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CLS Hardness of 2D Min-Max Optimization with Product Constraints

Alkis Kalavasis, Panagiotis Patsilinakos, Stratis Skoulakis, Manolis Zampetakis

arXiv:2610.18678v1cs.GTcs.CC

TL;DR

The paper studies the complexity of approximate equilibrium computation for min-max problems with one scalar variable per player and product constraints. It analyzes black-box query complexity and proves white-box CLS-hardness via a reduction from EOPL.

  • Problem

    The paper asks whether approximate GDA fixed points can be computed efficiently when each player’s constraint set is a subset of the real line.

    Source: §1 · p. 2
  • Method

    The paper reduces End-of-Potential-Line to the two-dimensional GDA fixed-point problem and also proves a black-box query lower bound.

    Source: §3 · p. 6, §5 · p. 11
  • Results

    Ω(1/√ε) deterministic black-box queries are required, and finding approximate GDA fixed points with white-box access is CLS-hard.

    Source: §1 · p. 2
  • Takeaways & Limitations

    The white-box hardness result rules out polynomial-time algorithms unless CLS ⊆ P.

    Source: §1 · p. 2

    The stated setting is two-dimensional, with one variable per player, and the white-box model promises an L-Lipschitz, M-smooth function on [0,1]^2.

    Source: §2 · p. 4

Abstract

from arXiv · show

We study the complexity of computing approximate first-order Nash equilibria in min-max optimization problems with one dimensional min and max players and product constraints. For black-box access to the objective, we prove that any algorithm requires $\Omega(1/\sqrt{\epsilon})$ queries to find an $\epsilon$-first-order Nash point. In the white-box setting, we establish CLS-hardness by reducing from End-of-Potential-Line. These results show that even the simplest min-max setting with one dimensional min and max players is at least as hard as CLS and therefore does not admit polynomial-time algorithms unless $\mathsf{CLS}\subseteq \mathsf{P}$.

1 Introduction

The paper asks whether approximate GDA fixed points remain hard to compute when each player has one scalar variable and the constraints are a product. It studies this question in black-box and white-box access models.

1 Introduction

  • Earlier PPAD-hardness for first-order Nash points used coupled constraints, while this paper studies product constraints.The cited prior work also establishes existence of first-order Nash equilibria for nonconvex, nonconcave objectives.Source: §1 · pp. 1–2
  • For convex-concave objectives with compact constraints, solutions are guaranteed and can be computed by convex programming; smooth instances admit first-order methods.The paper contrasts this tractable setting with nonconvex, nonconcave min-max optimization.Source: §1 · p. 2
  • The paper focuses on approximate GDA fixed points when both constraint sets are subsets of the real line, a setting the introduction identifies as an open question.It relates approximate first-order Nash conditions to approximate fixed points of the gradient descent-ascent map.Source: §1 · p. 2
  • The paper establishes CLS-hardness with white-box access and an Ω(1/√ε) deterministic query lower bound with black-box access.The black-box oracle returns function and gradient values; white-box access gives a Turing machine computing them.Source: §1 · p. 2
  • Prior tractable solution concepts resemble correlated equilibria and are described as bypassing the hardness result.The introduction also distinguishes this work from high-dimensional hardness results: its results hold in two dimensions for broader smooth objectives.Source: §1 · p. 3

2 Preliminaries

The preliminaries define the GDA fixed-point problem and its access model, then describe End-of-Potential-Line (EOPL), the source problem used for the hardness result. The setting has one scalar variable per player and a white-box smoothness promise.

2 Preliminaries

  • The two-dimensional setting has one real variable per player, and white-box instances use rational inputs with exact function and gradient evaluation under an L-Lipschitz, M-smooth promise.The evaluation machine runs in polynomial time in its description length and the input bit length.Source: §2 · p. 4
  • Unsafe GDA projects the two coordinates individually and can leave the constraint set, while safe GDA projects jointly; their fixed-point problems are computationally equivalent.The paper uses the unsafe map for a cleaner presentation.Source: §2 · p. 4
  • EOPL asks for a non-isolated source or sink other than a distinguished source in an acyclic graph whose potential increases along directed paths.Its consistent circuit formulation is polynomial-time equivalent to standard EOPL, and EOPL characterizes CLS.Source: §2 · p. 5

3 Main Contributions

The paper proves CLS-hardness for the two-dimensional GDA fixed-point problem and develops a separate query lower bound. Its construction adapts KKT-hardness techniques to GDA, including a boundary analysis, and scaling relates the results to the unit square.

3 Main Contributions

  • The two-dimensional GDA fixed-point problem is CLS-hard, combining KKT-hardness techniques with the EOPL characterization of CLS.The proof compares its construction with prior approaches and introduces GDA-specific path gadgets and boundary analysis.Source: §3 · p. 6
  • Every sufficiently accurate approximate GDA fixed point must lie in a region encoding an EOPL solution, including when projection is active near the boundary.The construction uses new path gadgets adapted to descent in x and ascent in y.Source: §3 · p. 6
  • Ω(N) oracle queries are required in the worst case to find a 0.01-approximate GDA fixed point for a 100N-smooth instance on [0,N]^2.The lower bound applies to deterministic algorithms with access to function and gradient evaluation oracles.Source: §3 · p. 6

Taking Euclidean norms gives

  • Ω(ε^-1/2) queries are required for an ε-approximate GDA fixed point on the unit square after rescaling the query lower bound.The rescaling preserves learning rate 1 and yields an O(1)-smooth function.Source: §3 · p. 6, Taking Euclidean norms gives · p. 7
  • The query-rate tradeoff for first-order Nash points depends on normalization: constant smoothness gives Ω(ε^-1/3), while Ω(ε^-1/2) requires O(N) smoothness.The paper notes that first-order Nash points and approximate GDA fixed points need not have the same approximation accuracy.Source: Taking Euclidean norms gives · pp. 7–8

4 Proof Outline

The proof constructs geometric hard functions that encode End-Of-Potential-Line instances, then uses the resulting monotone-path family for a deterministic query lower bound. The construction must ensure approximate GDA fixed points occur only at the path sink.

4 Proof Outline

  • The geometric novelty is a class of hard functions that encodes End-Of-Potential-Line instances, while the complexity-theoretic reduction follows prior-work blueprints.The proof combines techniques from and [GHJ+22].Source: §4 · p. 8
  • Each hard function follows a monotone path from the bottom-left tile through right-or-up moves to a sink, where the only constant-accuracy approximate GDA fixed point lies.The functions have Lipschitz constant L and smoothness M satisfying L, M ≳ N.Source: §4 · p. 8
  • The construction assigns grid-point values through three colors and assembles six path gadgets for straight moves, turns, source, and sink.The gadget coloring also specifies gradient directions; their design is identified as a main contribution.Source: §4 · pp. 9–10
  • Bicubic interpolation extends the grid-defined function to the continuous square, while the off-path environment uses black points and boundary-directed decreases.The construction first defines the function on the grid and fills the remaining region as environment.Source: §4 · pp. 9–10, Figure 1 · p. 9
  • The proof must rule out spurious fixed points when GDA projections activate, since the KKT-based argument only handles points where projections are inactive.For inactive-projection points, GDA fixed points coincide with 2D KKT points; the active-projection cases require separate gadget analysis, including checking that interpolation introduces no fixed points.Source: §4 · p. 10

4.1 Query Lower Bound

  • The monotone-path family also yields a query lower bound for deterministic algorithms computing approximate GDA fixed points.The passage refers to Section 6 for the statement and details.Source: §4.1 · p. 11

5 CLS hardness of 2D Min-Max with Product Constraints

This section establishes white-box CLS-hardness by reducing EOPL to 2D GDA fixed points. It extends the grid construction to a continuously differentiable function, proves that approximate GDA fixed points occur only in embedded EOPL solution regions, and completes a polynomial-time reduction to 2D-GDAFixedPoint.

5.2 Step II: From Monotone Paths to Functions on Grids

  • Each embedded instance yields a function whose approximate GDA fixed points correspond exactly to EOPL sinks and non-distinguished sources, with function values decreasing toward paths.Source: §5 · p. 11

5 CLS hardness of 2D Min-Max with Product Constraints

  • Theorem 9 reduces EOPL to 2d-GDAFixedPoint, yielding white-box CLS-hardness because EOPL = CLS.The reduction uses polynomial-time evaluators for the function and its gradient and converts 0.01-approximate fixed points into EOPL solutions.Source: §5 · p. 11

5.1 Step I: Embedding EOPL in 2D Grid

  • Potential-and-label ranks place vertices diagonally; padding reserves boundary space for the distinguished source, while edges route right then up as monotone paths.Source: §5.1 · p. 12

5.2.1 Defining the function values

  • Three color regimes assign function values to grid points, with color 1 above color 0 and color 0 above color 2 by gaps of at least 10.Source: §5.2.1 · p. 14

5.2.2 Path gadgets, coloring of the grid, and monotone paths

  • The construction uses 6 × 6 gadgets that encode grid-point function values and negative-gradient directions consistently with monotone paths.Source: §5.2.2 · p. 14

5.2.3 Path Formulation

  • Path tiles form right-and-up routes whose endpoint fixed points represent valid EOPL solutions, while the distinguished input source is routed internally to avoid creating a solution.Source: §5.1 · p. 13, §5.2.3 · pp. 15–16

5.2.4 Handling Path Crossings

  • Crossings between two paths are resolved by local rerouting that preserves the original solutions and introduces no new GDA fixed points.Source: §5.2.4 · p. 19
  • The path-crossing rerouting connects the left entrance to the top exit and the bottom entrance to the right exit without adding an endpoint.Untraversed sub-squares, including isolated EOPL vertices, receive the background coloring.Source: §5.2.4 · p. 19

5.3 Extending the function to the continuous grid

  • Bicubic interpolation yields a continuously differentiable function whose value and gradient are Lipschitz-continuous with constant Θ(N) on [0, N]^2.The construction interpolates each tile using corner values and derivatives.Source: §5.3 · p. 20

5.4 Correctness

  • For ε = 0.01, good approximate GDA fixed points can occur only in sink or non-trivial source sub-squares, while bad points cannot be approximate fixed points.Bad points that are approximate fixed points would have to lie in the ε-outer layer, where the construction excludes them.Source: §5.4 · p. 22, §5.4.2 · p. 24

5.4.1 Analysis of Good Points

  • Good points outside sink and non-trivial source sub-squares are not ε-approximate fixed points; the proof classifies other small squares into four configuration groups.Each group’s bicubic interpolant excludes interior ε-KKT points.Source: §5.4.1 · p. 22

5.4.2 Analysis of Non-Good Points

  • Any bad point that is an ε-approximate GDA fixed point must lie in the ε-outer layer, but the construction has no such fixed points there.The boundary analysis checks the eight small squares in that layer.Source: §5.4.2 · p. 24

5.5 Completing the reduction

  • The construction completes a polynomial-time reduction to 2D-GDAFixedPoint on [0, 1]^2 and recovers an EOPL solution from any solution of the constructed instance.The function and gradient evaluators, normalized instance, and recovery procedure have polynomial description length or running time.Source: §5.5 · p. 25

6 Query Lower Bound for Finding Fixed Points of GDA

The section proves a deterministic black-box query lower bound for approximate GDA fixed points by adaptively constructing monotone-path instances that remain indistinguishable across queries. Each instance’s 0.01-approximate fixed points lie only in its sink square, enabling two different completions to force many queries.

6 Query Lower Bound for Finding Fixed Points of GDA

  • Every function in the hard family has 0.01-approximate GDA fixed points only in its sink sub-square.Source: §6 · p. 25
  • For N > 145, every deterministic algorithm needs Ω(N) oracle queries in the worst case to find a 0.01-approximate GDA fixed point, even for 100N-smooth functions.Source: §6 · p. 26
  • The adversary adaptively grows two monotone paths that agree at query points, with each function-and-gradient query simulable by at most four local tile queries.Source: §6 · p. 26
  • Known-region queries leave the path unchanged; northeast queries forbid turns in that row and column, while track queries extend the path and redirect its track.Source: §6 · pp. 27–28
  • After q ≤ K−7 queries, two completions can remain indistinguishable while having disjoint sets of 0.01-approximate GDA fixed points.The completions alter only unqueried tiles and use different sink squares.Source: §6 · p. 28

AI Disclosure

  • The authors report completing the conceptual and technical work by December 2025 without AI assistance, then using AI to streamline writing, find typos, and verify proofs.Source: AI Disclosure · p. 28

A Proof of Lemma 28

The appendix establishes that bad points in the constructed function are not approximate GDA fixed points. Its analysis focuses on points near domain boundaries where projection is active.

A Proof of Lemma 28

A.1 Type 0 squares

Type 0 squares contain no ε-approximate GDA fixed point. The proof excludes projected boundary cases using the square’s location and a lower bound on vertical displacement.

A.1 Type 0 squares

  • A type 0 square contains no ε-approximate GDA fixed point.Source: §A.1 · p. 32
  • Type 0 squares lie along the left boundary and do not meet the bottom boundary.Source: §A.1 · p. 32, Figure 15 · p. 32
  • A bad approximate fixed point would require projection at the left boundary, hence x ≤ 0.01; its projected vertical displacement is then at least 0.49 > ε.Source: §A.1 · p. 32

A.2 Type 1 squares

Type 1 squares contain no ε-approximate GDA fixed point. Their horizontal gradient forces a projected horizontal displacement larger than ε.

A.2 Type 1 squares

  • A type 1 square contains no ε-approximate GDA fixed point.Source: §A.2 · p. 33
  • Type 1 squares occur away from the left boundary, including at the bottom, top, and right boundaries, and in the interior.Source: §A.2 · p. 33, Figure 16 · p. 33
  • In a type 1 square, f_x(x, y) ≥ 0.5, so the projected horizontal displacement is at least 0.5 > ε.Source: §A.2 · p. 33

A.3 Type 2 squares

Type 2 squares contain no ε-approximate fixed point of GDA. The argument combines a corner-value condition with a projected vertical displacement exceeding ε.

  • A type 2 square contains no ε-approximate fixed point of GDA.Source: §A.3 · p. 33
  • For type 2 squares, the corner-value difference D is nonnegative under the value regimes of Section 5.2.1.D is the value at the blue bottom-right corner minus the value at the black top-left corner.Source: §A.3 · pp. 33–34
  • Because the square does not meet the bottom boundary, its projected vertical displacement is at least 0.49, exceeding ε.The argument considers 0 ≤ x ≤ 0.01 and 0 ≤ y ≤ 1.Source: §A.3 · pp. 33–34

A.4 Type 3 squares

Type 3 squares contain no ε-approximate fixed point of GDA. Depending on y, the proof obtains a rightward or downward displacement exceeding ε.

  • A type 3 square contains no ε-approximate fixed point of GDA.Source: §A.4 · p. 34
  • The argument concerns type 3 squares meeting the left boundary and restricts attention to x ≤ 0.01.Source: §A.4 · p. 34, Figure 18 · p. 34
  • For y ≤ 0.5, the rightward displacement is at least 0.2; for y ≥ 0.5, the downward displacement is at least 0.45.The respective bounds follow from f_x ≤ −0.2 with at least 0.99 remaining to the right, or f_y ≤ −0.45 with at least half a unit below.Source: §A.4 · p. 34

A.5 Type 4 squares

Type 4 squares contain no ε-approximate fixed point of GDA. The proof uses corner-value regimes and obtains an upward or rightward displacement exceeding ε.

  • A type 4 square contains no ε-approximate fixed point of GDA.Source: §A.5 · p. 34
  • The proof focuses on type 4 squares meeting the left boundary.Source: §A.5 · p. 34, Figure 19 · p. 35
  • The corner-value regimes give 6f(1, 1) − 6f(0, 0) + 4.5 ≥ 0, and the argument considers x ≤ 0.01.Here f(0, 0) and f(1, 1) are the bottom-left and top-right corner values.Source: §A.5 · pp. 34–35
  • For y ≤ 0.5, the upward displacement is at least 0.24; for y ≥ 0.5, the rightward displacement is at least 0.19.The bounds use f_y ≥ 0.24 with at least half a unit above, or f_x ≤ −0.19 with at least 0.99 remaining to the right.Source: §A.5 · p. 35

A.6 Type 5 squares

The type 5, 6, and 7 square cases exclude ε-approximate fixed points through projected-displacement arguments. Together, the eight cases complete the proof for the outer layer.

A.6 Type 5 squares

  • Type 5 squares contain no ε-approximate fixed point of GDA; their projected vertical displacement is at least 0.45 because they do not meet the top boundary.Source: §A.6 · p. 35, Figure 20 · p. 35

A.7 Type 6 squares

  • For type 6 squares, bottom-boundary projection cannot be active, while top-boundary projection gives displacement at least 1; a bad point would require the left boundary and x ≤ 0.01.At those points, the projected vertical displacement is at least 0.45 because the square does not meet the top boundary.Source: §A.7 · p. 36, Figure 21 · p. 36

A.8 Type 7 squares

  • Type 7 squares contain no ε-approximate fixed point of GDA, and their eight cases complete the outer-layer proof.The square does not meet the top boundary, so projected vertical displacement is at least 0.45.Source: §A.8 · pp. 36–37, Figure 22 · p. 37
  • The square [1, 2] × [0, 1] is outside the listed types but is directly checked to contain no approximate GDA fixed point.It has green left corners, black right corners, and four left-pointing arrows.Source: §A.8 · p. 37
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