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

نویسندگان

  • Boris S. Mordukhovich
  • Javier Peña
  • Vera Roshchina
چکیده

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.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Minimal solution of fuzzy neutrosophic soft matrix

The aim of this article is to study the concept of unique solvability of max-min fuzzy neutrosophic soft matrix equation and strong regularity of fuzzy neutrosophic soft matrices over Fuzzy Neutrosophic Soft Algebra (FNSA). A Fuzzy Neutrosophic Soft Matrix (FNSM) is said to have Strong, Linear Independent (SLI) column (or, in the case of fuzzy neutrosophic soft square matrices, to be strongly r...

متن کامل

A note on unique solvability of the absolute value equation

It is proved that applying sufficient regularity conditions to the interval matrix $[A-|B|,A + |B|]$, we can create a new unique solvability condition for the absolute value equation $Ax + B|x|=b$, since regularity of interval matrices implies unique solvability of their corresponding absolute value equation. This condition is formulated in terms of positive deniteness of a certain point matrix...

متن کامل

First-Order Algorithm with O(ln(1/e)) Convergence for e-Equilibrium in Two-Person Zero-Sum Games

We propose an iterated version of Nesterov’s first-order smoothing method for the two-person zero-sum game equilibrium problem min x∈Q1 max y∈Q2 xAy = max y∈Q2 min x∈Q1 xAy. This formulation applies to matrix games as well as sequential games. Our new algorithmic scheme computes an -equilibrium to this min-max problem in O ( ‖A‖ δ(A) ln(1/ ) ) first-order iterations, where δ(A) is a certain con...

متن کامل

The Condition Metric in the Space of Rectangular Full Rank Matrices

The condition metric in spaces of polynomial systems has been introduced and studied in a series of papers by Beltrán, Dedieu, Malajovich and Shub. The interest of this metric comes from the fact that the associated geodesics avoid ill-conditioned problems and are a useful tool to improve classical complexity bounds for Bézout’s theorem. The linear case is examined here: Using nonsmooth nonconv...

متن کامل

Assessment of the Log-Euclidean Metric Performance in Diffusion Tensor Image Segmentation

Introduction: Appropriate definition of the distance measure between diffusion tensors has a deep impact on Diffusion Tensor Image (DTI) segmentation results. The geodesic metric is the best distance measure since it yields high-quality segmentation results. However, the important problem with the geodesic metric is a high computational cost of the algorithms based on it. The main goal of this ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 20  شماره 

صفحات  -

تاریخ انتشار 2010