A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

被引：7
|
作者：
Matioli, Luiz Carlos [1 ]
Sosa, Wilfredo [2 ]
Yuan, Jinyun [1 ]
机构：
[1] Ctr Politen, Dept Matemat, UFPR, BR-81531980 Curitiba, PR, Brazil
[2] Univ Nacl Ingn, Inst Matemat & Ciencias Afines, Lima, Peru
来源：
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2012年 / 52卷 / 01期
关键词：
Convex feasibility problem; Generalized Nash equilibrium problem; Projection methods; EXISTENCE;
D O I：
10.1007/s10589-011-9407-1
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (Optimization 52:301-316, 2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.
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页码：281 / 292
页数：12
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