On a smooth dual gap function for a class of player convex generalized Nash equilibrium problems (Q493045): Difference between revisions

A class of generalized Nash equilibrium problems is considered. Unlike the usually non-smooth reformulation of the problem using the regularized Nikaido-Isoda-function, which is known from the literature, the authors propose another approach leading under suitable conditions to a reformulation, which is the difference of two convex functions. Such reformulation makes it possible to apply the duality theory by I. Singer and T. J. Toland and to obtain a dual formulation of the problem. In this way, one obtains an unconstrained continuously differentiable reformulation of the generalized Nash equilibrium problem. It is shown that the gradient of the corresponding unconstrained objective function is piecewise smooth. Illustrative numerical examples are presented in the concluding part of the paper.