Problem
Research questions and friction points this paper is trying to address.
multi-cluster aggregative games
Nash equilibrium
non-Euclidean setting
Gradient-extrapolation-based distributed mirror descent algorithm for multi-cluster aggregative games
🤖 AI Summary
研究多集群聚合博弈中合作与竞争共存的问题，提出基于梯度外推的分布式镜像下降算法以寻找纳什均衡。
📝 Abstract
This paper studies a class of multi-cluster aggregative games characterized by the coexistence of cooperation and competition, where each agent's cost function depends on its own strategy and the aggregate of all agents' strategies. To address the Nash equilibrium seeking problem for such games in the non-Euclidean setting, a distributed mirror descent algorithm with gradient extrapolation is proposed over time-varying intra-cluster and inter-cluster networks. The mirror descent framework employs a general Bregman divergence as the distance measure, providing greater flexibility than Euclidean-based methods, while gradient extrapolation exploits historical gradient information to improve convergence performance. Under the restricted strong monotonicity characterized by the Bregman divergence, the convergence of the proposed algorithm is established, and it achieves the $\mathcal{O}(1/k)$ convergence rate with the appropriately selected step-size and parameters. Finally, the effectiveness of the proposed algorithm is verified by an example on the demand response of energy systems.
Innovation
Methods, ideas, or system contributions that make the work stand out.
Gradient Extrapolation
Distributed Mirror Descent
Bregman Divergence
Multi-Cluster Aggregative Games
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