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arXiv 2209.07618cs.GTcs.AIcs.MAcs.SYeess.SY
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面向Stackelberg拥堵博弈的可微双层规划

Differentiable Bilevel Programming for Stackelberg Congestion Games

Northwestern University(西北大学)

Jiayang Li, Jing Yu, Qianni Wang, Boyi Liu, Zhaoran Wang, Yu Marco Nie

AI总结:

针对大规模Stackelberg拥堵博弈的计算难题,提出基于模仿logit动力学与可微编程的两种局部搜索算法,兼具效率、可扩展性与解质量。

摘要:

在Stackelberg拥堵博弈(SCG)中,领导者通过预判并操控追随者们在拥堵博弈中达到的均衡状态,以实现自身收益最大化。大规模SCG通常被建模为双层规划问题,其难处理性与复杂性是众所周知的。本文尝试结合传统方法与机器学习领域最新的可微编程技术,以应对这一计算挑战。核心思路是用由模仿logit动力学(ILD)定义的平滑演化轨迹,替代下层均衡问题;我们证明在温和条件下,该轨迹收敛于拥堵博弈的均衡。基于这一理论基础,我们提出两种针对SCG的新型局部搜索算法。第一种是梯度下降算法,通过可微编程展开ILD来获取导数。得益于ILD的平滑性,该算法兼具效率与可扩展性。第二种算法加入了启发式改进,会截断追随者的演化轨迹。从行为层面看,这意味着领导者并非预判追随者在均衡处的最优响应,而是仅通过前瞻有限步数来近似该响应。我们在多种经典SCG应用实例上开展了数值实验,实例范围涵盖小型基准测试到大规模真实场景。结果表明,所提出的算法是可靠且可扩展的局部求解器,与研究中纳入的多种现有方法相比,能以更稳定的表现和显著更低的计算开销输出高质量解。

英文摘要:

In a Stackelberg congestion game (SCG), a leader aims to maximize their own gain by anticipating and manipulating the equilibrium state at which the followers settle by playing a congestion game. Often formulated as bilevel programs, large-scale SCGs are well known for their intractability and complexity. Here, we attempt to tackle this computational challenge by marrying traditional methodologies with the latest differentiable programming techniques in machine learning. The core idea centers on replacing the lower-level equilibrium problem with a smooth evolution trajectory defined by the imitative logit dynamic (ILD), which we prove converges to the equilibrium of the congestion game under mild conditions. Building upon this theoretical foundation, we propose two new local search algorithms for SCGs. The first is a gradient descent algorithm that obtains the derivatives by unrolling ILD via differentiable programming. Thanks to the smoothness of ILD, the algorithm promises both efficiency and scalability. The second algorithm adds a heuristic twist by cutting short the followers' evolution trajectory. Behaviorally, this means that, instead of anticipating the followers' best response at equilibrium, the leader seeks to approximate that response by only looking ahead a limited number of steps. Our numerical experiments are carried out over various instances of classic SCG applications, ranging from toy benchmarks to large-scale real-world examples. The results show the proposed algorithms are reliable and scalable local solvers that deliver high-quality solutions with greater regularity and significantly less computational effort compared to the many incumbents included in our study.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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