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A survey of GNE computation methods : theory and algorithms. Working paper

By Christophe Dutang

Abstract

This paper deals with optimization methods solving the generalized Nash equilibrium problem (GNEP), which extends the standard Nash problem by allowing constraints. Two cases are considered: general GNEPs where constraint functions are individualized and jointly convex GNEPs where there is a common constraint function. Most recent methods are benchmarked against new methods. Numerical illustrations are proposed with the same software for a fair benchmark

Topics: Generalized Nash equilibrium problem, Semismooth equation, Fixed-point methods, Variational Inequality problem
Year: 2012
OAI identifier: oai:CiteSeerX.psu:10.1.1.373.1286
Provided by: CiteSeerX
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