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PreprintarXiv licencearXiv

Average-and Last-Iterate Lower Bounds for Optimistic Matrix Mirror-Prox in Quantum Zero-Sum Games

Abstract

Optimistic matrix mirror-prox (OMMP) computes ε-approximate Nash equilibria in quantum zero-sum games with an O(1/ε) average-iterate guarantee [arXiv:2311.10859]. We investigate whether this dependence on accuracy is tight and whether geometric last-iterate convergence can be guaranteed. We study these questions through explicit games with one qubit per player. First, we prove an Ω(1/ε) lower bound for the uniform-average output that includes the maximally mixed initial state, independently of the regularizer and step size. Second, we construct a fixed game on which optimistic gradient descent-ascent (OGDA), initialized at the maximally mixed state, has last-iterate Frobenius distance to equilibrium Θ(1/t) and duality gap Θ(1/t3) for every sufficiently small fixed step size. A separate fixed game exhibits arbitrarily long delays in reducing the initial error by a constant factor across a family of initial states. Finally, we give a fixed game with a unique, strictly complementary equilibrium on which optimistic matrix multiplicative weights updates (OMMWU) converge only polynomially from the maximally mixed state for every fixed positive step size. The last-iterate Frobenius distance and quantum relative entropy from the equilibrium to the iterates decay as Θ(1/t), while the duality gap decays as Θ(1/t2).

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BibTeX
@misc{su2026averageand,
  title = {{Average-and Last-Iterate Lower Bounds for Optimistic Matrix Mirror-Prox in Quantum Zero-Sum Games}},
  author = {Yiheng Su and Emmanouil-Vasileios Vlatakis-Gkaragkounis and Pucheng Xiong},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.38835},
  eprint = {2609.38835},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.38835},
}
RIS
TY  - UNPB
TI  - Average-and Last-Iterate Lower Bounds for Optimistic Matrix Mirror-Prox in Quantum Zero-Sum Games
AU  - Yiheng Su
AU  - Emmanouil-Vasileios Vlatakis-Gkaragkounis
AU  - Pucheng Xiong
PY  - 2026
DA  - 2026/09/30
PB  - arXiv
DO  - 10.48550/arxiv.2609.38835
UR  - https://arxiv.org/abs/2609.38835
AB  - Optimistic matrix mirror-prox (OMMP) computes ε-approximate Nash equilibria in quantum zero-sum games with an O(1/ε) average-iterate guarantee [arXiv:2311.10859]. We investigate whether this dependence on accuracy is tight and whether geometric last-iterate convergence can be guaranteed. We study these questions through explicit games with one qubit per player. First, we prove an Ω(1/ε) lower bound for the uniform-average output that includes the maximally mixed initial state, independently of the regularizer and step size. Second, we construct a fixed game on which optimistic gradient descent-ascent (OGDA), initialized at the maximally mixed state, has last-iterate Frobenius distance to equilibrium Θ(1/t) and duality gap Θ(1/t^3) for every sufficiently small fixed step size. A separate fixed game exhibits arbitrarily long delays in reducing the initial error by a constant factor across a family of initial states. Finally, we give a fixed game with a unique, strictly complementary equilibrium on which optimistic matrix multiplicative weights updates (OMMWU) converge only polynomially from the maximally mixed state for every fixed positive step size. The last-iterate Frobenius distance and quantum relative entropy from the equilibrium to the iterates decay as Θ(1/t), while the duality gap decays as Θ(1/t^2).
ER  -