Lecture: Complexity of Finding a Nash Equilibrium 1 Computational
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
Survey of the Computational Complexity of Finding a Nash Equilibrium
Survey of the Computational Complexity of Finding a Nash Equilibrium Valerie Ishida 22 April 2009 1 Abstract This survey reviews the complexity classes of interest for describing the problem of finding a Nash Equilibrium, the reductions that led to the conclusion that finding a Nash Equilibrium of a game in the normal form is PPAD-complete, and the reduction from a succinct game with a nice expected utility function to finding a Nash Equilibrium in a normal form game with two players. 2 Introduction 2.1 Motivation For many years it was unknown whether a Nash Equilibrium of a normal form game could be found in polynomial time. The motivation for being able to due so is to find game solutions that people are satisfied with. Consider an entertaining game that some friends are playing. If there is a set of strategies that constitutes and equilibrium each person will probably be satisfied. Likewise if financial games such as auctions could be solved in polynomial time in a way that all of the participates were satisfied that they could not do any better given the situation, then that would be great. There has been much progress made in the last fifty years toward finding the complexity of this problem. It turns out to be a hard problem unless PPAD = FP. This survey reviews the complexity classes of interest for describing the prob- lem of finding a Nash Equilibrium, the reductions that led to the conclusion that finding a Nash Equilibrium of a game in the normal form is PPAD-complete, and the reduction from a succinct game with a nice expected utility function to finding a Nash Equilibrium in a normal form game with two players. -
The Classes FNP and TFNP
Outline The classes FNP and TFNP C. Wilson1 1Lane Department of Computer Science and Electrical Engineering West Virginia University Christopher Wilson Function Problems Outline Outline 1 Function Problems defined What are Function Problems? FSAT Defined TSP Defined 2 Relationship between Function and Decision Problems RL Defined Reductions between Function Problems 3 Total Functions Defined Total Functions Defined FACTORING HAPPYNET ANOTHER HAMILTON CYCLE Christopher Wilson Function Problems Outline Outline 1 Function Problems defined What are Function Problems? FSAT Defined TSP Defined 2 Relationship between Function and Decision Problems RL Defined Reductions between Function Problems 3 Total Functions Defined Total Functions Defined FACTORING HAPPYNET ANOTHER HAMILTON CYCLE Christopher Wilson Function Problems Outline Outline 1 Function Problems defined What are Function Problems? FSAT Defined TSP Defined 2 Relationship between Function and Decision Problems RL Defined Reductions between Function Problems 3 Total Functions Defined Total Functions Defined FACTORING HAPPYNET ANOTHER HAMILTON CYCLE Christopher Wilson Function Problems Function Problems What are Function Problems? Function Problems FSAT Defined Total Functions TSP Defined Outline 1 Function Problems defined What are Function Problems? FSAT Defined TSP Defined 2 Relationship between Function and Decision Problems RL Defined Reductions between Function Problems 3 Total Functions Defined Total Functions Defined FACTORING HAPPYNET ANOTHER HAMILTON CYCLE Christopher Wilson Function Problems Function -
The Relative Complexity of NP Search Problems
Journal of Computer and System Sciences 57, 319 (1998) Article No. SS981575 The Relative Complexity of NP Search Problems Paul Beame* Computer Science and Engineering, University of Washington, Box 352350, Seattle, Washington 98195-2350 E-mail: beameÄcs.washington.edu Stephen Cook- Computer Science Department, University of Toronto, Canada M5S 3G4 E-mail: sacookÄcs.toronto.edu Jeff Edmonds Department of Computer Science, York University, Toronto, Ontario, Canada M3J 1P3 E-mail: jeffÄcs.yorku.ca Russell Impagliazzo9 Computer Science and Engineering, UC, San Diego, 9500 Gilman Drive, La Jolla, California 92093-0114 E-mail: russellÄcs.ucsd.edu and Toniann PitassiÄ Department of Computer Science, University of Arizona, Tucson, Arizona 85721-0077 E-mail: toniÄcs.arizona.edu Received January 1998 1. INTRODUCTION Papadimitriou introduced several classes of NP search problems based on combinatorial principles which guarantee the existence of In the study of computational complexity, there are many solutions to the problems. Many interesting search problems not known to be solvable in polynomial time are contained in these classes, problems that are naturally expressed as problems ``to find'' and a number of them are complete problems. We consider the question but are converted into decision problems to fit into standard of the relative complexity of these search problem classes. We prove complexity classes. For example, a more natural problem several separations which show that in a generic relativized world the than determining whether or not a graph is 3-colorable search classes are distinct and there is a standard search problem in might be that of finding a 3-coloring of the graph if it exists. -
Computational Complexity; Slides 9, HT 2019 NP Search Problems, and Total Search Problems
Computational Complexity; slides 9, HT 2019 NP search problems, and total search problems Prof. Paul W. Goldberg (Dept. of Computer Science, University of Oxford) HT 2019 Paul Goldberg NP search problems, and total search problems 1 / 21 Examples of total search problems in NP FACTORING NASH: the problem of computing a Nash equilibrium of a game (comes in many versions depending on the structure of the game) PIGEONHOLE CIRCUIT: Input: a boolean circuit with n input gates and n output gates Output: either input vector x mapping to 0 or vectors x, x0 mapping to the same output NECKLACE SPLITTING SECOND HAMILTONIAN CYCLE (in 3-regular graph) HAM SANDWICH: search for ham sandwich cut Search for local optima in settings with neighbourhood structure The above seem to be hard. (of course, many search probs are in P, e.g. input a list L of numbers, output L in increasing order) Paul Goldberg NP search problems, and total search problems 2 / 21 Search problems as poly-time checkable relations NP search problem is modelled as a relation R(·; ·) where R(x; y) is checkable in time polynomial in jxj, jyj input x, find y with R(x; y)( y as certificate) total search problem: 8x9y (jyj = poly(jxj); R(x; y)) SAT: x is boolean formula, y is satisfying bit vector. Decision version of SAT is polynomial-time equivalent to search for y. FACTORING: input (the \x" in R(x; y)) is number N, output (the \y") is prime factorisation of N. No decision problem! NECKLACE SPLITTING (k thieves): input is string of n beads in c colours; output is a decomposition into c(k − 1) + 1 substrings and allocation of substrings to thieves such that they all get the same number of beads of each colour. -
On Total Functions, Existence Theorems and Computational Complexity
Theoretical Computer Science 81 (1991) 317-324 Elsevier Note On total functions, existence theorems and computational complexity Nimrod Megiddo IBM Almaden Research Center, 650 Harry Road, Sun Jose, CA 95120-6099, USA, and School of Mathematical Sciences, Tel Aviv University, Tel Aviv, Israel Christos H. Papadimitriou* Computer Technology Institute, Patras, Greece, and University of California at Sun Diego, CA, USA Communicated by M. Nivat Received October 1989 Abstract Megiddo, N. and C.H. Papadimitriou, On total functions, existence theorems and computational complexity (Note), Theoretical Computer Science 81 (1991) 317-324. wondeterministic multivalued functions with values that are polynomially verifiable and guaran- teed to exist form an interesting complexity class between P and NP. We show that this class, which we call TFNP, contains a host of important problems, whose membership in P is currently not known. These include, besides factoring, local optimization, Brouwer's fixed points, a computa- tional version of Sperner's Lemma, bimatrix equilibria in games, and linear complementarity for P-matrices. 1. The class TFNP Let 2 be an alphabet with two or more symbols, and suppose that R G E*x 2" is a polynomial-time recognizable relation which is polynomially balanced, that is, (x,y) E R implies that lyl sp(lx()for some polynomial p. * Research supported by an ESPRIT Basic Research Project, a grant to the Universities of Patras and Bonn by the Volkswagen Foundation, and an NSF Grant. Research partially performed while the author was visiting the IBM Almaden Research Center. 0304-3975/91/$03.50 @ 1991-Elsevier Science Publishers B.V. -
A Tour of the Complexity Classes Between P and NP
A Tour of the Complexity Classes Between P and NP John Fearnley University of Liverpool Joint work with Spencer Gordon, Ruta Mehta, Rahul Savani Simple stochastic games T A two player game I Maximizer (box) wants to reach T I Minimizer (triangle) who wants to avoid T I Nature (circle) plays uniformly at random Simple stochastic games 0.5 1 1 0.5 0.5 0 Value of a vertex: I The largest probability of winning that max can ensure I The smallest probability of winning that min can ensure Computational Problem: find the value of each vertex Simple stochastic games 0.5 1 1 0.5 0.5 0 Is the problem I Easy? Does it have a polynomial time algorithm? I Hard? Perhaps no such algorithm exists This is currently unresolved Simple stochastic games 0.5 1 1 0.5 0.5 0 The problem lies in NP \ co-NP I So it is unlikely to be NP-hard But there are a lot of NP-intermediate classes... This talk: whare are these complexity classes? Simple stochastic games Solving a simple-stochastic game lies in NP \ co-NP \ UP \ co-UP \ TFNP \ PPP \ PPA \ PPAD \ PLS \ CLS \ EOPL \ UEOPL Simple stochastic games Solving a simple-stochastic game lies in NP \ co-NP \ UP \ co-UP \ TFNP \ PPP \ PPA \ PPAD \ PLS \ CLS \ EOPL \ UEOPL This talk: whare are these complexity classes? TFNP PPAD PLS CLS Complexity classes between P and NP NP P There are many problems that lie between P and NP I Factoring, graph isomorphism, computing Nash equilibria, local max cut, simple-stochastic games, .. -
Lecture 5: PPAD and Friends 1 Introduction 2 Reductions
CS 354: Unfulfilled Algorithmic Fantasies April 15, 2019 Lecture 5: PPAD and friends Lecturer: Aviad Rubinstein Scribe: Jeffrey Gu 1 Introduction Last week, we saw query complexity and communication complexity, which are nice because you can prove lower bounds but have the drawback that the complexity is bounded by the size of the instance. Starting from this lecture, we'll start covering computational complexity and conditional hardness. 2 Reductions The main tool for proving conditional hardness are reductions. For decision problems, reductions can be thought of as functions between two problems that map yes instances to yes instances and no instances to no instances: To put it succinct, \yes maps to yes" and \no maps to no". As we'll see, this notion of reduction breaks down for problems that have only \yes" instances, such as the problem of finding a Nash Equilibrium. Nash proved that a Nash Equilibrium always exists, so the Nash Equilibrium and the related 휖-Nash Equilibrium only have \yes" instances. Now suppose that we wanted to show that Nash Equilibrium is a hard problem. It doesn't make sense to reduce from a decision problem such as 3-SAT, because a decision problem has \no" instances. Now suppose we tried to reduce from another problem with only \yes" instances, such as the End-of-a-Line problem that we've seen before (and define below), as in the above definition of reduction: 1 For example f may map an instance (S; P ) of End-of-a-Line to an instance f(S; P ) = (A; B) of Nash equilibrium. -
Total Functions in QMA
Total Functions in QMA Serge Massar1 and Miklos Santha2,3 1Laboratoire d’Information Quantique CP224, Université libre de Bruxelles, B-1050 Brussels, Belgium. 2CNRS, IRIF, Université Paris Diderot, 75205 Paris, France. 3Centre for Quantum Technologies & MajuLab, National University of Singapore, Singapore. December 15, 2020 The complexity class QMA is the quan- either output a circuit with length less than `, or tum analog of the classical complexity class output NO if such a circuit does not exist. The NP. The functional analogs of NP and functional analog of P, denoted FP, is the subset QMA, called functional NP (FNP) and of FNP for which the output can be computed in functional QMA (FQMA), consist in ei- polynomial time. ther outputting a (classical or quantum) Total functional NP (TFNP), introduced in witness, or outputting NO if there does [37] and which lies between FP and FNP, is the not exist a witness. The classical com- subset of FNP for which it can be shown that the plexity class Total Functional NP (TFNP) NO outcome never occurs. As an example, factor- is the subset of FNP for which it can be ing (given an integer n, output the prime factors shown that the NO outcome never occurs. of n) lies in TFNP since for all n a (unique) set TFNP includes many natural and impor- of prime factors exists, and it can be verified in tant problems. Here we introduce the polynomial time that the factorisation is correct. complexity class Total Functional QMA TFNP can also be defined as the functional ana- (TFQMA), the quantum analog of TFNP. -
4.1 Introduction 4.2 NP And
601.436/636 Algorithmic Game Theory Lecturer: Michael Dinitz Topic: Hardness of Computing Nash Equilibria Date: 2/6/20 Scribe: Michael Dinitz 4.1 Introduction Last class we saw an exponential time algorithm (Lemke-Howson) for computing a Nash equilibrium of a bimatrix game. Today we're going to argue that we can't really expect a polynomial-time algorithm for computing Nash, even for the special case of two-player games (even though for two- player zero-sum we saw that there is such an algorithm). Formally proving this was an enormous accomplishment in complexity theory, which we're not going to do (but might be a cool final project!). Instead, I'm going to try to give a high-level point of view of what the result actually says, and not dive too deeply into how to prove it. Today's lecture is pretty complexity-theoretic, so if you haven't seen much complexity theory before, feel free to jump in with questions. The main problem we're going to be analyzing is what I'll call Two-Player Nash: given a bimatrix game, compute a Nash equilibrium. Clearly this is a special case of the more general problem of Nash: given a simultaneous one-shot game, compute a Nash equilibrium. So if we can prove that Two-Player Nash is hard, then so is Nash. 4.2 NP and FNP As we all know, the most common way of proving that a problem is \unlikely" to have a polynomial- time algorithm is to prove that it is NP-hard. -
Towards a Unified Complexity Theory of Total Functions
Electronic Colloquium on Computational Complexity, Report No. 56 (2017) Towards a Unified Complexity Theory of Total Functions Paul W. Goldberg∗ Christos H. Papadimitriouy April 6, 2017 Abstract The complexity class TFNP is the set of total function problems that belong to NP: every input has at least one output and outputs are easy to check for validity, but it may be hard to find an output. TFNP is not believed to have complete problems, but it encompasses several subclasses (PPAD, PPADS, PPA, PLS, PPP) that do, plus sev- eral other problems, such as Factoring, which appear harder to classify. In this paper we introduce a new class, which we call PTFNP (for \provable" TFNP) which contains the five subclasses, has complete problems, and generally feels like a well-behaved close approximation of TFNP. PTFNP is based on a kind of consistency search problem that we call Wrong Proof: Suppose that we have a consistent deductive system, and a concisely-represented proof having exponentially many steps, that leads to a contradic- tion. There must be an error somewhere in the proof, and the challenge is to find it. We show that this problem generalises various well-known TFNP problems, including the five classes mentioned above, making it a candidate for an overarching complexity char- acterisation of NP total functions. Finally, we note that all five complexity subclasses of TFNP mentioned above capture existence theorems (such as \every dag has a sink") that are true for finite structures but false for infinite ones. We point out that an application of Jacques Herbrand's 1930 theorem shows that this is no coincidence. -
Lecture Notes: Algorithmic Game Theory
Lecture Notes: Algorithmic Game Theory Palash Dey Indian Institute of Technology, Kharagpur [email protected] Copyright ©2020 Palash Dey. This work is licensed under a Creative Commons License (http://creativecommons.org/licenses/by-nc-sa/4.0/). Free distribution is strongly encouraged; commercial distribution is expressly forbidden. See https://cse.iitkgp.ac.in/~palash/ for the most recent revision. Statutory warning: This is a draft version and may contain errors. If you find any error, please send an email to the author. 2 Notation: B N = f0, 1, 2, ...g : the set of natural numbers B R: the set of real numbers B Z: the set of integers X B For a set X, we denote its power set by 2 . B For an integer `, we denote the set f1, 2, . , `g by [`]. 3 4 Contents I Game Theory9 1 Introduction to Non-cooperative Game Theory 11 1.1 Normal Form Game.......................................... 12 1.2 Big Assumptions of Game Theory.................................. 13 1.2.1 Utility............................................. 13 1.2.2 Rationality (aka Selfishness)................................. 13 1.2.3 Intelligence.......................................... 13 1.2.4 Common Knowledge..................................... 13 1.3 Examples of Normal Form Games.................................. 14 2 Solution Concepts of Non-cooperative Game Theory 17 2.1 Dominant Strategy Equilibrium................................... 17 2.2 Nash Equilibrium........................................... 19 3 Matrix Games 23 3.1 Security: the Maxmin Concept.................................... 23 3.2 Minimax Theorem.......................................... 25 3.3 Application of Matrix Games: Yao’s Lemma............................. 29 3.3.1 View of Randomized Algorithm as Distribution over Deterministic Algorithms..... 29 3.3.2 Yao’s Lemma........................................ -
The Classes PPA-K : Existence from Arguments Modulo K
The Classes PPA-k : Existence from Arguments Modulo k Alexandros Hollender∗ Department of Computer Science, University of Oxford [email protected] Abstract The complexity classes PPA-k, k ≥ 2, have recently emerged as the main candidates for capturing the complexity of important problems in fair division, in particular Alon's Necklace-Splitting problem with k thieves. Indeed, the problem with two thieves has been shown complete for PPA = PPA-2. In this work, we present structural results which provide a solid foundation for the further study of these classes. Namely, we investigate the classes PPA-k in terms of (i) equivalent definitions, (ii) inner structure, (iii) relationship to each other and to other TFNP classes, and (iv) closure under Turing reductions. 1 Introduction The complexity class TFNP is the class of all search problems such that every instance has a least one solution and any solution can be checked in polynomial time. It has attracted a lot of interest, because, in some sense, it lies between P and NP. Moreover, TFNP contains many natural problems for which no polynomial algorithm is known, such as Factoring (given a integer, find a prime factor) or Nash (given a bimatrix game, find a Nash equilibrium). However, no problem in TFNP can be NP-hard, unless NP = co-NP [27]. Furthermore, it is believed that no TFNP-complete problem exists [30, 32]. Thus, the challenge is to find some way to provide evidence that these TFNP problems are indeed hard. Papadimitriou [30] proposed the following idea: define subclasses of TFNP and classify the natural problems of interest with respect to these classes.