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