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Erschienen in:
2006 | OriginalPaper | Buchkapitel
Exact penalty functions for generalized Nash problems
verfasst von : Francisco Facchinei, Jong-Shi Pang
Erschienen in: Large-Scale Nonlinear Optimization
Verlag: Springer US
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We propose the use exact penalty functions for the solution of generalized Nash equilibrium problems (GNEPs). We show that by this approach it is possible to reduce the solution of a GNEP to that of a usual Nash problem. This paves the way to the development of numerical methods for the solution of GNEPs. We also introduce the notion of generalized stationary point of a GNEP and argue that convergence to generalized stationary points is an appropriate aim for solution algorithms.