English

Bessel Function Analysis of Nesterov's ODE in $N$-Player Quadratic Games

Optimization and Control 2026-03-27 v2

Abstract

We analyze Nesterov's accelerated gradient descent (NAGD) for Nash equilibrium seeking in NN-player quadratic games. While the continuous-time NAGD dynamics -- the Su--Boyd--Cand\`{e}s ODE -- are well understood for convex optimization, their behavior with non-symmetric pseudo-gradient matrices arising in games has not been characterized precisely. We establish spectral characterizations via Bessel function modal analysis: the equilibrium is unstable whenever any eigenvalue of the pseudo-gradient matrix GG lies outside R0\mathbb{R}_{\geq 0}, and all trajectories converge when every eigenvalue lies in R0\mathbb{R}_{\geq 0} and GG is diagonalizable. Remarkably, complex eigenvalues with positive real parts, which ensure stability for first-order gradient dynamics, induce exponential instability in NAGD. This reveals that the momentum mechanism enabling O(1/t2)O(1/t^2) convergence in optimization can be detrimental for equilibrium seeking in non-potential games.

Keywords

Cite

@article{arxiv.2602.16982,
  title  = {Bessel Function Analysis of Nesterov's ODE in $N$-Player Quadratic Games},
  author = {Jay Paek},
  journal= {arXiv preprint arXiv:2602.16982},
  year   = {2026}
}

Comments

Edit: Corrections to arguments and claims, omitted incomplete mathematical arguments, and cleaned for submission