You shouldn’t put modules in plain Python lists, as it won’t register these modules and their parameters properly. Instead use nn.ModuleList and add your submodules there.
Once this is done, pass the parameters to the optimizer via torch.optim.SGD(Auction.parameters(), ...).
Also, these lines of code shouldn’t have any effect:
        for i in range(numUser):
            nn.Parameter(self.monoNets[i].getVars())