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math.OC2024
Primal-dual Accelerated Mirror-Descent Method for Constrained Bilinear Saddle-Point Problems
Weijian Li, Xianlin Zeng, Lacra Pavel
We develop a first-order accelerated algorithm for a class of constrained bilinear saddle-point problems with applications to network systems. The algorithm is a modified time-vary…
math.OC2024
Passivity-based Gradient-Play Dynamics for Distributed Generalized Nash Equilibrium Seeking
Weijian Li, Lacra Pavel
We consider seeking generalized Nash equilibria (GNE) for noncooperative games with coupled nonlinear constraints over networks. We first revisit a well-known gradientplay dynamics…