TY - JOUR
T1 - A Penalty Approach for Generalized Nash Equilibrium Problem
AU - Hou , Jian
AU - Lai , Junfeng
JO - Communications in Mathematical Research 
VL - 2
SP - 181
EP - 192
PY - 2021
DA - 2021/05
SN - 28
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/cmr/19058.html
KW - Nash equilibrium problem, generalized Nash equilibrium problem, logarithmic barrier function, quasi-variational inequality, semismooth Newton method.
AB - <p style="text-align: justify;">The generalized Nash equilibrium problem (GNEP) is a generalization of
the standard Nash equilibrium problem (NEP), in which both the utility function and
the strategy space of each player depend on the strategies chosen by all other players.
This problem has been used to model various problems in applications. However, the
convergent solution algorithms are extremely scare in the literature. In this paper,
we present an incremental penalty method for the GNEP, and show that a solution
of the GNEP can be found by solving a sequence of smooth NEPs. We then apply
the semismooth Newton method with Armijo line search to solve latter problems and
provide some results of numerical experiments to illustrate the proposed approach.</p>