Geometrically convergent projection method in matrix games

  • A. Cegielski
Contributed Papers


We propose a method which evaluates the solution of a matrix game. We reduce the problem of the search for the solution to a convex feasibility problem for which we present a method of projection onto an acute cone. The algorithm converges geometrically. At each iteration, we apply a combinatorial algorithm in order to evaluate the projection onto the standard simplex.

Key Words

Projection methods matrix games optimal solutions geometric convergence 


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Copyright information

© Plenum Publishing Corporation 1995

Authors and Affiliations

  • A. Cegielski
    • 1
  1. 1.Institute of MathematicsHigher College of EngineeringPoland

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