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

DOI10.3934/NACO.2012.2.1MaRDI QIDQ449530zbMATH OpenOpenAlexFDO

Authors Yanhong Yuan, Hongwei Zhang, Liwei Zhang

Publication date 30 August 2012

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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(5)

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• Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• scientific article; zbMATH DE number 7300562 (Why is no real title available?)
• The cone condition and nonsmoothness in linear generalized Nash games

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