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