Yu Bo
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Solving generalized Nash equilibrium problem with equality and inequality constraints
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Indexed by:期刊论文

Date of Publication:2009-06-01

Journal:OPTIMIZATION METHODS & SOFTWARE

Included Journals:SCIE、EI

Volume:24

Issue:3

Page Number:327-337

ISSN No.:1055-6788

Key Words:generalized Nash game; homotopy method; global convergence

Abstract: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.

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Gender:Male

Alma Mater:吉林大学

Degree:Doctoral Degree

School/Department:数学科学学院

Discipline:Computational Mathematics. Financial Mathematics and Actuarial Science

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