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
2011-01-01
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
