1. Solving generalized Nash equilibrium problem based on immune particle swarm algorithm.
- Author
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JIA Wen-sheng, XIANG Shu-wen, YANG Jian-feng, and HE Ji-hao
- Subjects
- *
PARTICLE swarm optimization , *NASH equilibrium , *NONLINEAR equations , *COMPUTER simulation , *MATHEMATICAL optimization - Abstract
This paper presented an immune particle swarm algorithm for solving generalized Nash equilibrium problem. First it reformulated the generalized Nash equilibrium problem as the nonlinear equations problem by the nonlinear complementarity problem. Then it designed an immune particle swarm algorithm by involving the immune memory function and the antibody concentration inhibition mechanism into the original swarm algorithm. Finally the computer simulation results demonstrate that the proposed algorithm is effective and it not only keeps the variety of the original swarm, but also improves the abilities of seeking the global optimization result and the evolution speed of convergence. [ABSTRACT FROM AUTHOR]
- Published
- 2013
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