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

DOI10.1007/S10589-017-9960-3MaRDI QIDQ1744902zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

global convergencetrust-region algorithmquasi-variational inequalitiesgeneralized Nash equilibrium problemlocal superlinear convergencenonmonotone strategy

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1694914 (Why is no real title available?)
• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• A new error bound result for generalized Nash equilibrium problems and its algorithmic application
• Active-set projected trust-region algorithm for box-constrained nonsmooth equations
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
• Benchmarking optimization software with performance profiles.
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• Generalized Nash equilibrium problems
• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints
• On error bounds and Newton-type methods for generalized Nash equilibrium problems
• On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions
• On the inexactness level of robust Levenberg-Marquardt methods
• On the quadratic convergence of the Levenberg-Marquardt method without nonsingularity assumption
• On the solution of the KKT conditions of generalized Nash equilibrium problems
• Projected gradient methods for linearly constrained problems
• QVILIB: A library of quasi-variational inequality test problems
• STRSCNE: a scaled trust-region solver for constrained nonlinear equations
• Solving quasi-variational inequalities via their KKT conditions
• The semismooth Newton method for the solution of quasi-variational inequalities

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

Describes a project that uses

Uses Software

• QVILIB
• levmar
• STRSCNE

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