Generalized Nash Equilibrium Problems in Banach Spaces: Theory, Nikaido--Isoda-Based Path-Following Methods, and Applications

DOI10.1137/14096829XzbMath1323.65075WikidataQ115155134 ScholiaQ115155134MaRDI QIDQ2947230

A. Kämmler, Thomas M. Surowiec, Michael Hintermüller

Publication date: 22 September 2015

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

state constraintsgeneralized Nash equilibrium problemPDE-constrained optimizationpath-followingvariational equilibriumspot marketsjointly convexnonsmooth Newton methodsmultiobjective PDE-constrained optimizationspot-market model

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Numerical optimization and variational techniques (65K10) Newton-type methods (49M15) Numerical methods based on nonlinear programming (49M37) Auctions, bargaining, bidding and selling, and other market models (91B26) Existence theories for optimal control problems involving partial differential equations (49J20)

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Cites Work

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• Moreau–Yosida Regularization in State Constrained Elliptic Control Problems: Error Estimates and Parameter Adjustment
• The Primal-Dual Active Set Strategy as a Semismooth Newton Method
• Formulation and Numerical Solution of Nash Equilibrium Multiobjective Elliptic Control Problems
• The Length of the Primal-Dual Path in Moreau--Yosida-Based Path-Following Methods for State Constrained Optimal Control
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• Path-following Methods for a Class of Constrained Minimization Problems in Function Space
• Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
• Generalized Nash equilibrium problems
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