A penalty method for generalized Nash equilibrium problems

DOI10.3934/JIMO.2012.8.51MaRDI QIDQ2358844zbMATH OpenOpenAlexFDO

Authors Yanhong Yuan, Hongwei Zhang, Liwei Zhang

Publication date 16 June 2017

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/jimo.2012.8.51

zbMATH Keywords

Clarke's generalized Jacobiangeneralized Nash equilibriumpenalty methodsmoothing Newton method

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Computational methods for problems pertaining to game theory, economics, and finance (91-08) (n)-person games, (n>2) (91A06)

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Cites work

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Cited in

(22)

• A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties
• On penalty methods for non monotone equilibrium problems
• Regularized penalty method for general equilibrium problems in Banach spaces
• Improved error bound and a hybrid method for generalized Nash equilibrium problems
• A barrier function method for generalized Nash equilibrium problems
• Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
• Error bounds, metric subregularity and stability in generalized Nash equilibrium problems with nonsmooth payoff functions
• An incremental penalty method for solving the generalized Nash equilibrium problem
• Penalty Methods for the Solution of Generalized Nash Equilibrium Problems
• On the solution of the KKT conditions of generalized Nash equilibrium problems
• An exact penalty method for vector generalized Nash equilibrium problems
• scientific article; zbMATH DE number 1264399 (Why is no real title available?)
• A smoothing Newton method for generalized Nash equilibrium problems with second-order cone constraints
• The multiplier-penalty method for generalized Nash equilibrium problems in Banach spaces
• Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
• A penalty approach for the generalized Nash equilibrium problem
• Decomposable penalty method for generalized game problems with joint constraints
• A decomposition method based on penalization for solving generalized Nash equilibrium problems
• Partial penalization for the solution of generalized Nash equilibrium problems
• Linear and superlinear convergence of a potential reduction algorithm for generalized Nash equilibrium problems
• Restricted generalized Nash equilibria and controlled penalty algorithm
• A new error bound result for generalized Nash equilibrium problems and its algorithmic application

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