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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Bibliographic Details
Main Author: Mordukhovich, Boris (author)
Other Authors: Peña, Javier (author), Roshchina, Vera (author)
Format: article
Language:eng
Published: 2011
Online Access:http://hdl.handle.net/10174/2441
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/2441