Partial penalization for the solution of generalized Nashequilibrium problems

摘要

In this paper we reformulate the generalized Nash equilibrium problem (GNEP)as a nonsmooth Nash equilibrium problem by means of a partial penalization of the difficultcoupling constraints. We then propose a suitable method for the solution of the penalizedproblem and we study classes of GNEPs for which the penalty approach is guaranteed toconverge to a solution. In particular, we are able to prove convergence for an interesting classof GNEPs for which convergence results were previously unknown.