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Lemke-Howson Algorithm for 2-Player Games

version (2.74 KB) by Richard Katzwer
A function for computing mixed Nash equilibria in bimatrix games.


Updated 31 Dec 2014

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This function computes a sample mixed strategy Nash equilibrium in a bimatrix game. This function implements the Lemke-Howson complementary pivoting algorithm for solving Bimatrix Games, a variant of the Lemke algorithm for linear complementarity problems (LCPs).

C. E. Lemke and J. T. Howson, Jr. "Equilibrium Points of Bimatrix Games" Journal of the Society for Industrial and Applied Mathematics. Vol. 12, No. 2 (Jun., 1964), pp. 413-423

Lloyd S. Shapley. "A note on the Lemke-Howson algorithm". Pivoting and Extension: Mathematical Programming Studies Volume 1, 1974, pp 175-189

Bruno Codenotti, Stefano De Rossi, Marino Pagan. "An experimental analysis of Lemke-Howson algorithm."

Comments and Ratings (3)


works very well


very useful


very good


Changed title

Updated tags

Fixed strict-positivity check on column player payoff matrix 'B'.

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux