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gambit-gnm: Compute Nash equilibria in a strategic game using a global Newton method

gambit-gnm reads a game on standard input and computes Nash equilibria using a global Newton method approach developed by Govindan and Wilson [GovWil03]. This program is based on the Gametracer 0.2 implementation by Ben Blum and Christian Shelton.

The algorithm takes as a parameter a mixed strategy profile. This profile is interpreted as defining a ray in the space of games. The profile must have the property that, for each player, the most frequently played strategy must be unique.

The algorithm finds a subset of equilibria starting from any given profile. Multiple starting profiles may be generated via the -n option or specified via the -s option; different starting profiles may result in different subsets of equilibria being found.

gambit-gnm

-d

Express all output using decimal representations with the specified number of digits.

-h

Prints a help message listing the available options.

-n

Randomly generate the specified number of perturbation vectors.

-q

Suppresses printing of the banner at program launch.

-s

Specifies a file containing a list of starting points for the algorithm. The format of the file is comma-separated values, one mixed strategy profile per line, in the same format used for output of equilibria (excluding the initial NE tag).

-m LAMBDA

16.2.0

Specifies the value of lambda at which to assume no more equilibria are accessible via the specified ray, and terminate tracing. Must be a negative number; default is -10.

-f FREQ

16.2.0

Specifies the frequency to run a local Newton method step. This is a correction step that reduces accumulated errors in the path-following. Default is 3.

-i MAXITS

16.2.0

Specifies the maximum number of iterations in a local Newton method step. Default is 10.

-c STEPS

16.2.0

Specifies the number of steps to take within a support cell. Larger values trade off speed for security in tracing the path. Default is 100.

-v

Show intermediate output of the algorithm. If this option is not specified, only the equilibria found are reported.

Computing an equilibrium of e02.nfg <../contrib/games/e02.nfg>, the reduced strategic form of the example in Figure 2 of Selten (International Journal of Game Theory, 1975):

$ gambit-gnm e02.nfg
Compute Nash equilibria using a global Newton method
Gametracer version 0.2, Copyright (C) 2002, Ben Blum and Christian Shelton
Gambit version 16.2.0, Copyright (C) 1994-2024, The Gambit Project
This is free software, distributed under the GNU GPL

NE,1,0,2.99905e-12,0.5,0.5

gambit-ipa.