Solving linear generalized Nash equilibrium problems numerically
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economic market modellinear generalized Nash equilibrium problempenalty methodpotential reduction algorithmprojected subgradient method
Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51) Derivative-free methods and methods using generalized derivatives (90C56) Noncooperative games (91A10)
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Cites work
- A new error bound result for generalized Nash equilibrium problems and its algorithmic application
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- A Social Equilibrium Existence Theorem*
- Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Existence of an Equilibrium for a Competitive Economy
- Gap function approach to the generalized Nash equilibrium problem
- Generalized Nash equilibrium problems
- Generalized Nash equilibrium problems and Newton methods
- Improved error bound and a hybrid method for generalized Nash equilibrium problems
- Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems
- Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems
- Nonsmooth optimization via quasi-Newton methods
- Nonsmoothness and a variable metric method
- Note on noncooperative convex games
- On relaxation algorithms in computation of noncooperative equilibria
- On the solution of the KKT conditions of generalized Nash equilibrium problems
- Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions
- Penalty Methods for the Solution of Generalized Nash Equilibrium Problems
- Relaxation methods for generalized Nash equilibrium problems with inexact line search
- Restricted generalized Nash equilibria and controlled penalty algorithm
- The cone condition and nonsmoothness in linear generalized Nash games
- The semismooth Newton method for the solution of quasi-variational inequalities
Cited in
(19)- Algorithms for generalized potential games with mixed-integer variables
- The noncooperative transportation problem and linear generalized Nash games
- Computing all solutions of linear generalized Nash equilibrium problems
- A decomposition method for a class of convex generalized Nash equilibrium problems
- Nonsingularity and stationarity results for quasi-variational inequalities
- The noncooperative fixed charge transportation problem
- Towards tractable constraint qualifications for parametric optimisation problems and applications to generalised Nash games
- Methods for solving generalized Nash equilibrium
- On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke's method
- A jointly constrained bilinear programming method for solving generalized Cournot-Pareto models
- On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
- Optimality conditions and constraint qualifications for generalized Nash equilibrium problems and their practical implications
- Serial dictatorship vs. Nash in assessing Pareto optimality in many-to-many matchings with an application in water management
- Linear and superlinear convergence of a potential reduction algorithm for generalized Nash equilibrium problems
- Generalized Nash equilibrium problems with mixed-integer variables
- Necessary and sufficient optimality conditions for nonsmooth nonconvex generalized Nash equilibrium problems
- NashOpt: a Python library for computing generalized Nash equilibria
- Generalized Nash equilibrium problems with quasi-linear constraints
- Generalized Nash equilibrium problems and Newton methods
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