3 papers
math.OC2026
A sequential linear complementarity problem method for generalized Nash equilibrium problems
Ruoyu Diao, Yu-Hong Dai, Liwei Zhang
Generalized Nash equilibrium problems (GNEPs) arise in various applications where multiple players minimize individual cost functions subject to coupled constraints. A relatively u…
math.OC2024
Stability for Nash Equilibrium Problems
Ruoyu Diao, Yu-Hong Dai, Liwei Zhang
This paper is devoted to studying the stability properties of the Karush-Kuhn-Tucker (KKT) solution mapping for Nash equilibrium problems (NEPs) with canonical pertur…
math.OC2024
Stochastic Approximation Proximal Subgradient Method for Stochastic Convex-Concave Minimax Optimization
Yu-Hong Dai, Jiani Wang, Liwei Zhang
This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded app…