Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaidô–Isoda function

C. Lalitha () and Mansi Dhingra ()

Journal of Global Optimization, 2013, vol. 57, issue 3, 843-861

Abstract: In this paper, we extend the literature by adapting the Nikaidô–Isoda function as an indicator function termed as regularized indicator Nikaidô–Isoda function, and this is demonstrated to guarantee existence of a solution. Using this function, we present two constrained optimization reformulations of the generalized Nash equilibrium problem (GNEP for short). The first reformulation characterizes all the solutions of GNEP as global minima of the optimization problem. Later this approach is modified to obtain the second optimization reformulation whose global minima characterize the normalized Nash equilibria. Some numerical results are also included to illustrate the behaviour of the optimization reformulations. Copyright Springer Science+Business Media, LLC. 2013

Keywords: Generalized Nash equilibrium problem; Regularized indicator Nikaidô–Isoda function; Optimization reformulations; Normalized Nash equilibria; Quasi-variational inequality problem; 90C30; 91A10 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:57:y:2013:i:3:p:843-861

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DOI: 10.1007/s10898-012-9978-0

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