Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games

DOI10.1137/100786733zbMath1209.91017arXiv1007.4458OpenAlexW2068712022MaRDI QIDQ3083340

Boris S. Mordukhovich, Vera Roshchina, Javier F. Peña

Publication date: 21 March 2011

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.4458

zbMATH Keywords

Nash equilibriavariational analysismetric regularitysmoothing algorithmmatrix gamesLipschitzian stability

Mathematics Subject Classification ID

Nonlinear programming (90C30) 2-person games (91A05) Numerical methods based on nonlinear programming (49M37)

Related Items (3)

First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games ⋮ METRIC REGULARITY—A SURVEY PART II. APPLICATIONS ⋮ Generalized Newton's method based on graphical derivatives

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