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arxiv: 2302.03066 · v5 · submitted 2023-02-06 · 🧮 math.OC · cs.GT

On the Equivalence of Zero-Sum Games and Conic Programs

Pith reviewed 2026-05-24 09:49 UTC · model grok-4.3

classification 🧮 math.OC cs.GT
keywords zero-sum gamesminimax theoremconic programmingstrong dualityNash equilibriumVille's theorem
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The pith

Zero-sum games with bilinear payoffs whose strategies form bases of convex cones are equivalent to pairs of conic programs.

A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.

The paper shows that a large class of zero-sum games reduces directly to conic optimization. When each player's strategy set is a base of a convex cone and the payoff is bilinear, the minimax theorem holds and both the game value and Nash equilibria are recovered from the solutions of a primal-dual pair of conic linear programs. This extends the classical link between linear programming and simplex games to Banach spaces and to many established game families. The converse direction establishes that minimax for these games is nearly equivalent to strong duality in conic programming, with a game-dependent characterization of strict feasibility.

Core claim

For every zero-sum game with a bilinear payoff function and strategy sets that represent bases of convex cones, the minimax equality holds and its game value and Nash equilibria can be found by solving a primal-dual pair of conic programs. Conversely, the minimax theorem for the same class of games almost always implies strong duality of conic linear programming, and minimax is equivalent to a generalized version of Ville's theorem of the alternative.

What carries the argument

The representation of each player's strategy set as a base of a convex cone, which rewrites the bilinear game as a primal-dual pair of conic linear programs whose strong duality is equivalent to the minimax theorem.

If this is right

  • Minimax equality holds for semi-infinite, semidefinite, quantum, time-dependent, and polynomial games when cast in this form.
  • The mixed extension of any continuous game with compact strategy sets satisfies the same equivalence.
  • Strong duality in conic programming follows from the minimax property via a game-dependent characterization of strict feasibility.
  • Minimax is equivalent to a generalized version of Ville's theorem of the alternative for these games.

Where Pith is reading between the lines

These are editorial extensions of the paper, not claims the author makes directly.

  • Conic solvers could compute equilibria for game classes that previously required specialized methods.
  • The Banach-space formulation opens the possibility of applying the equivalence to infinite-dimensional games in control or functional analysis.
  • Games outside the bilinear-plus-cone-base class would need separate analysis to determine whether any analogous reduction exists.

Load-bearing premise

Strategy sets must be bases of convex cones and payoffs must be bilinear for the direct embedding into conic programs to work.

What would settle it

A concrete zero-sum game with bilinear payoff whose strategy sets are not bases of convex cones, yet minimax equality holds without the corresponding conic programs, or a game inside the class where strong duality fails.

read the original abstract

We prove the almost equivalence of the minimax theorem and the strong duality theorem for a large class of games and conic programs. The previous fundamental results on the equivalence of linear programming and two-player zero-sum games with simplex-strategy sets are extended to Banach spaces, and a comprehensive framework unifying two-player zero-sum games and conic linear programs is established. Specifically, we show that for every zero-sum game with a bilinear payoff function and strategy sets that represent bases of convex cones, the minimax equality holds and its game value and Nash equilibria can be found by solving a primal-dual pair of conic programs. Conversely, the minimax theorem for the same class of games "almost always" implies strong duality of conic linear programming. In fact, we give a game-dependent characterization of strict feasibility, and show that minimax is equivalent to a generalized version of Ville's theorem of the alternative. Several well-established game classes are embedded in the introduced model, including (i) semi-infinite, (ii) semidefinite, (iii) quantum, (iv) time-dependent, and (v) polynomial games, as well as (vi) the mixed extension of any continuous game with compact strategy sets.

Editorial analysis

A structured set of objections, weighed in public.

Desk editor's note, referee report, simulated authors' rebuttal, and a circularity audit. Tearing a paper down is the easy half of reading it; the pith above is the substance, this is the friction.

Referee Report

2 major / 2 minor

Summary. The manuscript proves an almost-equivalence between the minimax theorem for bilinear zero-sum games whose strategy sets are bases of convex cones and strong duality for the associated conic linear programs. It extends classical LP-game duality results to Banach spaces, shows that game values and Nash equilibria are recoverable from primal-dual conic programs, and establishes a converse implication under a game-dependent characterization of strict feasibility (equivalent to a generalized Ville theorem of the alternative). The framework embeds semi-infinite, semidefinite, quantum, time-dependent, polynomial, and mixed-extension games.

Significance. If the derivations hold, the work supplies a unifying convex-analytic bridge between zero-sum game theory and conic optimization that directly generalizes the simplex-LP equivalence. Explicit embeddings of established classes and the game-dependent strict-feasibility characterization are concrete strengths; the absence of free parameters or self-referential definitions in the core argument is also a positive feature.

major comments (2)
  1. [Abstract / Theorem statements] The abstract and high-level claims assert that minimax holds for the stated class and that the converse holds 'almost always'; without an explicit statement of the exceptional set (e.g., a precise topological or algebraic condition on the cones), it is impossible to verify whether the qualifier is merely technical or materially restricts the claimed equivalence.
  2. [Main equivalence theorem (presumably §3–4)] The extension to general Banach spaces requires verification that the base-of-cone modeling preserves the necessary compactness or closedness properties for the minimax equality; if the proof relies on finite-dimensional arguments or additional hidden assumptions, the infinite-dimensional claim would need re-examination.
minor comments (2)
  1. Notation for the cone bases and the bilinear payoff should be introduced with a single consistent diagram or table to aid readability across the embedded examples.
  2. Citations to the classical results being extended (e.g., the LP-game duality papers) should appear in the introduction rather than only in the embedding sections.

Simulated Author's Rebuttal

2 responses · 0 unresolved

We thank the referee for the positive assessment, the recommendation for minor revision, and the careful reading of the manuscript. We address the two major comments point by point below, drawing directly on the existing content of the paper.

read point-by-point responses
  1. Referee: [Abstract / Theorem statements] The abstract and high-level claims assert that minimax holds for the stated class and that the converse holds 'almost always'; without an explicit statement of the exceptional set (e.g., a precise topological or algebraic condition on the cones), it is impossible to verify whether the qualifier is merely technical or materially restricts the claimed equivalence.

    Authors: The manuscript supplies a precise game-dependent characterization of the exceptional set: the converse holds precisely when the associated game satisfies a strict-feasibility condition that is equivalent to a generalized Ville theorem of the alternative. This characterization is stated explicitly in the main converse result (Section 4) and is used to delineate where strong duality follows from minimax. The qualifier 'almost always' therefore refers exactly to the games obeying this condition, which is the standard restriction appearing in conic duality. We will add one clarifying sentence to the abstract and the statement of the main theorem to make the exceptional set visible at the high level. revision: partial

  2. Referee: [Main equivalence theorem (presumably §3–4)] The extension to general Banach spaces requires verification that the base-of-cone modeling preserves the necessary compactness or closedness properties for the minimax equality; if the proof relies on finite-dimensional arguments or additional hidden assumptions, the infinite-dimensional claim would need re-examination.

    Authors: All arguments in Sections 3 and 4 are formulated directly in Banach spaces. The base-of-cone modeling is shown to preserve the requisite weak compactness and closedness of the strategy sets by appealing only to the norm topology and the definition of a base of a convex cone; no finite-dimensional reductions or hidden assumptions are used. The relevant compactness and closedness lemmas appear in the preliminary section and are invoked verbatim in the proofs of the equivalence theorems. revision: no

Circularity Check

0 steps flagged

No significant circularity; derivation self-contained

full rationale

The paper derives the claimed equivalence between minimax for bilinear zero-sum games (with strategy sets as bases of convex cones) and strong duality for associated conic programs directly from standard convex-analysis ingredients, extending known LP-game duality results. No load-bearing step reduces by construction to a fitted input, self-definition, or self-citation chain; the modeling premise is stated explicitly as an assumption, and the bidirectional implications (including game-dependent strict feasibility) follow from the hypotheses without renaming known results or smuggling ansatzes. The framework embeds known game classes via the same structural assumptions rather than re-deriving them circularly.

Axiom & Free-Parameter Ledger

0 free parameters · 0 axioms · 0 invented entities

The paper is a pure theoretical equivalence proof; no free parameters, new postulated entities, or non-standard axioms are indicated in the abstract.

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