A new error bound result for Generalized Nash Equilibrium Problems and its algorithmic application
نویسندگان
چکیده
We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on an error bound and provide a new sufficient condition for it to hold that is weaker than known ones. In particular, this condition implies neither local uniqueness of a solution nor strict complementarity. We also report promising numerical results.
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عنوان ژورنال:
- Comp. Opt. and Appl.
دوره 59 شماره
صفحات -
تاریخ انتشار 2014