An improved NIRA algorithm of Nash and its application

Recent theoretical studies have shown that a relaxation algorithm can be used to find noncooperative equilibrium of. synchronous infinite games with nonlinear payoff functions and coupled constraints based on Nikaido-Isoda function.In this study,this paper introduces an improvement to the Nash equilibrium. algorithm with linear, search step-size control. Compared with the other two choice of step-sizes, i.e constant step size and steepest-decent step-size, this algorithm performs a wen balance between iterative steps and time efficiency.In the end of this paper, it provides a case study of financial investment in order to determine the optimal financial investment ratio by this algorithm.