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

Authors:
Luiz Carlos Matioli;Wilfredo Sosa;Jinyun Yuan
Affiliations:
Departamento de Matemática, UFPR, Curitiba, Brazil 81531-980;Instituto de Matemática y Ciencias Afines, Universidad Nacional de Ingenieria, Lima, Peru;Departamento de Matemática, UFPR, Curitiba, Brazil 81531-980
Venue:
Computational Optimization and Applications
Year:
2012

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Abstract

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.