3 papers
eess.SY2022
Optimal selection and tracking of generalized Nash equilibria in monotone games
Emilio Benenati, Wicak Ananduta, Sergio Grammatico
A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium wi…
math.OC2021
The distributed dual ascent algorithm is robust to asynchrony
Mattia Bianchi, Wicak Ananduta, Sergio Grammatico
The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constr…
math.OC2020
Accelerated Multi-Agent Optimization Method over Stochastic Networks
Wicak Ananduta, Carlos Ocampo-Martinez, Angelia Nedić
We propose a distributed method to solve a multi-agent optimization problem with strongly convex cost function and equality coupling constraints. The method is based on Nesterov's…