共查询到2条相似文献,搜索用时 0 毫秒
1.
This paper deals with the generalized Nash equilibrium problem (GNEP), i.e. a noncooperative game in which the strategy set
of each player, as well as his payoff function, depends on the strategies of all players. We consider an equivalent optimization
reformulation of GNEP using a regularized Nikaido–Isoda function so that solutions of GNEP coincide with global minima of
the optimization problem. We then propose a derivative-free descent type method with inexact line search to solve the equivalent
optimization problem and we prove that our algorithm is globally convergent. The convergence analysis is not based on conditions
guaranteeing that every stationary point of the optimization problem is a solution of GNEP. Finally, we present the performance
of our algorithm on some examples. 相似文献
2.
Francisco Facchinei Christian Kanzow 《4OR: A Quarterly Journal of Operations Research》2007,5(3):173-210
The Generalized Nash equilibrium problem is an important model that has its roots in the economic sciences but is being fruitfully
used in many different fields. In this survey paper we aim at discussing its main properties and solution algorithms, pointing
out what could be useful topics for future research in the field.
The work of Christain Kanzow has been partially supported by the
program “Identification, Optimization and Control with Applications
in Modern Technologies” of the Elite Network of Bavaria, Germany. 相似文献