A branch-and-bound algorithm for nonconvex Nash equilibrium problems

DOI10.1137/23M1548189MaRDI QIDQ6622755zbMATH OpenFDO

Authors Peter Kirst, Stefan Schwarze, Oliver Stein

Publication date 22 October 2024

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1548189

zbMATH Keywords

nonconvexNash equilibrium problemsspatial branch-and-boundcomplete solution set\(\varepsilon\)-Nash equilibrium problem

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Algorithmic game theory and complexity (91A68)

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Cited in

(3)

• Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming
• A branch-and-prune algorithm for discrete Nash equilibrium problems
• The improvement function reformulation for graphs of minimal point mappings

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