Patent ID: 8200590
Filing Date: 2012-06-12
Classification: G06F,H04L

Abstract:
1. A method for providing an approximate solution x*, y* to a minimax problem represented by an m by n matrix A=[a i,j ], 1≦i≦m and 1≦j≦n, wherein a number T of iterations of a code loop for reducing a duality gap is provided, comprising: accessing the matrix A from a data store operatively communicating with one or more computer processors, wherein the entries of A are representative of evaluations for a plurality of different circumstances; storing in the data store an initial candidate of x=(x repeating the steps A through G following with a previously determined candidate approximation x for x*, and a previously determined candidate approximation y for y*, wherein at least one repetition of the steps A through G is performed by the one or more computer processors; wherein after the repeating step, the values for x* and y* provide the solution to the minimax problem represented by the matrix A; wherein Δx is dependent on at least one positive difference (Σ wherein Δy is dependent on at least one positive difference v−(Σ