Evolutionary Algorithm for Generalized Nash Equilibrium Problems

Mend-Amar Majig (), Rentsen Enkhbat () and Masao Fukushima ()
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Mend-Amar Majig: National University of Mongolia
Rentsen Enkhbat: National University of Mongolia
Masao Fukushima: Kyoto University

A chapter in Optimization, Simulation, and Control, 2013, pp 97-106 from Springer

Abstract: Abstract This paper considers a method for finding multiple, hopefully all, solutions of the generalized Nash equilibrium problem (GNEP). Based on a merit function of the quasi-variational inequality (QVI) problem to GNEP, we reformulated GNEP as an unconstrained global optimization problem. To deal with the latter problem, we employ the evolutionary algorithm with adaptive fitness functions which help to search multiple global solutions. Numerical experiments for some test problems show the practical effectiveness of the method.

Keywords: Heuristics; Evolutionary algorithm; Generalized Nash equilibrium problem (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-5131-0_7

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DOI: 10.1007/978-1-4614-5131-0_7

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