Competitive Equilibrium for Linear Chores is CLS-complete

Abstract

The competitive equilibrium (CE) is a fundamental concept for markets, with applications to efficient and fair allocation of resources. We consider the fundamental question of computing a CE in the most basic Fisher market model where agents have linear preferences. While it is known that we can compute a CE in strongly polynomial time with linear goods, there is no known polynomial-time algorithm for CE with linear chores. Computing a CE for linear chores is known to be in CLS with no hardness results. In this paper, we prove that computing an exact CE in Fisher markets with divisible chores and linear disutilities is CLS-hard and thus CLS-complete. To the best of our knowledge, this is the first CLS-completeness result for a market equilibrium problem. On the technical side, we use the nonconvex dual Eisenberg-Gale (EG) program whose Karush-Kuhn-Tucker (KKT) points are CE [Chaudhury, Kroer, Mehta, and Nan, 2024], and the CLS-complete problem of computing a KKT point of a quadratic program [Fearnley, Goldberg, Hollender, and Savani, 2024]. We show that from any exact equilibrium of the constructed market, we can recover in polynomial time an $\varepsilon$-KKT point of the input quadratic program over the unit box.