[1]李小焕,何洪津,韩德仁.一种改进的自适应投影法解广义纳什均衡问题[J].南京师大学报(自然科学版),2011,34(02):10-14.
　Li Xiaohuan,He Hongjin,Han Deren.An Improved Self-Adaptive Projection Method for Solving Generalized Nash Equilibrium Problems[J].Journal of Nanjing Normal University(Natural Science Edition),2011,34(02):10-14.
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一种改进的自适应投影法解广义纳什均衡问题()
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《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

卷:
第34卷
期数:
2011年02期
页码:
10-14
栏目:
数学
出版日期:
2011-06-20

文章信息/Info

Title:
An Improved Self-Adaptive Projection Method for Solving Generalized Nash Equilibrium Problems
作者:
李小焕;  何洪津;  韩德仁
南京师范大学数学科学学院, 江苏南京210046
Author(s):
Li Xiaohuan; He Hongjin; Han Deren
School of Mathematical Sciences,Nanjing Normal University,Nanjing 210046,China
关键词:
投影法;  广义纳什均衡问题;  拟变分不等式;  余强制
Keywords:
projection method;  generalized Nash equilibrium problem;  quas-ivariationa linequality;  co-coercive
分类号:
O225
摘要:
广义纳什均衡是非合作博弈论中一个重要的概念,在经济学、管理科学、交通规划等领域有着广泛的应用.本文提出一种改进的自适应投影方法求解广义纳什均衡问题,并证明了新算法的全局收敛性.数值实验结果也表明新方法的可靠性和有效性.
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.

参考文献/References:

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[ 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.
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[ 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.

相似文献/References:

[1]毕培培,徐玲玲,韩德仁.带BB步长的自适应投影法解广义纳什均衡问题[J].南京师大学报(自然科学版),2014,37(04):31.
　Bi Peipei,Xu Lingling,Han Deren.A Self-Adaptive Projection Method with the BB-Step Sizes forSolving Generalized Nash Equilibrium Problems[J].Journal of Nanjing Normal University(Natural Science Edition),2014,37(02):31.

备注/Memo

备注/Memo:
基金项目: 国家自然科学基金( 11071122)、江苏省自然科学基金( BK2009397 ) . 通讯联系人: 韩德仁, 教授, 研究方向: 变分不等式及交通规划. E-m ail: handeren@njnu.edu.cn
更新日期/Last Update: 2011-06-15