An improved hyperplane projection method for generalized Nash equilibrium problems with extrapolation technique. (3rd October 2022)

• Record Type: Journal Article
• Authors: Jia, Xiaoxi; Sun, Zhiren; Xu, Lingling
• Is Part Of: Optimization. Volume 71:Number 10(2022)
• Page Start: 2819
• Page End: 2839
• Publication Date: 2022-10-03
• Subjects: Projection method -- Generalized Nash equilibrium problems -- Extrapolation technique -- Convergence; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2021.1887182
• Languages: English
• ISSNs: 0233-1934

Abstract

Abstract : The generalized Nash equilibrium problem is a kind of noncooperative game, whose strategy set of each player depends on the other rivals' decisions. Projection-type methods can be used to solve the corresponding quasi-variational inequalities problem. In this paper, we propose an accelerated method based on the half-space projection algorithm. At each iteration, we get a prediction point firstly by the half-space projection method. Then we use the extrapolation technique to obtain the next iterate. Numerical results show that our algorithm is effective.