arXiv:2504.03432math.OCcs.GT2025-04被引 4

提出首个在Minty条件下求解变分不等式的多项式时间算法。

A Polynomial-Time Algorithm for Variational Inequalities under the Minty Condition

  • 基于改进的椭球法,从中心点下降后获取分离超平面。
  • 可在维度和精度对数范围内多项式时间内求解ε-SVI问题。
  • 适用于非凸、低维的变分不等式,并可验证无解时的反例。

求解(Stampacchia)变分不等式(SVI)是优化领域的基础问题,但其计算复杂性极高。经典理论中的Minty条件假设存在MVI解。本文首次提出在Lipschitz连续映射下,于Minty条件下求解ε-SVI的多项式时间算法,复杂度为维度d与log(1/ε)的多项式函数。此前方法要么在1/ε上指数依赖,要么需更强假设如单调性。新算法通过改进椭球法,在非凸且非满维的SVI集合中仍有效。若实例无MVI解而算法未能找到SVI解,则生成简洁的不可行性证明。我们还证明判断Minty条件是否成立是coNP-完全的,从而说明这两个问题的析取在多项式时间内可解。算法扩展至多玩家调和博弈的纳什均衡计算,以及双人一般和凹博弈中首次实现输出纳什均衡或严格粗相关均衡的多项式时间算法。

原文摘要 · Abstract (English)

Solving (Stampacchia) variational inequalities (SVIs) is a foundational problem at the heart of optimization. However, this expressivity comes at the cost of computational hardness. As a result, most research has focused on carving out specific subclasses that elude those intractability barriers. A classical property that goes back to the 1960s is the Minty condition, which postulates that the Minty VI (MVI) problem admits a solution. In this paper, we establish the first polynomial-time algorithm -- with complexity growing polynomially in the dimension $d$ and $\log(1/ε)$ -- for solving $ε$-SVIs for Lipschitz continuous mappings under the Minty condition. Prior approaches either incurred an exponentially worse dependence on $1/ε$ (and other natural parameters of the problem) or made more restrictive assumptions, such as monotonicity. To do so, we introduce a new variant of the ellipsoid algorithm whereby separating hyperplanes are obtained after taking a descent step from the center of the ellipsoid. It succeeds even though the set of SVIs can be nonconvex and not fully dimensional. Moreover, when our algorithm is applied to an instance with no MVI solution and fails to identify an SVI solution, it produces a succinct certificate of MVI infeasibility. We also show that deciding whether the Minty condition holds is $\mathsf{coNP}$-complete, thereby establishing that the disjunction of those two problems is polynomial-time solvable even though each problem is individually intractable. We provide several extensions and new applications of our main results. Most notably, we obtain the first polynomial-time algorithms for computing Nash equilibria in multi-player harmonic games. Finally, in two-player general-sum concave games, we give the first polynomial-time algorithm that outputs either a Nash equilibrium or a strict coarse correlated equilibrium.

优化算法变分不等式多项式时间博弈论

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