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APRG Seminar

Title: A note on Linear Complementarity via zero sum two person games
Speaker: T.E.S. Raghavan (University of Illinois at Chicago, USA)
Date: 20 February 2024
Time: 4 pm
Venue: LH-1, Mathematics Department

The matrix $M$ of a linear complementarity problem can be viewed as a payoff matrix of a two-person zero-sum game. Lemkeā€™s algorithm can be successfully applied to reach a complementary solution or infeasibility when the game satisfies the following conditions: (i) The value of $M$ is equal to zero. (ii) For all principal minors of $M^T$ (transpose of $M$) the value is non-negative. (iii) For any optimal mixed strategy $y$ of the maximizer either $y_i>0$ or $(My)_i>0$ for each coordinate $i$.


Contact: +91 (80) 2293 2711, +91 (80) 2293 2265 ;     E-mail: chair.math[at]iisc[dot]ac[dot]in
Last updated: 07 May 2024