The Gauss-Seidel Method for Generalized Nash Equilibrium Problems of Polynomials
This paper concerns the generalized Nash equilibrium problem of polynomials (GNEPP). We apply the Gauss-Seidel method and Lasserre type Moment-SOS relaxations to solve GNEPPs. The convergence of the Gauss-Seidel method is known for some special GNEPPs, such as generalized potential games (GPGs). We give a sufficient condition for GPGs and propose a numerical certificate, based on Putinar's Positivstellensatz. Numerical examples for both convex and nonconvex GNEPPs are given for demonstrating the efficiency of the proposed method.
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