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Solving Linear Generalized Nash Games Using an Active Signature Method

Submission Status:under review
  • We propose a method to solve linear generalized Nash equilibrium problems (LGNEPs). For this purpose, a reformulation of the LGNEPs as piecewise linear problems is considered. This requires the calculation of all vertices for a special kind of unbounded convex polyhedra. Then the active signature method for constrained abs-linear problems can be used to determine the Nash equilibria. We analyse the computational effort for the resulting solution procedure. This includes also the verification of suitable optimality conditions. Finally, we present and analyse numerical results for some test problems.

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Metadaten
Author:Gertrud Graser, Timo Kreimeier, Andrea Walther
Document Type:Preprint
Language:English
Date of Publication (online):2024/02/29
Release Date:2024/02/29
Institutes:Humboldt-Universität zu Berlin
Subprojects:B10
Licence (German):License LogoCreative Commons - CC BY - Namensnennung 4.0 International