A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties
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DOI: 10.1007/s10589-017-9960-3
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References listed on IDEAS
- X. J. Tong & L. Qi, 2004. "On the Convergence of a Trust-Region Method for Solving Constrained Nonlinear Equations with Degenerate Solutions," Journal of Optimization Theory and Applications, Springer, vol. 123(1), pages 187-211, October.
- Francisco Facchinei & Christian Kanzow, 2010. "Generalized Nash Equilibrium Problems," Annals of Operations Research, Springer, vol. 175(1), pages 177-211, March.
- Francisco Facchinei & Christian Kanzow & Sebastian Karl & Simone Sagratella, 2015. "The semismooth Newton method for the solution of quasi-variational inequalities," Computational Optimization and Applications, Springer, vol. 62(1), pages 85-109, September.
- Axel Dreves & Francisco Facchinei & Andreas Fischer & Markus Herrich, 2014. "A new error bound result for Generalized Nash Equilibrium Problems and its algorithmic application," Computational Optimization and Applications, Springer, vol. 59(1), pages 63-84, October.
- Alexey Izmailov & Mikhail Solodov, 2014. "On error bounds and Newton-type methods for generalized Nash equilibrium problems," Computational Optimization and Applications, Springer, vol. 59(1), pages 201-218, October.
- L. Qi & X. J. Tong & D. H. Li, 2004. "Active-Set Projected Trust-Region Algorithm for Box-Constrained Nonsmooth Equations," Journal of Optimization Theory and Applications, Springer, vol. 120(3), pages 601-625, March.
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Cited by:
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- Leonardo Galli & Alessandro Galligari & Marco Sciandrone, 2020. "A unified convergence framework for nonmonotone inexact decomposition methods," Computational Optimization and Applications, Springer, vol. 75(1), pages 113-144, January.
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Keywords
Generalized Nash equilibrium problem; Trust-region algorithm; Nonmonotone strategy; Global convergence; Local superlinear convergence; Quasi-variational inequalities;All these keywords.
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