Geometrically convergent projection method in matrix games |
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Authors: | A Cegielski |
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Institution: | (1) Institute of Mathematics, Higher College of Engineering, Zielona Góra, Poland |
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Abstract: | We propose a method which evaluates the solution of a matrix game. We reduce the problem of the search for the solution to a convex feasibility problem for which we present a method of projection onto an acute cone. The algorithm converges geometrically. At each iteration, we apply a combinatorial algorithm in order to evaluate the projection onto the standard simplex. |
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Keywords: | Projection methods matrix games optimal solutions geometric convergence |
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