Abstract
The generalized Nash equilibrium problem is a kind of noncooperative game, whose strategy set of each player depends on the other rivals' decisions. Projection-type methods can be used to solve the corresponding quasi-variational inequalities problem. In this paper, we propose an accelerated method based on the half-space projection algorithm. At each iteration, we get a prediction point firstly by the half-space projection method. Then we use the extrapolation technique to obtain the next iterate. Numerical results show that our algorithm is effective.
Acknowledgments
The work was partially supported by the grant NSFC 11971238 and the sponsorship of the Jiangsu overseas visiting scholar program for university prominent young and middle-aged teachers.
Disclosure statement
No potential conflict of interest was reported by the author(s).