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. © Springer Science+Business Media, LLC. 2010.

Facchinei, F., & Lampariello, L. (2011). Partial penalization for the solution of generalized Nash equilibrium problems. JOURNAL OF GLOBAL OPTIMIZATION, 50(1), 39-57 [10.1007/s10898-010-9579-8].

Partial penalization for the solution of generalized Nash equilibrium problems

LAMPARIELLO, LORENZO
2011

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. © Springer Science+Business Media, LLC. 2010.
Facchinei, F., & Lampariello, L. (2011). Partial penalization for the solution of generalized Nash equilibrium problems. JOURNAL OF GLOBAL OPTIMIZATION, 50(1), 39-57 [10.1007/s10898-010-9579-8].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11590/288403
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