Stationary conditions

On Stationary Conditions and the Convergence of Augmented Lagrangian methods for Generalized Nash Equilibrium Problems

  • Lennin Mallma Ramirez
  • Frank Navarro Rojas
  • Alberto Ramos
    • Categories Constrained Nonlinear Optimization, Game Theory, Nonlinear Optimization Tags , , , ,

    In this work, we study stationarity conditions and constraint qualifications (CQs) tailored to Generalized Nash Equilibrium Problems (GNEPs) and analyze their relationships and implications for the global convergence of algorithms. We recall that GNEPs generalize Nash Equilibrium Problems (NEPs) in that the feasible strategy set of each player depends on the strategies chosen by the … Read more