Decomposable penalty method for generalized game problems with joint constraints

DOI10.1080/02331934.2020.1793153zbMATH Open1479.91013OpenAlexW3042036900MaRDI QIDQ5016002FDOQ5016002

Authors:

Publication date: 10 December 2021

Published in: Optimization (Search for Journal in Brave)

Abstract: We consider an extension of a noncooperative game problem where players have joint binding constraints. In this case, justification of a generalized equilibrium point needs a reasonable mechanism for attaining this state. We suggest to combine a penalty method together with shares allocation of right-hand sides, which replaces the initial problem with a sequence of the usual Nash equilibrium problems together with an upper level variational inequality as a master problem. We show convergence of solutions of these auxiliary penalized problems to a solution of the initial game problem under weak coercivity conditions.

Full work available at URL: https://arxiv.org/abs/2003.09707

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zbMATH Keywords

variational inequalitynoncooperative gamesgeneralized equilibrium pointsjoint constraintsdecomposable penalty method

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited In (5)

• A penalty method approach for open-loop variational games with equality constraints
• Shares allocation methods for generalized game problems with joint constraints
• A decomposition algorithm for \(N\)-player games
• Penalty method for games of constraints
• Application of the decomposable penalty method to a class of generalized Nash equilibrium problems

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