Improved error bound and a hybrid method for generalized Nash equilibrium problems

Axel Dreves ()
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Axel Dreves: Universität der Bundeswehr München

Computational Optimization and Applications, 2016, vol. 65, issue 2, No 6, 448 pages

Abstract: Abstract We exploit a recently proposed local error bound condition for a nonsmooth reformulation of the Karush–Kuhn–Tucker conditions of generalized Nash equilibrium problems (GNEPs) to weaken the theoretical convergence assumptions of a hybrid method for GNEPs that uses a smooth reformulation. Under the presented assumptions the hybrid method, which combines a potential reduction algorithm and an LP-Newton method, has global and fast local convergence properties. Furthermore we adapt the algorithm to a nonsmooth reformulation, prove under some additional strong assumptions similar convergence properties as for the smooth reformulation, and compare the two approaches.

Keywords: Generalized Nash equilibrium problem; Potential reduction algorithm; LP-Newton method; Local quadratic convergence; Local error bound condition (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10589-014-9699-z

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