Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems

DOI10.1137/16M1068256zbMath1351.65037arXiv1807.04474MaRDI QIDQ2826819

Christian Kanzow, Daniel Steck

Publication date: 11 October 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.04474

zbMATH Keywords

algorithmglobal convergenceaugmented Lagrangian methodnumerical resultgeneralized Nash equilibrium problemNash equilibrium problemjointly convex problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items (25)

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Uses Software

• ALGENCAN

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