Recent machine learning research has increasingly focused on equilibrium analysis in non-cooperative games rather than solely on optimal solutions. Many such problems involve shared constraints and can be formulated as Generalized Nash Equilibrium Problems (GNEPs). For strongly monotone games, existing methods compute consensus-based variational GNEs (v-GNEs) by exchanging Lagrange multipliers. We propose a fully distributed continuous-time algorithm for shared linear equality constraints that converges without multiplier exchange and reaches any GNE, reducing communication overhead and improving privacy. Discrete-time schemes are also provided, and the method is validated on a multi-robot placement task.
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zv+←PZv{zv−τv⋅[
∇zvfv(zv,z−v)
+λv⊤∇zvgv(zv,z−v)]}.
Algorithm 3 Forward-Backward for Each Agent v
Fig. 1: Multi-robot placement with 12 robots and 4 tasks. Circles denote robots v , rectangles their anchor points Av , and dotted boxes local constraint regions. Yellow stars cj mark task locations. Arrows indicate assignments ( v∈Nj , j∈Mv ), forming a bipartite robot–task structure.
Fig. 2: Converging trajectories from six random initializations (seeds 0–5). “x” marks the corresponding convergence points, all of which are GNEs.
Fig. 3: Comparison of Algorithm 3 (forward–backward discretization) with consensus-based approaches from [ 16 ] . Both are initialized at zero with learning rate 0.01 , converging to a v-GNE.