Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaid-Isoda function

被引:3
作者
Lalitha, C. S. [1 ]
Dhingra, Mansi [2 ]
机构
[1] Univ Delhi, Dept Math, New Delhi 110021, India
[2] Univ Delhi, Dept Math, Delhi 110007, India
关键词
Generalized Nash equilibrium problem; Regularized indicator Nikaido-Isoda function; Optimization reformulations; Normalized Nash equilibria; Quasi-variational inequality problem; AUGMENTED LAGRANGIAN APPROACH; VARIATIONAL INEQUALITIES; EXACT PENALIZATION; DUALITY; GAMES; POINTS;
D O I
10.1007/s10898-012-9978-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we extend the literature by adapting the Nikaid-Isoda function as an indicator function termed as regularized indicator Nikaid-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.
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页码:843 / 861
页数:19
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