First-Order Algorithms for Nonlinear Generalized Nash Equilibrium Problems. (arXiv:2204.03132v1 [math.OC])

We consider the problem of computing an equilibrium in a class of nonlinear
generalized Nash equilibrium problems (NGNEPs) in which the strategy sets for
each player are defined by equality and inequality constraints that may depend
on the choices of rival players. While the asymptotic global convergence and
local convergence rate of solution procedures have been studied in this
setting, the analysis of iteration complexity is still in its infancy. Our
contribution is to provide two simple first-order algorithmic frameworks …

algorithms arxiv equilibrium math nash equilibrium