2,240 research outputs found

    Constant Rank Bimatrix Games are PPAD-hard

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    The rank of a bimatrix game (A,B) is defined as rank(A+B). Computing a Nash equilibrium (NE) of a rank-00, i.e., zero-sum game is equivalent to linear programming (von Neumann'28, Dantzig'51). In 2005, Kannan and Theobald gave an FPTAS for constant rank games, and asked if there exists a polynomial time algorithm to compute an exact NE. Adsul et al. (2011) answered this question affirmatively for rank-11 games, leaving rank-2 and beyond unresolved. In this paper we show that NE computation in games with rank ≥3\ge 3, is PPAD-hard, settling a decade long open problem. Interestingly, this is the first instance that a problem with an FPTAS turns out to be PPAD-hard. Our reduction bypasses graphical games and game gadgets, and provides a simpler proof of PPAD-hardness for NE computation in bimatrix games. In addition, we get: * An equivalence between 2D-Linear-FIXP and PPAD, improving a result by Etessami and Yannakakis (2007) on equivalence between Linear-FIXP and PPAD. * NE computation in a bimatrix game with convex set of Nash equilibria is as hard as solving a simple stochastic game. * Computing a symmetric NE of a symmetric bimatrix game with rank ≥6\ge 6 is PPAD-hard. * Computing a (1/poly(n))-approximate fixed-point of a (Linear-FIXP) piecewise-linear function is PPAD-hard. The status of rank-22 games remains unresolved

    Constrained shortest paths for QoS routing and path protection in communication networks.

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    The CSDP (k) problem requires the selection of a set of k > 1 link-disjoint paths with minimum total cost and with total delay bounded by a given upper bound. This problem arises in the context of provisioning paths in a network that could be used to provide resilience to link failures. Again we studied the LP relaxation of the ILP formulation of the problem from the primal perspective and proposed an approximation algorithm.We have studied certain combinatorial optimization problems that arise in the context of two important problems in computer communication networks: end-to-end Quality of Service (QoS) and fault tolerance. These problems can be modeled as constrained shortest path(s) selection problems on networks with each of their links associated with additive weights representing the cost, delay etc.The problems considered above assume that the network status is known and accurate. However, in real networks, this assumption is not realistic. So we considered the QoS route selection problem under inaccurate state information. Here the goal is to find a path with the highest probability that satisfies a given delay upper bound. We proposed a pseudo-polynomial time approximation algorithm, a fully polynomial time approximation scheme, and a strongly polynomial time heuristic for this problem.Finally we studied the constrained shortest path problem with multiple additive constraints. Using the LARAC algorithm as a building block and combining ideas from mathematical programming, we proposed a new approximation algorithm.First we studied the QoS single route selection problem, i.e., the constrained shortest path (CSP) problem. The goal of the CSP problem is to identify a minimum cost route which incurs a delay less than a specified bound. It can be formulated as an integer linear programming (ILP) problem which is computationally intractable. The LARAC algorithm reported in the literature is based on the dual of the linear programming relaxation of the ILP formulation and gives an approximate solution. We proposed two new approximation algorithms solving the dual problem. Next, we studied the CSP problem using the primal simplex method and exploiting certain structural properties of networks. This led to a novel approximation algorithm

    Complexity Theory, Game Theory, and Economics: The Barbados Lectures

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    This document collects the lecture notes from my mini-course "Complexity Theory, Game Theory, and Economics," taught at the Bellairs Research Institute of McGill University, Holetown, Barbados, February 19--23, 2017, as the 29th McGill Invitational Workshop on Computational Complexity. The goal of this mini-course is twofold: (i) to explain how complexity theory has helped illuminate several barriers in economics and game theory; and (ii) to illustrate how game-theoretic questions have led to new and interesting complexity theory, including recent several breakthroughs. It consists of two five-lecture sequences: the Solar Lectures, focusing on the communication and computational complexity of computing equilibria; and the Lunar Lectures, focusing on applications of complexity theory in game theory and economics. No background in game theory is assumed.Comment: Revised v2 from December 2019 corrects some errors in and adds some recent citations to v1 Revised v3 corrects a few typos in v

    Combinatorial Optimization

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    Combinatorial Optimization is an active research area that developed from the rich interaction among many mathematical areas, including combinatorics, graph theory, geometry, optimization, probability, theoretical computer science, and many others. It combines algorithmic and complexity analysis with a mature mathematical foundation and it yields both basic research and applications in manifold areas such as, for example, communications, economics, traffic, network design, VLSI, scheduling, production, computational biology, to name just a few. Through strong inner ties to other mathematical fields it has been contributing to and benefiting from areas such as, for example, discrete and convex geometry, convex and nonlinear optimization, algebraic and topological methods, geometry of numbers, matroids and combinatorics, and mathematical programming. Moreover, with respect to applications and algorithmic complexity, Combinatorial Optimization is an essential link between mathematics, computer science and modern applications in data science, economics, and industry

    Analysis of FPTASes for the Multi-Objective Shortest Path Problem

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    We propose a new FPTAS for the multi-objective shortest path problem. The algorithm uses elements from both an exact labeling algorithm and an FPTAS proposed by Tsaggouris and Zaroliagis (2009). We analyze the running times of these three algorithms both from a the- oretical and a computational point of view. Theoretically, we show that there are instances for which the new FPTAS runs an arbitrary times faster than the other two algorithms. Fur- thermore, for the bi-objective case, the number of approximate solutions generated by the proposed FPTAS is at most the number of Pareto-optimal solutions multiplied by the number of nodes. By performing a set of computational tests, we show that the new FPTAS performs best in terms of running ti

    Finding Nash equilibria of bimatrix games

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    This thesis concerns the computational problem of finding one Nash equilibrium of a bimatrix game, a two-player game in strategic form. Bimatrix games are among the most basic models in non-cooperative game theory, and finding a Nash equilibrium is important for their analysis. The Lemke—Howson algorithm is the classical method for finding one Nash equilib-rium of a bimatrix game. In this thesis, we present a class of square bimatrix games for which this algorithm takes, even in the best case, an exponential number of steps in the dimension d of the game. Using polytope theory, the games are constructed using pairs of dual cyclic polytopes with 2d suitably labelled facets in d-space. The construc-tion is extended to two classes of non-square games where, in addition to exponentially long Lemke—Howson computations, finding an equilibrium by support enumeration takes exponential time on average. The Lemke—Howson algorithm, which is a complementary pivoting algorithm, finds at least one solution to the linear complementarity problem (LCP) derived from a bimatrix game. A closely related complementary pivoting algorithm by Lemke solves more general LCPs. A unified view of these two algorithms is presented, for the first time, as far as we know. Furthermore, we present an extension of the standard version of Lemke's algorithm that allows one more freedom than before when starting the algorithm
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