A survey of GNE computation methods: theory and algorithms
Christophe Dutang · HAL (Le Centre pour la Communication Scientifique Directe) · 2013
This paper deals with optimization methods solving the generalized Nash equilibrium problem (GNEP), which extends the standard Nash problem by allowing constraints. Two cases are considered: general GNEPs where constraint functions are individualized and jointly convex GNEPs where there is a common constraint function. Most recent methods are benchmarked against new methods. Numerical illustrations are proposed with the same software for a fair benchmark.