Solving Zero-Sum Games with Fewer Matrix-Vector Products

In this paper we consider the problem of computing an $\epsilon$-approximate Nash Equilibrium of a zerosum game in a payoff matrix $A \in \mathbb{R}^{m \times n}$ with $O(1)$-bounded entries given access to a matrix-vector product oracle for A and its transpose $A^{\top}$. We provide a deterministic algorithm that solves the problem using $\tilde{O}\left(\epsilon^{-8 / 9}\right)$-oracle queries, where $\tilde{O}(\cdot)$ hides factors polylogarithmic in m, n, and $\epsilon^{-1}$. Our result improves upon the state-of-the-art query complexity of $\tilde{O}\left(\epsilon^{-1}\right)$ established by [Nemirovski, 2004] and [Nesterov, 2005]. We obtain this result through a general framework that yields improved deterministic query complexities for solving a broader class of minimax optimization problems which includes computing a linear classifier (hard-margin support vector machine) as well as linear regression.11This paper is an extended abstract. The full paper can be accessed at https://arxiv.org/abs/2509.04426.