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

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

2010-07-26

arxiv.org/abs/1007.4458v2

Mathematics

Optimization and Control

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-559373