Indexed by:Journal Article
Date of Publication:2009-06-01
Journal:OPTIMIZATION METHODS & SOFTWARE
Included Journals:EI、SCIE
Volume:24
Issue:3
Page Number:327-337
ISSN: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.
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
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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