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Raphaël M. Jungers

Publications and source records attributed to Raphaël M. Jungers.

87 records · Page 5Linked to original sources

On feedback stabilization of linear switched systems via switching signal control

Motivated by recent applications in control theory, we study the feedback stabilizability of switched systems, where one is allowed to chose the switching signal as a function of $x(t)$ in order to stabilize the system. We propose new algorithms and analyze several mathematical features of the problem which were unnoticed up to now, to our knowledge. We prove complexity results, (in-)equivalence between various notions of stabilizability, existence of Lyapunov functions, and provide a case study for a paradigmatic example introduced by Stanford and Urbano.

math.OC↗

Stability of discrete-time switching systems with constrained switching sequences

We introduce a novel framework for the stability analysis of discrete-time linear switching systems with switching sequences constrained by an automaton. The key element of the framework is the algebraic concept of multinorm, which associates a different norm per node of the automaton, and allows to exactly characterize stability. Building upon this tool, we develop the first arbitrarily accurate approximation schemes for estimating the constrained joint spectral radius r, that is the exponential growth rate of a switching system with constrained switching sequences. More precisely, given a relative accuracy a > 0, the algorithms compute an estimate of r within the range [r; (1 + a)r]. These algorithms amount to solve a well defined convex optimization program with known time-complexity, and whose size depends on the desired relative accuracy a > 0.

math.DS↗

Primitive sets of nonnegative matrices and synchronizing automata

A set of nonnegative matrices $\mathcal{M}=\{M_1, M_2, \ldots, M_k\}$ is called primitive if there exist indices $i_1, i_2, \ldots, i_m$ such that $M_{i_1} M_{i_2} \ldots M_{i_m}$ is positive (i.e. has all its entries $>0$). The length of the shortest such product is called the exponent of $\mathcal{M}$. The concept of primitive sets of matrices comes up in a number of problems within control theory, non-homogeneous Markov chains, automata theory etc. Recently, connections between synchronizing automata and primitive sets of matrices were established. In the present paper, we significantly strengthen these links by providing equivalence results, both in terms of combinatorial characterization, and computational aspects. We study the maximal exponent among all primitive sets of $n \times n$ matrices, which we denote by $\exp(n)$. We prove that $\lim_{n\rightarrow\infty} \tfrac{\log \exp(n)}{n} = \tfrac{\log 3}{3}$, and moreover, we establish that this bound leads to a resolution of the Černý problem for carefully synchronizing automata. We also study the set of matrices with no zero rows and columns, denoted by $\mathcal{NZ}$, due to its intriguing connections to the Černý conjecture and the recent generalization of Perron-Frobenius theory for this class. We characterize computational complexity of different problems related to the exponent of $\mathcal{NZ}$ matrix sets, and present a quadratic bound on the exponents of sets belonging to a special subclass. Namely, we show that the exponent of a set of matrices having total support is bounded by $2n^2 -5n +5$.

cs.FL↗

On the Synchronizing Probability Function and the Triple Rendezvous Time for Synchronizing Automata

Cerny's conjecture is a longstanding open problem in automata theory. We study two different concepts, which allow to approach it from a new angle. The first one is the triple rendezvous time, i.e., the length of the shortest word mapping three states onto a single one. The second one is the synchronizing probability function of an automaton, a recently introduced tool which reinterprets the synchronizing phenomenon as a two-player game, and allows to obtain optimal strategies through a Linear Program. Our contribution is twofold. First, by coupling two different novel approaches based on the synchronizing probability function and properties of linear programming, we obtain a new upper bound on the triple rendezvous time. Second, by exhibiting a family of counterexamples, we disprove a conjecture on the growth of the synchronizing probability function. We then suggest natural follow-ups towards Cernys conjecture.

cs.FL↗

Deciding the boundedness and dead-beat stability of constrained switching systems

We study computational questions related with the stability of discrete-time linear switching systems with switching sequences constrained by an automaton. We first present a decidable sufficient condition for their boundedness when the maximal exponential growth rate equals one. The condition generalizes the notion of the irreducibility of a matrix set, which is a well known sufficient condition for boundedness in the arbitrary switching (i.e. unconstrained) case. Second, we provide a polynomial time algorithm for deciding the dead-beat stability of a system, i.e. that all trajectories vanish to the origin in finite time. The algorithm generalizes one proposed by Gurvits for arbitrary switching systems, and is illustrated with a real-world case study.

math.DS↗

Computing the domain of attraction of switching systems subject to non-convex constraints

We characterize and compute the maximal admissible positively invariant set for asymptotically stable constrained switching linear systems. Motivated by practical problems found, e.g., in obstacle avoidance, power electronics and nonlinear switching systems, in our setting the constraint set is formed by a finite number of polynomial inequalities. First, we observe that the so-called Veronese lifting allows to represent the constraint set as a polyhedral set. Next, by exploiting the fact that the lifted system dynamics remains linear, we establish a method based on reachability computations to characterize and compute the maximal admissible invariant set, which coincides with the domain of attraction when the system is asymptotically stable. After developing the necessary theoretical background, we propose algorithmic procedures for its exact computation, based on linear or semidefinite programs. The approach is illustrated in several numerical examples.

math.DS↗

Reachability of Consensus and Synchronizing Automata

We consider the problem of determining the existence of a sequence of matrices driving a discrete-time consensus system to consensus. We transform this problem into one of the existence of a product of the transition (stochastic) matrices that has a positive column. We then generalize some results from automata theory to sets of stochastic matrices. We obtain as a main result a polynomial-time algorithm to decide the existence of a sequence of matrices achieving consensus.

cs.DC↗

Efficient Algorithms for the Consensus Decision Problem

We address the problem of determining if a discrete time switched consensus system converges for any switching sequence and that of determining if it converges for at least one switching sequence. For these two problems, we provide necessary and sufficient conditions that can be checked in singly exponential time. As a side result, we prove the existence of a polynomial time algorithm for the first problem when the system switches between only two subsystems whose corresponding graphs are undirected, a problem that had been suggested to be NP-hard by Blondel and Olshevsky.

eess.SY↗

A complexity analysis of Policy Iteration through combinatorial matrices arising from Unique Sink Orientations

Unique Sink Orientations (USOs) are an appealing abstraction of several major optimization problems of applied mathematics such as for instance Linear Programming (LP), Markov Decision Processes (MDPs) or 2-player Turn Based Stochastic Games (2TBSGs). A polynomial time algorithm to find the sink of a USO would translate into a strongly polynomial time algorithm to solve the aforementioned problems---a major quest for all three cases. In addition, we may translate MDPs and 2TBSGs into the problem of finding the sink of an acyclic USO of a cube, which can be done using the well-known Policy Iteration algorithm (PI). The study of its complexity is the object of this work. Despite its exponential worst case complexity, the principle of PI is a powerful source of inspiration for other methods. As our first contribution, we disprove Hansen and Zwick's conjecture claiming that the number of steps of PI should follow the Fibonacci sequence in the worst case. Our analysis relies on a new combinatorial formulation of the problem---the so-called Order-Regularity formulation (OR). Then, for our second contribution, we (exponentially) improve the $Ω(1.4142^n)$ lower bound on the number of steps of PI from Schurr and Szabó in the case of the OR formulation and obtain an $Ω(1.4269^n)$ bound.

cs.DM↗

A Note on a Recent Attempt to Improve the Pin-Frankl Bound

We provide a counterexample to a lemma used in a recent tentative improvement of the the Pin-Frankl bound for synchronizing automata. This example naturally leads us to formulate an open question, whose answer could fix the line of proof, and improve the bound.

cs.FL↗

Converse Lyapunov theorems for discrete-time linear switching systems with regular switching sequences

We present a stability analysis framework for the general class of discrete-time linear switching systems for which the switching sequences belong to a regular language. They admit arbitrary switching systems as special cases. Using recent results of X. Dai on the asymptotic growth rate of such systems, we introduce the concept of multinorm as an algebraic tool for stability analysis. We conjugate this tool with two families of multiple quadratic Lyapunov functions, parameterized by an integer T >= 1, and obtain converse Lyapunov Theorems for each. Lyapunov functions of the first family associate one quadratic form per state of the automaton defining the switching sequences. They are made to decrease after every T successive time steps. The second family is made of the path-dependent Lyapunov functions of Lee and Dullerud. They are parameterized by an amount of memory (T-1) >= 0. Our converse Lyapunov theorems are finite. More precisely, we give sufficient conditions on the asymptotic growth rate of a stable system under which one can compute an integer parameter T >= 1 for which both types of Lyapunov functions exist. As a corollary of our results, we formulate an arbitrary accurate approximation scheme for estimating the asymptotic growth rate of switching systems with constrained switching sequences.

math.DS↗

Improved bound on the worst case complexity of Policy Iteration

Solving Markov Decision Processes (MDPs) is a recurrent task in engineering. Even though it is known that solutions for minimizing the infinite horizon expected reward can be found in polynomial time using Linear Programming techniques, iterative methods like the Policy Iteration algorithm (PI) remain usually the most efficient in practice. This method is guaranteed to converge in a finite number of steps. Unfortunately, it is known that it may require an exponential number of steps in the size of the problem to converge. On the other hand, many open questions remain considering the actual worst case complexity. In this work, we provide the first improvement over the fifteen years old upper bound from Mansour & Singh (1999) by showing that PI requires at most k/(k-1)*k^n/n + o(k^n/n) iterations to converge, where n is the number of states of the MDP and k is the maximum number of actions per state. Perhaps more importantly, we also show that this bound is optimal for an important relaxation of the problem.

cs.CC↗

Graph diameter, eigenvalues, and minimum-time consensus

We consider the problem of achieving average consensus in the minimum number of linear iterations on a fixed, undirected graph. We are motivated by the task of deriving lower bounds for consensus protocols and by the so-called "definitive consensus conjecture" which states that for an undirected connected graph G with diameter D there exist D matrices whose nonzero-pattern complies with the edges in G and whose product equals the all-ones matrix. Our first result is a counterexample to the definitive consensus conjecture, which is the first improvement of the diameter lower bound for linear consensus protocols. We then provide some algebraic conditions under which this conjecture holds, which we use to establish that all distance-regular graphs satisfy the definitive consensus conjecture.

math.OC↗

PageRank Optimization by Edge Selection

The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts - including ranking websites - and can be interpreted as the average portion of time spent at the node by an infinite random walk. We consider the problem of maximizing the PageRank of a node by selecting some of the edges from a set of edges that are under our control. By applying results from Markov decision theory, we show that an optimal solution to this problem can be found in polynomial time. Our core solution results in a linear programming formulation, but we also provide an alternative greedy algorithm, a variant of policy iteration, which runs in polynomial time, as well. Finally, we show that, under the slight modification for which we are given mutually exclusive pairs of edges, the problem of PageRank optimization becomes NP-hard.

cs.DS↗

An Efficient Algorithm for Partial Order Production

We consider the problem of partial order production: arrange the elements of an unknown totally ordered set T into a target partially ordered set S, by comparing a minimum number of pairs in T. Special cases include sorting by comparisons, selection, multiple selection, and heap construction. We give an algorithm performing ITLB + o(ITLB) + O(n) comparisons in the worst case. Here, n denotes the size of the ground sets, and ITLB denotes a natural information-theoretic lower bound on the number of comparisons needed to produce the target partial order. Our approach is to replace the target partial order by a weak order (that is, a partial order with a layered structure) extending it, without increasing the information theoretic lower bound too much. We then solve the problem by applying an efficient multiple selection algorithm. The overall complexity of our algorithm is polynomial. This answers a question of Yao (SIAM J. Comput. 18, 1989). We base our analysis on the entropy of the target partial order, a quantity that can be efficiently computed and provides a good estimate of the information-theoretic lower bound.

cs.DS↗