Linear programming, complexity theory and elementary functional analysis
Mathematical Programming: Series A and B
Accuracy and Stability of Numerical Algorithms
Accuracy and Stability of Numerical Algorithms
Smooth minimization of non-smooth functions
Mathematical Programming: Series A and B
Excessive Gap Technique in Nonsmooth Convex Minimization
SIAM Journal on Optimization
Optimization methods and stability of inclusions in Banach spaces
Mathematical Programming: Series A and B
Local Linear Convergence for Alternating and Averaged Nonconvex Projections
Foundations of Computational Mathematics
First-order algorithm with O(ln(1/ε )) convergence for ε -equilibrium in two-person zero-sum games
AAAI'08 Proceedings of the 23rd national conference on Artificial intelligence - Volume 1
Mathematics of Operations Research
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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 by Gilpin, Peña, and Sandholm [Proceedings of the 23rd Conference on Artificial Intelligence, 2008, pp. 75-82] 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.