Lemke-Howson algorithm (source code)

= Lemke-Howson algorithm
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{wiki=Lemke–Howson_algorithm}

The Lemke-Howson algorithm follows an almost completely labeled path in the product of two best-response polytopes of a <bimatrix game>. Drop one label at the artificial zero pair, then alternately pivot away the duplicated label until the dropped label returns. A nonzero completely labeled endpoint, after normalization, gives a <Nash equilibrium>. The two players' vectors must be kept separate even in a symmetric game.