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Sergei Sergeev

Publications and source records attributed to Sergei Sergeev.

53 records · Page 3Linked to original sources

Tropical linear-fractional programming and parametric mean payoff games

Tropical polyhedra have been recently used to represent disjunctive invariants in static analysis. To handle larger instances, tropical analogues of classical linear programming results need to be developed. This motivation leads us to study the tropical analogue of the classical linear-fractional programming problem. We construct an associated parametric mean payoff game problem, and show that the optimality of a given point, or the unboundedness of the problem, can be certified by exhibiting a strategy for one of the players having certain infinitesimal properties (involving the value of the game and its derivative) that we characterize combinatorially. We use this idea to design a Newton-like algorithm to solve tropical linear-fractional programming problems, by reduction to a sequence of auxiliary mean payoff game problems.

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Fiedler-Ptak scaling in max algebra

This is essentially the text of my talk on Fiedler-Ptak scaling in max algebra delivered in the invited minisymposium in honor of Miroslav Fiedler at the 17th ILAS Conference in Braunschweig, Germany.

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CSR expansions of matrix powers in max algebra

We study the behavior of max-algebraic powers of a reducible nonnegative n by n matrix A. We show that for t>3n^2, the powers A^t can be expanded in max-algebraic powers of the form CS^tR, where C and R are extracted from columns and rows of certain Kleene stars and S is diadonally similar to a Boolean matrix. We study the properties of individual terms and show that all terms, for a given t>3n^2, can be found in O(n^4 log n) operations. We show that the powers have a well-defined ultimate behavior, where certain terms are totally or partially suppressed, thus leading to ultimate CS^tR terms and the corresponding ultimate expansion. We apply this expansion to the question whether {A^ty, t>0} is ultimately linear periodic for each starting vector y, showing that this question can be also answered in O(n^4 log n) time. We give examples illustrating our main results.

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The level set method for the two-sided eigenproblem

We consider the max-plus analogue of the eigenproblem for matrix pencils Ax=lambda Bx. We show that the spectrum of (A,B) (i.e., the set of possible values of lambda), which is a finite union of intervals, can be computed in pseudo-polynomial number of operations, by a (pseudo-polynomial) number of calls to an oracle that computes the value of a mean payoff game. The proof relies on the introduction of a spectral function, which we interpret in terms of the least Chebyshev distance between Ax and lambda Bx. The spectrum is obtained as the zero level set of this function.

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On commuting matrices in max algebra and in classical nonnegative algebra

This paper studies commuting matrices in max algebra and nonnegative linear algebra. Our starting point is the existence of a common eigenvector, which directly leads to max analogues of some classical results for complex matrices. We also investigate Frobenius normal forms of commuting matrices, particularly when the Perron roots of the components are distinct. For the case of max algebra, we show how the intersection of eigencones of commuting matrices can be described, and we consider connections with Boolean algebra which enables us to prove that two commuting irreducible matrices in max algebra have a common eigennode.

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Cyclic classes and attraction cones in max algebra

In max algebra it is well-known that the sequence A^k, with A an irreducible square matrix, becomes periodic at sufficiently large k. This raises a number of questions on the periodic regime of A^k and A^k x, for a given vector x. Also, this leads to the concept of attraction cones in max algebra, by which we mean sets of vectors whose ultimate orbit period does not exceed a given number. This paper shows that some of these questions can be solved by matrix squaring (A,A^2,A^4, ...), analogously to recent findings concerning the orbit period in max-min algebra. Hence the computational complexity of such problems is of the order O(n^3 log n). The main idea is to apply an appropriate diagonal similarity scaling A -> X^{-1}AX, called visualization scaling, and to study the role of cyclic classes of the critical graph. For powers of a visualized matrix in the periodic regime, we observe remarkable symmetry described by circulants and their rectangular generalizations. We exploit this symmetry to derive a concise system of equations for attraction cpne, and we present an algorithm which computes the coefficients of the system.

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On hyperplanes and semispaces in max-min convex geometry

The concept of separation by hyperplanes is fundamental for convex geometry and its tropical (max-plus) analogue. However, analogous separation results in max-min convex geometry are based on semispaces. This paper answers the question which semispaces are hyperplanes and when it is possible to classically separate by hyperplanes in max-min convex geometry.

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An interval version of separation by semispaces in max-min convexity

We study separation of a closed box from a max-min convex set by max-min semispace. This can be regarded as an interval extension of known separation results. We give a constructive proof of the separation in the case when the box and the max-min convex set satisfy certain condition, and we show that separation is never possible if this condition does not hold. We also study separation of max-min convex sets by boxes and by box and semispace.

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On visualisation scaling, subeigenvectors and Kleene stars in max algebra

The purpose of this paper is to investigate the interplay arising between max algebra, convexity and scaling problems. The latter, which have been studied in nonnegative matrix theory, are strongly related to max algebra. One problem is strict visualisation scaling, which means finding, for a given nonnegative matrix A, a diagonal matrix X such that all elements of X^{-1}AX are less than or equal to the maximum cycle geometric mean of A, with strict inequality for the entries which do not lie on critical cycles. In this paper such scalings are described by means of the max-algebraic subeigenvectors and Kleene stars of nonnegative matrices as well as by some concepts of convex geometry.

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Multiorder, Kleene stars and cyclic projectors in the geometry of max cones

This paper summarizes results on some topics in the max-plus convex geometry, mainly concerning the role of multiorder, Kleene stars and cyclic projectors, and relates them to some topics in max algebra. The multiorder principle leads to max-plus analogues of some statements in the finite-dimensional convex geometry and is related to the set covering conditions in max algebra. Kleene stars are fundamental for max algebra, as they accumulate the weights of optimal paths and describe the eigenspace of a matrix. On the other hand, the approach of tropical convexity decomposes a finitely generated semimodule into a number of convex regions, and these regions are column spans of uniquely defined Kleene stars. Another recent geometric result, that several semimodules with zero intersection can be separated from each other by max-plus halfspaces, leads to investigation of specific nonlinear operators called cyclic projectors. These nonlinear operators can be used to find a solution to homogeneous multi-sided systems of max-linear equations. The results are presented in the setting of max cones, i.e., semimodules over the max-times semiring.

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Cyclic projectors and separation theorems in idempotent convex geometry

Semimodules over idempotent semirings like the max-plus or tropical semiring have much in common with convex cones. This analogy is particularly apparent in the case of subsemimodules of the n-fold cartesian product of the max-plus semiring it is known that one can separate a vector from a closed subsemimodule that does not contain it. We establish here a more general separation theorem, which applies to any finite collection of closed semimodules with a trivial intersection. In order to prove this theorem, we investigate the spectral properties of certain nonlinear operators called here idempotent cyclic projectors. These are idempotent analogues of the cyclic nearest-point projections known in convex analysis. The spectrum of idempotent cyclic projectors is characterized in terms of a suitable extension of Hilbert's projective metric. We deduce as a corollary of our main results the idempotent analogue of Helly's theorem.

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Generators, extremals and bases of max cones

Max cones are max-algebraic analogs of convex cones. In the present paper we develop a theory of generating sets and extremals of max cones in ${\mathbb R}_+^n$. This theory is based on the observation that extremals are minimal elements of max cones under suitable scalings of vectors. We give new proofs of existing results suitably generalizing, restating and refining them. Of these, it is important that any set of generators may be partitioned into the set of extremals and the set of redundant elements. We include results on properties of open and closed cones, on properties of totally dependent sets and on computational bounds for the problem of finding the (essentially unique) basis of a finitely generated cone.

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Max-plus definite matrix closures and their eigenspaces

In this paper we introduce the definite closure operation for max-plus matrices with finite permanent, reveal inner structures of definite eigenspaces, and establish some facts about Hilbert distances between these inner structures and the boundary of the definite eigenspace

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