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

Author

Matioli, Luiz Carlos

Sosa, Wilfredo

Yuan, Jinyun

Other authors

Centre de Recerca Matemàtica

Publication date

2009-12



Abstract

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 (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

Document Type

Preliminary Edition

Language

English

CDU Subject

514 - Geometry

Subject

Funcions convexes; Equilibri; Projecció

Pages

10

192183 bytes

Publisher

Centre de Recerca Matemàtica

Collection

Prepublicacions del Centre de Recerca Matemàtica; 910

Documents

Pr910.pdf

187.6Kb

 

Rights

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