Partial penalization for the solution of generalized Nash equilibrium problems

Partial penalization for the solution of generalized Nash equilibrium problems

0.00 Avg rating0 Votes
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: ,
Keywords: game theory
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.