Optimization reformulations of the generalized Nash equilibrium problem using regularized indicator Nikaido-Isoda function

摘要

In this paper, we extend the literature by adapting the Nikaido-Isoda function as an indicator function termed as regularized indicator Nikaido-Isoda function, and this is demonstrated to guarantee existence of a solution. Using this function, we present two constrained optimization reformulations of the generalized Nash equilibrium problem (GNEP for short). The first reformulation characterizes all the solutions of GNEP as global minima of the optimization problem. Later this approach is modified to obtain the second optimization reformulation whose global minima characterize the normalized Nash equilibria. Some numerical results are also included to illustrate the behaviour of the optimization reformulations.