Methods for Solving Generalized Nash Equilibrium

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Abstract
The generalized Nash equilibrium problem (GNEP) is an extension of the standard Nash equilibrium problem (NEP), in which each player's strategy set may depend on the rival player's strategies. In this paper, we present two descent type methods. The algorithms are based on a reformulation of the generalized Nash equilibrium using Nikaido-Isoda function as unconstrained optimization. We prove that our algorithms are globally convergent and the convergence analysis is not based on conditions guaranteeing that every stationary point of the optimization problem is a solution of the GNEP.
Funding Information
  • National Natural Science Foundation of China (11271226, 10971118, BS2010SF010)
  • National Natural Science Foundation of China (11271226, 10971118, BS2010SF010)
  • Promotive Research Fund for excellent young and middle-aged scientists of Shandong Province (11271226, 10971118, BS2010SF010)

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