This study addresses the problem of finding an anti-Berge equilibrium in a bimatrix game based on a global search algorithm. Finding the anti-Berge equilibrium reduces equivalently to a quadratic programming with an indefinite matrix and linear constraints, which belongs to a class of global optimization. To solve the problem numerically, we develop a modified parallel tangent algorithm. The proposed algorithm uses the one-dimensional nonlocal search procedure based on the Strongin and parabolas methods. The stop criterion of the algorithm is the sufficient condition for anti-Berge equilibrium. The proposed algorithm is implemented and numerically tested on a range of bimatrix games.

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A Modified Parallel Tangent Global Search Algorithm for Finding Anti-Berge Equilibrium in Bimatrix Games

  • Alexander Gornov,
  • Enkhbat Rentsen,
  • Pavel Sorokovikov,
  • Tatiana Zarodnyuk

摘要

This study addresses the problem of finding an anti-Berge equilibrium in a bimatrix game based on a global search algorithm. Finding the anti-Berge equilibrium reduces equivalently to a quadratic programming with an indefinite matrix and linear constraints, which belongs to a class of global optimization. To solve the problem numerically, we develop a modified parallel tangent algorithm. The proposed algorithm uses the one-dimensional nonlocal search procedure based on the Strongin and parabolas methods. The stop criterion of the algorithm is the sufficient condition for anti-Berge equilibrium. The proposed algorithm is implemented and numerically tested on a range of bimatrix games.