|Table of Contents|

An Improved Self-Adaptive Projection Method for Solving Generalized Nash Equilibrium Problems(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2011年02期
Page:
10-14
Research Field:
数学
Publishing date:

Info

Title:
An Improved Self-Adaptive Projection Method for Solving Generalized Nash Equilibrium Problems
Author(s):
Li Xiaohuan; He Hongjin; Han Deren
School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China
Keywords:
projection method;  generalized Nash equilibrium problem;  quas-ivariationa linequality;  co-coercive
PACS:
O225
DOI:
-
Abstract:
Th is paper presents an im proved se l-f adaptive pro jection me thod fo r generalized Nash equ ilibrium problem s, wh ich can be found w ide applications in econom ics, managem ent sc iences and tra ffic assignm ent, etc. The g loba l convergence o f the new m ethod is established under the co- coe rc ive assum ption, and pre lim inary num er ica l results demonstrate the proposed m ethod is re liab le and e fficient in practice.

References:

[ 1] Con treras J, K luschM, K raw czyk J B. Nume rical so lutions to Nash-Cournot equilibr ia in coupled constraint e lectr ic itym arkets [ J] . IEEE T ransaction on Powe r System s, 2004, 19( 1): 195-206.
[ 2] Facchine i F, Pang J S. F in ite-Dim ensional Variationa l Inequa lities and Com plem enta rity Prob lem s[M ] . Be rlin: Spr inge rVerlag, 2003.
[ 3] 刘肇军, 刘宗谦, 冯素芬. 有限策略型博弈中的相关策略与具有合约的博弈及其均衡[ J]. 南京师大学报: 自然科学版, 2008, 31( 3) : 33-38.
[ 4] Zhang J Z, Qu B, X iu N H. Some pro jection- likem ethods fo r the generalized N ash equilib ria[ J] . Compu tational Optim ization and App lications, 2010, 45( 1): 89-109.
[ 5] Panicucc i P, PappalardoM, PassacantandoM. On solv ing generalized Nash equilib rium prob lem s v ia optim ization[ J]. Opt-i m ization Lette rs, 2009, 3( 3): 419-435.
[ 6] SunW Y, Yuan Y X. Optim ization Theory andM ethods: Nonlinear Programm ing[M ]. N ew York: Springer, 2006.
[ 7] Zhu T, Yu Z G. A sim ple proof for som e im portant properties of the pro jection m app ing [ J] . M athema tica l Inequa lities and App lications, 2004, 7( 3): 453-456.
[ 8] H an D R, Lo H K. Tw o new se l-f adaptive pro jection m e thods for var ia tiona l inequa lity prob lem s[ J]. Computers andM athem atics w ith Applications, 2002, 43( 12): 1 529-1 537.
[ 9] H e B S, H eX Z, L iu H X, et a.l Se l-f adaptive pro jec tionm e thod fo r co-coerc iv e var ia tiona l inequalities[ J]. European Journal o f Operationa lResearch, 2009, 196( 1): 43-48.

Memo

Memo:
-
Last Update: 2011-06-15