A new error bound result for generalized Nash equilibrium problems and its algorithmic application

DOI10.1007/S10589-013-9586-ZMaRDI QIDQ742294zbMATH OpenOpenAlexFDO

Authors Axel Dreves, Francisco Facchinei, Andreas Fischer, Markus Herrich

Publication date 18 September 2014

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

Full work available at URL https://doi.org/10.1007/s10589-013-9586-z

zbMATH Keywords

global convergencegeneralized Nash equilibrium problemlocal quadratic convergencelocal error bound conditionLP-Newton methodpotential reduction algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) General equilibrium theory (91B50)

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Cites work

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Cited in

(28)

• Improved error bound and a hybrid method for generalized Nash equilibrium problems
• A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
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• Calmness of a perturbed Cournot Oligopoly Game with nonsmooth cost functions
• A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points
• A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties
• Linear and superlinear convergence of a potential reduction algorithm for generalized Nash equilibrium problems
• The noncooperative transportation problem and linear generalized Nash games
• Error bounds, metric subregularity and stability in generalized Nash equilibrium problems with nonsmooth payoff functions
• A regularized smoothing Newton-type algorithm for quasi-variational inequalities
• A globally convergent LP-Newton method
• Numerically tractable optimistic bilevel problems
• The Levenberg-Marquardt method: an overview of modern convergence theories and more
• The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials
• Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
• Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets
• A Levenberg-Marquardt method with approximate projections
• Solving linear generalized Nash equilibrium problems numerically
• Algorithms for generalized potential games with mixed-integer variables
• On error bounds and Newton-type methods for generalized Nash equilibrium problems
• Nonsingularity and stationarity results for quasi-variational inequalities
• Comments on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it
• The semismooth Newton method for the solution of quasi-variational inequalities
• Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
• Convex generalized Nash equilibrium problems and polynomial optimization
• On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
• Computing all solutions of linear generalized Nash equilibrium problems
• A new semismooth Newton method for solving finite-dimensional quasi-variational inequalities

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