Gap function approach to the generalized Nash equilibrium problem

DOI10.1007/S10957-009-9614-4MaRDI QIDQ965056zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 21 April 2010

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-009-9614-4

zbMATH Keywords

quasivariational inequalitiesgeneralized Nash equilibrium problemsregularized gap functions

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) (n)-person games, (n>2) (91A06)

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Cites work

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Cited in

(35)

• Improved error bound and a hybrid method for generalized Nash equilibrium problems
• Gap functions and error bounds for quasi variational inequalities
• Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaidô-Isoda function
• A generalized Nash equilibrium model of market coupling in the European power system
• A new class of hybrid extragradient algorithms for solving quasi-equilibrium problems
• A barrier function method for generalized Nash equilibrium problems
• On the computation of all solutions of jointly convex generalized Nash equilibrium problems
• An improved two-step method for solving generalized Nash equilibrium problems
• The noncooperative transportation problem and linear generalized Nash games
• On solving generalized Nash equilibrium problems via optimization
• Interior point methods for equilibrium problems
• The cone condition and nonsmoothness in linear generalized Nash games
• Merit functions for absolute value variational inequalities
• Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets
• On a smooth dual gap function for a class of player convex generalized Nash equilibrium problems
• An exact penalty approach and conjugate duality for generalized Nash equilibrium problems with coupling and shared constraints
• Perfectly competitive capacity expansion games with risk-averse participants
• Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems
• Non-cooperative games with minmax objectives
• Solving linear generalized Nash equilibrium problems numerically
• Perturbation approach to generalized Nash equilibrium problems with shared constraints
• A new error bound result for generalized Nash equilibrium problems and its algorithmic application
• On error bounds and Newton-type methods for generalized Nash equilibrium problems
• Partial penalization for the solution of generalized Nash equilibrium problems
• Global optimization from concave minimization to concave mixed variational inequality
• The semismooth Newton method for the solution of quasi-variational inequalities
• Generalized Nash equilibrium problem based on Malfatti's problem
• A globalized Newton method for the computation of normalized Nash equilibria
• Clarke directional derivatives of regularized gap functions for nonsmooth quasi-variational inequalities
• Solving quasi-variational inequalities via their KKT conditions
• Expected residual minimization method for a class of stochastic quasivariational inequality problems
• On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method
• A jointly constrained bilinear programming method for solving generalized Cournot-Pareto models
• An alternative extragradient projection method for quasi-equilibrium problems
• Gap functions for quasi-equilibria

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