Partial penalization for the solution of generalized Nash equilibrium problems (Q539499): Difference between revisions
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Property / author: Francisco Facchinei / rank | |||
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In the paper, the authors consider the class of constrained non-cooperative game problems where players have usual strategy sets and coupled nonlinear constraints. The problem is known as the generalized Nash equilibrium one. The authors suggest the exact penalty approach with respect to the coupled constraints and give sufficient and necessary conditions of optimality via such penalties. In order to solve the penalized problem, they propose its further regularization which is more suitable for iterative methods. | |||
Property / review text: In the paper, the authors consider the class of constrained non-cooperative game problems where players have usual strategy sets and coupled nonlinear constraints. The problem is known as the generalized Nash equilibrium one. The authors suggest the exact penalty approach with respect to the coupled constraints and give sufficient and necessary conditions of optimality via such penalties. In order to solve the penalized problem, they propose its further regularization which is more suitable for iterative methods. / rank | |||
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Property / reviewed by: Igor V. Konnov / rank | |||
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Property / Mathematics Subject Classification ID: 91A10 / rank | |||
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Property / Mathematics Subject Classification ID: 90C33 / rank | |||
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Property / Mathematics Subject Classification ID: 65K15 / rank | |||
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Property / Mathematics Subject Classification ID: 65J20 / rank | |||
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Property / zbMATH DE Number: 5900881 / rank | |||
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generalized Nash equilibrium problem | |||
Property / zbMATH Keywords: generalized Nash equilibrium problem / rank | |||
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penalty method | |||
Property / zbMATH Keywords: penalty method / rank | |||
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reformulation | |||
Property / zbMATH Keywords: reformulation / rank | |||
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regularization | |||
Property / zbMATH Keywords: regularization / rank | |||
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Revision as of 10:51, 1 July 2023
scientific article
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English | Partial penalization for the solution of generalized Nash equilibrium problems |
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Partial penalization for the solution of generalized Nash equilibrium problems (English)
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30 May 2011
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In the paper, the authors consider the class of constrained non-cooperative game problems where players have usual strategy sets and coupled nonlinear constraints. The problem is known as the generalized Nash equilibrium one. The authors suggest the exact penalty approach with respect to the coupled constraints and give sufficient and necessary conditions of optimality via such penalties. In order to solve the penalized problem, they propose its further regularization which is more suitable for iterative methods.
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generalized Nash equilibrium problem
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penalty method
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reformulation
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regularization
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