An incremental penalty method for solving the generalized Nash equilibrium problem

MaRDI QIDQ2859613zbMATH OpenFDO

Authors Mei-Ju Luo, Ou Wu

Publication date 19 November 2013

Published in Pure and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

penalty functiongeneralized Nash equilibrium problemKKT conditionincremental penalty algorithm

Mathematics Subject Classification ID

Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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