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It is well-recognized that in the presence of singular (and in particular nonisolated) solutions of unconstrained or constrained smooth nonlinear equations, the existence of critical solutions has a crucial impact on the behavior of various Newton-type methods. On the one hand, it has been...
Persistent link: https://www.econbiz.de/10014502070
We present a new algorithm for the solution of Generalized Nash Equilibrium Problems. This hybrid method combines the robustness of a potential reduction algorithm and the local quadratic convergence rate of the LP-Newton method. We base our local convergence theory on a local error bound and...
Persistent link: https://www.econbiz.de/10010937799
Persistent link: https://www.econbiz.de/10008533940