arXiv subjects

Thorsten Theobald

Publications and source records attributed to Thorsten Theobald.

At least 19 recordsLinked to original sources

arXiv2026

On the equivalence of semidefinite programming and zero-sum semidefinite games

By results of Dantzig (1951) and Adler (2013), computing the optimal solutions of a linear program is equivalent to finding optimal strategies in zero-sum bimatrix games. Dantzig's original result was incomplete, in the sense that the reduction of a linear program to a zero-sum game did not work for all possible linear programs. We show that, under a natural constraint qualification requiring either the existence of strongly optimal primal-dual solutions or of a strictly unbounded direction, computing the solution of a semidefinite program is equivalent to finding optimal strategies in an associated zero-sum semidefinite game. Our work builds upon Ickstadt, Theobald, and Tsigaridas (2024), where, similar to Dantzig's work, the proposed reduction cannot handle a certain subclass of semidefinite programs. Our main proof ingredients for the equivalence result include: (i) a semidefinite generalization of von Stengel's (2023) extension of Dantzig's construction; (ii) techniques for handling more general duality phenomena in the semidefinite setting; and (iii) an explicit bound for the (coordinates) of the solutions of a semidefinite program. As a by-product, the game value provides a certificate: it is zero if and only if strongly optimal solutions exist, and otherwise optimal strategies yield an infeasibility certificate for the primal or dual program.

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arXiv2025

Nash equilibria in semidefinite games and Lemke-Howson paths

We consider an algorithmic framework for two-player non-zero-sum semidefinite games, where each player's strategy is a positive semidefinite matrix with trace one. We formulate the computation of Nash equilibria in such games as semidefinite complementarity problems and develop symbolic-numeric techniques to trace generalized Lemke-Howson paths. These paths generalize the piecewise affine-linear trajectories of the classical Lemke-Howson algorithm for bimatrix games, replacing them with nonlinear curve branches governed by eigenvalue complementarity conditions. A key feature of our framework is the introduction of event points, which correspond to curve singularities. We analyze the local behavior near these points using Puiseux series expansions. We prove the smoothness of the curve branches under suitable non-degeneracy conditions and establish connections between our approach and both the classical combinatorial and homotopy-theoretic interpretations of the Lemke-Howson algorithm.

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arXiv2025

Nonnegativity of signomials with Newton simplex over $\mathcal{A}$-convex sets

We study a class of signomials whose positive support is the set of vertices of a simplex and which may have several negative support points in the simplex. Various groups of authors have provided an exact characterization for the global nonnegativity of a signomial in this class in terms of circuit signomials and that characterization provides a tractable nonnegativity test. We generalize this characterization to the constrained nonnegativity over a set $X$ under an additional convexity precondition in the exponential moment space. This provides a tractable nonnegativity test over $X$ for the class in terms of a power cone program. Our proof methods rely on a variant of the convex cone of constrained SAGE signomials (sums of arithmetic-geometric exponentials) and the duality theory.

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arXiv2024

A Stable-Set Bound and Maximal Numbers of Nash Equilibria in Bimatrix Games

Quint and Shubik (1997) conjectured that a non-degenerate n-by-n game has at most 2^n-1 Nash equilibria in mixed strategies. The conjecture is true for n at most 4 but false for n=6 or larger. We answer it positively for the remaining case n=5, which had been open since 1999. The problem can be translated to a combinatorial question about the vertices of a pair of simple n-polytopes with 2n facets. We introduce a novel obstruction based on the index of an equilibrium, which states that equilibrium vertices belong to two equal-sized disjoint stable sets of the graph of the polytope. This bound is verified directly using the known classification of the 159,375 combinatorial types of dual neighborly polytopes in dimension 5 with 10 facets. Non-neighborly polytopes are analyzed with additional combinatorial techniques where the bound is used for their disjoint facets.

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arXiv2023

Symmetric SAGE and SONC forms, exactness and quantitative gaps

The classes of sums of arithmetic-geometric exponentials (SAGE) and of sums of nonnegative circuit polynomials (SONC) provide nonnegativity certificates which are based on the inequality of the arithmetic and geometric means. We study the cones of symmetric SAGE and SONC forms and their relations to the underlying symmetric nonnegative cone. As main results, we provide several symmetric cases where the SAGE or SONC property coincides with nonnegativity and we present quantitative results on the differences in various situations. The results rely on characterizations of the zeroes and the minimizers for symmetric SAGE and SONC forms, which we develop. Finally, we also study symmetric monomial mean inequalities and apply SONC certificates to establish a generalized version of Muirhead's inequality.

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arXiv2023

Semidefinite network games: multiplayer minimax and complementarity problems

Network games provide a powerful framework for modeling agent interactions in networked systems, where players are represented by nodes in a graph and their payoffs depend on the actions taken by their neighbors. Extending the framework of network games, we introduce and study semidefinite network games. In this model, each player selects a positive semidefinite matrix with trace equal to one, known as a density matrix, to engage in a two-player game with every neighboring node. The player's payoff is the cumulative payoff acquired from these edge games. Initially, we focus on the zero-sum setting, where the sum of all players' payoffs is equal to zero. We establish that, in this class of games, Nash equilibria can be characterized as the projection of a spectrahedron. Furthermore, we show that determining whether a semidefinite network game is a zero-sum game is equivalent to deciding if the value of a semidefinite program is zero. Beyond the zero-sum case, we characterize Nash equilibria as the solutions of a semidefinite linear complementarity problem.

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arXiv2022

Combinatorics and preservation of conically stable polynomials

Given a closed, convex cone $K\subseteq \mathbb{R}^n$, a multivariate polynomial $f\in\mathbb{C}[\mathbf{z}]$ is called $K$-stable if the imaginary parts of its roots are not contained in the relative interior of $K$. If $K$ is the non-negative orthant, $K$-stability specializes to the usual notion of stability of polynomials. We develop generalizations of preservation operations and of combinatorial criteria from usual stability towards conic stability. A particular focus is on the cone of positive semidefinite matrices (psd-stability). In particular, we prove the preservation of psd-stability under a natural generalization of the inversion operator. Moreover, we give conditions on the support of psd-stable polynomials and characterize the support of special families of psd-stable polynomials.

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arXiv2022

Imaginary Projections: Complex Versus Real Coefficients

Given a multivariate complex polynomial ${p\in\mathbb{C}[z_1,\ldots,z_n]}$, the imaginary projection $\mathcal{I}(p)$ of $p$ is defined as the projection of the variety $\mathcal{V}(p)$ onto its imaginary part. We focus on studying the imaginary projection of complex polynomials and we state explicit results for certain families of them with arbitrarily large degree or dimension. Then, we restrict to complex conic sections and give a full characterization of their imaginary projections, which generalizes a classification for the case of real conics. That is, given a bivariate complex polynomial $p\in\mathbb{C}[z_1,z_2]$ of total degree two, we describe the number and the boundedness of the components in the complement of $\mathcal{I}(p)$ as well as their boundary curves and the spectrahedral structure of the components. We further show a realizability result for strictly convex complement components which is in sharp contrast to the case of real polynomials.

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arXiv2022

Semidefinite games

We introduce and study the class of semidefinite games, which generalizes bimatrix games and finite $N$-person games, by replacing the simplex of the mixed strategies for each player by a slice of the positive semidefinite cone in the space of real symmetric matrices. For semidefinite two-player zero-sum games, we show that the optimal strategies can be computed by semidefinite programming. Furthermore, we show that two-player semidefinite zero-sum games are almost equivalent to semidefinite programming, generalizing Dantzig's result on the almost equivalence of bimatrix games and linear programming. For general two-player semidefinite games, we prove a spectrahedral characterization of the Nash equilibria. Moreover, we give constructions of semidefinite games with many Nash equilibria. In particular, we give a construction of semidefinite games whose number of connected components of Nash equilibria exceeds the long standing best known construction for many Nash equilibria in bimatrix games, which was presented by von Stengel in 1999.

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arXiv2022

Sublinear Circuits and the Constrained Signomial Nonnegativity Problem

Conditional Sums-of-AM/GM-Exponentials (conditional SAGE) is a decomposition method to prove nonnegativity of a signomial or polynomial over some subset $X$ of real space. In this article, we undertake the first structural analysis of conditional SAGE signomials for convex sets $X$. We introduce the $X$-circuits of a finite subset $\mathcal{A} \subset \mathbb{R}^n$, which generalize the simplicial circuits of the affine-linear matroid induced by $\mathcal{A}$ to a constrained setting. The $X$-circuits serve as the main tool in our analysis and exhibit particularly rich combinatorial properties for polyhedral $X$, in which case the set of $X$-circuits is comprised of one-dimensional cones of suitable polyhedral fans. The framework of $X$-circuits transparently reveals when an $X$-nonnegative conditional AM/GM-exponential can in fact be further decomposed as a sum of simpler $X$-nonnegative signomials. We develop a duality theory for $X$-circuits with connections to geometry of sets that are convex according to the geometric mean. This theory provides an optimal power cone reconstruction of conditional SAGE signomials when $X$ is polyhedral. In conjunction with a notion of reduced $X$-circuits, the duality theory facilitates a characterization of the extreme rays of conditional SAGE cones. Since signomials under logarithmic variable substitutions give polynomials, our results also have implications for nonnegative polynomials and polynomial optimization.

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arXiv2021

Symmetry reduction in AM/GM-based optimization

The arithmetic mean/geometric mean-inequality (AM/GM-inequality) facilitates classes of non-negativity certificates and of relaxation techniques for polynomials and, more generally, for exponential sums. Here, we present a first systematic study of the AM/GM-based techniques in the presence of symmetries under the linear action of a finite group. We prove a symmetry-adapted representation theorem and develop techniques to reduce the size of the resulting relative entropy programs. We study in more detail the complexity gain in the case of the symmetric group. In this setup, we can show in particular certain stabilization results. We exhibit several sequences of examples in growing dimensions where the size of the problem stabilizes. Finally, we provide some numerical results, emphasizing the computational speed-up.

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arXiv2021

Sublinear circuits for polyhedral sets

Sublinear circuits are generalizations of the affine circuits in matroid theory, and they arise as the convex-combinatorial core underlying constrained non-negativity certificates of exponential sums and of polynomials based on the arithmetic-geometric inequality. Here, we study the polyhedral combinatorics of sublinear circuits for polyhedral constraint sets. We give results on the relation between the sublinear circuits and their supports and provide necessary as well as sufficient criteria for sublinear circuits. Based on these characterizations, we provide some explicit results and enumerations for two prominent polyhedral cases, namely the non-negative orthant and the cube $[-1,1]^n$.

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arXiv2020

A unified framework of SAGE and SONC polynomials and its duality theory

We introduce and study a cone which consists of a class of generalized polynomial functions and which provides a common framework for recent non-negativity certificates of polynomials in sparse settings. Specifically, this $\mathcal{S}$-cone generalizes and unifies sums of arithmetic-geometric mean exponentials (SAGE) and sums of non-negative circuit polynomials (SONC). We provide a comprehensive characterization of the dual cone of the $\mathcal{S}$-cone, which even for its specializations provides novel and projection-free descriptions. As applications of this result, we give an exact characterization of the extreme rays of the $\mathcal{S}$-cone and thus also of its specializations, and we provide a subclass of functions for which non-negativity coincides with membership in the $\mathcal{S}$-cone. Moreover, we derive from the duality theory an approximation result of non-negative univariate polynomials and show that a SONC analogue of Putinar's Positivstellensatz does not exist even in the univariate case.

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arXiv2020

Conic stability of polynomials and positive maps

Given a proper cone $K \subseteq \mathbb{R}^n$, a multivariate polynomial $f \in \mathbb{C}[z] = \mathbb{C}[z_1, \ldots, z_n]$ is called $K$-stable if it does not have a root whose vector of the imaginary parts is contained in the interior of $K$. If $K$ is the non-negative orthant, then $K$-stability specializes to the usual notion of stability of polynomials. We study conditions and certificates for the $K$-stability of a given polynomial $f$, especially for the case of determinantal polynomials as well as for quadratic polynomials. A particular focus is on psd-stability. For cones $K$ with a spectrahedral representation, we construct a semidefinite feasibility problem, which, in the case of feasibility, certifies $K$-stability of $f$. This reduction to a semidefinite problem builds upon techniques from the connection of containment of spectrahedra and positive maps. In the case of psd-stability, if the criterion is satisfied, we can explicitly construct a determinantal representation of the given polynomial. We also show that under certain conditions, for a $K$-stable polynomial $f$, the criterion is at least fulfilled for some scaled version of $K$.

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arXiv2020

Block-sparse Recovery of Semidefinite Systems and Generalized Null Space Conditions

This article considers the recovery of low-rank matrices via a convex nuclear-norm minimization problem and presents two null space properties (NSP) which characterize uniform recovery for the case of block-diagonal matrices and block-diagonal positive semidefinite matrices. These null-space conditions turn out to be special cases of a new general setup, which allows to derive the mentioned NSPs and well-known NSPs from the literature. We discuss the relative strength of these conditions and also present a deterministic class of matrices that satisfies the block-diagonal semidefinite NSP.

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arXiv2020

The $\mathcal{S}$-cone and a primal-dual view on second-order representability

The $\mathcal{S}$-cone provides a common framework for cones of polynomials or exponential sums which establish non-negativity upon the arithmetic-geometric inequality, in particular for sums of non-negative circuit polynomials (SONC) or sums of arithmetic-geometric exponentials (SAGE). In this paper, we study the $\mathcal{S}$-cone and its dual from the viewpoint of second-order representability. Extending results of Averkov and of Wang and Magron on the primal SONC cone, we provide explicit generalized second-order descriptions for rational $\mathcal{S}$-cones and theirs duals.

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arXiv2019

The dual cone of sums of non-negative circuit polynomials

For a non-empty, finite subset $\mathcal{A} \subseteq \mathbb{N}_0^n$, denote by $C_{\text{sonc}}(\mathcal{A}) \in \mathbb{R}[x_1, \ldots, x_n]$ the cone of sums of non-negative circuit polynomials with support $\mathcal{A}$. We derive a representation of the dual cone $(C_{\text{sonc}}(\mathcal{A}))^*$ and deduce a resulting optimality criterion for the use of sums of non-negative circuit polynomials in polynomial optimization.

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arXiv2019

Irreducible infeasible subsystems of semidefinite systems

Farkas' lemma for semidefinite programming characterizes semidefinite feasibility of linear matrix pencils in terms of an alternative spectrahedron. In the well-studied special case of linear programming, a theorem by Gleeson and Ryan states that the index sets of irreducible infeasible subsystems are exactly the supports of the vertices of the corresponding alternative polyhedron. We show that one direction of this theorem can be generalized to the nonlinear situation of extreme points of general spectrahedra. The reverse direction, however, is not true in general, which we show by means of counterexamples. On the positive side, an irreducible infeasible block subsystem is obtained whenever the extreme point has minimal block support. Motivated by results from sparse recovery, we provide a criterion for the uniqueness of solutions of semidefinite block systems.

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