Solving linear generalized Nash equilibrium problems numerically
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Publication:2829573
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)
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Cites work
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- A Social Equilibrium Existence Theorem*
- A new error bound result for generalized Nash equilibrium problems and its algorithmic application
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Existence of an Equilibrium for a Competitive Economy
- Gap function approach to the generalized Nash equilibrium problem
- Generalized Nash equilibrium problems
- Generalized Nash equilibrium problems and Newton methods
- Improved error bound and a hybrid method for generalized Nash equilibrium problems
- Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems
- Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems
- Nonsmooth optimization via quasi-Newton methods
- Nonsmoothness and a variable metric method
- Note on noncooperative convex games
- On relaxation algorithms in computation of noncooperative equilibria
- On the solution of the KKT conditions of generalized Nash equilibrium problems
- Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions
- Penalty Methods for the Solution of Generalized Nash Equilibrium Problems
- Relaxation methods for generalized Nash equilibrium problems with inexact line search
- Restricted generalized Nash equilibria and controlled penalty algorithm
- The cone condition and nonsmoothness in linear generalized Nash games
- The semismooth Newton method for the solution of quasi-variational inequalities
Cited in
(16)- A jointly constrained bilinear programming method for solving generalized Cournot-Pareto models
- On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
- Generalized Nash equilibrium problems and Newton methods
- Nonsingularity and stationarity results for quasi-variational inequalities
- Algorithms for generalized potential games with mixed-integer variables
- Linear and superlinear convergence of a potential reduction algorithm for generalized Nash equilibrium problems
- Towards tractable constraint qualifications for parametric optimisation problems and applications to generalised Nash games
- Computing all solutions of linear generalized Nash equilibrium problems
- Serial dictatorship vs. Nash in assessing Pareto optimality in many-to-many matchings with an application in water management
- A decomposition method for a class of convex generalized Nash equilibrium problems
- On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method
- The noncooperative fixed charge transportation problem
- Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
- The noncooperative transportation problem and linear generalized Nash games
- Methods for solving generalized Nash equilibrium
- Generalized Nash equilibrium problems with mixed-integer variables
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