Related papers: The Gauss-Seidel Method for Generalized Nash Equil…
The generalized Nash equilibrium problem (GNEP) is a kind of game to find strategies for a group of players such that each player's objective function is optimized. Solutions for GNEPs are called generalized Nash equilibria (GNEs). In this…
This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing…
We study generalized Nash equilibrium problems (GNEPs) such that objectives are polynomial functions, and each player's constraints are linear in their own strategy. For such GNEPs, the KKT sets can be represented as unions of simpler sets…
This paper studies Nash equilibrium problems that are given by polynomial functions. We formulate efficient polynomial optimization problems for computing Nash equilibria. The Lasserre type Moment-SOS relaxations are used to solve them.…
This paper studies generalized Nash equilibrium problems that are given by rational functions. The optimization problems are not assumed to be convex. Rational expressions for Lagrange multipliers and feasible extensions of KKT points are…
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…
This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…
A parameter-free method, namely the generalization of the Gauss-Seidel (GGS) method, is developed to solve generalized absolute value equations. Convergence of the proposed method is analyzed. Numerical results are given to demonstrate the…
This paper studies generalized semi-infinite programs (GSIPs) given by polynomials. We propose a hierarchy of polynomial optimization relaxations to solve them. They are based on Lagrange multiplier expressions and polynomial extensions.…
Generalized Nash Equilibrium Problems (GNEPs) arise in many applications, including non-cooperative multi-agent control problems. Although many methods exist for finding generalized Nash equilibria, most of them rely on assuming knowledge…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…
In this paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…
In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…
We prove input-to-state stability (ISS) of perturbed Newton-type methods for generalized equations arising from Nash equilibrium (NE) and generalized NE (GNE) problems. This ISS property allows the use of inexact computations in…
The symmetric generalized eigenvalue problem (SGEP) is a fundamental concept in numerical linear algebra. It captures the solution of many classical machine learning problems such as canonical correlation analysis, independent components…
We present a method to compute explicit solutions of parametric Generalized Nash Equilibrium (GNE) problems with convex quadratic cost functions and linear coupling and local constraints. Assuming the parameters only enter the linear terms…
We study generalized Nash equilibrium (GNE) problems in games with quadratic costs and individual linear equality constraints. Departing from approaches that require strong monotonicity and/or shared constraints, we reformulate the KKT…
We design a computational approach to find equilibria in a class of Nash games possessing a hierarchical structure. By using tools from mixed-integer optimization and the characterization of variational equilibria in terms of the…