A new error bound result for Generalized Nash Equilibrium Problems and its algorithmic application

Axel Dreves (), Francisco Facchinei (), Andreas Fischer () and Markus Herrich ()

Computational Optimization and Applications, 2014, vol. 59, issue 1, 63-84

Abstract: 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 provide a new sufficient condition for it to hold that is weaker than known ones. In particular, this condition implies neither local uniqueness of a solution nor strict complementarity. We also report promising numerical results. Copyright Springer Science+Business Media New York 2014

Keywords: Generalized Nash Equilibrium Problem; Potential reduction algorithm; LP-Newton method; Global convergence; Local quadratic convergence; Local error bound condition (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10589-013-9586-z

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