Frank Navarro Rojas

An Augmented Lagrangian Method for Quasi-Equilibrium Problems

  • Luís Felipe Bueno
  • Gabriel Haeser
  • Felipe Lara
  • Frank Navarro Rojas
    • Categories Nonlinear Optimization

    In this paper, we propose an Augmented Lagrangian algorithm for solving a general class of possible non-convex problems called quasi-equilibrium problems (QEPs). We define an Augmented Lagrangian bifunction associated with QEPs, introduce a secondary QEP as a measure of infeasibility and we discuss several special classes of QEPs within our theoretical framework. For obtaining global … Read more

    Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and their Practical Implications

  • Luís Felipe Bueno
  • Gabriel Haeser
  • Frank Navarro Rojas
    • Categories Constrained Nonlinear Optimization, Game Theory Tags , , , ,

    Generalized Nash Equilibrium Problems (GNEPs) are a generalization of the classic Nash Equilibrium Problems (NEPs), where each player’s strategy set depends on the choices of the other players. In this work we study constraint qualifications and optimality conditions tailored for GNEPs and we discuss their relations and implications for global convergence of algorithms. Surprisingly, differently … Read more