Piecewise Levenberg-Marquardt Method for Generalized Nash Equilibrium Problems

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

Published
2024-07-15
Issue
Vol 24 No 02 (2024): Advances in Systems Science and Applications
Section
Articles