Piecewise Levenberg-Marquardt Method for Generalized Nash Equilibrium Problems

Authors

  • Alexey Izmailov Lomonosov Moscow State University, Moscow, Russia
  • Evgeniy Uskov Derzhavin Tambov State University, Tambov, Russia
  • Yan Zhibai Lomonosov Moscow State University, Moscow, Russia

DOI:

https://doi.org/10.25728/assa.2024.2024.02.1639

Keywords:

generalized Nash equilibrium problem, piecewise smooth equation, constrained equation, Levenberg--Marquardt method, LP-Newton method, globalization of convergence

Abstract

We consider the constrained piecewise Levenberg--Marquardt method globalized by linesearch, and apply it to ``min'' reformulations of the optimality systems for generalized Nash equilibrium problems. Numerical comparison of the performance of this method with some relevant existing alternatives is provided.

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Published

2024-07-15

Issue

Vol. 24 No. 02 (2024): Advances in Systems Science and Applications

Section

Articles

How to Cite

Piecewise Levenberg-Marquardt Method for Generalized Nash Equilibrium Problems. (2024). Advances in Systems Science and Applications, 24(02), 19-31. https://doi.org/10.25728/assa.2024.2024.02.1639