ICCOPT 2013 Talk, Room 1.4, Monday, July 29, 11:30-13:00

 Speaker: Jong-Shi Pang, University of Illinois at Urbana-Champaign, USA
 Title: On the solution of affine generalized Nash equilibrium problems by Lemke's method
 Co-authors: Dane Schiro, Uday Shanbhag

 Abstract:
Scientific Program

Affine generalized Nash equilibrium problems (AGNEPs) represent a class of non-cooperative games in which players solve convex quadratic programs with a set of (linear) constraints that couple the players' variables. The generalized Nash equilibria (GNE) associated with such games are given by solutions to a linear complementarity problem (LCP). This paper treats a large subclass of AGNEPs wherein the coupled constraints are shared by, i.e., common to, the players. It is first shown that the well-known Lemke method will compute, if successful, only one kind of equilibria characterized by a very special feature of the constraint multipliers. Based on a modification of this method, we present several avenues for computing structurally different GNE based on varying consistency requirements on the Lagrange multipliers associated with the shared constraints.


 Talk in: Organized Session Mon.A.14 Equilibrium problems and variational inequalities: Computation and uncertainty
 Cluster: Complementarity and variational inequalities


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