A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

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Matioli L.C.
Sosa W.
Yuan J.
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Springer Nature
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A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (Optimization 52:301–316, 2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.
The work was partially supported by the CNPq, CAPES, and Foundação Araucária, Brazil, CONCYTEC (projects STIC-AMSUD), Peru and Fundación Carolina and CRM, Spain.
Palabras clave
Set theory, Closed convex setss, Convex feasibility problem, Generalized Nash equilibrium, Numerical algorithms, Numerical experiments, Projection method, Game theory, Algorithms