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.
Partial penalization for the solution of generalized Nash equilibrium problems / Facchinei, Francisco; Lampariello, Lorenzo. - In: JOURNAL OF GLOBAL OPTIMIZATION. - ISSN 0925-5001. - 50:1(2011), pp. 39-57. [10.1007/s10898-010-9579-8]
Partial penalization for the solution of generalized Nash equilibrium problems
FACCHINEI, Francisco;LAMPARIELLO, LORENZO
2011
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.| File | Dimensione | Formato | |
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