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The generalized Nash equilibrium is a Nash game, where not only the players’ cost functions, but also the constraints of a player depend on the rival players decisions. We present a globally convergent algorithm that is suited for the computation of a normalized Nash equilibrium in the...
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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 a class of generalized Nash equilibrium problems with quadratic cost functions and common linear constraints for all players. Further we focus on the case where every player has a single strategy variable within a bounded set. For this problem class we present an algorithm that is...
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