A new error bound result for Generalized Nash Equilibrium Problems and its algorithmic application
| Autor: | Axel Dreves, Markus Herrich, Francisco Facchinei, Andreas Fischer |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2013 |
| Předmět: |
lp-newton method
Mathematical optimization Control and Optimization Applied Mathematics generalized nash equilibrium problem · local quadratic convergence generalized nash equilibrium problem global convergence local error bound condition potential reduction algorithm · local quadratic convergence · Local convergence Computational Mathematics Rate of convergence Robustness (computer science) Generalized nash equilibrium Uniqueness Mathematics |
| Popis: | We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on a local error bound and provide a new sufficient condition for it to hold that is weaker than known ones. In particular, this condition implies neither local uniqueness of a solution nor strict complementarity. We also report promising numerical results. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|