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Hardness of Approximation Between P and NP Aviad Rubinstein Electrical Engineering and Computer Sciences University of California at Berkeley Technical Report No. UCB/EECS-2017-146 http://www2.eecs.berkeley.edu/Pubs/TechRpts/2017/EECS-2017-146.html August 11, 2017 Copyright © 2017, by the author(s). All rights reserved. Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. To copy otherwise, to republish, to post on servers or to redistribute to lists, requires prior specific permission. Hardness of Approximation Between P and NP by Aviad Rubinstein A dissertation submitted in partial satisfaction of the requirements for the degree of Doctor of Philosophy in Computer Science in the Graduate Division of the University of California, Berkeley Committee in charge: Professor Christos Papadimitriou, Chair Professor Ilan Adler Associate Professor Prasad Raghavendra Professor Satish Rao Summer 2017 The dissertation of Aviad Rubinstein, titled Hardness of Approximation Between P and NP, is approved: Chair Date Date Date Date University of California, Berkeley Hardness of Approximation Between P and NP Copyright 2017 by Aviad Rubinstein 1 Abstract Hardness of Approximation Between P and NP by Aviad Rubinstein Doctor of Philosophy in Computer Science University of California, Berkeley Professor Christos Papadimitriou, Chair Nash equilibrium is the central solution concept in Game Theory. Since Nash’s orig- inal paper in 1951, it has found countless applications in modeling strategic behavior oftradersinmarkets, (human)driversand(electronic)routersincongestednetworks, nations in nuclear disarmament negotiations, and more. A decade ago, the relevance of this solution concept was called into question by computer scientists [DGP09; CDT09], who proved (under appropriate complexity assumptions) that computing a Nash equilibrium is an intractable problem. And if centralized, specially designed algorithms cannot find Nash equilibria, why should we expect distributed, selfish agents to converge to one? The remaining hope was that at least approximate Nash equilibria can be efficiently computed. Understanding whether there is an efficient algorithm for approximate Nash equi- librium has been the central open problem in this field for the past decade. In this thesis, weprovidestrongevidencethatevenfindinganapproximateNashequilibrium is intractable. We prove several intractability theorems for different settings (two- player games and many-player games) and models (computational complexity, query complexity, and communication complexity). In particular, our main result is that under a plausible and natural complexity assumption (“Exponential Time Hypoth- esis for PPAD”), there is no polynomial-time algorithm for finding an approximate Nash equilibrium in two-player games. The problem of approximate Nash equilibrium in a two-player game poses a unique technical challenge: it is a member of the class PPAD, which captures the complexity of several fundamental total problems, i.e. problems that always have a solution; and it also admits a quasipolynomial ( nlogn) time algorithm. Either ≈ property alone is believed to place this problem far below NP-hard problems in the complexity hierarchy; having both simultaneously places it just above P, at what can 2 be called the frontier of intractability. Indeed, the tools we develop in this thesis to advance on this frontier are useful for proving hardness of approximation of several other important problems whose complexity lies between P and NP: Brouwer’s fixed point Given a continuous function f mapping a compact convex set to itself, Brouwer’s fixed point theorem guarantees that f has a fixed point, i.e. xsuchthatf x x. Ourintractabilityresultholdsfortherelaxedproblem ( )= of finding an approximate fixed point, i.e. x such that f x x. ( )≈ Market equilibrium Marketequilibriumisavectorofpricesandallocationswhere the supply meets the demand for each good. Our intractability result holds for the relaxed problem of finding an approximate market equilibrium, where the supply of each good approximately meets the demand. CourseMatch (A-CEEI) Approximate Competitive Equilibrium from Equal In- come (A-CEEI) is the economic principle underlying CourseMatch, a system forfairallocationofclassestostudents(currentlyinuseatWharton, University of Pennsylvania). Densest k-subgraph Our intractability result holds for the following relaxation of the k-Clique problem: given a graph containing a k-clique, the algorithm has to find a subgraph over k vertices that is “almost a clique”, i.e. most of the edges are present. Community detection We consider a well-studied model of communities in social networks, where each member of the community is friends with a large fraction of the community, and each non-member is only friends with a small fraction of the community. VC dimension and Littlestone dimension The Vapnik-Chervonenkis (VC) di- mension is a fundamental measure in learning theory that captures the com- plexity of a binary concept class. Similarly, the Littlestone dimension is a measure of complexity of online learning. Signaling in zero-sum games We consider a fundamental problem in signaling, where an informed signaler reveals private information about the payoffs in a two-player zero-sum game, with the goal of helping one of the players. i ii Contents Contents ii List of Figures v List of Tables vi I Overview 1 1 The frontier of intractability 2 1.1 PPAD: Finding a needle you know is in the haystack . . . . . . . . . . 4 1.2 Quasi-polynomial time and the birthday paradox . . . . . . . . . . . . 11 1.3 Approximate Nash equilibrium . . . . . . . . . . . . . . . . . . . . . . . 16 2 Preliminaries 18 2.1 Nash equilibrium and relaxations . . . . . . . . . . . . . . . . . . . . . . 18 2.2 PPAD and End-of-a-Line . . . . . . . . . . . . . . . . . . . . . . . . . . 20 2.3 Exponential Time Hypotheses . . . . . . . . . . . . . . . . . . . . . . . . 21 2.4 PCP theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 2.5 Learning Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 2.6 Information Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 2.7 Useful lemmata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 II Communication Complexity 30 3 Communication Complexity of approximate Nash equilibrium 31 3.1 Proof overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 3.2 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 3.3 An open problem: correlated equilibria in 2-player games. . . . . . . . 57 iii 4 Brouwer’s fixed point 58 4.1 Brouwer with (cid:96) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 ∞ 4.2 Euclidean Brouwer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64 III PPAD 74 5 PPAD-hardness of approximation 75 6 The generalized circuit problem 78 6.1 Proof overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 6.2 From Brouwer to (cid:15)-Gcircuit . . . . . . . . . . . . . . . . . . . . . . . . 82 6.3 Gcrcuit with Fan-out 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 7 Many-player games 101 7.1 Graphical, polymatrix games . . . . . . . . . . . . . . . . . . . . . . . . . 101 7.2 Succinct games . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107 8 Bayesian Nash equilibrium 111 9 Market Equilibrium 114 9.1 Non-monotone markets: proof of inapproximability . . . . . . . . . . . 118 10 Course Match 130 10.1 The Course Allocation Problem . . . . . . . . . . . . . . . . . . . . . . . 132 10.2 A-CEEI is PPAD-hard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134 10.3 A-CEEI PPAD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140 ∈ IV Quasi-polynomial Time 147 11 Birthday repetition 148 11.1 Warm-up: best (cid:15)-Nash. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 12 Densest k-Subgraph 154 12.1 Construction (and completeness) . . . . . . . . . . . . . . . . . . . . . . 158 12.2 Soundness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159 13 Community detection 177 13.1 Hardness of counting communities . . . . . . . . . . . . . . . . . . . . . 182 13.2 Hardness of detecting communities . . . . . . . . . . . . . . . . . . . . . 184

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Technical Report No. A dissertation submitted in partial satisfaction of the The dissertation of Aviad Rubinstein, titled Hardness of Approximation .. techniques we had to master to prove the intractability of approximate Nash
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