On error bounds and Newton-type methods for generalized Nash equilibrium problems

@article{Izmailov2014OnEB,
  title={On error bounds and Newton-type methods for generalized Nash equilibrium problems},
  author={Alexey F. Izmailov and Mikhail V. Solodov},
  journal={Comp. Opt. and Appl.},
  year={2014},
  volume={59},
  pages={201-218}
}
Error bounds (estimates for the distance to the solution set of a given problem) are key to analyzing convergence rates of computational methods for solving the problem in question, or sometimes even to justifying convergence itself. That said, for the generalized Nash equilibrium problems (GNEP), the theory of error bounds had not been developed in depth comparable to the fields of optimization and variational problems. In this paper, we provide a systematic approach which should be useful for… CONTINUE READING

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Directional derivative of the marginal function in nonlinear programming

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