A Robust Sequential Quadratic Programming Approach for Solving Open-Loop Generalized Nash Equilibria in Autonomous Racing
This paper proposes a novel numerical method called DG-SQP for solving local generalized Nash equilibria (GNE) of open-loop general-sum dynamic games with nonlinear dynamics and constraints. The method leverages sequential quadratic programming (SQP) and requires only the solution of a single convex quadratic program at each iteration.