最近,Heusinger和Kanzow将广义Nash均衡问题(GNEP)转化成了带约束和无约束的优化问题.本文在此基础上,设计了一种求解GNEP的算法,在保证解存在的情况下,仅要求共享策略集是闭集而非紧致集,我们证明了算法的收敛性.最后,通过数值实验验证了这种算法具有良好的数值效果.
Recently, Heusinger and Kanzow reformulated the generalized Nash equilibrium problem (GNEP) as the constrained and unconstrained optimization problems. In this paper, based on the reformulation above, we propose an algorithm for solving GNEP. The common strategy space demanded here only to be closed, rather than compact. Under the condition that the solution set is nonempty, we prove the global convergence of the algorithm. Finally, the algorithm is demonstrated to perform quite well on an example modified from the literature.