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This paper introduces a new method for solving quadratic programs using primal-dual interior-point methods. Instead of handling complementarity as an explicit equation in the Karush-Kuhn-Tucker (KKT) conditions, we ensure that…

Optimization and Control · Mathematics 2026-04-02 Jon Arrizabalaga , Zachary Manchester

We study the problem of fairly allocating $m$ indivisible goods to $n$ agents, where agents may have different preferences over the goods. In the traditional setting, agents' valuations are provided as inputs to the algorithm. In this…

Computer Science and Game Theory · Computer Science 2025-08-05 Xiaolin Bu , Zihao Li , Shengxin Liu , Jiaxin Song , Biaoshuai Tao

Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility location-price models, optimal bidding in power networks, and…

Optimization and Control · Mathematics 2024-06-25 Akshit Goyal , Jean-Philippe P. Richard

We consider fair allocation of indivisible items in a model with goods, chores, and copies, as a unified framework for studying: (1)~the existence of EFX and other solution concepts for goods with copies; (2)~the existence of EFX and other…

Computer Science and Game Theory · Computer Science 2021-09-29 Yotam Gafni , Xin Huang , Ron Lavi , Inbal Talgam-Cohen

In this paper, we propose an exact general algorithm for solving non-convex optimization problems, where the non-convexity arises due to the presence of an inverse S-shaped function. The proposed method involves iteratively approximating…

Optimization and Control · Mathematics 2023-07-27 Arka Das , Ankur Sinha , Sachin Jayaswal

Public goods are often either over-consumed in the absence of regulatory mechanisms, or remain completely unused, as in the Covid-19 pandemic, where social distance constraints are enforced to limit the number of people who can share public…

Computer Science and Game Theory · Computer Science 2021-05-25 Devansh Jalota , Qi Qi , Marco Pavone , Yinyu Ye

This paper considers a bilevel program, which has many applications in practice. To develop effective numerical algorithms, it is generally necessary to transform the bilevel program into a single-level optimization problem. The most…

Optimization and Control · Mathematics 2023-02-15 Yuwei Li , Gui-Hua Lin , Jin Zhang , Xide Zhu

We compute equilibrium strategies in multi-stage games with continuous signal and action spaces as they are widely used in the management sciences and economics. Examples include sequential sales via auctions, multi-stage elimination…

Computer Science and Game Theory · Computer Science 2024-07-23 Fabian R. Pieroth , Nils Kohring , Martin Bichler

We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…

Machine Learning · Statistics 2018-04-26 Koulik Khamaru , Martin J. Wainwright

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…

Optimization and Control · Mathematics 2023-03-01 Yipeng Pang , Guoqiang Hu

Allocating $m$ indivisible goods among $n$ agents is a fundamental task in fair division. Recent work of Garg and Psomas [AAMAS 2025] initiated the study of parallel algorithms for envy-free up to one good (EF1) allocations, giving NC…

Data Structures and Algorithms · Computer Science 2026-05-19 Kishen N Gowda , D Ellis Hershkowitz , Richard Z Huang , Gregory Kehne

We study how to incentivize agents in a target group to produce a higher output in the context of incomplete information, by means of rank-order allocation contests. We describe a symmetric Bayes--Nash equilibrium for contests that have two…

Computer Science and Game Theory · Computer Science 2022-05-02 Edith Elkind , Abheek Ghosh , Paul Goldberg

We study the problem of allocating indivisible chores to agents under the Maximin share (MMS) fairness notion. The chores are embedded on a graph and each bundle of chores assigned to an agent should be connected. Although there is a simple…

Data Structures and Algorithms · Computer Science 2023-02-28 Mingyu Xiao , Guoliang Qiu , Sen Huang

We study the problem of computing a competitive equilibrium with approximately optimal bundles in Fisher markets with separable piecewise-linear concave (SPLC) utility functions, meaning that every buyer receives a $(1-\delta)$-optimal…

Computer Science and Game Theory · Computer Science 2026-05-01 Argyrios Deligkas , John Fearnley , Alexandros Hollender , Themistoklis Melissourgos

Greedy optimization methods such as Matching Pursuit (MP) and Frank-Wolfe (FW) algorithms regained popularity in recent years due to their simplicity, effectiveness and theoretical guarantees. MP and FW address optimization over the linear…

Machine Learning · Computer Science 2017-11-21 Francesco Locatello , Michael Tschannen , Gunnar Rätsch , Martin Jaggi

The goal of an auction is to determine commodity prices such that all participants are perfectly happy. Such a solution is called a competitive equilibrium and does not exist in general. For this reason we are interested in solutions which…

Optimization and Control · Mathematics 2013-09-04 Johannes C. Müller

This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…

Optimization and Control · Mathematics 2019-06-05 Maojiao Ye , Guoqiang Hu , Frank L. Lewis , Lihua Xie

In this paper, we consider the problem of how to fairly dividing $m$ indivisible chores among $n$ agents. The fairness measure we considered here is the maximin share. The previous best known result is that there always exists a…

Computer Science and Game Theory · Computer Science 2021-06-22 Xin Huang , Pinyan Lu

We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

Machine Learning · Computer Science 2024-05-03 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng