Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaidô–Isoda function
In this paper, we extend the literature by adapting the Nikaidô–Isoda function as an indicator function termed as regularized indicator Nikaidô–Isoda function, and this is demonstrated to guarantee existence of a solution. Using this function, we present two constrained optimization reformulations o...
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Published in | Journal of global optimization Vol. 57; no. 3; pp. 843 - 861 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Boston
Springer US
01.11.2013
Springer Springer Nature B.V |
Subjects | |
Online Access | Get full text |
ISSN | 0925-5001 1573-2916 |
DOI | 10.1007/s10898-012-9978-0 |
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Summary: | In this paper, we extend the literature by adapting the Nikaidô–Isoda function as an indicator function termed as regularized indicator Nikaidô–Isoda function, and this is demonstrated to guarantee existence of a solution. Using this function, we present two constrained optimization reformulations of the generalized Nash equilibrium problem (GNEP for short). The first reformulation characterizes all the solutions of GNEP as global minima of the optimization problem. Later this approach is modified to obtain the second optimization reformulation whose global minima characterize the normalized Nash equilibria. Some numerical results are also included to illustrate the behaviour of the optimization reformulations. |
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Bibliography: | SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-2 content type line 23 |
ISSN: | 0925-5001 1573-2916 |
DOI: | 10.1007/s10898-012-9978-0 |