Journal
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume 143, Issue 1, Pages 159-183Publisher
SPRINGER/PLENUM PUBLISHERS
DOI: 10.1007/s10957-009-9553-0
Keywords
Generalized Nash equilibrium problem; Normalized Nash equilibrium; Relaxation method; Regularized Nikaido-Isoda function; Global convergence
Ask authors/readers for more resources
The generalized Nash equilibrium problem (GNEP) is an extension of the standard Nash game where, in addition to the cost functions, also the strategy spaces of each player depend on the strategies chosen by all other players. This problem is rather difficult to solve and there are only a few methods available in the literature. One of the most popular ones is the so-called relaxation method, which is known to be globally convergent under a set of assumptions. Some of these assumptions, however, are rather strong or somewhat difficult to understand. Here, we present a modified relaxation method for the solution of a certain class of GNEPs. The convergence analysis uses completely different arguments based on a certain descent property and avoids some of the technical conditions for the original relaxation method. Moreover, numerical experiments indicate that the modified relaxation method performs quite well on a number of different examples taken from the literature.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available