|Table of Contents|

A Self-Adaptive Projection Method with the BB-Step Sizes forSolving Generalized Nash Equilibrium Problems(PDF)

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

Issue:
2014年04期
Page:
31-
Research Field:
数学
Publishing date:

Info

Title:
A Self-Adaptive Projection Method with the BB-Step Sizes forSolving Generalized Nash Equilibrium Problems
Author(s):
Bi Peipei; Xu Lingling; Han Deren
Jiangsu Key Laboratory for NSLSCS,School of Mathematical Sciences,Nanjing Normal University,Nanjing 210023,China
Keywords:
generalized nash equilibrium problem; quasi-variational inequality(QVI); projection method; BB-step sizes; convergence
PACS:
O242
DOI:
-
Abstract:
The generalized Nash equilibrium problem(GNEP)is a noncooperative game in which the strategy set of each player,as well as his payoff function,depend on the rival players’ strategies.It can be widely used in economics,management sciences and traffic assignment,but how to effective solve the generalized Nash equilibrium problem is still a subject of concern.In this paper,we present a self-adaptive projection method with the BB-step sizes for solving generalized Nash equilibrium problems:First,we give the reformulation of a generalized Nash equilibrium.Then,we extend the BB-step sizes to the QVI formulation of the GNEP,we adopt them in projection methods,and prove that under the condition that the underlying function is co-coercive,the sequence generated by the method converges to a solution of the quasi-variational inequality problem globally.Some preliminary computational results are reported,which illustrate that the new method is efficient.

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Last Update: 2014-12-31