Partial penalization for the solution of generalized Nash equilibrium problems (Q539499): Difference between revisions

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.