A numerical algorithm for finding solutions of a generalized Nash equilibrium problem
A numerical algorithm for finding solutions of a generalized Nash equilibrium problem
复制标题
求解广义纳什均衡问题的数值算法
DOI：
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发表时间：
2011
影响因子：
2.2
通讯作者：
Jinyun Yuan
中科院分区：
文献类型：
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作者：
L. Matioli;W. Sosa;Jinyun Yuan
利用广义Nash均衡问题的数据，构造了一类非空闭凸集。迭代地选择集合，使得所选集合的交集包含GNEP的解。Iusem-Sosa（Optimization 52：301-316，2003）介绍的算法适用于获得GNEP的解。最后通过数值实验说明了算法的数值性能。
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.