Article ID: | iaor20114175 |
Volume: | 50 |
Issue: | 1 |
Start Page Number: | 39 |
End Page Number: | 57 |
Publication Date: | May 2011 |
Journal: | Journal of Global Optimization |
Authors: | Facchinei Francisco, Lampariello Lorenzo |
Keywords: | game theory |
In this paper we reformulate the generalized Nash equilibrium problem (GNEP) as a nonsmooth Nash equilibrium problem by means of a partial penalization of the difficult coupling constraints. We then propose a suitable method for the solution of the penalized problem and we study classes of GNEPs for which the penalty approach is guaranteed to converge to a solution. In particular, we are able to prove convergence for an interesting class of GNEPs for which convergence results were previously unknown.