Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation

DOI10.1007/s10107-010-0386-2zbMath1237.91021MaRDI QIDQ2429460

Masao Fukushima, Christian Kanzow, Anna von Heusinger

Publication date: 27 April 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-010-0386-2

zbMATH Keywords

generalized Nash equilibrium problem; normalized equilibrium; nonsmooth Newton method; constant rank constraint qualification; computable generalized Jacobian; fixed point characterization; local superlinear/quadratic convergence

Mathematics Subject Classification ID

91A10: Noncooperative games

90C30: Nonlinear programming

49M15: Newton-type methods

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)