14/10/2009, 15:00 — 16:00 — Sala P3.10, Pavilhão de Matemática
Yuan Jin-Yun, Dep. Matemática, Universidade Federal do Paraná , Curitiba, Brasil
A numerical algorithm for finding solutions of a Generalized Nash Equilibrium Problem
We build a family of nonempty closed convex sets using the data of the Generalized Nash equilibrium problem (GNEP), and select the sets iteratively such that the intersection of the selected sets contains solutions of the GNEP. We adapt the algorithm introduced by Iusem-Sosa (2003) to obtain solutions of the GNEP. Finally we give some numerical experiments to illustrate the numerical behavior of the algorithm.
