Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Semidefinite Programming and Nash Equilibria in Bimatrix Games   We explore the power of semidefinite programming (SDP) for finding additive
$epsilon$-approximate Nash equilibria in bimatrix games. We introduce an SDP
relaxation for a quadratic programming formulation of the Nash equilibrium (NE)
problem and provide a number of valid inequalities to improve the quality of
the relaxation. If a rank-1 solution to this SDP is found, then an exact NE can
be recovered. We show that for a strictly competitive game, our SDP is
guaranteed to return a rank-1 solution. We propose two algorithms based on
iterative linearization of smooth nonconvex objective functions whose global
minima by design coincide with rank-1 solutions. Empirically, we demonstrate
that these algorithms often recover solutions of rank at most two and $epsilon$
close to zero. Furthermore, we prove that if a rank-2 solution to our SDP is
found, then a 5/11-NE can be recovered for any game, or a 1/3-NE for a
symmetric game. We then show how our SDP approach can address two (NP-hard)
problems of economic interest: finding the maximum welfare achievable under any
NE, and testing whether there exists a NE where a particular set of strategies
is not played. Finally, we show the connection between our SDP and the first
level of the Lasserre/sum of squares hierarchy.

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The categories of this paper are: solv-int
30
The categories of this paper are: q-alg
3
The categories of this paper are: physics
25
The categories of this paper are: patt-sol
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The categories of this paper are: acc-phys
36
The categories of this paper are: cmp-lg
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The categories of this paper are: comp-gas
6
The categories of this paper are: astro-ph
31
The categories of this paper are: ao-sci
10
The categories of this paper are: q-bio
33
The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th
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The categories of this paper are: nlin
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The categories of this paper are: chao-dyn
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The categories of this paper are: math-ph
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The categories of this paper are: hep-lat