# Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems

arXiv: https://arxiv.org/abs/1807.04474 · HTML: https://mlsanity.com/paper/1807.04474/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 12 Jul 2018.

## Built on by (most cited first, 3 of 3)

- [First-Order Algorithms for Nonlinear Generalized Nash Equilibrium Problems](https://mlsanity.com/paper/2204.03132/) (2022)
- [DIPPA: An improved Method for Bilinear Saddle Point Problems](https://mlsanity.com/paper/2103.08270/) (2021)
- [Fully Distributed GNE Algorithms for Multi-Robot Placement without Consensus on Multipliers](https://mlsanity.com/paper/2608.29388/) (2026)

## Abstract (arXiv)

We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is done by introducing a secondary GNEP as a new optimality concept. In this context, special consideration is given to the role of suitable constraint qualifications that take into account the particular structure of GNEPs. Furthermore, we consider the behaviour of the method for jointly-convex GNEPs and describe a modification which is tailored towards the computation of variational equilibria. Numerical results are included to illustrate the practical performance of the overall method.