Improved error bound and a hybrid method for generalized Nash equilibrium problems

DOI10.1007/S10589-014-9699-ZzbMATH Open1367.91012OpenAlexW1990706575MaRDI QIDQ2397823FDOQ2397823

Authors: Axel Dreves 

Publication date: 23 May 2017

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

Full work available at URL: https://doi.org/10.1007/s10589-014-9699-z

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zbMATH Keywords

generalized Nash equilibrium problemlocal quadratic convergencelocal error bound conditionLP-Newton methodpotential reduction algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Generalized Nash equilibrium problems
• Error bounds in mathematical programming
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
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• On the solution of the KKT conditions of generalized Nash equilibrium problems
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• Restricted generalized Nash equilibria and controlled penalty algorithm
• A Potential Reduction Newton Method for Constrained Equations
• A family of Newton methods for nonsmooth constrained systems with nonisolated solutions
• An LP-Newton method: nonsmooth equations, KKT systems, and nonisolated solutions
• Nonconvex games with side constraints
• Title not available (Why is that?)
• 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
• On intrinsic complexity of Nash equilibrium problems and bilevel optimization

Cited In (11)

• A globally convergent improved BFGS method for generalized Nash equilibrium problems
• A decomposition method for a class of convex generalized Nash equilibrium problems
• Error bounds, metric subregularity and stability in generalized Nash equilibrium problems with nonsmooth payoff functions
• A globally convergent LP-Newton method
• Solving linear generalized Nash equilibrium problems numerically
• Algorithms for generalized potential games with mixed-integer variables
• 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
• An improved hyperplane projection method for generalized Nash equilibrium problems with extrapolation technique
• Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
• On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

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