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We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…

Computer Science and Game Theory · Computer Science 2025-02-03 Michail Fasoulakis , Evangelos Markakis , Giorgos Roussakis , Christodoulos Santorinaios

This paper presents a piecewise convexification method for solving non-convex multi-objective optimization problems with box constraints. Based on the ideas of the $\alpha$-based Branch and Bound (${\rm \alpha BB}$) method of global…

Optimization and Control · Mathematics 2022-06-28 Q. Zhu , L. P. Tang , X. M. Yang

This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…

Numerical Analysis · Mathematics 2021-04-02 Alexis Thibault , Lénaïc Chizat , Charles Dossal , Nicolas Papadakis

Joint space trajectory optimization under end-effector task constraints leads to a challenging non-convex problem. Thus, a real-time adaptation of prior computed trajectories to perturbation in task constraints often becomes intractable.…

Minimax optimization plays a key role in adversarial training of machine learning algorithms, such as learning generative models, domain adaptation, privacy preservation, and robust learning. In this paper, we demonstrate the failure of…

Machine Learning · Computer Science 2018-06-08 Jihun Hamm , Yung-Kyun Noh

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) for saddle-point optimization have received growing attention due to their favorable last-iterate convergence. However, their behaviors for simple…

Machine Learning · Computer Science 2021-03-23 Chen-Yu Wei , Chung-Wei Lee , Mengxiao Zhang , Haipeng Luo

The enumeration of minimal connected dominating sets is known to be notoriously hard for general graphs. Currently, it is only known that the sets can be enumerated slightly faster than $\mathcal{O}^{*}(2^n)$ and the algorithm is highly…

Data Structures and Algorithms · Computer Science 2019-08-07 Mohamed Yosri Sayadi

We provide an algorithm that maintains, against an adaptive adversary, a $(1-\varepsilon)$-approximate maximum matching in $n$-node $m$-edge general (not necessarily bipartite) undirected graph undergoing edge deletions with high…

Data Structures and Algorithms · Computer Science 2024-12-05 Jiale Chen , Aaron Sidford , Ta-Wei Tu

We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

Optimization and Control · Mathematics 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

In this paper, we propose a provably convergent and practical framework for multi-objective reinforcement learning with max-min criterion. From a game-theoretic perspective, we reformulate max-min multi-objective reinforcement learning as a…

Machine Learning · Computer Science 2025-10-24 Woohyeon Byeon , Giseung Park , Jongseong Chae , Amir Leshem , Youngchul Sung

In two earlier papers, we designed a distributed deterministic asynchronous algorithm for minimizing the sum of subdifferentiable and proximable functions and a regularizing quadratic on time-varying graphs based on Dykstra's algorithm, or…

Optimization and Control · Mathematics 2018-08-23 C. H. Jeffrey Pang

We study parity games in which one of the two players controls only a small number $k$ of nodes and the other player controls the $n-k$ other nodes of the game. Our main result is a fixed-parameter algorithm that solves bipartite parity…

Computational Complexity · Computer Science 2015-12-12 Matthias Mnich , Heiko Röglin , Clemens Rösner

We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

This paper presents a novel approach to solving large-scale minimax problems with nonsmooth regularizers. We propose a stochastic implicit proximal point algorithm with variance reduction techniques where stochastic oracles are selected in…

Optimization and Control · Mathematics 2026-05-25 Kehan Zhu , Jiani Wang , Yu-Hong Dai

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

Robotics · Computer Science 2016-12-08 Emmanuel Boidot , Aude Marzuoli , Eric Feron

We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To…

Robotics · Computer Science 2025-04-29 Tobia Marcucci , Mathew Halm , Will Yang , Dongchan Lee , Andrew D. Marchese

The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…

Optimization and Control · Mathematics 2025-04-01 Rongxuan Li

In this paper we further investigate the well-studied problem of finding a perfect matching in a regular bipartite graph. The first non-trivial algorithm, with running time $O(mn)$, dates back to K\"{o}nig's work in 1916 (here $m=nd$ is the…

Data Structures and Algorithms · Computer Science 2008-11-18 Ashish Goel , Michael Kapralov , Sanjeev Khanna

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

Optimization and Control · Mathematics 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik