The multiplier-penalty method for generalized Nash equilibrium problems in Banach spaces
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Publication:4629342
DOI10.1137/17M114114XzbMATH Open1419.91105OpenAlexW2921700974WikidataQ128229818 ScholiaQ128229818MaRDI QIDQ4629342FDOQ4629342
Authors: Christian Kanzow, Veronika Karl, Daniel Steck, Daniel Wachsmuth 
Publication date: 22 March 2019
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m114114x
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Banach spacedifferential gameoptimal controlaugmented Lagrangian methodgeneralized Nash equilibrium problemnormalized equilibrium
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06) Normed linear spaces and Banach spaces; Banach lattices (46B99)
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Cited In (18)
- Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces
- A barrier function method for generalized Nash equilibrium problems
- On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces
- Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion
- A generalized \(\Gamma\)-convergence concept for a class of equilibrium problems
- Regularized penalty method for general equilibrium problems in Banach spaces
- On the uniqueness of non-reducible multi-player control problems
- ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces
- A decomposition method based on penalization for solving generalized Nash equilibrium problems
- Optimal boundary control of the isothermal semilinear Euler equation for gas dynamics on a network
- On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals
- A Distributed Regularized Jacobi-Type ADMM-Method for Generalized Nash Equilibrium Problems in Hilbert Spaces
- Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods
- Penalty Methods for the Solution of Generalized Nash Equilibrium Problems
- Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem
- Risk-neutral PDE-constrained generalized Nash equilibrium problems
- Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets
- Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces
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