of mixed equilibrium problems
    Song, Yisheng
    Zhang, Qingnian
    FIXED POINT THEORY AND APPLICATIONS, 2012,
  • [7] Proximal algorithms for a class of mixed equilibrium problems
    Yisheng Song
    Qingnian Zhang
    Fixed Point Theory and Applications, 2012
  • [8] Modified proximal-like extragradient methods for two classes of equilibrium problems in Hilbert spaces with applications
    Rehman, Habib ur
    Kumam, Poom
    Argyros, Ioannis K.
    Alreshidi, Nasser Aedh
    Computational and Applied Mathematics, 2021, 40 (02)
  • [9] Convergence of proximal-like algorithms
    Teboulle, M
    SIAM JOURNAL ON OPTIMIZATION, 1997, 7 (04) : 1069 - 1083
  • [10] Modified proximal-like extragradient methods for two classes of equilibrium problems in Hilbert spaces with applications
    Habib ur Rehman
    Poom Kumam
    Ioannis K. Argyros
    Nasser Aedh Alreshidi
    Computational and Applied Mathematics, 2021, 40