Related papers: The Complexity of the Homotopy Method, Equilibrium…
We study the complexity of problems related to subgame-perfect equilibria (SPEs) in infinite duration non zero-sum multiplayer games played on finite graphs with parity objectives. We present new complexity results that close gaps in the…
Convex optimization encompasses a wide range of optimization problems that contain many efficiently solvable subclasses. Interior point methods are currently the state-of-the-art approach for solving such problems, particularly effective…
This paper is an exposition of algorithms for finding one or all equilibria of a bimatrix game (a two-player game in strategic form) in the style of a chapter in a graduate textbook. Using labeled "best-response polytopes", we present the…
A homotopy method for multi-objective optimization that produces uniformly sampled Pareto fronts by construction is presented. While the algorithm is general, of particular interest is application to simulation-based engineering…
Developing efficient and guaranteed nonconvex algorithms has been an important challenge in modern machine learning. Algorithms with good empirical performance such as stochastic gradient descent often lack theoretical guarantees. In this…
The paper aims to propose a suitable method in finding the solution of tensor complementarity problem. The tensor complementarity problem is a subclass of nonlinear complementarity problems for which the involved function is defined by a…
Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting…
We show that computing an equilibrium in atomic splittable congestion games with player-specific affine cost functions $l_{e,i}(x) = a_{e,i} x + b_{e,i}$ is $\mathsf{PPAD}$-complete. To prove that the problem is contained in…
Multilinear systems of equations arise in various applications, such as numerical partial differential equations, data mining, and tensor complementarity problems. In this paper, we propose a homotopy method for finding the unique positive…
We address the multi-agent motion planning problem where interactions, collisions, and congestion co-exist. Conventional game-theoretic planners capture interactions among agents but often converge to conservative, congested equilibria.…
We study multiplayer quantitative reachability games played on a finite directed graph, where the objective of each player is to reach his target set of vertices as quickly as possible. Instead of the well-known notion of Nash equilibrium…
Homotopy perturbation method is used for solving the multi-point boundary value problems. The approximate solution is found in the form of a rapidly convergent series. Several numerical examples have been considered to illustrate the…
We present an experimental investigation of the performance of the Lemke-Howson algorithm, which is the most widely used algorithm for the computation of a Nash equilibrium for bimatrix games. Lemke-Howson algorithm is based upon a simple…
This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…
We consider an algorithmic framework for two-player non-zero-sum semidefinite games, where each player's strategy is a positive semidefinite matrix with trace one. We formulate the computation of Nash equilibria in such games as…
The Promise Constraint Satisfaction Problem (PCSP for short) is a generalization of the well-studied Constraint Satisfaction Problem (CSP). The PCSP has its roots in such classic problems as the Approximate Graph Coloring and the…
In this article, we consider nonlinear complementarity problem. We introduce a new homotopy function for finding the solution of nonlinear complementarity problem through the trajectory . We show that the homotopy path approaching the…
We propose a homotopy method for solving mathematical programs with complementarity constraints (CCs). The indicator function of the CCs is relaxed by a Lasry-Lions double envelope, an extension of the Moreau envelope that enjoys an…
We propose homotopy analysis method in combination with Galerkin projections to approximate the natural response of non-smooth oscillators with discontinuities of type Heaviside, signum, modulus etc. While constructing the homotopy, we…
McLennan and Tourky (2010) showed that "imitation games" provide a new view of the computation of Nash equilibria of bimatrix games with the Lemke-Howson algorithm. In an imitation game, the payoff matrix of one of the players is the…