Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems.
Axel DrevesChristian KanzowOliver SteinPublished in: J. Glob. Optim. (2012)
Keyphrases
- variational inequalities
- nash equilibrium
- globally convergent
- optimization problems
- convex functions
- mathematical programming
- convex programming
- convex relaxation
- quasiconvex
- game theoretic
- convex sets
- repeated games
- newton method
- game theory
- image restoration and reconstruction
- related problems
- convex optimization
- markov random field
- robust optimization
- solution concepts
- alternating direction method of multipliers