A new error bound result for generalized Nash equilibrium problems and its algorithmic application
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Publication:742294
DOI10.1007/S10589-013-9586-ZzbMATH Open1307.91117OpenAlexW2129083474MaRDI QIDQ742294FDOQ742294
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
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global convergencegeneralized Nash equilibrium problemlocal quadratic convergencelocal error bound conditionLP-Newton methodpotential reduction algorithm
Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) General equilibrium theory (91B50)
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Cited In (28)
- A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
- A special complementarity function revisited
- Calmness of a perturbed Cournot Oligopoly Game with nonsmooth cost functions
- Linear and superlinear convergence of a potential reduction algorithm for generalized Nash equilibrium problems
- 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
- 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
- The Levenberg-Marquardt method: an overview of modern convergence theories and more
- A globally convergent LP-Newton method
- Numerically tractable optimistic bilevel problems
- Augmented Lagrangian methods for the solution of generalized Nash equilibrium problems
- The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials
- Finding all solutions of affine generalized Nash equilibrium problems with one-dimensional strategy sets
- Solving linear generalized Nash equilibrium problems numerically
- A Levenberg-Marquardt method with approximate projections
- 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
- Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions
- The semismooth Newton method for the solution of quasi-variational inequalities
- 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
- Improved error bound and a hybrid method for generalized Nash equilibrium problems
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