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An improved hyperplane projection method for generalized Nash equilibrium problems with extrapolation technique
Optimization ( IF 1.6 ) Pub Date : 2021-02-19 , DOI: 10.1080/02331934.2021.1887182
Xiaoxi Jia 1, 2 , Zhiren Sun 1, 2 , Lingling Xu 1, 2
Affiliation  

The generalized Nash equilibrium problem is a kind of noncooperative game, whose strategy set of each player depends on the other rivals' decisions. Projection-type methods can be used to solve the corresponding quasi-variational inequalities problem. In this paper, we propose an accelerated method based on the half-space projection algorithm. At each iteration, we get a prediction point firstly by the half-space projection method. Then we use the extrapolation technique to obtain the next iterate. Numerical results show that our algorithm is effective.



中文翻译:

基于外推技术的广义纳什均衡问题的改进超平面投影方法

广义纳什均衡问题是一种非合作博弈,每个参与者的策略集取决于其他对手的决策。投影型方法可以用来解决相应的拟变分不等式问题。在本文中,我们提出了一种基于半空间投影算法的加速方法。在每次迭代中,我们首先通过半空间投影方法得到一个预测点。然后我们使用外推技术获得下一次迭代。数值结果表明我们的算法是有效的。

更新日期:2021-02-19
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