Package: GNE 0.99-6

Christophe Dutang

GNE: Computation of Generalized Nash Equilibria

Compute standard and generalized Nash Equilibria of non-cooperative games. Optimization methods available are nonsmooth reformulation, fixed-point formulation, minimization problem and constrained-equation reformulation. See e.g. Kanzow and Facchinei (2010), <doi:10.1007/s10479-009-0653-x>.

Authors:Christophe Dutang [aut, cre]

GNE_0.99-6.tar.gz
GNE_0.99-6.tar.gz(r-4.5-noble)GNE_0.99-6.tar.gz(r-4.4-noble)
GNE_0.99-6.tgz(r-4.4-emscripten)GNE_0.99-6.tgz(r-4.3-emscripten)
GNE.pdf |GNE.html✨
GNE/json (API)
NEWS

# Install 'GNE' in R:
install.packages('GNE', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/optimizer

3.15 score 1 stars 14 scripts 250 downloads 2 mentions 51 exports 6 dependencies

Last updated 6 days agofrom:fb5342b8c9. Checks:OK: 1 WARNING: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 18 2024
R-4.5-linux-x86_64WARNINGOct 18 2024

Exports:bench.GNE.ceqbench.GNE.fpeqbench.GNE.minpbbench.GNE.nseqcompl.pardecrstepdecrstep10decrstep20decrstep5fpNIRfpVIRfunCERfunSSRgapNIRgapVIRGNEGNE.ceqGNE.fpeqGNE.minpbGNE.nseqgradpotential.cegradpsi.cegradxgapNIRgradxgapVIRgradygapNIRgradygapVIRGrAphiFBGrAphiKKGrAphiLTGrAphiManGrAphiMinGrAphipFBGrBphiFBGrBphiKKGrBphiLTGrBphiManGrBphiMinGrBphipFBjacCERjacSSRphiFBphiKKphiLTphiManphiMinphipFBpotential.ceprojectorpsi.cepuresteprejection

Dependencies:alabamaBBnleqslvnumDerivquadprogSQUAREM

Optimization benchmark with the GNE package

Christophe Dutang

Rendered fromGNE-optim-bench.Rmdusingknitr::rmarkdownon Oct 18 2024.

Last update: 2024-10-17
Started: 2023-03-30

Readme and manuals

Help Manual

Help pageTopics
Benchmark functionbench.GNE bench.GNE.ceq bench.GNE.fpeq bench.GNE.minpb bench.GNE.nseq
Constrained Equation ReformulationCER funCER jacCER
Complementarity functionscompl.par complementarity GrAphiFB GrAphiKK GrAphiLT GrAphiMan GrAphiMin GrAphipFB GrAphirFB GrBphiFB GrBphiKK GrBphiLT GrBphiMan GrBphiMin GrBphipFB GrBphirFB phiFB phiKK phiLT phiMan phiMin phipFB phirFB print.compl.par summary.compl.par
Solving non linear equationseqsolve
GNE packageGNE
Constrained equation reformulation of the GNE problem.GNE.ceq
Fixed point equation reformulation of the GNE problem.GNE.fpeq
Non smooth equation reformulation of the GNE problem.GNE.minpb
Non smooth equation reformulation of the GNE problem.GNE.nseq
Nikaido Isoda ReformulationfpNIR gapNIR gradxgapNIR gradygapNIR
Potential reduction algorithm utility functionsgradpotential.ce gradpsi.ce potential.ce psi.ce
Projection of a point on a setProjector projector
Rejection method for random generation.rejection
SemiSmooth ReformulationfunSSR jacSSR SSR
Step functionsdecrstep decrstep10 decrstep20 decrstep5 purestep stepfunc
Nikaido Isoda ReformulationfpVIR gapVIR gradxgapVIR gradygapVIR