Abstract
We consider the generalized Nash equilibrium problem in a Hilbert space setting. The joint constraints are eliminated by an augmented Lagrangian-type approach, and we present a fully distributed version by using ideas from alternating direction methods of multipliers (ADMM methods). Convergence follows, under a cocoercivity condition, from the fact that this method can be interpreted as a suitable splitting approach in our Hilbert space endowed with a modified scalar product. This observation also leads to a second algorithmic approach, which yields convergence under a Lipschitz assumption and monotonicity. Numerical results are presented for some examples arising in both finite- and infinite-dimensional Hilbert spaces.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
