Mixed-Integer Programming Methods for Finding Nash Equilibria

@inproceedings{Sandholm2005MixedIntegerPM,
  title={Mixed-Integer Programming Methods for Finding Nash Equilibria},
  author={Tuomas Sandholm and Andrew Gilpin and Vincent Conitzer},
  booktitle={AAAI},
  year={2005}
}
We present, to our knowledge, the first mixed integer program (MIP) formulations for finding Nash equilibria in games (specifically, two-player normal form games). We study different design dimensions of search algorithms that are based on those formulations. Our MIP Nashalgorithm outperforms Lemke-Howsonbut notPorter-Nudelman-Shoham (PNS) on GAMUT data. We argue why experiments should also be conducted on games with equilibria with medium-sized supports only, and present a methodology for… CONTINUE READING

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