Is IPOPT able to solve distributed optimization to find Nash Equilibrium?
\forall i \in N
min_{u_i} J^i (s, u_i,u_{-i})
s.t. h^i(s, u_i,u_{-i}) \leq 0
where J^i and u_i is cost function and input of agent i (i=1,...,N), s is shared state and u_{-i} is the others input. h^i is possible inequality constraints.
please share some efficient algorithm for solving this distributed NLP. (I want to use it in MPC)