Abstract
Quasi-equilibrium problems (QEPs) allow a change of the feasible region together with the considered point, in contrast to standard equilibrium problems (EPs). In this work, we extend the Newton-type method for EPs considered by Santos et al. to the setting of QEPs. We prove locally the convergence of the method and we establish the superlinear/quadratic convergence of the algorithm to a solution of the problem under suitable assumptions. Applications to generalized Nash equilibrium problems (GNEPs) are considered. Some preliminary numerical results are reported showing the performance of the algorithm.
Disclosure statement
No potential conflict of interest was reported by the authors.