Continuous-Time Damping-Based Mirror Descent for a Class of Non-Convex Multi-Player Games with Coupling Constraints

We study the computation of the global generalized Nash equilibrium (GNE) for a class of non-convex multi-player games, where players' actions are subject to both local and coupling constraints. Due to the non-convex payoff functions, we employ canonical duality to reformulate the setting as a complementary problem. Under given conditions, we reveal the relation between the stationary point and the global GNE. According to the convex-concave properties within the complementary function, we propose a continuous-time mirror descent to compute GNE by generating functions in the Bregman divergence and the damping-based design. Then, we devise several Lyapunov functions to prove that the trajectory along the dynamics is bounded and convergent.