Title: Computing Generalized Nash Equilibria

The generalized Nash equilibrium problem (GNEP) is an extension of the standard Nash equilibrium problem, in which each player's strategy set is dependent on the rival players' strategies. Based on an equivalent formulation as a partitioned variational inequality defined on a Cartesian product of lower-dimensional polyhedral sets, we present a detailed analysis of the computational resolution of the GNEP by the Josephy-Newton method. This analysis focuses on the following three important aspects:
(a) the local convergence of this method under a stability property of an equilibrium solution,
(b) conditions for this stability property to hold, and
(c) the successful termination of Lemke's classic method for solving the linearized subproblems.
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