Article ID: | iaor20119931 |
Volume: | 50 |
Issue: | 2 |
Start Page Number: | 237 |
End Page Number: | 262 |
Publication Date: | Oct 2011 |
Journal: | Computational Optimization and Applications |
Authors: | Facchinei Francisco, Piccialli Veronica, Sciandrone Marco |
Keywords: | heuristics, optimization, engineering |
We analyze some new decomposition schemes for the solution of generalized Nash equilibrium problems. We prove convergence for a particular class of generalized potential games that includes some interesting engineering problems. We show that some versions of our algorithms can deal also with problems lacking any convexity and consider separately the case of two players for which stronger results can be obtained.