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PreprintarXiv licencearXiv

The fixed-point bundle method over product-of-simplex domains arising from game equilibria

Abstract

Developing general-purpose algorithms with global asymptotic convergence guarantees for Nash equilibria of general-sum games remains a longstanding challenge. This paper extends the fixed-point bundle framework for finite-dimensional variational inequalities (VIs) from simplex domains to product-of-simplex domains, enabling its direct application to Nash equilibrium computation. The resulting fixed-point bundle exhibits a composite fiber bundle structure. The key innovation is to construct an equivalent VI on a simplex and establish the equivalence between the two fixed-point bundle frameworks via a fiber bundle isomorphism. Exploiting this geometric equivalence, we show that the path-following algorithm for VIs on product-of-simplex domains inherits the global linear convergence guarantees of the simplex-domain framework. In numerical experiments, the algorithm attained a precision of 10−5 on all 5600 randomly generated game instances, with dimension ranging from 2-player 128-action to 128-player 2-action. Code and data are available at https://github.com/shb20tsinghua/FiberBundle_VI.

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BibTeX
@misc{sun2026fixedpoint,
  title = {{The fixed-point bundle method over product-of-simplex domains arising from game equilibria}},
  author = {Hongbo Sun},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2609.16158},
  eprint = {2609.16158},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.16158},
}
RIS
TY  - UNPB
TI  - The fixed-point bundle method over product-of-simplex domains arising from game equilibria
AU  - Hongbo Sun
PY  - 2026
DA  - 2026/10/23
PB  - arXiv
DO  - 10.48550/arxiv.2609.16158
UR  - https://arxiv.org/abs/2609.16158
AB  - Developing general-purpose algorithms with global asymptotic convergence guarantees for Nash equilibria of general-sum games remains a longstanding challenge. This paper extends the fixed-point bundle framework for finite-dimensional variational inequalities (VIs) from simplex domains to product-of-simplex domains, enabling its direct application to Nash equilibrium computation. The resulting fixed-point bundle exhibits a composite fiber bundle structure. The key innovation is to construct an equivalent VI on a simplex and establish the equivalence between the two fixed-point bundle frameworks via a fiber bundle isomorphism. Exploiting this geometric equivalence, we show that the path-following algorithm for VIs on product-of-simplex domains inherits the global linear convergence guarantees of the simplex-domain framework. In numerical experiments, the algorithm attained a precision of 10^−5 on all 5600 randomly generated game instances, with dimension ranging from 2-player 128-action to 128-player 2-action. Code and data are available at https://github.com/shb20tsinghua/FiberBundle_VI.
ER  -