quasi-variational inequality; generalized Nash equilibrium problem; progressive decoupling; Spingarn’s partial inverse; proximal point method.

Inspired by the progressive decoupling of linkages methodology for optimization and variational inequalities, we propose an algorithm for solving quasi-variational inequalities as a sequence of variational inequalities. Our method is shown to converge locally under some regularity conditions and globally when such conditions hold throughout the entire domain. Separately, under other type of assumptions, global … Read more