Benchmarking of Problems and Solvers: a Game-Theoretic Approach
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 m...
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| Format: | Article |
| Language: | English |
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Sciendo
2019-06-01
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| Series: | Foundations of Computing and Decision Sciences |
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| Online Access: | https://doi.org/10.2478/fcds-2019-0008 |
| Summary: | 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. |
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| ISSN: | 2300-3405 |