On the Polyhedral Homotopy Method for Solving Generalized Nash Equilibrium Problems of Polynomials

Abstract

AbstractThegeneralized Nash equilibrium problem(GNEP) is a kind of game to find strategies for a group of players such that each player’s objective function is optimized. Solutions for GNEPs are calledgeneralized Nash equilibria(GNEs). In this paper, we propose a numerical method for finding GNEs of GNEPs of polynomials based on the polyhedral homotopy continuation and the Moment-SOS hierarchy of semidefinite relaxations. We show that our method can find all GNEs if they exist, or detect the nonexistence of GNEs, under some genericity assumptions. Some numerical experiments are made to demonstrate the efficiency of our method.