local error bound condition – Optimization Online

A New Error Bound Result for Generalized Nash Equilibrium Problems and its Algorithmic Application

Published: 2013/02/11

Complementarity and Variational Inequalities, Game Theory, Nonlinear Optimization generalized nash equilibrium problem, global convergence, local error bound condition, local quadratic convergence, lp-newton method, potential reduction algorithm

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 … Read more