Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems
نویسندگان
چکیده
منابع مشابه
Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is done by introducing a secondary GNEP as a new optimality concept. In this context, special consideration is given to the role of suitable constraint qualifi...
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In a recent paper [7], Dutang provided a thorough study of theorems guaranteeing existence of generalized Nash equilibria and analyze the assumptions on practical parametric feasible sets. Motivated by [7], firstly in this paper, we obtain a generalization (Theorem 1) of an equilibrium theorem for a competitive economy due to Arrow and Debreu [1]. Secondly, we show that our previous generalizat...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/16m1068256