Abstract
This paper considers a method for finding multiple, hopefully all, solutions of the generalized Nash equilibrium problem (GNEP). Based on a merit function of the quasi-variational inequality (QVI) problem to GNEP, we reformulated GNEP as an unconstrained global optimization problem. To deal with the latter problem, we employ the evolutionary algorithm with adaptive fitness functions which help to search multiple global solutions. Numerical experiments for some test problems show the practical effectiveness of the method.
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Acknowledgements
This research was supported in part by a Grant-in-Aid for Scientific Research from Japan Society for the Promotion of Science.
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Majig, MA., Enkhbat, R., Fukushima, M. (2013). Evolutionary Algorithm for Generalized Nash Equilibrium Problems. In: Chinchuluun, A., Pardalos, P., Enkhbat, R., Pistikopoulos, E. (eds) Optimization, Simulation, and Control. Springer Optimization and Its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5131-0_7
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DOI: https://doi.org/10.1007/978-1-4614-5131-0_7
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