Benchmarking of Problems and Solvers: a Game-Theoretic Approach

Author:

Gogodze Joseph1

Affiliation:

1. Institute of Control System, TECHINFORMI , Georgian Technical University , 77 Kostava str.,, 0175 Tbilisi , Georgia .

Abstract

Abstract In this note, we propose a game-theoretic approach for benchmarking computational problems and their solvers. The approach takes an assessment matrix as a payoff matrix for some zero-sum matrix game in which the first player chooses a problem and the second player chooses a solver. The solution in mixed strategies of this game is used to construct a notionally objective ranking of the problems and solvers under consideration. The proposed approach is illustrated in terms of an example to demonstrate its viability and its suitability for applications.

Publisher

Walter de Gruyter GmbH

Reference23 articles.

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