A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

DOI10.1007/S10589-011-9407-1MaRDI QIDQ694603zbMATH OpenOpenAlexFDO

Authors Luiz Carlos Matioli, Wilfredo Sosa, Jinyun Yuan

Publication date 13 December 2012

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL http://ddd.uab.cat/record/60909

zbMATH Keywords

convex feasibility problemprojection methodsgeneralized Nash equilibrium problem

Mathematics Subject Classification ID

Convex programming (90C25) Noncooperative games (91A10)

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Cites work

• Complementarity problems over cones with monotone and pseudomonotone maps
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Existence of an Equilibrium for a Competitive Economy
• Generalized Nash equilibrium problems
• Iterative Algorithms for Equilibrium Problems
• Nash-Cournot Equilibria in Electric Power Markets with Piecewise Linear Demand Functions and Joint Constraints
• New existence results for equilibrium problems
• On generalized Nash games and variational inequalities
• On the Existence of General Equilibrium for a Competitive Market

Cited in

(12)

• Solving linear generalized Nash equilibrium problems numerically
• Generalized Nash equilibrium problems and Newton methods
• A globalized Newton method for the computation of normalized Nash equilibria
• A numerical algorithm to calculate the unique feedback Nash equilibrium in a large scalar LQ differential game
• Implementation of augmented Lagrangian methods for equilibrium problems
• Decomposition algorithms for generalized potential games
• A numerical investigation of multiplicity of equilibria
• Exponential augmented Lagrangian methods for equilibrium problems
• Making augmented Lagrangian methods computer amenable for equilibrium problems
• Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
• Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets
• Methods for solving generalized Nash equilibrium

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