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We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…

Optimization and Control · Mathematics 2025-08-04 Aloïs Duguet , Margarida Carvalho , Gabriele Dragotto , Sandra Ulrich Ngueveu

This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…

General Mathematics · Mathematics 2026-05-21 Raneem Madani , Abdel Lisser , Zeno Toffano

AI in Math deals with mathematics in a constructive manner so that reasoning becomes automated, less laborious, and less error-prone. For algorithms, the question becomes how to automate analyses for specific problems. For the first time,…

Computer Science and Game Theory · Computer Science 2023-10-13 Xiaotie Deng , Dongchen Li , Hanyu Li

In order to find Nash-equilibria for two-player zero-sum games where each player plays combinatorial objects like spanning trees, matchings etc, we consider two online learning algorithms: the online mirror descent (OMD) algorithm and the…

Machine Learning · Computer Science 2016-03-03 Swati Gupta , Michel Goemans , Patrick Jaillet

We consider the minimization problem of a sum of a number of functions having Lipshitz $p$-th order derivatives with different Lipschitz constants. In this case, to accelerate optimization, we propose a general framework allowing to obtain…

Optimization and Control · Mathematics 2020-02-05 Dmitry Kamzolov , Alexander Gasnikov , Pavel Dvurechensky

We study the computational complexity of the problem of computing local min-max equilibria of games with a nonconvex-nonconcave utility function $f$. From the work of Daskalakis, Skoulakis, and Zampetakis [DSZ21], this problem was known to…

Computational Complexity · Computer Science 2026-02-05 Martino Bernasconi , Matteo Castiglioni

In this work, we propose a method for minimizing non-convex functions with Lipschitz continuous $p$th-order derivatives, starting from $p \geq 1$. The method, however, only requires derivative information up to order $(p-1)$, since the…

Optimization and Control · Mathematics 2025-10-10 Nikita Doikov , Geovani Nunes Grapiglia

Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…

Computer Science and Game Theory · Computer Science 2022-01-19 Brian Hu Zhang , Tuomas Sandholm

We characterize the complexity of minimizing $\max_{i\in[N]} f_i(x)$ for convex, Lipschitz functions $f_1,\ldots, f_N$. For non-smooth functions, existing methods require $O(N\epsilon^{-2})$ queries to a first-order oracle to compute an…

Optimization and Control · Mathematics 2021-05-06 Yair Carmon , Arun Jambulapati , Yujia Jin , Aaron Sidford

Dynamic games are powerful tools to model multi-agent decision-making, yet computing Nash (generalized Nash) equilibria remains a central challenge in such settings. Complexity arises from tightly coupled optimality conditions, nested…

Computer Science and Game Theory · Computer Science 2026-02-06 Mahdis Rabbani , Navid Mojahed , Shima Nazari

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

An adaptive regularization algorithm using high-order models is proposed for partially separable convexly constrained nonlinear optimization problems whose objective function contains non-Lipschitzian $\ell_q$-norm regularization terms for…

Optimization and Control · Mathematics 2021-05-31 Xiaojun Chen , Philippe Toint , Hong Wang

Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…

Computer Science and Game Theory · Computer Science 2025-01-22 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

The discrepancy method is widely used to find lower bounds for communication complexity of XOR games. It is well known that these bounds can be far from optimal. In this context Disjointness is usually mentioned as a case where the method…

Computational Complexity · Computer Science 2010-04-19 C. Palazuelos , D. Perez-Garcia , I. Villanueva

We study the computational complexity of decision problems about Nash equilibria in $m$-player games. Several such problems have recently been shown to be computationally equivalent to the decision problem for the existential theory of the…

Computer Science and Game Theory · Computer Science 2020-01-16 Marie Louisa Tølbøll Berthelsen , Kristoffer Arnsfelt Hansen

We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…

Machine Learning · Computer Science 2019-01-30 Asish Ghoshal , Jean Honorio

Sorting has a natural generalization where the input consists of: (1) a ground set $X$ of size $n$, (2) a partial oracle $O_P$ specifying some fixed partial order $P$ on $X$ and (3) a linear oracle $O_L$ specifying a linear order $L$ that…

Data Structures and Algorithms · Computer Science 2024-08-01 Ivor van der Hoog , Daniel Rutschmann

We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…

Computer Science and Game Theory · Computer Science 2024-06-14 Carlos Martin , Tuomas Sandholm

This paper is about computing constrained approximate Nash equilibria in polymatrix games, which are succinctly represented many-player games defined by an interaction graph between the players. In a recent breakthrough, Rubinstein showed…

Computer Science and Game Theory · Computer Science 2017-05-09 Argyrios Deligkas , John Fearnley , Rahul Savani
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