Abstract:
We consider the problem of solving a quadratic potential game with single quadratic constraints, under no monotonicity condition of the game, nor convexity in any of the ...Show MoreMetadata
Abstract:
We consider the problem of solving a quadratic potential game with single quadratic constraints, under no monotonicity condition of the game, nor convexity in any of the player's problem. We show existence of Nash equilibria (NE) in the game, and propose a framework to calculate Pareto efficient solutions. Regarding the corresponding non-convex potential function, we show that strong duality holds with its corresponding dual problem, give existence results of solutions and present conditions for global optimality. Finally, we propose a centralized method to solve the potential problem, and a distributed version for compact constraints. We also present simulations showing convergence behavior of the proposed distributed algorithm.
Published in: 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Date of Conference: 20-25 March 2016
Date Added to IEEE Xplore: 19 May 2016
ISBN Information:
Electronic ISSN: 2379-190X