On intrinsic complexity of Nash equilibrium problems and bilevel optimization

DOI10.1007/S10957-012-0210-7MaRDI QIDQ2442702zbMATH OpenOpenAlexFDO

Authors Hubertus T. Jongen, Dominik Dorsch, Vladimir Shikhman

Publication date 1 April 2014

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-012-0210-7

zbMATH Keywords

bilevel optimizationsingularitiesgeneralized Nash equilibrium problemparametric optimizationbilevel feasible set

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Noncooperative games (91A10) General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3752608 (Why is no real title available?)
• scientific article; zbMATH DE number 597936 (Why is no real title available?)
• scientific article; zbMATH DE number 2119538 (Why is no real title available?)
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• Critical sets in parametric optimization
• Differential Topology
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• Generalized Nash equilibrium problems
• Generalized Nash equilibrium problems and Newton methods
• Mathematical Programs with Equilibrium Constraints
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• Nonconvex games with side constraints
• Nonlinear optimization in finite dimensions. Morse theory, Chebyshev approximation, transversality, flows, parametric aspects
• Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
• On Reducibility in Bilevel Problems
• On regular minimax optimization
• On the computation of relaxed pessimistic solutions to MPECs
• Practical bilevel optimization. Algorithms and applications
• Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
• The structured jet transversality theorem†

Cited in

(10)

• Improved error bound and a hybrid method for generalized Nash equilibrium problems
• Parametrized inexact-ADMM based coordination games: a normalized Nash equilibrium approach
• Equilibrium strategies for multiple interdictors on a common network
• Generic property of the partial calmness condition for bilevel programming problems
• A new error bound result for generalized Nash equilibrium problems and its algorithmic application
• A bridge between bilevel programs and Nash games
• A cutting plane approach for solving linear bilevel programming problems
• Bilevel optimization: theory, algorithms, applications and a bibliography
• Interactions between bilevel optimization and Nash games
• Generalized Nash equilibrium problems, bilevel programming and MPEC. Based on lectures given at the international center for pure and applied mathematics (CIMPA) school, Delhi, India, November 25 -- December 6, 2013

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