We consider generalized potential games, that constitute a fundamental subclass of generalized Nash equilibrium problems. We propose different methods to compute solutions of generalized potential games with mixed-integer variables, i.e., games in which some variables are continuous while the others are discrete. We investigate which types of equilibria of the game can be computed by minimizing a potential function over the common feasible set. In particular, for a wide class of generalized potential games, we characterize those equilibria that can be computed by minimizing potential functions as Pareto solutions of a particular multi-objective problem, and we show how different potential functions can be used to select equilibria. We propose a new Gauss–Southwell algorithm to compute approximate equilibria of any generalized potential game with mixed-integer variables. We show that this method converges in a finite number of steps and we also give an upper bound on this number of steps. Moreover, we make a thorough analysis on the behaviour of approximate equilibria with respect to exact ones. Finally, we make many numerical experiments to show the viability of the proposed approaches.

Algorithms for generalized potential games with mixed-integer variables / Sagratella, Simone. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - STAMPA. - 68:3(2017), pp. 689-717. [10.1007/s10589-017-9927-4]

Algorithms for generalized potential games with mixed-integer variables

Sagratella, Simone
2017

Abstract

We consider generalized potential games, that constitute a fundamental subclass of generalized Nash equilibrium problems. We propose different methods to compute solutions of generalized potential games with mixed-integer variables, i.e., games in which some variables are continuous while the others are discrete. We investigate which types of equilibria of the game can be computed by minimizing a potential function over the common feasible set. In particular, for a wide class of generalized potential games, we characterize those equilibria that can be computed by minimizing potential functions as Pareto solutions of a particular multi-objective problem, and we show how different potential functions can be used to select equilibria. We propose a new Gauss–Southwell algorithm to compute approximate equilibria of any generalized potential game with mixed-integer variables. We show that this method converges in a finite number of steps and we also give an upper bound on this number of steps. Moreover, we make a thorough analysis on the behaviour of approximate equilibria with respect to exact ones. Finally, we make many numerical experiments to show the viability of the proposed approaches.
2017
Generalized Nash equilibrium problem; Generalized potential game; Mixed-integer nonlinear problem; Parametric optimization; Control and Optimization; Computational Mathematics; Applied Mathematics
01 Pubblicazione su rivista::01a Articolo in rivista
Algorithms for generalized potential games with mixed-integer variables / Sagratella, Simone. - In: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS. - ISSN 0926-6003. - STAMPA. - 68:3(2017), pp. 689-717. [10.1007/s10589-017-9927-4]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1118571
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