求解广义Nash均衡问题的同伦方法  

A Homotopy Method for Solving Generalized Nash Equilibrium Problems

作　　者：范晓娜[1] 陈燕 蒋俐 Fan Xiaona;Chen Yan;Jiang Li(School of Science,Nanjing University of Posts and Telecommunications,Nanjing 210023,China)

机构地区：[1]南京邮电大学理学院,江苏南京210023

出　　处：《宁夏大学学报（自然科学版）》2021年第3期263-269,共7页Journal of Ningxia University(Natural Science Edition)

基　　金：国家自然科学基金资助项目(11671004);南京邮电大学校基金资助项目(NY217097,NY218061,NY218079)。

摘　　要：通过引入两个二次连续可微映射,提出一种求解广义Nash均衡问题的新的同伦方法,在适当的假设条件下,同伦路径的存在性和全局收敛性得到了证明.与已有的同伦方法相比,该方法扩大初始点选取范围而且减弱了收敛的条件,计算效率有明显提高.By introducing two continuous differentiable mappings,a new homotopy method for solving the generalized Nash equilibrium problem is proposed.Under the suitable assumptions,the existence and global convergence of the homotopy path are proved.Compared with the existing homotopy method,the scope of feasible set is enlarged.The numerical results show that the method is promising.

关 键 词：广义Nash均衡 同伦方法 全局收敛性 

分 类 号：O221[理学—运筹学与控制论]