论文标题
可替代的二线编程用于stackelberg拥塞游戏
Differentiable Bilevel Programming for Stackelberg Congestion Games
论文作者
论文摘要
在一场Stackelberg拥堵游戏(SCG)中,领导者的目标是通过预测和操纵追随者通过玩拥堵游戏定居的平衡状态来最大程度地提高自己的收益。大规模SCG通常以双重程序为例,以其顽固性和复杂性而闻名。在这里,我们试图通过将传统方法与机器学习中最新的可区分编程技术结合在一起来应对这一计算挑战。核心思想集中在替换低级平衡问题的中心,其通过模仿logit动态(ILD)定义的平滑进化轨迹,我们证明,在轻度条件下,我们证明这会融合到拥塞游戏的平衡。在理论基础的基础上,我们为SCGS提出了两种新的本地搜索算法。第一个是一种梯度下降算法,该算法通过通过可区分的编程传输ILD来获得衍生物。由于ILD的平稳性,该算法有望既有效率又可扩展性。第二种算法通过缩短追随者的进化轨迹来增加启发式转折。从行为上讲,这意味着,领导者并没有预见到追随者在均衡时的最佳反应,而是试图通过仅查看有限数量的步骤来近似响应。我们的数值实验是在经典SCG应用的各种实例上进行的,从玩具基准测试到大型现实世界的示例。结果表明,与我们的研究中包括的许多现有企业相比,所提出的算法是可靠且可扩展的本地求解器,其规律性更高,计算工作较少。
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.