Algorithms for generalized potential games with mixed-integer variables

作者：Sagratella Simone^*

来源：Computational Optimization and Applications, 2017, 68(3): 689-717.

DOI：10.1007/s10589-017-9927-4

• Generalized Nash equilibrium problem
• Generalized potential game
• Mixed-integer nonlinear problem
• Parametric optimization

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.

• 出版日期2017-12