Partial penalization for the solution of generalized Nash equilibrium problems (Q539499)

From MaRDI portal





scientific article; zbMATH DE number 5900881
Language Label Description Also known as
English
Partial penalization for the solution of generalized Nash equilibrium problems
scientific article; zbMATH DE number 5900881

    Statements

    Partial penalization for the solution of generalized Nash equilibrium problems (English)
    0 references
    0 references
    0 references
    30 May 2011
    0 references
    In the paper, the authors consider the class of constrained non-cooperative game problems where players have usual strategy sets and coupled nonlinear constraints. The problem is known as the generalized Nash equilibrium one. The authors suggest the exact penalty approach with respect to the coupled constraints and give sufficient and necessary conditions of optimality via such penalties. In order to solve the penalized problem, they propose its further regularization which is more suitable for iterative methods.
    0 references
    generalized Nash equilibrium problem
    0 references
    penalty method
    0 references
    reformulation
    0 references
    regularization
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references