The The Vector $\overrightarrow{0}$ Algorithm for Solving Optimal Strategy Problems in Matrix Games and Experimental Computation in Matlab Environment

The Vector $\overrightarrow{0}$ Algorithm ...

Résumé

From the Cone-Min Method presented in \cite{ref1}, we have built a Vector $\overrightarrow{0}$ algorithm to solve the primitive standard linear programming problem with an objective function with non-negative coefficients.
We have built a computer sample program for this algorithm to solve primal standard linear programming problems with size any on the Matlab environment. We present experimental results on the same problem with random data to solve some primal linear programming problems has form the problem of optimal strategy in matrix game, using Vector $\overrightarrow{0}$ algorithm compared with Simplex Method. The experimental calculation results with random data show that the number of iterations and calculation time according to this new algorithm compared to the Simplex algorithm is much less and noticeably faster. We hope that it will be one of the effective algorithms for solving medium and large size linear programming problems on any common computer today.