全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

Foundation Item:This work was supported by National Natural Science Foundation of China(10671039)An Exact Penalty Method for Vector Generalized Nash Equilibrium Problems

Keywords: vectorgeneralizedNashequilibriumproblem,vectorNashequilibriumproblem,vectoroptimization,exactpenaltyfunction2000MSC90C25doi10.3969/j.issn.1001-8395.2010.06.0101

Full-Text   Cite this paper   Add to My Lib

Abstract:

Inthispaper,westudyconstrainedvectorgeneralizedNashequilibriumproblemsinwhichallthefunctionsareconvex.Usingtheexactpenaltyfunctiontechnique,undercertainconditions,weshowthatsolvingsuchaconstrainedvectorgeneralizedNashequilibriumproblemcanbereducedtosolvingaconstrainedvectorNashequilibriumproblem.

References

[1]  Debreu G. A social existence theorem[J]. Proceedings of the National Academy of Sciences,1952,38:886-893.
[2]  Fukushima M. Restricted generalized Nash equilibria and constrolled penalty algorithm[J]. Computational Management Science,2008,7:21-22.
[3]  Chen G Y, Huang X X, Yang X Q. Vector Optimization, Set-Valued and Variational Analysis[M]. Berlin:Springer,2005.
[4]  张杰. 向量拟变分不等式与标量广义拟变分不等式之间的关系[J]. 重庆邮电大学学报:自然科学版,2009,21(6):828-830.
[5]  江波,张杰,黄学祥. 向量变分不等式与广义变分不等式之间的某些关系[J]. 运筹学学报,2008,12(3):115-120.
[6]  Huang X X. Extended well-posed properties of vector optimization problems[J]. J Optimization Theory and Applications,2000,106:165-182.
[7]  Huang X X, Yang X Q. Levitin-Polyak well-posedness of constrained vector optimization problems[J]. J Global Optimization,2007,37:287-304.
[8]  Arrow K J, Debreu G. Existence of an equilibrium for a competitive economy[J]. Econometrica,1954,22:265-290.
[9]  Pang J S, Fukushima M. Quasi-variational inequality, generalized Nash equilibria, and multi-leader-follower games[J]. Computational Management Science,2005,2:21-56.
[10]  Giannessi F. Vector Variational Inequalities and Vector Equilibrium-Mathematic Theories[M]. Dordrecht:Kluwer Academic Publishers,2000.
[11]  Huang X X, Yang X Q, Teo K L. Convergence analysis of a class of penalty methods for vector optimization oroblems with cone constraints[J]. J Global Optimization,2006,36:637-652.
[12]  Huang X X, Yang X Q. Calmness and exact penalization in vector optimization with cone constraints[J]. Computational Optimization and Applications,2006,35:47-67.
[13]  Hobbs B F, Pang J S. Nash-Cournot equilibrium in electric power markets with piecewise linear demand functions and joint constraints[J]. Operations Research,2007,50:113-127.
[14]  Jiang B, Zhang J, Huang X X. Levitin-Polyak well-posedness of generalized quasivariational ineq- ualities with functional constraints[J]. Nonlinear Analysis:TMA,2009,70:1492-1503.
[15]  Huang X X. Extended and strongly extended well-posedness of set-valued optimization problems[J]. Mathematical Methods of Operations Research,2001,53:101-116.
[16]  Huang X X. Pointwise well-posedness of the perturbed vector optimization problems in vector-valued variational principles[J]. J Optimization Theory and Applications,2001,108:671-684.
[17]  Kuratowski K. Topolog[M]. New York:Academic Press,1968.
[18]  Bednarczuk E. Well-posedness of vector optimization problems[J]. Lecture Notes in Economics and Mathematical Systems,1987,294:151-61.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133