A globalized Newton method for the computation of normalized Nash equilibria

DOI10.1007/s10898-011-9824-9zbMath1273.91026MaRDI QIDQ2392752

Masao Fukushima, Christian Kanzow, Axel Dreves, Anna von Heusinger

Publication date: 2 August 2013

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9824-9

zbMATH Keywords

global convergence; superlinear convergence; generalized Nash equilibrium problem; nonsmooth Newton method; regularized Nikaido-Isoda function

Mathematics Subject Classification ID

91A10: Noncooperative games

65H20: Global methods, including homotopy approaches to the numerical solution of nonlinear equations

91-08: Computational methods for problems pertaining to game theory, economics, and finance

Uses Software

• GQTPAR