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The Gauss–Seidel method for generalized Nash equilibrium problems of polynomials
Computational Optimization and Applications ( IF 1.6 ) Pub Date : 2020-11-12 , DOI: 10.1007/s10589-020-00242-7
Jiawang Nie , Xindong Tang , Lingling Xu

This paper concerns the generalized Nash equilibrium problem of polynomials (GNEPP). We apply the Gauss–Seidel method and Moment-SOS relaxations to solve GNEPPs. The convergence of the Gauss–Seidel method is known for some special GNEPPs, such as generalized potential games (GPGs). We give a sufficient condition for GPGs and propose a numerical certificate, based on Putinar’s Positivstellensatz. Numerical examples for both convex and nonconvex GNEPPs are given for demonstrating the efficiency of the proposed method.



中文翻译:

多项式广义Nash平衡问题的Gauss-Seidel方法

本文涉及多项式的广义纳什均衡问题(GNEPP)。我们应用高斯-塞德尔方法和矩-SOS松弛来解决GNEPPs。高斯-塞德尔方法的收敛性在某些特殊的GNEPP中是众所周知的,例如广义潜在博弈(GPG)。我们为GPG提供了充分的条件,并根据Putinar的Positivstellensatz提出了数字证书。给出了凸和非凸GNEPP的数值示例,以证明所提出方法的效率。

更新日期:2020-11-12
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