Novel global harmony search algorithm for computing nash equilibrium of bimatrix games

In this paper a new method is proposed for computing Nash Equilibrium of bimatrix games. Firstly, bimatrix games were reformed as non-monotonic linear complementarity problem (LCP). Then, the non-monotonic LCP is formulated as absolute value equation (AVE), and solved by recently proposed algorithm named novel global harmony search (NGHS). Numerical experiment shows that the NGHS algorithm can achieve as many as possible equilibrium pair of strategies.