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