A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties

DOI10.1007/S10589-017-9960-3zbMATH Open1390.90515OpenAlexW2765091070MaRDI QIDQ1744902FDOQ1744902

Authors: Leonardo Galli, Christian Kanzow, Marco Sciandrone

Publication date: 20 April 2018

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-017-9960-3

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zbMATH Keywords

global convergence trust-region algorithm quasi-variational inequalities generalized Nash equilibrium problem local superlinear convergence nonmonotone strategy

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

Cites Work

STRSCNE: a scaled trust-region solver for constrained nonlinear equations
QVILIB: A library of quasi-variational inequality test problems
Benchmarking optimization software with performance profiles.
Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
Generalized Nash equilibrium problems
On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions
Title not available (Why is that?)
Projected gradient methods for linearly constrained problems
Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
Title not available (Why is that?)
Solving quasi-variational inequalities via their KKT conditions
On the solution of the KKT conditions of generalized Nash equilibrium problems
On the inexactness level of robust Levenberg-Marquardt methods
On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
The semismooth Newton method for the solution of quasi-variational inequalities
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
Active-set projected trust-region algorithm for box-constrained nonsmooth equations
An affine scaling trust-region approach to bound-constrained nonlinear systems

Cited In (4)

Nonsingularity and stationarity results for quasi-variational inequalities
Improved nonmonotone adaptive trust-region method to solve generalized Nash equilibrium problems
A unified convergence framework for nonmonotone inexact decomposition methods
A trust region algorithm for Nash equilibrium problems

Uses Software

STRSCNE
levmar
QVILIB

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