A survey of GNE computation methods: theory and algorithms

Abstract : This paper deals with optimization methods solving the generalized Nash equilibrium problem (GNEP), which extends the standard Nash problem by allowing constraints. Two cases are considered: general GNEPs where constraint functions are individualized and jointly convex GNEPs where there is a common constraint function. Most recent methods are benchmarked against new methods. Numerical illustrations are proposed with the same software for a fair benchmark.
Type de document :
Pré-publication, Document de travail
2013
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https://hal.archives-ouvertes.fr/hal-00813531
Contributeur : Christophe Dutang <>
Soumis le : lundi 15 avril 2013 - 17:14:06
Dernière modification le : mardi 22 mars 2016 - 01:23:59
Document(s) archivé(s) le : lundi 3 avril 2017 - 05:28:41

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  • HAL Id : hal-00813531, version 1

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Christophe Dutang. A survey of GNE computation methods: theory and algorithms. 2013. <hal-00813531>

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