Abstract
In this paper we reformulate the generalized Nash equilibrium problem (GNEP) as a nonsmooth Nash equilibrium problem by means of a partial penalization of the difficult coupling constraints. We then propose a suitable method for the solution of the penalized problem and we study classes of GNEPs for which the penalty approach is guaranteed to converge to a solution. In particular, we are able to prove convergence for an interesting class of GNEPs for which convergence results were previously unknown.
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Facchinei, F., Lampariello, L. Partial penalization for the solution of generalized Nash equilibrium problems. J Glob Optim 50, 39–57 (2011). https://doi.org/10.1007/s10898-010-9579-8
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DOI: https://doi.org/10.1007/s10898-010-9579-8