Convex generalized Nash equilibrium problems and polynomial optimization

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Main Authors: Jiawang, Nie, Xindong, Tang
Format: Book
Language:English
Published: Springer 2023
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Online Access:https://link.springer.com/article/10.1007/s10107-021-01739-7
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7450
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spelling oai:localhost:PNK-74502023-04-03T08:44:29Z Convex generalized Nash equilibrium problems and polynomial optimization Jiawang, Nie Xindong, Tang generalized Nash equilibria Moment-SOS hierarchy CC BY This paper studies convex generalized Nash equilibrium problems that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing generalized Nash equilibria (GNEs). The Moment-SOS hierarchy of semidefinite relaxations are used to solve the polynomial optimization. Under some general assumptions, we prove the method can find a GNE if there exists one, or detect nonexistence of GNEs. Numerical experiments are presented to show the efficiency of the method. 2023-04-03T08:44:29Z 2023-04-03T08:44:29Z 2021 Book https://link.springer.com/article/10.1007/s10107-021-01739-7 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7450 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic generalized Nash equilibria
Moment-SOS hierarchy
spellingShingle generalized Nash equilibria
Moment-SOS hierarchy
Jiawang, Nie
Xindong, Tang
Convex generalized Nash equilibrium problems and polynomial optimization
description CC BY
format Book
author Jiawang, Nie
Xindong, Tang
author_facet Jiawang, Nie
Xindong, Tang
author_sort Jiawang, Nie
title Convex generalized Nash equilibrium problems and polynomial optimization
title_short Convex generalized Nash equilibrium problems and polynomial optimization
title_full Convex generalized Nash equilibrium problems and polynomial optimization
title_fullStr Convex generalized Nash equilibrium problems and polynomial optimization
title_full_unstemmed Convex generalized Nash equilibrium problems and polynomial optimization
title_sort convex generalized nash equilibrium problems and polynomial optimization
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10107-021-01739-7
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7450
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score 8.891145