The Search-and-Mix Paradigm in Approximate Nash Equilibrium Algorithms

Abstract: AI in Math deals with mathematics in a constructive manner so that reasoning becomes automated, less laborious, and less error-prone. For algorithms, the question becomes how to automate analyses for specific problems. For the first time, this work provides an automatic method for approximation analysis on a well-studied problem in theoretical computer science: computing approximate Nash equilibria in two-player games. We observe that such algorithms can be reformulated into a search-and-mix paradigm, which involves a search phase followed by a mixing phase. By doing so, we are able to fully automate the procedure of designing and analyzing the mixing phase. For example, we illustrate how to perform our method with a program to analyze the approximation bounds of all the algorithms in the literature. Same approximation bounds are computed without any hand-written proof. Our automatic method heavily relies on the LP-relaxation structure in approximate Nash equilibria. Since many approximation algorithms and online algorithms adopt the LP relaxation, our approach may be extended to automate the analysis of other algorithms.