On Differentiability Properties of Player Convex Generalized Nash Equilibrium Problems

  • Nadja Harms
  • Oliver Stein
  • Christian Kanzow
    • Categories Constrained Nonlinear Optimization, Game Theory, Nonsmooth Optimization Tags , , , , , Short URL: https://optimization-online.org/?p=11967

    This article studies differentiability properties for a reformulation of a player convex generalized Nash equilibrium problem as a constrained and possibly nonsmooth minimization problem. By using several results from parametric optimization we show that, apart from exceptional cases, all locally minimal points of the reformulation are differentiability points of the objective function. This justifies a numerical approach which basically ignores the possible nondifferentiabilities.

    Citation

    Optimization, DOI: 10.1080/02331934.2012.752822