A smoothing Newton method for generalized Nash equilibrium problems with second-order cone constraints

DOI10.3934/NACO.2012.2.1zbMATH Open1246.91007OpenAlexW2315505103MaRDI QIDQ449530FDOQ449530

Authors: Yanhong Yuan, Hongwei Zhang, Liwei Zhang 

Publication date: 30 August 2012

Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/naco.2012.2.1

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• scientific article; zbMATH DE number 7300562

zbMATH Keywords

generalized Nash equilibriumsecond-order conesmoothing Newton methodmetric projector

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Applications of mathematical programming (90C90) Noncooperative games (91A10) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Cited In (5)

• Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
• The cone condition and nonsmoothness in linear generalized Nash games
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
• Title not available (Why is that?)

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