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David Salas

Publications and source records attributed to David Salas.

At least 19 recordsLinked to original sources

The reach and limits of slope eikonal equations in compact spaces

It is a well known fact that the eikonal equation is well posed in complete length spaces. Among the studied notions of solutions in the literature, there is one that can be defined in any metric space using the local (descent) slope and considering pointwise solutions: functionals such that their slope coincides with the prescribed data at every point of the domain. In this work we explore the question ``Can we characterize the class of compact metric spaces in which every slope eikonal equation (under standard assumptions) always admits a pointwise solution?''. We provide a purely metric characterization of these spaces, as well as some interesting examples and counterexamples that illustrate the reach and limitations of the concept.

math.FA

Universal Inclusion of Prescribed Primes in 3x3 Magic Squares

We present an integrated version of the global program proving that every prescribed prime \(q_0\ge 5\) occurs in some \(3\times 3\) magic square whose nine entries are distinct positive primes. The manuscript explicitly corrects the four points that had prevented the previous version from being regarded as closed: (i) the notation for the fixed prime \(q_0\) is now kept uniformly distinct from the notation for the sieve moduli \(d\); (ii) the weight convention is unified by working with the function \(\vt(n)=\log n\) on the primes and \(0\) off the primes, while \(\Lambda\) is used only inside the analytic estimates where it is the natural variable; (iii) the full residual notation \((W,a_W,b_W,S_1,A_d,g(d))\) has been incorporated throughout the manuscript; and (iv) the final closure is replaced by a residual-completion theorem on the \emph{common support of the core}, thereby eliminating the logical gap produced by intersecting two independent theorems.

math.GM

Steering Noncooperative Games Through Conjecture Design

In dynamic noncooperative games, each player makes conjectures about other players' reactions before choosing a strategy. However, resulting equilibria may be multiple and do not always lead to desirable outcomes. These issues are typically addressed separately, for example, through opponent modelling and incentive design. Drawing inspiration from conjectural variations games, we propose an incentive design framework in which a coordinator first computes an equilibrium by optimizing a predefined objective function, then communicates this equilibrium as a target for the players to reach. In a centralized setting, the coordinator also optimizes the conjectures to steer the players towards the target. In decentralized settings, players independently compute conjectures and update their strategies based on individual targets. We provide a guarantee of equilibrium existence in both cases. This framework uses conjectures not only to guide the system towards desirable outcomes but also to decouple the game into independent optimization problems, enabling efficient computation and parallelization in large-scale settings. We illustrate our theoretical results on classical representative noncooperative games, demonstrating its application potential.

cs.GT

Lipschitz continuity of expected value under decision-dependent uncertainty with moving support

This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters is influenced by the decision-maker's actions. While recent literature primarily focuses on solving or analyzing these problems by directly imposing hypotheses on the distribution mapping, we explore in this work some of these properties for a specific construction by means of the moving support and a density function. The construction is motivated by the Bayesian approach to bilevel programming, where the response of a follower is modeled as the uncertainty, drawn from the moving set of optimal responses, which depends on the leader's decision. Our main contribution is to establish sufficient conditions for the Lipschitz continuity of the expected value function. We show that Lipschitz continuity can be achieved when the moving support is a Lipschitz continuous set-valued map with full-dimensional, convex, compact values, or when it is the solution set of a fully linear parametric problem. We also provide an example showing that the sole Lipschitz assumption on the moving set itself is not sufficient and that additional conditions are necessary.

math.OC

Determination of (unbounded) convex functions via Crandall-Pazy directions

It has been recently discovered that a convex function can be determined by its slopes and its infimum value, provided this latter is finite. The result was extended to nonconvex functions by replacing the infimum value by the set of all critical and asymptotically critical values. In all these results boundedness from below plays a crucial role and is generally admitted to be a paramount assumption. Nonetheless, this work develops a new technique that allows to also determine a large class of unbounded from below convex functions, by means of a Neumann-type condition related to the Crandall-Pazy direction.

math.FA

Mean-field Concentration of Opinion Dynamics in Random Graphs

Opinion and belief dynamics are a central topic in the study of social interactions through dynamical systems. In this work, we study a model where, at each discrete time, all the agents update their opinion as an average of their intrinsic opinion and the opinion of their neighbors. While it is well-known how to compute the stable opinion state for a given network, studying the dynamics becomes challenging when the network is uncertain. Motivated by the task of finding optimal policies by a decision-maker that aims to incorporate the opinion of the agents, we address the question of how well the stable opinions can be approximated when the underlying network is random. We consider Erd\H{o}s-R\'enyi random graphs to model the uncertain network. Under the connectivity regime and an assumption of minimal stubbornness, we show the expected value of the stable opinion $\mathbf{E}(x(G,\infty))$ concentrates, as the size of the network grows, around the stable opinion $\bar{x}(\infty)$ obtained by considering a mean-field dynamical system, i.e., averaging over the possible network realizations. For both the directed and undirected graph model, the concentration holds under the $\ell_{\infty}$-norm to measure the gap between $\mathbf{E}(x(G,\infty))$ and $\bar{x}(\infty)$. We deduce this result by studying a mean-field approximation of general analytic matrix functions. The approximation result for the directed graph model also holds for any $\ell_{\rho}$-norm with $\rho\in (1,\infty)$, under a slightly enhanced expected average degree.

math.OC

Reducing the Large Set Threshold for Oertel's Conjecture on the Mixed-Integer Volume

In 1960, Gr\"{u}nbaum proved that for any convex body $C\subset\mathbb{R}^d$ and every halfspace $H$ containing the centroid of $C$, one has that the volume of $H\cap C$ is at least a $\frac{1}{e}$-fraction of the volume of $C$. Recently, in 2014, Oertel conjectured that a similar result holds for mixed-integer convex sets. Concretely, he proposed that for any convex body $C\subset \mathbb{R}^{n+d}$, there should exist a point $\mathbf{x} \in S=C\cap(\mathbb{Z}^{n}\times\mathbb{R}^d)$ such that for every halfspace $H$ containing $\mathbf{x}$, one has that \[ \mathcal{H}_d(H\cap S) \geq \frac{1}{2^n}\frac{1}{e}\mathcal{H}_d(S), \] where $\mathcal{H}_d$ denotes the $d$-dimensional Hausdorff measure. While the conjecture remains open, Basu and Oertel proved in 2017 that the above inequality holds true for sufficiently large sets, in terms of a measure known as the \emph{lattice width} of a set. In this work, by following a geometric approach, we improve this result by substantially reducing the threshold at which a set can be considered large. We reduce this threshold from an exponential to a polynomial dependency on the dimension, therefore significantly enlarging the family of mixed-integer convex sets over which Oertel's conjecture holds true.

math.MG

Idle wage as a tool to regulate the relationship between ride-hailing platforms and drivers

Ride-hailing platforms typically classify drivers as either employees or independent contractors. These classifications tend to emphasize either wage certainty or flexibility, but rarely both. We study an alternative or complementary approach: the \textit{Idle wage,} which provides with a fixed payment drivers even when they are connected without passengers on board. We adapt a well-known economic model of the supply-demand equilibrium in ride-hailing platforms and analyse how the optimal welfare and profit change with the introduction of an idle wage when drivers are risk-averse. We show that in a single-period setting, risk aversion implies that it is optimal to pay the drivers only through an idle wage. However, if the pool of available drivers is large, even a small idle wage could attract too many drivers, rendering the system unprofitable. When the demand fluctuates throughout multiple periods, we show that if the idle wage has to be constant, then it is optimal to combine the idle wage with the traditional payment via trips, so that surge pricing influences the number of drivers connected. This illustrates a relevant trade-off: Risk-aversion favours using the idle wage to attract drivers; however, if the platform is not allowed to fully adjust the idle wage over time, there may be periods in which the idle wage cannot resolve the mismatch between supply and demand. We propose a partially flexible constraint that still makes the idle wage-only solution viable. It allows the idle wage to adapt per period, as long as it fulfills a total minimum wage requirement. Numerical simulations suggest that the idle wage policy, if properly implemented, could be beneficial for the system as a whole.

math.OC

Cardinality Constraints in Single-Leader-Multi-Follower games

This work explores bilevel problems in the context of cardinality constraints. More specifically Single-Leader-Multi-Follower games (SLMFG) involving cardinality constraints are considered in two different configurations: one with the cardinality constraint at the leader's level and a mixed structure in which the cardinality constraint is split between leader and followers problem. We prove existence results in both cases and provided equivalent reformulations allowing the numerical treatment of these complex problems. The obtained results are illustrated thanks to an application to a facility location problem.

math.OC

A slope generalization of Attouch theorem

A classical result of variational analysis, known as Attouch theorem, establishes the equivalence between epigraphical convergence of a sequence of proper convex lower semicontinuous functions and graphical convergence of the corresponding subdifferential maps up to a normalization condition which fixes the integration constant. In this work, we show that in finite dimensions and under a mild boundedness assumption, we can replace subdifferentials (sets of vectors) by slopes (scalars, corresponding to the distance of the subdifferentials to zero) and still obtain the same characterization: namely, the epigraphical convergence of functions is equivalent to the epigraphical convergence of their slopes. This surprising result goes in line with recent developments on slope determination (Boulmezaoud, Cieutat, Daniilidis, 2018), (Pérez-Aros, Salas, Vilches, 2021) and slope sensitivity (Daniilidis, Drusvyatskiy, 2023) for convex functions.

math.OC

The value of Shared Information for allocation of drivers in ride-hailing: a proof-of-concept study

For drivers in ride-hailing companies, allocation within the city is paramount to get matched with rides. This decision depends on many factors, where some of them (such as demand and allocation of others) are unknown for the drivers, but are available for the company. In this work, we investigate whether it is beneficial or not for the ride-hailing company to share this information with their drivers. To do so, we study the problem through the lens of Stackelberg games, and we propose a new indicator called the Expected Value of Shared Information. We present a simplified model to conduct a proof-of-concept study: we provide explicit single-level reformulations of the bilevel programming problems derived from the model, and perform several simulations with randomly generated data. Our preliminary results suggest that sharing information could be beneficial and deserves to be further studied.

math.OC

Steepest geometric descent for regularized quasiconvex functions

We establish existence of steepest descent curves emanating from almost every point of a regular locally Lipschitz quasiconvex functions, where regularity means that the sweeping process flow induced by the sublevel sets is reversible. We then use max-convolution to regularize general quasiconvex functions and obtain a result of the same nature in a more general setting.

math.OC

Metric compatibility and determination in complete metric spaces

It was established in [8] that Lipschitz inf-compact functions are uniquely determined by their local slope and critical values. Compactness played a paramount role in this result, ensuring in particular the existence of critical points. We hereby emancipate from this restriction and establish a determination result for merely bounded from below functions, by adding an assumption controlling the asymptotic behavior. This assumption is trivially fulfilled if $f$ is inf-compact. In addition, our result is not only valid for the (De Giorgi) local slope, but also for the main paradigms of average descent operators as well as for the global slope, case in which the asymptotic assumption becomes superfluous. Therefore, the present work extends simultaneously the metric determination results of [8] and [18].

math.OC

Existence of solutions for deterministic bilevel games under a general Bayesian approach

In 1996, Mallozzi and Morgan [33] proposed a new model for Stackelberg games which we refer here to as the Bayesian approach. The leader has only partial information about how followers select their reaction among possibly multiple optimal ones. This partial information is modeled as a decision-dependent distribution, the so-called belief of the leader. In this work, we formalize the setting of this approach for bilevel games admitting multiple leaders and we provide new results of existence of solutions. We pay particular attention to the fundamental case of linear bilevel problems, which has not been studied before, and which main difficulty is given by possible variations in the dimension of the reaction set of the follower. Our main technique to address this difficulty is based on a stronger notion of continuity for set-valued maps that we call rectangular continuity, and which is verified by the solution set of parametric linear problems. Finally, we provide some numerical experiments to address linear bilevel problems under the Bayesian approach.

math.OC

Descent modulus and applications

The norm of the gradient $\nabla$f (x) measures the maximum descent of a real-valued smooth function f at x. For (nonsmooth) convex functions, this is expressed by the distance dist(0, $\partial$f (x)) of the subdifferential to the origin, while for general real-valued functions defined on metric spaces by the notion of metric slope |$\nabla$f |(x). In this work we propose an axiomatic definition of descent modulus T [f ](x) of a real-valued function f at every point x, defined on a general (not necessarily metric) space. The definition encompasses all above instances as well as average descents for functions defined on probability spaces. We show that a large class of functions are completely determined by their descent modulus and corresponding critical values. This result is already surprising in the smooth case: a one-dimensional information (norm of the gradient) turns out to be almost as powerful as the knowledge of the full gradient mapping. In the nonsmooth case, the key element for this determination result is the break of symmetry induced by a downhill orientation, in the spirit of the definition of the metric slope. The particular case of functions defined on finite spaces is studied in the last section. In this case, we obtain an explicit classification of descent operators that are, in some sense, typical.

math.CA

Exploiting the polyhedral geometry of stochastic linear bilevel programming

We study linear bilevel programming problems whose lower-level objective is given by a random cost vector with known distribution. We consider the case where this distribution is nonatomic, allowing to reformulate the problem of the leader using the Bayesian approach in the sense of Salas and Svensson (2023), with a decision-dependent distribution that concentrates on the vertices of the feasible set of the follower's problem. We call this a vertex-supported belief. We prove that this formulation is piecewise affine over the so-called chamber complex of the feasible set of the high-point relaxation. We propose two algorithmic approaches to solve general problems enjoying this last property. The first one is based on enumerating the vertices of the chamber complex. This approach is not scalable, but we present it as a computational baseline and for its theoretical interest. The second one is a Monte-Carlo approximation scheme based on the fact that randomly drawn points of the domain lie, with probability 1, in the interior of full-dimensional chambers, where the problem (restricted to this chamber) can be reduced to a linear program. Finally, we evaluate these methods through computational experiments showing both approaches' advantages and challenges.

math.OC

Optimal design of exchange water networks with control inputs in Eco-Industrial Parks

Industrial water conservation is an important adaptation to preserve the environment. Eco-Industrial Parks (EIPs) have been designed to encourage the establishment of water exchange networks between enterprises in order to minimize freshwater consumption and wastewater discharge by maximizing wastewater reuse. This control-input model presents a mathematical programming formulation for designing and optimizing industrial water networks in EIPs, formulating and solving it as a Single- Leader Multi-Follower (SLMF) game problem. Enterprises (followers) aim to minimize their operating costs by reusing wastewater from other enterprises, while the designer (leader) aims to minimize the consumption of natural resources within the ecopark. Moreover, when participating in the ecopark, enterprises can control all their input fluxes and the designer guarantees a minimal relative improvement in comparison with the stand-alone operation of each enterprise. The SLMF game is transformed into a single mixed-integer optimization problem. The obtained results are compared with the results of the blind-input model [D. Salas, Cao Van Kien, D. Aussel, L. Montastruc, Optimal design of exchange networks with blind inputs and its application to Eco-Industrial parks, Computers \& Chemical Engineering 143 (2020)].

math.OC