We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on an error bound and provide a new sufficient condition for it to hold that is weaker than known ones. In particular, this condition implies neither local uniqueness of a solution nor strict complementarity. We also report promising numerical results.
Citation
Report MATH-NM-1-2013, Institute of Numerical Mathematics, TU Dresden, 01062 Dresden, Germany, January 2013