On condition numbers, metric regularity and a condition measure for a matrix game problem

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• Vera Roshchina (University of Evora, Portugal)
• Thursday 19 May 2011, 15:00-16:00
• CMS, MR14.

If you have a question about this talk, please contact Dr Shadrin.

There are beautiful relations between distance to ill-posedness, condition numbers, metric regularity and complexity of numerical algorithms that appear here and there in Complexity theory and Optimization (important examples include numerical linear algebra, conic feasibility problems and homotopy algorithms for solving polynomial systems). A condition measure for zero-sum matrix games (introduced by Javier Peña et al) nicely fits into this framework. Using techniques of variational analysis, we have obtained a precise characterization of this condition measure via metric regularity modulus of a related mapping, and gave an exact expression for its evaluation via the problem’s matrix.

This talk is part of the Numerical Analysis series.

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