FIXP-membership via Convex Optimization: Games, Cakes, and Markets

TL;DR

This paper introduces the OPT-gate, a convex optimization-based pseudogate, to prove FIXP-membership of problems like market equilibria and fair division, simplifying and extending existing complexity results.

Contribution

The paper presents the OPT-gate technique for FIXP membership proofs, unifying and simplifying complexity results across game theory, markets, and fair division.

Findings

Computing market equilibrium in Arrow-Debreu model is in FIXP.

Envy-free cake division with general valuations is FIXP-complete.

The OPT-gate simplifies FIXP-membership proofs for various problems.

Abstract

We introduce a new technique for proving membership of problems in FIXP - the class capturing the complexity of computing a fixed-point of an algebraic circuit. Our technique constructs a "pseudogate" which can be used as a black box when building FIXP circuits. This pseudogate, which we term the "OPT-gate", can solve most convex optimization problems. Using the OPT-gate, we prove new FIXP-membership results, and we generalize and simplify several known results from the literature on fair division, game theory and competitive markets. In particular, we prove complexity results for two classic problems: computing a market equilibrium in the Arrow-Debreu model with general concave utilities is in FIXP, and computing an envy-free division of a cake with very general valuations is FIXP-complete. We further showcase the wide applicability of our technique, by using it to obtain simplified proofs and extensions of known FIXP-membership results for equilibrium computation for various types of strategic games, as well as the pseudomarket mechanism of Hylland and Zeckhauser.