Solving linear generalized Nash equilibrium problems numerically
DOI10.1080/10556788.2016.1165676zbMATH Open1348.91012OpenAlexW2339098164MaRDI QIDQ2829573FDOQ2829573
Nathan Sudermann-Merx, Axel Dreves
Publication date: 8 November 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2016.1165676
penalty methodprojected subgradient methodpotential reduction algorithmlinear generalized Nash equilibrium problemeconomic market model
Numerical optimization and variational techniques (65K10) Interior-point methods (90C51) Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
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- The semismooth Newton method for the solution of quasi-variational inequalities
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Cited In (12)
- The noncooperative fixed charge transportation problem
- A decomposition method for a class of convex generalized Nash equilibrium problems
- The noncooperative transportation problem and linear generalized Nash games
- Generalized Nash equilibrium problems and Newton methods
- Methods for solving generalized Nash equilibrium
- Algorithms for generalized potential games with mixed-integer variables
- Nonsingularity and stationarity results for quasi-variational inequalities
- Towards tractable constraint qualifications for parametric optimisation problems and applications to generalised Nash games
- Serial dictatorship vs. Nash in assessing Pareto optimality in many-to-many matchings with an application in water management
- Generalized Nash equilibrium problems with mixed-integer variables
- Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and Their Practical Implications
- Computing all solutions of linear generalized Nash equilibrium problems
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