ICCOPT 2013 Talk, Room 1.4, Thursday, August 1, 11:00-12:30

 Speaker: Axel Dreves, Universität der Bundeswehr München, Germany
 Title: A new error bound result for generalized Nash equilibrium problems and its algorithmic application
 Co-authors: Francisco Facchinei, Andreas Fischer, Markus Herrich

 Abstract:
Scientific Program

This talk is about a new algorithm for the solution of Generalized Nash Equilibrium Problems (GNEPs). The result of the combination of a potential reduction algorithm and a LP-Newton method, is a hybrid method that has robust global convergence properties and a local quadratic convergence rate. The basis for the proof of the local convergence property is a local error bound condition for the KKT system of a GNEP. Since the application of standard error bound results is difficult, due to the peculiar structure of KKT systems arising from GNEPs, a new sufficient condition is provided. This condition does neither imply local uniqueness of the solution nor strict complementarity. The numerical behavior of the new algorithm is promising.


 Talk in: Organized Session Thu.B.14 Advances in algorithms
 Cluster: Complementarity and variational inequalities


 Go to: Thu.B
 Go to: unframed Scientific Program

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