DigitalCommons@WayneState

Title

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

Authors

Boris S. Mordukhovich, Wayne State UniversityFollow
Javier Peña, Carnegie Mellon UniversityFollow
Vera Roshchina, Universidade de Évora, PortugalFollow

Document Type

Technical Report

Abstract

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 in (4] 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.

Number in Series

2010.04

Disciplines

Applied Mathematics | Mathematics

AMS Subject Classification

90D10, 90C30, 49J53, 49J52, 49M45

Comments

This research was partly supported by the US National Science Foundation under grants DMS-0603846 and CCF-0830533; and by the Australian Research Council under grant DP-12092508.

Recommended Citation

Mordukhovich, Boris S.; Peña, Javier; and Roshchina, Vera, "Applying Metric Regularity to Compute Condition Measure of Smoothing Algorithm for Matrix Games" (2010). Mathematics Research Reports. 75.
https://digitalcommons.wayne.edu/math_reports/75