메뉴 건너뛰기




Volumn 7, Issue 1, 2011, Pages 125-138

A trust region algorithm for Nash equilibrium problems

Author keywords

Convergence; Nash equilibrium; Trust region

Indexed keywords


EID: 79951763164     PISSN: 13489151     EISSN: 13498169     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (14)

References (26)
  • 1
    • 0001130234 scopus 로고    scopus 로고
    • A trust region method based on interior point techniques for nonlinear programming
    • R.H. Byrd, J.C. Gilbert and J. Nocedal, A trust region method based on interior point techniques for nonlinear programming, Math. Program. 89 (2000) 149-185.
    • (2000) Math. Program. , vol.89 , pp. 149-185
    • Byrd, R.H.1    Gilbert, J.C.2    Nocedal, J.3
  • 2
    • 0023430609 scopus 로고
    • A trust region algorithm for nonlinear constrained optimization
    • R.H. Byrd, R.B. Schnabel and G.A. Shultz, A trust region algorithm for nonlinear constrained optimization, SIAM J. Optimization 24 (1987) 1152-1170.
    • (1987) SIAM J. Optimization , vol.24 , pp. 1152-1170
    • Byrd, R.H.1    Schnabel, R.B.2    Shultz, G.A.3
  • 3
    • 0002336672 scopus 로고
    • A trust region strategy for nonlinear equality constrained optimization
    • in, P.T. Boggs, R.H. Byrd and R.B. Schnabel (eds.), SIAM, Philadelphia
    • M.R. Celis, J.E. Dennis and R.A. Tapia, A trust region strategy for nonlinear equality constrained optimization, in Numerical Optimization 1984, P.T. Boggs, R.H. Byrd and R.B. Schnabel (eds.), SIAM, Philadelphia, 1984, pp. 71-82.
    • (1984) Numerical Optimization 1984 , pp. 71-82
    • Celis, M.R.1    Dennis, J.E.2    Tapia, R.A.3
  • 4
    • 1342303387 scopus 로고    scopus 로고
    • A smoothing method for a mathematical program with P-Matrix linear complementarity constraints
    • X.J. Chen and M. Fukushima, A smoothing method for a mathematical program with P-Matrix linear complementarity constraints, Computational Optimization and Applications 27 (2004) 223-246.
    • (2004) Computational Optimization and Applications , vol.27 , pp. 223-246
    • Chen, X.J.1    Fukushima, M.2
  • 5
    • 0000317378 scopus 로고    scopus 로고
    • A primal-dual trust-region algorithm for non-convex nonlinear programming
    • A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint, A primal-dual trust-region algorithm for non-convex nonlinear programming, Math. Program. 87 (2000) 215-249.
    • (2000) Math. Program. , vol.87 , pp. 215-249
    • Conn, A.R.1    Gould, N.I.M.2    Orban, D.3    Toint, P.L.4
  • 6
    • 0002467356 scopus 로고
    • Global convergence of a class of trust region algoirthms for optimization with simple bunds
    • A.R. Conn, N.I.M. Gould and Ph.L. Toint, Global convergence of a class of trust region algoirthms for optimization with simple bunds, SIAM J. Optimization 25 (1988) 433-460.
    • (1988) SIAM J. Optimization , vol.25 , pp. 433-460
    • Conn, A.R.1    Gould, N.I.M.2    Toint, P.L.3
  • 9
    • 34848903352 scopus 로고    scopus 로고
    • Generalized Nash equilibrium problems
    • F. Facchinei and Ch. Kanzow, Generalized Nash equilibrium problems, 4OR 5 (2007) 173-210.
    • (2007) 4OR , vol.5 , pp. 173-210
    • Facchinei, F.1    Kanzow, C.2
  • 12
    • 0001963239 scopus 로고
    • A model algorithm for composite NDO problems
    • R. Fletcher, A model algorithm for composite NDO problems, Math. Program. Studies 17 (1982) 67-76.
    • (1982) Math. Program. Studies , vol.17 , pp. 67-76
    • Fletcher, R.1
  • 13
    • 0032047752 scopus 로고    scopus 로고
    • A global convergent sequential quadratic programmking algorithm for mathematical programs with linear complementarity constraints
    • M. Fukushima, Z.Q. Luo and J.S. Pang, A global convergent sequential quadratic programmking algorithm for mathematical programs with linear complementarity constraints, Computational Optimization and Applications 10 (1998) 5-34.
    • (1998) Computational Optimization and Applications , vol.10 , pp. 5-34
    • Fukushima, M.1    Luo, Z.Q.2    Pang, J.S.3
  • 14
    • 0032346174 scopus 로고    scopus 로고
    • Some feasibility issues in mathematical programs with equilibrium constraints
    • M. Fukushima and J.S. Pang, Some feasibility issues in mathematical programs with equilibrium constraints, SIAM J. Optimization 8 (1998) 673-681.
    • (1998) SIAM J. Optimization , vol.8 , pp. 673-681
    • Fukushima, M.1    Pang, J.S.2
  • 15
    • 0038009937 scopus 로고    scopus 로고
    • A global method method to compute Nash equilibria
    • S. Govindan and R. Wilson, A global method method to compute Nash equilibria, J. Economic Theory 110 (2003) 65-86.
    • (2003) J. Economic Theory , vol.110 , pp. 65-86
    • Govindan, S.1    Wilson, R.2
  • 16
    • 33646551177 scopus 로고    scopus 로고
    • A robust SQP method for mathematical programs with linear complementarity constraints
    • X.W. Liu, G. Perakis and J. Sun, A robust SQP method for mathematical programs with linear complementarity constraints, Computational Optimization and Application 34(2006) 5-33.
    • (2006) Computational Optimization and Application , vol.34 , pp. 5-33
    • Liu, X.W.1    Perakis, G.2    Sun, J.3
  • 18
    • 0001687478 scopus 로고    scopus 로고
    • Nash equilibrium and the history of economic theory
    • R.B. Myerson, Nash equilibrium and the history of economic theory, J. Economic Literature 37 (1999) 1067-1082.
    • (1999) J. Economic Literature , vol.37 , pp. 1067-1082
    • Myerson, R.B.1
  • 21
    • 79951733696 scopus 로고    scopus 로고
    • Distributed power allocation with rate constraints in Gaussian parallel interference channels, Research Report
    • Submitted to
    • J.S. Pang, G.Scutari, F. Facchinei and C.X. Wang, Distributed power allocation with rate constraints in Gaussian parallel interference channels, Research Report, 2007. Submitted to IEEE Transsctions on Information Theory.
    • (2007) IEEE Transsctions on Information Theory
    • Pang, J.S.1    Scutari, G.2    Facchinei, F.3    Wang, C.X.4
  • 22
    • 0002340344 scopus 로고
    • A new algorithm for unconstrained optimization
    • in, J.B. Rosen, O.L. Mangassarian and K. Ritter (eds.), Academic Press, New York
    • M.J.D. Powell, A new algorithm for unconstrained optimization, in Nonlinear Programming, J.B. Rosen, O.L. Mangassarian and K. Ritter (eds.), Academic Press, New York, 1970. pp. 31-66.
    • (1970) Nonlinear Programming , pp. 31-66
    • Powell, M.J.D.1
  • 23
    • 0021482384 scopus 로고
    • On the global convergence of trust region algorithms for unconstrained minimization
    • M.J.D. Powell, On the global convergence of trust region algorithms for unconstrained minimization, Math. Program. 29 (1984) 296-303.
    • (1984) Math. Program. , vol.29 , pp. 296-303
    • Powell, M.J.D.1
  • 24
    • 0025540157 scopus 로고
    • A trust region algorithm for equality constrained optimization
    • M.J.D. Powell and Y. Yuan, A trust region algorithm for equality constrained optimization, Math. Program. 49 (1990) 189-211.
    • (1990) Math. Program. , vol.49 , pp. 189-211
    • Powell, M.J.D.1    Yuan, Y.2
  • 25
    • 0001898672 scopus 로고    scopus 로고
    • Non-monotone trust region algorithms for nonlinear optimization subject to convex constraints
    • Ph.L. Toint, Non-monotone trust region algorithms for nonlinear optimization subject to convex constraints, Math. Program. 77 (1997) 69-94.
    • (1997) Math. Program. , vol.77 , pp. 69-94
    • Toint, P.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.