Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems
提出一种增广拉格朗日算法求解广义纳什均衡问题，讨论极限点的可行性与最优性收敛性质，并针对联合凸情形改进以计算变分均衡，数值实验验证了方法效果。
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 done by introducing a secondary GNEP as a new optimality concept. In this context, special consideration is given to the role of suitable constraint qualifications that take into account the particular structure of GNEPs. Furthermore, we consider the behavior of the method for jointly convex GNEPs and describe a modification which is tailored towards the computation of variational equilibria. Numerical results are included to illustrate the practical performance of the overall method.