Copositive-plus Lemke algorithm solves polymatrix games

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Article ID:	iaor1992256
Country:	Netherlands
Volume:	10
Issue:	5
Start Page Number:	285
End Page Number:	290
Publication Date:	Jul 1991
Journal:	Operations Research Letters
Authors:	Miller Dougles A., Zucker Steven W.

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’ L2-formulation. Method extends to any dynamical system p'=Rp+c, Ap•q,p≥0.

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