An incremental penalty method for solving the generalized Nash equilibrium problem

zbMATH Open1289.90231MaRDI QIDQ2859613FDOQ2859613

Authors: Mei-Ju Luo, Ou Wu 

Publication date: 19 November 2013

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

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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)

Cited In (5)

• Decomposable penalty method for generalized game problems with joint constraints
• A decomposition method based on penalization for solving generalized Nash equilibrium problems
• A penalty function method for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard
• Partial penalization for the solution of generalized Nash equilibrium problems
• Penalty Methods for the Solution of Generalized Nash Equilibrium Problems

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