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Quasidifferentiable generalized Nash equilibrium problems: optimality conditions and marginal function analysis
Azam Ghasemi (University of Isfahan), Vinay Singh (National Institute of Technology)
Résumé : This paper investigates optimality conditions for generalized Nash equilibrium problems (GNEPs) where the objective and constraint functions are quasidifferentiable. Quasidifferentiability allows for a more flexible analysis of equilibrium problems with nonconvex and nonsmooth structures. We derive first-order necessary optimality conditions in terms of quasidifferentials, extending classical Karush–Kuhn–Tucker (KKT) conditions to this broader setting. As these optimality conditions are formulated in terms of the marginal functions associated with each player's optimization subproblem, we conduct a rigorous sensitivity analysis to characterize their properties. Additionally, under appropriate generalized convexity assumptions, we establish sufficient conditions for optimality. Our results contribute to the theory of nonsmooth equilibrium problems by providing a unified framework for analysing GNEPs with nonstandard differentiability properties. The applicability of the derived conditions is illustrated through examples.