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Gabriele Dragotto

Publications and source records attributed to Gabriele Dragotto.

13 recordsLinked to original sources
arXiv2024

The Cut-and-Play Algorithm: Computing Nash Equilibria via Outer Approximations

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff functions. Our algorithm exploits an intrinsic relationship between the equilibria of the original nonconvex game and the ones of a convexified counterpart. In practice, Cut-and-Play formulates a series of convex approximations of the game and iteratively refines them with cutting planes and branching operations. Our algorithm does not require convexity or continuity of the player's optimization problems and can be integrated with existing optimization software. We test Cut-and-Play on two families of challenging nonconvex games involving discrete decisions and bilevel problems, and we empirically demonstrate that it efficiently computes equilibria while outperforming existing game-specific algorithms.

math.OC↗
arXiv2024

The Critical Node Game

In this work, we introduce a game-theoretic model that assesses the cyber-security risk of cloud networks and informs security experts on the optimal security strategies. Our approach combines game theory, combinatorial optimization, and cyber-security and aims to minimize the unexpected network disruptions caused by malicious cyber-attacks under uncertainty. Methodologically, we introduce the critical node game, a simultaneous and non-cooperative attacker-defender game where each player solves a combinatorial optimization problem parametrized in the variables of the other player. Each player simultaneously commits to a defensive (or attacking) strategy with limited knowledge about the choices of their adversary. We provide a realistic model for the critical node game and propose an algorithm to compute its stable solutions, i.e., its Nash equilibria. Practically, our approach enables security experts to assess the security posture of the cloud network and dynamically adapt the level of cyber-protection deployed on the network. We provide a detailed analysis of a real-world cloud network and demonstrate the efficacy of our approach through extensive computational tests.

math.OC↗
arXiv2024

Who Plays First? Optimizing the Order of Play in Stackelberg Games with Many Robots

We consider the multi-agent spatial navigation problem of computing the socially optimal order of play, i.e., the sequence in which the agents commit to their decisions, and its associated equilibrium in an N-player Stackelberg trajectory game. We model this problem as a mixed-integer optimization problem over the space of all possible Stackelberg games associated with the order of play's permutations. To solve the problem, we introduce Branch and Play (B&P), an efficient and exact algorithm that provably converges to a socially optimal order of play and its Stackelberg equilibrium. As a subroutine for B&P, we employ and extend sequential trajectory planning, i.e., a popular multi-agent control approach, to scalably compute valid local Stackelberg equilibria for any given order of play. We demonstrate the practical utility of B&P to coordinate air traffic control, swarm formation, and delivery vehicle fleets. We find that B&P consistently outperforms various baselines, and computes the socially optimal equilibrium.

cs.RO↗
arXiv2024

Computing Approximate Nash Equilibria for Integer Programming Games

We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We prove that using absolute approximations of the players' objective functions and then computing its Nash equilibria is equivalent to computing approximate Nash equilibria where the approximation factor is doubled. In practice, we propose an algorithm to approximate the players' objective functions via piecewise linear approximations. Our numerical experiments on a cybersecurity investment game show the computational effectiveness of our approach.

math.OC↗
arXiv2023

Differentiable Cutting-plane Layers for Mixed-integer Linear Optimization

We consider the problem of solving a family of parametric mixed-integer linear optimization problems where some entries in the input data change. We introduce the concept of cutting-plane layer (CPL), i.e., a differentiable cutting-plane generator mapping the problem data and previous iterates to cutting planes. We propose a CPL implementation to generate split cuts, and by combining several CPLs, we devise a differentiable cutting-plane algorithm that exploits the repeated nature of parametric instances. In an offline phase, we train our algorithm by updating the internal parameters controlling the CPLs, thus altering cut generation. Once trained, our algorithm computes, with predictable execution times and a fixed number of cuts, solutions with low integrality gaps. Preliminary computational tests show that our algorithm generalizes on unseen instances and captures underlying parametric structures.

math.OC↗
arXiv2023

Learning Rationality in Potential Games

We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step that enforces that the agents play at a Nash equilibrium and (ii.) an implicit-differentiation step to update the estimates of the rationality parameters. We detail the convergence properties of our algorithm and perform numerical experiments on Cournot and congestion games, showing that our algorithm effectively finds high-quality solutions (in terms of out-of-sample loss) and scales to large datasets.

math.OC↗
arXiv2023

Integer Programming Games: A Gentle Computational Overview

In this tutorial, we present a computational overview on computing Nash equilibria in Integer Programming Games ($IPG$s), $i.e.$, how to compute solutions for a class of non-cooperative and nonconvex games where each player solves a mixed-integer optimization problem. $IPG$s are a broad class of games extending the modeling power of mixed-integer optimization to multi-agent settings. This class of games includes, for instance, any finite game and any multi-agent extension of traditional combinatorial optimization problems. After providing some background motivation and context of applications, we systematically review and classify the state-of-the-art algorithms to compute Nash equilibria. We propose an essential taxonomy of the algorithmic ingredients needed to compute equilibria, and we describe the theoretical and practical challenges associated with equilibria computation. Finally, we quantitatively and qualitatively compare a sequential Stackelberg game with a simultaneous $IPG$ to highlight the different properties of their solutions.

math.OC↗
arXiv2022

The ZERO Regrets Algorithm: Optimizing over Pure Nash Equilibria via Integer Programming

Designing efficient algorithms to compute Nash equilibria poses considerable challenges in Algorithmic Game Theory and Optimization. In this work, we employ integer programming techniques to compute Nash equilibria in Integer Programming Games, a class of simultaneous and non-cooperative games where each player solves a parametrized integer program. We introduce ZERO Regrets, a general and efficient cutting plane algorithm to compute, enumerate, and select Nash equilibria. Our framework leverages the concept of equilibrium inequality, an inequality valid for any Nash equilibrium, and the associated equilibrium separation oracle. We evaluate our algorithmic framework on a wide range of practical and methodological problems from the literature, providing a solid benchmark against the existing approaches.

math.OC↗
arXiv2021

ZERO: Playing Mathematical Programming Games

We present ZERO, a modular and extensible C++ library interfacing Mathematical Programming and Game Theory. ZERO provides a comprehensive toolkit of modeling interfaces and algorithms for Reciprocally Bilinear Games (RBGs), i.e., simultaneous non-cooperative games where each player solves a mathematical program with a linear objective in the player's variable and bilinear in its opponents' variables. This class of games generalizes the classical problems of Operations Research to a multi-agent setting. ZERO modular structure gives users all the elementary ingredients to design new game-theoretic models and algorithms for RBGs, and find their Nash equilibria. The library provides additional extended support for integer non-convexities, linear bilevel problems, and linear equilibrium problems with equilibrium constraints. We provide an overview of the software's key components and showcase a Knapsack Game, i.e., a game where each player solves a binary knapsack problem. Aiming to boost practical methodological contributions at the interplay of Mathematical Programming and Game Theory, we release ZERO as open-source software. Source code, documentation and examples are available at www.getzero.one.

cs.GT↗
arXiv2020

Merging Combinatorial Design and Optimization: the Oberwolfach Problem

The Oberwolfach Problem $OP(F)$ -- posed by Gerhard Ringel in 1967 -- is a paradigmatic Combinatorial Design problem asking whether the complete graph $K_v$ decomposes into edge-disjoint copies of a $2$-regular graph $F$ of order $v$. In this paper, we provide all the necessary equipment to generate solutions to $OP(F)$ for relatively small orders by using the so-called difference methods. From the theoretical standpoint, we present new insights on the combinatorial structures involved in the solution of the problem. Computationally, we provide a full recipe whose base ingredients are advanced optimization models and tailored algorithms. This algorithmic arsenal can solve the $OP(F)$ for all possible orders up to $60$ with the modest computing resources of a personal computer. The new $20$ orders, from $41$ to $60$, encompass $241200$ instances of the Oberwolfach Problem, which is 22 times greater than those solved in previous contributions.

math.CO↗
arXiv2019

Introducing Fairness and Diversification in WTA and ATP Tennis Tournaments Generation

Single-elimination tournaments are the standard paradigm both for the main tennis professional associations. Schedules are generated by allocating first seeded and then unseeded players with seeds prevented from encountering each other early in the competition. Besides, the distribution of pairings in the first round between unseeded players and seeds for a yearly season may be strongly unbalanced. This provides often a great disadvantage to some "unlucky" unseeded players in terms of money prizes. Also, a fair distribution of matches during a season would benefit from limiting in first rounds the presence of Head-to-Head (H2H) matches between players that met in the recent past. We propose a tournament generation approach in order to reduce in the first round "unlucky" pairings and replay of H2H matches. The approach consists in a clustering optimization problem inducing a consequent draw within each cluster. A Non-Linear Mathematical Programming (NLMP) model is proposed for the clustering problem so as to reach a fair schedule. The solution reached by a commercial NLMP solver on the model is compared to the one reached by a faster hybrid algorithm based on multi-start local search. The approach is successfully tested on historical records from the recent Grand Slams tournaments.

physics.soc-ph↗
arXiv2019

When Nash Meets Stackelberg

This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a Stackelberg game where a leader optimizes a (parametrized) linear objective function subject to linear constraints while its followers solve convex quadratic problems subject to the standard optimistic assumption. Although we prove that deciding if a $NASP$ instance admits a Nash equilibrium is generally a $\Sigma^2_p$-hard decision problem, we devise two exact and computationally-efficient algorithms to compute and select Nash equilibria or certify that no equilibrium exists. We apply $NASPs$ to model the hierarchical interactions of international energy markets where climate-change aware regulators oversee the operations of profit-driven energy producers. By combining real-world data with our models, we find that Nash equilibria provide informative, and often counterintuitive, managerial insights for market regulators.

cs.GT↗