Constrained multi-cluster game: Distributed Nash equilibrium seeking over directed graphs

Abstract: Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this setup, the existing literature lacks comprehensive gradient-based solutions that simultaneously consider constraint sets and directed communication networks, both of which are crucial for many practical applications. To address this gap, this paper proposes a distributed Nash equilibrium seeking algorithm that integrates consensus-based methods and gradient-tracking techniques, where inter-cluster and intra-cluster communications only use row- and column-stochastic weight matrices, respectively. To handle constraints, we introduce an averaging procedure, which can effectively address the complications associated with projections. In turn, we can show linear convergence of our algorithm, focusing on the contraction property of the optimality gap. We demonstrate the efficacy of the proposed algorithm through a microgrid energy management application.