The Multiplier-Penalty Method for Generalized Nash Equilibrium Problems in Banach Spaces
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Publication:4629342
DOI10.1137/17M114114XzbMath1419.91105OpenAlexW2921700974WikidataQ128229818 ScholiaQ128229818MaRDI QIDQ4629342
Christian Kanzow, Veronika Karl, Daniel Wachsmuth, Daniel Steck
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
optimal controldifferential gameBanach spaceaugmented Lagrangian methodgeneralized Nash equilibrium problemnormalized equilibrium
Differential games and control (49N70) Normed linear spaces and Banach spaces; Banach lattices (46B99) Differential games (aspects of game theory) (91A23) (n)-person games, (n>2) (91A06)
Related Items (12)
Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion ⋮ Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces ⋮ Optimal boundary control of the isothermal semilinear Euler equation for gas dynamics on a network ⋮ Risk-neutral PDE-constrained generalized Nash equilibrium problems ⋮ Analysis and Numerical Solution of a Modular Convex Nash Equilibrium Problem ⋮ ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces ⋮ On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces ⋮ A Distributed Regularized Jacobi-Type ADMM-Method for Generalized Nash Equilibrium Problems in Hilbert Spaces ⋮ Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets ⋮ Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods ⋮ Local and Global Analysis of Multiplier Methods for Constrained Optimization in Banach Spaces ⋮ On the uniqueness of non-reducible multi-player control problems
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