Refinements of necessary conditions for optimality in nonlinear programming
Journal of Optimization Theory and Applications
Shadow prices for measures of effectiveness, I: linear model
Operations Research
Shadow prices for measures of effectiveness, II: general model
Operations Research
Equilibrium programming using proximal-like algorithms
Mathematical Programming: Series A and B
Generalized Nash equilibrium problems and Newton methods
Mathematical Programming: Series A and B
SC1 optimization reformulations of the generalized Nash equilibrium problem
Optimization Methods & Software
Computational Optimization and Applications
Computational Optimization and Applications
Decomposition algorithms for generalized potential games
Computational Optimization and Applications
Game-Theoretic analysis of internet switching with selfish users
WINE'05 Proceedings of the First international conference on Internet and Network Economics
Mathematical Programming: Series A and B
Distributed Power Allocation With Rate Constraints in Gaussian Parallel Interference Channels
IEEE Transactions on Information Theory
On generalized Nash games and variational inequalities
Operations Research Letters
Partial penalization for the solution of generalized Nash equilibrium problems
Journal of Global Optimization
Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems
Journal of Global Optimization
A globalized Newton method for the computation of normalized Nash equilibria
Journal of Global Optimization
On penalty methods for non monotone equilibrium problems
Journal of Global Optimization
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The generalized Nash equilibrium problem (GNEP) is an extension of the classical Nash equilibrium problem where both the objective functions and the constraints of each player may depend on the rivals' strategies. This class of problems has a multitude of important engineering applications, and yet solution algorithms are extremely scarce. In this paper, we analyze in detail a globally convergent penalty method that has favorable theoretical properties. We also consider strengthened results for a particular subclass of problems very often considered in the literature. Basically our method reduces the GNEP to a single penalized (and nonsmooth) Nash equilibrium problem. We suggest a suitable method for the solution of the latter penalized problem and present extensive numerical results.