本文利用指数型惩罚函数部分地惩罚耦合约束,从而将广义纳什均衡问题(GNEP)的求解转化为求解一系列光滑的惩罚纳什均衡问题( NEP)。我们证明了若光滑的惩罚NEP序列的解序列的聚点处EMFCQ成立,则此聚点是GNEP的一个解。进一步,我们把惩罚 NEP的KKT条件转化为一个非光滑方程系统,然后应用带有Armijo线搜索的半光滑牛顿法来求解此系统。最后,数值结果表明我们的指数型惩罚函数方法是有效的。
This paper reformulates the generalized Nash equilibrium problem ( GNEP) as a sequence of smoothing penalized NEPs by means of a partial penalization of the coupling constraints where the exponential penalty func -tions are used .We demonstrate that the limit point is a solution to the GNEP under the EMFCQ at a limit point of solutions to smoothing penalized NEPs .Further more, we formulate the Karush-Kuhn-Tucker(KKT)conditions for smoothing penalized NEPs into a system of nonsmooth equations , and then apply the semismooth Newton method with Armijo line search to solve the system .Finally, the numerical results show that our exponential penalty function method for GNEP is effective .