A Collaborative Neurodynamic Optimization Approach to Distributed Nash-Equilibrium Seeking in Multicluster Games With Nonconvex Functions.

Abstract

In this article, we propose a collaborative neurodynamic optimization (CNO) method for the distributed seeking of generalized Nash equilibriums (GNEs) in multicluster games with nonconvex functions. Based on an augmented Lagrangian function, we develop a projection neural network for the local search of GNEs, and its convergence to a local GNE is proven. We formulate a global optimization problem to which a global optimal solution is a high-quality local GNE, and we adopt a CNO approach consisting of multiple recurrent neural networks for scattering searches and a metaheuristic rule for reinitializing states. We elaborate on an example of a price-bidding problem in an electricity market to demonstrate the viability of the proposed approach.