arXiv subjects

Stephane Gaubert

Publications and source records attributed to Stephane Gaubert.

At least 37 records · Page 2Linked to original sources

arXiv2016

Log-majorization of the moduli of the eigenvalues of a matrix polynomial by tropical roots

We show that the sequence of moduli of the eigenvalues of a matrix polynomial is log-majorized, up to universal constants, by a sequence of "tropical roots" depending only on the norms of the matrix coefficients. These tropical roots are the non-differentiability points of an auxiliary tropical polynomial, or equivalently, the opposites of the slopes of its Newton polygon. This extends to the case of matrix polynomials some bounds obtained by Hadamard, Ostrowski and Pólya for the roots of scalar polynomials. We also obtain new bounds in the scalar case, which are accurate for "fewnomials" or when the tropical roots are well separated.

math.SP↗

arXiv2014

Dobrushin's ergodicity coefficient for Markov operators on cones

We give a characterization of the contraction ratio of bounded linear maps in Banach space with respect to Hopf's oscillation seminorm, which is the infinitesimal distance associated to Hilbert's projective metric, in terms of the extreme points of a certain abstract "simplex". The formula is then applied to abstract Markov operators defined on arbitrary cones, which extend the row stochastic matrices acting on the standard positive cone and the completely positive unital maps acting on the cone of positive semidefinite matrices. When applying our characterization to a stochastic matrix, we recover the formula of Dobrushin's ergodicity coefficient. When applying our result to a completely positive unital map, we therefore obtain a noncommutative version of Dobrushin's ergodicity coefficient, which gives the contraction ratio of the map (representing a quantum channel or a "noncommutative Markov chain") with respect to the diameter of the spectrum. The contraction ratio of the dual operator (Kraus map) with respect to the total variation distance will be shown to be given by the same coefficient. We derive from the noncommutative Dobrushin's ergodicity coefficient an algebraic characterization of the convergence of a noncommutative consensus system or equivalently the ergodicity of a noncommutative Markov chain.

math.FA↗

arXiv2014

A Collatz-Wielandt characterization of the spectral radius of order-preserving homogeneous maps on cones

Several notions of spectral radius arise in the study of nonlinear order-preserving positively homogeneous self-maps of cones in Banach spaces. We give conditions that guarantee that all these notions lead to the same value. In particular, we give a Collatz-Wielandt type formula, which characterizes the growth rate of the orbits in terms of eigenvectors in the closed cone or super-eigenvectors in the interior of the cone. This characterization holds when the cone is normal and when a quasi-compactness condition, involving an essential spectral radius defined in terms of $k$-set-contractions, is satisfied. Some fixed point theorems for non-linear maps on cones are derived as intermediate results. We finally apply these results to show that non-linear spectral radii commute with respect to suprema and infima of families of order preserving maps satisfying selection properties.

math.FA↗

arXiv2014

Uniqueness of the fixed point of nonexpansive semidifferentiable maps

We consider semidifferentiable (possibly nonsmooth) maps, acting on a subset of a Banach space, that are nonexpansive either in the norm of the space or in the Hilbert's or Thompson's metric inherited from a convex cone. We show that the global uniqueness of the fixed point of the map, as well as the geometric convergence of every orbit to this fixed point, can be inferred from the semidifferential of the map at this point. In particular, we show that the geometric convergence rate of the orbits to the fixed point can be bounded in terms of Bonsall's nonlinear spectral radius of the semidifferential. We derive similar results concerning the uniqueness of the eigenline and the geometric convergence of the orbits to it, in the case of positively homogeneous maps acting on the interior of a cone, or of additively homogeneous maps acting on an AM-space with unit. This is motivated in particular by the analysis of dynamic programming operators (Shapley operators) of zero-sum stochastic games.

math.FA↗

arXiv2014

Checking the strict positivity of Kraus maps is NP-hard

Basic properties in Perron-Frobenius theory are strict positivity, primitivityand irreducibility. Whereas for nonnegative matrices, these properties are equivalent to elementary graph properties which can be checked in polynomial time, we show that for Kraus maps- the noncommutative generalization of stochastic matrices - checking strict positivity (whether the map sends the cone to its interior) is NP-hard. The proof proceeds by reducing to the latter problem the existence of a non-zero solution of a special system of bilinear equations. The complexity of irreducibility and primitivity is also discussed in the noncommutative setting.

cs.CC↗

arXiv2014

Bundle-based pruning in the max-plus curse of dimensionality free method

Recently a new class of techniques termed the max-plus curse of dimensionality-free methods have been developed to solve nonlinear optimal control problems. In these methods the discretization in state space is avoided by using a max-plus basis expansion of the value function. This requires storing only the coefficients of the basis functions used for representation. However, the number of basis functions grows exponentially with respect to the number of time steps of propagation to the time horizon of the control problem. This so called "curse of complexity" can be managed by applying a pruning procedure which selects the subset of basis functions that contribute most to the approximation of the value function. The pruning procedures described thus far in the literature rely on the solution of a sequence of high dimensional optimization problems which can become computationally expensive. In this paper we show that if the max-plus basis functions are linear and the region of interest in state space is convex, the pruning problem can be efficiently solved by the bundle method. This approach combining the bundle method and semidefinite formulations is applied to the quantum gate synthesis problem, in which the state space is the special unitary group (which is non-convex). This is based on the observation that the convexification of the unitary group leads to an exact relaxation. The results are studied and validated via examples.

math.OC↗

arXiv2013

Computing the vertices of tropical polyhedra using directed hypergraphs

We establish a characterization of the vertices of a tropical polyhedron defined as the intersection of finitely many half-spaces. We show that a point is a vertex if, and only if, a directed hypergraph, constructed from the subdifferentials of the active constraints at this point, admits a unique strongly connected component that is maximal with respect to the reachability relation (all the other strongly connected components have access to it). This property can be checked in almost linear-time. This allows us to develop a tropical analogue of the classical double description method, which computes a minimal internal representation (in terms of vertices) of a polyhedron defined externally (by half-spaces or hyperplanes). We provide theoretical worst case complexity bounds and report extensive experimental tests performed using the library TPLib, showing that this method outperforms the other existing approaches.

math.CO↗

arXiv2011

A maximin characterization of the escape rate of nonexpansive mappings in metrically convex spaces

We establish a maximin characterisation of the linear escape rate of the orbits of a non-expansive mapping on a complete (hemi-)metric space, under a mild form of Busemann's non-positive curvature condition (we require a distinguished family of geodesics with a common origin to satisfy a convexity inequality). This characterisation, which involves horofunctions, generalises the Collatz-Wielandt characterisation of the spectral radius of a non-negative matrix. It yields as corollaries a theorem of Kohlberg and Neyman (1981), concerning non-expansive maps in Banach spaces, a variant of a Denjoy-Wolff type theorem of Karlsson (2001), together with a refinement of a theorem of Gunawardena and Walsh (2003), concerning order-preserving positively homogeneous self-maps of symmetric cones. An application to zero-sum stochastic games is also given.

math.MG↗

arXiv2011

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.

math.MG↗

arXiv2011

Curse of dimensionality reduction in max-plus based approximation methods: theoretical estimates and improved pruning algorithms

Max-plus based methods have been recently developed to approximate the value function of possibly high dimensional optimal control problems. A critical step of these methods consists in approximating a function by a supremum of a small number of functions (max-plus "basis functions") taken from a prescribed dictionary. We study several variants of this approximation problem, which we show to be continuous versions of the facility location and $k$-center combinatorial optimization problems, in which the connection costs arise from a Bregman distance. We give theoretical error estimates, quantifying the number of basis functions needed to reach a prescribed accuracy. We derive from our approach a refinement of the curse of dimensionality free method introduced previously by McEneaney, with a higher accuracy for a comparable computational cost.

math.OC↗

arXiv2011

Tropical polyhedra are equivalent to mean payoff games

We show that several decision problems originating from max-plus or tropical convexity are equivalent to zero-sum two player game problems. In particular, we set up an equivalence between the external representation of tropical convex sets and zero-sum stochastic games, in which tropical polyhedra correspond to deterministic games with finite action spaces. Then, we show that the winning initial positions can be determined from the associated tropical polyhedron. We obtain as a corollary a game theoretical proof of the fact that the tropical rank of a matrix, defined as the maximal size of a submatrix for which the optimal assignment problem has a unique solution, coincides with the maximal number of rows (or columns) of the matrix which are linearly independent in the tropical sense. Our proofs rely on techniques from non-linear Perron-Frobenius theory.

math.CO↗

arXiv2011

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.

math.MG↗

arXiv2011

Minimal half-spaces and external representation of tropical polyhedra

We give a characterization of the minimal tropical half-spaces containing a given tropical polyhedron, from which we derive a counter example showing that the number of such minimal half-spaces can be infinite, contradicting some statements which appeared in the tropical literature, and disproving a conjecture of F. Block and J. Yu. We also establish an analogue of the Minkowski-Weyl theorem, showing that a tropical polyhedron can be equivalently represented internally (in terms of extreme points and rays) or externally (in terms of half-spaces containing it). A canonical external representation of a polyhedron turns out to be provided by the extreme elements of its tropical polar. We characterize these extreme elements, showing in particular that they are determined by support vectors.

math.OC↗

arXiv2010

Best approximation in max-plus semimodules

We establish new results concerning projectors on max-plus spaces, as well as separating half-spaces, and derive an explicit formula for the distance in Hilbert's projective metric between a point and a half-space over the max-plus semiring, as well as explicit descriptions of the set of minimizers. As a consequence, we obtain a cyclic projection type algorithm to solve systems of max-plus linear inequalities.

math.MG↗

arXiv2010

Tropical polar cones, hypergraph transversals, and mean payoff games

We discuss the tropical analogues of several basic questions of convex duality. In particular, the polar of a tropical polyhedral cone represents the set of linear inequalities that its elements satisfy. We characterize the extreme rays of the polar in terms of certain minimal set covers which may be thought of as weighted generalizations of minimal transversals in hypergraphs. We also give a tropical analogue of Farkas lemma, which allows one to check whether a linear inequality is implied by a finite family of linear inequalities. Here, the certificate is a strategy of a mean payoff game. We discuss examples, showing that the number of extreme rays of the polar of the tropical cyclic polyhedral cone is polynomially bounded, and that there is no unique minimal system of inequalities defining a given tropical polyhedral cone.

math.CO↗

arXiv2010

Circadian rhythm and cell population growth

Molecular circadian clocks, that are found in all nucleated cells of mammals, are known to dictate rhythms of approximately 24 hours (circa diem) to many physiological processes. This includes metabolism (e.g., temperature, hormonal blood levels) and cell proliferation. It has been observed in tumor-bearing laboratory rodents that a severe disruption of these physiological rhythms results in accelerated tumor growth. The question of accurately representing the control exerted by circadian clocks on healthy and tumour tissue proliferation to explain this phenomenon has given rise to mathematical developments, which we review. The main goal of these previous works was to examine the influence of a periodic control on the cell division cycle in physiologically structured cell populations, comparing the effects of periodic control with no control, and of different periodic controls between them. We state here a general convexity result that may give a theoretical justification to the concept of cancer chronotherapeutics. Our result also leads us to hypothesize that the above mentioned effect of disruption of circadian rhythms on tumor growth enhancement is indirect, that, is this enhancement is likely to result from the weakening of healthy tissue that are at work fighting tumor growth.

math.AP↗

arXiv2010

Stability and convergence in discrete convex monotone dynamical systems

We study the stable behaviour of discrete dynamical systems where the map is convex and monotone with respect to the standard positive cone. The notion of tangential stability for fixed points and periodic points is introduced, which is weaker than Lyapunov stability. Among others we show that the set of tangentially stable fixed points is isomorphic to a convex inf-semilattice, and a criterion is given for the existence of a unique tangentially stable fixed point. We also show that periods of tangentially stable periodic points are orders of permutations on $n$ letters, where $n$ is the dimension of the underlying space, and a sufficient condition for global convergence to periodic orbits is presented.

math.DS↗

arXiv2010

The tropical double description method

We develop a tropical analogue of the classical double description method allowing one to compute an internal representation (in terms of vertices) of a polyhedron defined externally (by inequalities). The heart of the tropical algorithm is a characterization of the extreme points of a polyhedron in terms of a system of constraints which define it. We show that checking the extremality of a point reduces to checking whether there is only one minimal strongly connected component in an hypergraph. The latter problem can be solved in almost linear time, which allows us to eliminate quickly redundant generators. We report extensive tests (including benchmarks from an application to static analysis) showing that the method outperforms experimentally the previous ones by orders of magnitude. The present tools also lead to worst case bounds which improve the ones provided by previous methods.

cs.CG↗