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个人信息Personal Information
教授
博士生导师
硕士生导师
性别：男
毕业院校：吉林大学
学位：博士
所在单位：数学科学学院
学科：计算数学. 金融数学与保险精算
电子邮箱：yubo@dlut.edu.cn
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Solving generalized Nash equilibrium problem with equality and inequality constraints
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论文类型：期刊论文
发表时间：2009-06-01
发表刊物：OPTIMIZATION METHODS & SOFTWARE
收录刊物：SCIE、EI
卷号：24
期号：3
页面范围：327-337
ISSN号：1055-6788
关键字：generalized Nash game; homotopy method; global convergence
摘要：In this paper, a homotopy mapping for a generalized Nash equilibrium problem (GNEP) with equality and inequality constraints is constructed. From proving the existence of a homotopy path, a globally convergent homotopy method is developed to find a solution to the GNEP. Several numerical examples are presented.