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Optimization reformulations of the generalized Nash equilibrium problem using Nikaido-Isoda-type functions


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  • Anna Heusinger


  • Christian Kanzow


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    Bibliographic Info

    Article provided by Springer in its journal Computational Optimization and Applications.

    Volume (Year): 43 (2009)
    Issue (Month): 3 (July)
    Pages: 353-377

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    Handle: RePEc:spr:coopap:v:43:y:2009:i:3:p:353-377

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    Keywords: Generalized Nash equilibria; Normalized Nash equilibria; Joint constraints; Regularized Nikaido-Isoda-function; Constrained optimization reformulation; Unconstrained optimization reformulation;


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    1. Basar, Tamer, 1987. "Relaxation techniques and asynchronous algorithms for on-line computation of non-cooperative equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 11(4), pages 531-549, December.
    2. Krawczyk, Jacek B., 2005. "Coupled constraint Nash equilibria in environmental games," Resource and Energy Economics, Elsevier, vol. 27(2), pages 157-181, June.
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    Cited by:
    1. Masao Fukushima, 2011. "Restricted generalized Nash equilibria and controlled penalty algorithm," Computational Management Science, Springer, vol. 8(3), pages 201-218, August.
    2. C. Lalitha & Mansi Dhingra, 2013. "Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaidô–Isoda function," Journal of Global Optimization, Springer, vol. 57(3), pages 843-861, November.
    3. Han, Deren & Zhang, Hongchao & Qian, Gang & Xu, Lingling, 2012. "An improved two-step method for solving generalized Nash equilibrium problems," European Journal of Operational Research, Elsevier, vol. 216(3), pages 613-623.
    4. Axel Dreves & Christian Kanzow, 2011. "Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems," Computational Optimization and Applications, Springer, vol. 50(1), pages 23-48, September.
    5. Nils Langenberg, 2012. "Interior point methods for equilibrium problems," Computational Optimization and Applications, Springer, vol. 53(2), pages 453-483, October.
    6. Giancarlo Bigi & Mauro Passacantando, 2012. "Gap functions and penalization for solving equilibrium problems with nonlinear constraints," Computational Optimization and Applications, Springer, vol. 53(2), pages 323-346, October.
    7. Axel Dreves & Anna Heusinger & Christian Kanzow & Masao Fukushima, 2013. "A globalized Newton method for the computation of normalized Nash equilibria," Journal of Global Optimization, Springer, vol. 56(2), pages 327-340, June.


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