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
Applied Mathematics | Mathematics
AMS Subject Classification
90D10, 90C30, 49J53, 49J52, 49M45
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.