A smoothing Newton method for generalized Nash equilibrium problems with second-order cone constraints
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Publication:449530
DOI10.3934/naco.2012.2.1zbMath1246.91007OpenAlexW2315505103MaRDI QIDQ449530
Yanhong Yuan, Hong-Wei Zhang, Li-wei 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
Applications of mathematical programming (90C90) Noncooperative games (91A10) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to game theory, economics, and finance (91-08)