Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games
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. [Proceedi...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2011
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| Texto completo: | http://hdl.handle.net/10174/2441 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/2441 |
| Resumo: | 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. |
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