A numerical algorithm for finding solutions of a Generalized Nash Equilibrium Problem
14/10/2009 Wednesday 14th October 2009, 15:00 (Room P3.10, Mathematics Building)
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Yuan Jin-Yun, Dep. Matemática, Universidade Federal do Paraná , Curitiba, Brasil
We build a family of nonempty closed convex sets using the data of the Generalized Nash equilibrium problem (GNEP), and select the sets iteratively such that the intersection of the selected sets contains solutions of the GNEP. We adapt the algorithm introduced by Iusem-Sosa (2003) to obtain solutions of the GNEP. Finally we give some numerical experiments to illustrate the numerical behavior of the algorithm.
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