New trajectory-following polynomial-time algorithm for linear programming problems

1989 ◽  
Vol 63 (3) ◽  
pp. 433-458 ◽  
Author(s):  
C. Roos
2013 ◽  
Vol 54 ◽  
Author(s):  
Jonas Mockus ◽  
Martynas Sabaliauskas

The Strategy Elimination (SE) algorithm was proposed in [2] and implemented by a sequence of Linear Programming (LP) problems. In this paper an efficient explicit solution is developed and the convergence to the Nash Equilibrium is proven.Keywords: game theory, polynomial algorithm, Nash equilibrium.


2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Bo Zhang ◽  
YueLin Gao ◽  
Xia Liu ◽  
XiaoLi Huang

This paper explains a region-division-linearization algorithm for solving a class of generalized linear multiplicative programs (GLMPs) with positive exponent. In this algorithm, the original nonconvex problem GLMP is transformed into a series of linear programming problems by dividing the outer space of the problem GLMP into finite polynomial rectangles. A new two-stage acceleration technique is put in place to improve the computational efficiency of the algorithm, which removes part of the region of the optimal solution without problems GLMP in outer space. In addition, the global convergence of the algorithm is discussed, and the computational complexity of the algorithm is investigated. It demonstrates that the algorithm is a complete polynomial time approximation scheme. Finally, the numerical results show that the algorithm is effective and feasible.


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