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GitHub - coin-or/Ipopt: COIN-OR Interior Point Optimizer IPOPT

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COIN-OR Interior Point Optimizer IPOPT. Contribute to coin-or/Ipopt development by creating an account on GitHub.

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Bimatrix game equilibrium via nonlinear programming

These lecture notes (PDF) from Asu Ozdaglar give a bilinear program whose solution is the mixed-strategy equilibrium for a two-player, non-zero-sum game with finite action spaces—also known as a bimatrix game. I wanted to reproduce this highly practical result in a more accessible format and offer some implementation notes.

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