We aim at building a bridge between bilevel programming and generalized Nash equilibrium problems. First, we present two Nash games that turn out to be linked to the (approximated) optimistic version of the bilevel problem. Specifically, on the one hand we establish relations between the equilibrium set of a Nash game and global optima of the (approximated) optimistic bilevel problem. On the other hand, correspondences between equilibria of another Nash game and stationary points of the (approximated) optimistic bilevel problem are obtained. Then, building on these ideas, we also propose different Nash-like models that are related to the (approximated) pessimistic version of the bilevel problem. This analysis, being of independent theoretical interest, leads also to algorithmic developments. Finally, we discuss the intrinsic complexity characterizing both the optimistic bilevel and the Nash game models.
Lampariello, L., Sagratella, S., Shikhman, V., Stein, O. (2020). Interactions Between Bilevel Optimization and Nash Games. In Springer Optimization and Its Applications (pp. 3-26). Springer [10.1007/978-3-030-52119-6_1].
Interactions Between Bilevel Optimization and Nash Games
Lampariello L.;
2020-01-01
Abstract
We aim at building a bridge between bilevel programming and generalized Nash equilibrium problems. First, we present two Nash games that turn out to be linked to the (approximated) optimistic version of the bilevel problem. Specifically, on the one hand we establish relations between the equilibrium set of a Nash game and global optima of the (approximated) optimistic bilevel problem. On the other hand, correspondences between equilibria of another Nash game and stationary points of the (approximated) optimistic bilevel problem are obtained. Then, building on these ideas, we also propose different Nash-like models that are related to the (approximated) pessimistic version of the bilevel problem. This analysis, being of independent theoretical interest, leads also to algorithmic developments. Finally, we discuss the intrinsic complexity characterizing both the optimistic bilevel and the Nash game models.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
