Solving linear generalized Nash equilibrium problems numerically

DOI10.1080/10556788.2016.1165676zbMath1348.91012OpenAlexW2339098164MaRDI QIDQ2829573

Nathan Sudermann-Merx, Axel Dreves

Publication date: 8 November 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2016.1165676

zbMATH Keywords

penalty methodprojected subgradient methodpotential reduction algorithmlinear generalized Nash equilibrium problemeconomic market model

Mathematics Subject Classification ID

Noncooperative games (91A10) Derivative-free methods and methods using generalized derivatives (90C56) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

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