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Solving linear generalized Nash games using an active signature method
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PRE
AI
DOI：10.1080/10556788.2025.2576221.png)
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Abstract
En 中文
We propose a method to solve linear generalized Nash equilibrium problems (LGNEPs). For this purpose, a reformulation of the LGNEPs as piecewise linear problems is considered. This requires the calculation of all vertices for a special kind of unbounded convex polyhedra. Then the active signature method for constrained abs-linear problems can be used to determine the Nash equilibria. We analyse the computational effort for the resulting solution procedure. This includes also the verification of suitable optimality conditions. Finally, we present and analyse numerical results for some test problems.
Keywords:
CONVERGENCE
NONSMOOTH
NONCONVEX
Journal
O
IF:
1.4
Papers:
24
Citations:
0