Copositive-plus Lemke algorithm solves polymatrix games

Authors:
Douglas A. Miller;Steven W. Zucker
Affiliations:
Computer Vision and Robotics Laboratory, McGill Research Center for Intelligent Machines, McGill University, Montréal, Québec, Canada H3A 2A7;Computer Vision and Robotics Laboratory, McGill Research Center for Intelligent Machines, McGill University, Montréal, Québec, Canada H3A 2A7
Venue:
Operations Research Letters
Year:
1991

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Abstract

A problem in visual labeling and artificial neural networks, equivalent to finding Nash equilibria for polymatrix n-person games, may be solved by the copositive-plus Lemke algorithm. Analysis suggests efficiency improves Howson's recursive method by O(n^-^1) and is same order as Eaves' L"2-formulation. Method extends to any dynamical system p' = Rp + c, Ap @? q, p = 0.