The Oracle Complexity of Simplex-based Matrix Games: Linear Separability and Nash Equilibria

Guy Kornowski, Ohad Shamir
Proceedings of Thirty Eighth Conference on Learning Theory, PMLR 291:3327-3353, 2025.

Abstract

We study the problem of solving matrix games of the form $\max_{\mathbf{w}\in\mathcal{W}}\min_{\mathbf{p}\in\Delta}\mathbf{p}^{\top}A\mathbf{w}$, where $A$ is some matrix and $\Delta$ is the probability simplex. This problem encapsulates canonical tasks such as finding a linear separator and computing Nash equilibria in zero-sum games. However, perhaps surprisingly, its inherent complexity (as formalized in the standard framework of oracle complexity (Nemirovski and Yudin, 1983)) is not well-understood. In this work, we first identify different oracle models which are implicitly used by prior algorithms, amounting to multiplying the matrix $A$ by a vector from either one or both sides. We then prove complexity lower bounds for algorithms under both access models, which in particular imply a separation between them. Specifically, we start by showing that algorithms for linear separability based on one-sided multiplications must require $\Omega(\gamma_A^{-2})$ iterations, where $\gamma_A$ is the margin, as matched by the Perceptron algorithm. We then prove that accelerated algorithms for this task, which utilize multiplications from both sides, must require $\tilde{\Omega}(\gamma_{A}^{-2/3})$ iterations, establishing the first oracle complexity barrier for such algorithms. Finally, by adapting our lower bound to $\ell_1$ geometry, we prove that computing an $\epsilon$-approximate Nash equilibrium requires $\tilde{\Omega}(\epsilon^{-2/5})$ iterations, which is an exponential improvement over the previously best-known lower bound due to Hadiji et al. (2024).

Cite this Paper

BibTeX
@InProceedings{pmlr-v291-kornowski25a, title = {The Oracle Complexity of Simplex-based Matrix Games: Linear Separability and Nash Equilibria}, author = {Kornowski, Guy and Shamir, Ohad}, booktitle = {Proceedings of Thirty Eighth Conference on Learning Theory}, pages = {3327--3353}, year = {2025}, editor = {Haghtalab, Nika and Moitra, Ankur}, volume = {291}, series = {Proceedings of Machine Learning Research}, month = {30 Jun--04 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/v291/main/assets/kornowski25a/kornowski25a.pdf}, url = {https://proceedings.mlr.press/v291/kornowski25a.html}, abstract = {We study the problem of solving matrix games of the form $\max_{\mathbf{w}\in\mathcal{W}}\min_{\mathbf{p}\in\Delta}\mathbf{p}^{\top}A\mathbf{w}$, where $A$ is some matrix and $\Delta$ is the probability simplex. This problem encapsulates canonical tasks such as finding a linear separator and computing Nash equilibria in zero-sum games. However, perhaps surprisingly, its inherent complexity (as formalized in the standard framework of oracle complexity (Nemirovski and Yudin, 1983)) is not well-understood. In this work, we first identify different oracle models which are implicitly used by prior algorithms, amounting to multiplying the matrix $A$ by a vector from either one or both sides. We then prove complexity lower bounds for algorithms under both access models, which in particular imply a separation between them. Specifically, we start by showing that algorithms for linear separability based on one-sided multiplications must require $\Omega(\gamma_A^{-2})$ iterations, where $\gamma_A$ is the margin, as matched by the Perceptron algorithm. We then prove that accelerated algorithms for this task, which utilize multiplications from both sides, must require $\tilde{\Omega}(\gamma_{A}^{-2/3})$ iterations, establishing the first oracle complexity barrier for such algorithms. Finally, by adapting our lower bound to $\ell_1$ geometry, we prove that computing an $\epsilon$-approximate Nash equilibrium requires $\tilde{\Omega}(\epsilon^{-2/5})$ iterations, which is an exponential improvement over the previously best-known lower bound due to Hadiji et al. (2024).} }
Endnote
%0 Conference Paper %T The Oracle Complexity of Simplex-based Matrix Games: Linear Separability and Nash Equilibria %A Guy Kornowski %A Ohad Shamir %B Proceedings of Thirty Eighth Conference on Learning Theory %C Proceedings of Machine Learning Research %D 2025 %E Nika Haghtalab %E Ankur Moitra %F pmlr-v291-kornowski25a %I PMLR %P 3327--3353 %U https://proceedings.mlr.press/v291/kornowski25a.html %V 291 %X We study the problem of solving matrix games of the form $\max_{\mathbf{w}\in\mathcal{W}}\min_{\mathbf{p}\in\Delta}\mathbf{p}^{\top}A\mathbf{w}$, where $A$ is some matrix and $\Delta$ is the probability simplex. This problem encapsulates canonical tasks such as finding a linear separator and computing Nash equilibria in zero-sum games. However, perhaps surprisingly, its inherent complexity (as formalized in the standard framework of oracle complexity (Nemirovski and Yudin, 1983)) is not well-understood. In this work, we first identify different oracle models which are implicitly used by prior algorithms, amounting to multiplying the matrix $A$ by a vector from either one or both sides. We then prove complexity lower bounds for algorithms under both access models, which in particular imply a separation between them. Specifically, we start by showing that algorithms for linear separability based on one-sided multiplications must require $\Omega(\gamma_A^{-2})$ iterations, where $\gamma_A$ is the margin, as matched by the Perceptron algorithm. We then prove that accelerated algorithms for this task, which utilize multiplications from both sides, must require $\tilde{\Omega}(\gamma_{A}^{-2/3})$ iterations, establishing the first oracle complexity barrier for such algorithms. Finally, by adapting our lower bound to $\ell_1$ geometry, we prove that computing an $\epsilon$-approximate Nash equilibrium requires $\tilde{\Omega}(\epsilon^{-2/5})$ iterations, which is an exponential improvement over the previously best-known lower bound due to Hadiji et al. (2024).
APA
Kornowski, G. & Shamir, O.. (2025). The Oracle Complexity of Simplex-based Matrix Games: Linear Separability and Nash Equilibria. Proceedings of Thirty Eighth Conference on Learning Theory, in Proceedings of Machine Learning Research 291:3327-3353 Available from https://proceedings.mlr.press/v291/kornowski25a.html.

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