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We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on a local error bound and...
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We consider noncooperative games where each player minimizes the sum of a smooth function, which depends on the player, and of a possibly nonsmooth function that is the same for all players. For this class of games we consider two approaches: one based on an augmented game that is applicable...
Persistent link: https://www.econbiz.de/10010937798
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