Partial penalization for the solution of generalized Nash equilibrium problems |
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Authors: | Francisco Facchinei Lorenzo Lampariello |
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Institution: | 1.Department of Computer and System Sciences Antonio Ruberti,Sapienza University of Rome,Rome,Italy |
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Abstract: | In this paper we reformulate the generalized Nash equilibrium problem (GNEP) as a nonsmooth Nash equilibrium problem by means
of a partial penalization of the difficult coupling constraints. We then propose a suitable method for the solution of the
penalized problem and we study classes of GNEPs for which the penalty approach is guaranteed to converge to a solution. In
particular, we are able to prove convergence for an interesting class of GNEPs for which convergence results were previously
unknown. |
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