论文标题
线性收敛分布式NASH平衡寻求压缩
Linear Convergent Distributed Nash Equilibrium Seeking with Compression
论文作者
论文摘要
信息压缩技术主要用于解决降低与点对点链接的沟通成本的关注。在本文中,我们研究了分布式的NASH均衡(NE),在一类不合作游戏中寻求问题,并在有针对性的图形上进行信息压缩。为了提高沟通效率,提出了一种压缩分布式NE寻求(C-DNES)算法来获得游戏的NE,其中决策向量及其估计值之间的差异被压缩。所提出的算法与一般的压缩操作员兼容,包括无偏和有偏的压缩机。此外,与依赖于平衡性或特定全局网络参数的过去作品相比,我们的方法仅要求有向图的邻接矩阵是行为的。结果表明,C-DNES不仅继承了常规分布式NE算法的优势,从而实现了具有强大单调映射的游戏的线性收敛率,而且还可以节省传播位的通信成本。最后,数值模拟说明了C-DNES在不同压缩机下通过数量级节省通信成本的优势。
Information compression techniques are majorly employed to address the concern of reducing communication cost over peer-to-peer links. In this paper, we investigate distributed Nash equilibrium (NE) seeking problems in a class of non-cooperative games over directed graphs with information compression. To improve communication efficiency, a compressed distributed NE seeking (C-DNES) algorithm is proposed to obtain a NE for games, where the differences between decision vectors and their estimates are compressed. The proposed algorithm is compatible with a general class of compression operators, including both unbiased and biased compressors. Moreover, our approach only requires the adjacency matrix of the directed graph to be row-stochastic, in contrast to past works that relied on balancedness or specific global network parameters. It is shown that C-DNES not only inherits the advantages of conventional distributed NE algorithms, achieving linear convergence rate for games with restricted strongly monotone mappings, but also saves communication costs in terms of transmitted bits. Finally, numerical simulations illustrate the advantages of C-DNES in saving communication cost by an order of magnitude under different compressors.