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SUMMARY:On condition numbers\, metric regularity and a condition measure f
 or a matrix game problem - Vera Roshchina (University of Evora\, Portugal)
DTSTART:20110519T140000Z
DTEND:20110519T150000Z
UID:TALK30275@talks.cam.ac.uk
CONTACT:Dr Shadrin
DESCRIPTION:There are beautiful relations between distance to ill-posednes
 s\, condition numbers\, metric regularity and complexity of numerical algo
 rithms that appear here and there in Complexity theory and Optimization (i
 mportant examples include numerical linear algebra\, conic feasibility pro
 blems and homotopy algorithms for solving polynomial systems). A condition
  measure for zero-sum matrix games (introduced by Javier Peña et al) nice
 ly fits into this framework. Using techniques of variational analysis\, we
  have obtained a precise characterization of this condition measure via me
 tric regularity modulus of a related mapping\, and gave an exact expressio
 n for its evaluation via the problem's matrix.\n
LOCATION:CMS\, MR14
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