An improved hyperplane projection method for generalized Nash equilibrium problems with extrapolation technique

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.

Keywords:

• Projection method
• Generalized Nash equilibrium problems
• Extrapolation technique
• Convergence

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).

Additional information

Funding

The work was partially supported by the grant National Natural Science Foundation of China (NSFC) 11971238 and the sponsorship of the Jiangsu overseas visiting scholar program for university prominent young and middle-aged teachers.