Jointly convex generalized Nash equilibrium problems are the most studied class of generalized Nash equilibrium problems. For this class of problems it is now clear that a special solution, called variational or normalized equilibrium, can be computed by solving a variational inequality. However, the computation of non-variational equilibria is more complex and less understood and only very few methods have been proposed so far. In this note we consider a new approach for the computation of non-variational solutions of jointly convex problems and compare our approach to previous proposals. © 2010 Springer-Verlag.

On the computation of all solutions of jointly convex generalized Nash equilibrium problems / Facchinei, Francisco; Sagratella, Simone. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - 5:3(2011), pp. 531-547. [10.1007/s11590-010-0218-6]

On the computation of all solutions of jointly convex generalized Nash equilibrium problems

FACCHINEI, Francisco;SAGRATELLA, SIMONE
2011

Abstract

Jointly convex generalized Nash equilibrium problems are the most studied class of generalized Nash equilibrium problems. For this class of problems it is now clear that a special solution, called variational or normalized equilibrium, can be computed by solving a variational inequality. However, the computation of non-variational equilibria is more complex and less understood and only very few methods have been proposed so far. In this note we consider a new approach for the computation of non-variational solutions of jointly convex problems and compare our approach to previous proposals. © 2010 Springer-Verlag.
2011
generalized nash equilibrium problem; jointly convex problem; kkt conditions; nash equilibrium problem; solution set; variational inequality
01 Pubblicazione su rivista::01a Articolo in rivista
On the computation of all solutions of jointly convex generalized Nash equilibrium problems / Facchinei, Francisco; Sagratella, Simone. - In: OPTIMIZATION LETTERS. - ISSN 1862-4472. - 5:3(2011), pp. 531-547. [10.1007/s11590-010-0218-6]
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