PAPAL: A Provable PArticle-based Primal-Dual ALgorithm for Mixed Nash Equilibrium
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Abstract (arXiv)
We consider the non-convex non-concave objective function in two-player zero-sum continuous games. The existence of pure Nash equilibrium requires stringent conditions, posing a major challenge for this problem. To circumvent this difficulty, we examine the problem of identifying a mixed Nash equilibrium, where strategies are randomized and characterized by probability distributions over continuous domains. To this end, we propose PArticle-based Primal-dual ALgorithm (PAPAL) tailored for a weakly entropy-regularized min-max optimization over probability distributions. This algorithm employs the stochastic movements of particles to represent the updates of random strategies for the ε-mixed Nash equilibrium. We offer a comprehensive convergence analysis of the proposed algorithm, demonstrating its effectiveness. In contrast to prior research that attempted to update particle importance without movements, PAPAL is the first implementable particle-based algorithm accompanied by non-asymptotic quantitative convergence results, running time, and sample complexity guarantees. Our framework contributes novel insights into the particle-based algorithms for continuous min-max optimization in the general non-convex non-concave setting.
Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). Builds on 35 of its 80 references that are in the map. First posted on arXiv 2 Mar 2023.
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35 of 80 references.
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