arXiv:2508.12479math.OCcs.AI2025-08被引 1

提出EXOTIC算法,精确求解非凸-凹和凸-非凹极小极大问题

EXOTIC: An Exact, Optimistic, Tree-Based Algorithm for Min-Max Optimization

  • 基于树状搜索与优化迭代,重构问题为可求解的极大极小形式
  • 在凸-非凹与非凸-凹场景下实现全局最优值计算,理论保证误差上界
  • 适用于多玩家博弈安全策略计算,现有方法无法精确求解

极小极大优化广泛应用于博弈论、对抗机器学习等领域。传统梯度方法在缺乏凸性或凹性时仅能收敛至近似鞍点或一阶驻点,可能远离全局最优。本文提出EXOTIC——一种精确、乐观、基于树结构的算法框架,用于求解凸-非凹及非凸-凹极小极大问题。针对凸-非凹情形,通过重构将问题转化为非凹-凸极大极小问题,并扩展Sion极小极大定理。EXOTIC结合内层凸优化求解器与外层乐观层级树搜索,处理内层子问题有限时间求解带来的确定性、有偏、预算相关误差。理论上给出了最优性间隙上界。该框架同样适用于非凸-凹情形。实验表明,EXOTIC在多个基准测试中优于梯度方法。此外,首次实现三名及以上玩家博弈中安全策略的精确计算。

原文摘要 · Abstract (English)

Min-max optimization arises in many domains such as game theory, adversarial machine learning, etc. For these problems, gradient-based methods are well understood and enjoy strong guarantees. However, in the absence of convexity or concavity, existing approaches study convergence to an approximate saddle point or first-order stationary points, which may be arbitrarily far from global optima. In this work, we present an algorithmic framework for computing the global minimax value in convex--non-concave and non-convex--concave min-max optimization. For convex--non-concave min-max problems, we use a reformulation that transforms the problem into a non-concave--convex max-min optimization problem with suitably defined feasible sets and objective function. This reformulation can be viewed as an extension of Sion's minimax theorem to the convex--non-concave setting. We then introduce EXOTIC -- an Exact, Optimistic, Tree-based algorithm for solving the reformulated max-min problem. EXOTIC combines an iterative convex optimization solver for the inner minimization with an optimistic hierarchical tree search for the outer maximization, inspired by StroquOOL~\cite{bartlett2019simple}. Unlike StroquOOL, which assumes stochastic zero-mean noisy evaluations, EXOTIC handles deterministic, biased, and budget-dependent evaluation errors arising from finite-time solutions of the inner convex subproblems. We establish an upper bound on its optimality gap. The same framework also applies to non-convex--concave min-max optimization. Empirically, EXOTIC outperforms gradient-based methods on popular benchmarks from the literature. Finally, we demonstrate the utility of EXOTIC by computing security strategies in multi-player games with three or more players -- a computationally challenging task that, to our knowledge, no prior method solves exactly.

极小极大优化算法博弈论精确求解

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