Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games
Optimization and Control
2010-11-19 v2 Numerical Analysis
Abstract
We develop an approach of variational analysis and generalized differentiation to conditioning issues for two-person zero-sum matrix games. Our major results establish precise relationships between a certain condition measure of the smoothing first-order algorithm proposed by Gilpin et al. [Proceedings of the 23rd AAAI Conference (2008) pp. 75-82] and the exact bound of metric regularity for an associated set-valued mapping. In this way we compute the aforementioned condition measure in terms of the initial matrix game data.
Keywords
Cite
@article{arxiv.1007.4458,
title = {Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games},
author = {Boris Mordukhovich and Javier Peña and Vera Roshchina},
journal= {arXiv preprint arXiv:1007.4458},
year = {2010}
}