In this paper, the problem of finding a Nash equilibrium of a multi-playergame is considered. The players are only aware of their own cost functions aswell as the action space of all players. We develop a relatively fast algorithmwithin the framework of inexact-ADMM. It requires a communication graph for theinformation exchange between the players as well as a few mild assumptions oncost functions. The convergence proof of the algorithm to a Nash equilibrium ofthe game is then provided. Moreover, the convergence rate is investigated viasimulations.
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