arXiv subjects

Xavier Allamigeon

Publications and source records attributed to Xavier Allamigeon.

At least 19 recordsLinked to original sources

arXiv2025

Computing the Congestion Phases of Dynamical Systems with Priorities and Application to Emergency Departments

Medical emergency departments are complex systems in which patients must be treated according to priority rules based on the severity of their condition. We develop a model of emergency departments using Petri nets with priorities, described by nonmonotone piecewise linear dynamical systems. The collection of stationary solutions of such systems forms a "phase diagram", in which each phase corresponds to a subset of bottleneck resources (like senior doctors, interns, nurses, consultation rooms, etc.). Since the number of phases is generally exponential in the number of resources, developing automated methods is essential to tackle realistic models. We develop a general method to compute congestion diagrams. A key ingredient is a polynomial time algorithm to test whether a given "policy" (configuration of bottleneck tasks) is achievable by a choice of resources. This is done by reduction to a feasibility problem for an unusual class of lexicographic polyhedra. Furthermore, we show that each policy uniquely determines the system's throughput. We apply our approach to a case study, analyzing a simplified model of an emergency department from Assistance Publique - H\^opitaux de Paris.

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arXiv2024

Stationary regimes of piecewise linear dynamical systems with priorities

Dynamical systems governed by priority rules appear in the modeling of emergency organizations and road traffic. These systems can be modeled by piecewise linear time-delay dynamics, specifically using Petri nets with priority rules. A central question is to show the existence of stationary regimes (i.e., steady state solutions) -- taking the form of invariant half-lines -- from which essential performance indicators like the throughput and congestion phases can be derived. Our primary result proves the existence of stationary solutions under structural conditions involving the spectrum of the linear parts within the piecewise linear dynamics. This extends to a broader class of systems a fundamental theorem of Kohlberg (1980) dealing with nonexpansive dynamics. The proof of our result relies on topological degree theory and the notion of ``Blackwell optimality'' from the theory of Markov decision processes. Finally, we validate our findings by demonstrating that these structural conditions hold for a wide range of dynamics, especially those stemming from Petri nets with priority rules. This is illustrated on real-world examples from road traffic management and emergency call center operations.

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arXiv2024

Signed tropicalization of polar cones

We study the tropical analogue of the notion of polar of a cone, working over the semiring of tropical numbers with signs. We characterize the cones which arise as polars of sets of tropically nonnegative vectors by an invariance property with respect to a tropical analogue of Fourier-Motzkin elimination. We also relate tropical polars with images by the nonarchimedean valuation of classical polars over real closed nonarchimedean fields and show, in particular, that for semi-algebraic sets over such fields, the operation of taking the polar commutes with the operation of signed valuation (keeping track both of the nonarchimedean valuation and sign). We apply these results to characterize images by the signed valuation of classical cones of matrices, including the cones of positive semidefinite matrices, completely positive matrices, completely positive semidefinite matrices, and their polars, including the cone of co-positive matrices, showing that hierarchies of classical cones collapse under tropicalization. We finally discuss an application of these ideas to optimization with signed tropical numbers.

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arXiv2023

A Formal Disproof of the Hirsch Conjecture

The purpose of this paper is the formal verification of a counterexample of Santos et al. to the so-called Hirsch Conjecture on the diameter of polytopes (bounded convex polyhedra). In contrast with the pen-and-paper proof, our approach is entirely computational: we implement in Coq and prove correct an algorithm that explicitly computes, within the proof assistant, vertex-edge graphs of polytopes as well as their diameter. The originality of this certificate-based algorithm is to achieve a tradeoff between simplicity and efficiency. Simplicity is crucial in obtaining the proof of correctness of the algorithm. This proof splits into the correctness of an abstract algorithm stated over proof-oriented data types and the correspondence with a low-level implementation over computation-oriented data types. A special effort has been made to reduce the algorithm to a small sequence of elementary operations (e.g., matrix multiplications, basic routines on sets and graphs), in order to make the derivation of the correctness of the low-level implementation more transparent. Efficiency allows us to scale up to polytopes with a challenging combinatorics. For instance, we formally check the two counterexamples of Matschke, Santos and Weibel to the Hirsch conjecture, respectively 20- and 23-dimensional polytopes with 36 425 and 73 224 vertices involving rational coefficients with up to 40 digits in their numerator and denominator. We also illustrate the performance of the method by computing the list of vertices or the diameter of well-known classes of polytopes, such as (polars of) cyclic polytopes involved in McMullen's Upper Bound Theorem.

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arXiv2022

Tropical complementarity problems and Nash equilibria

Linear complementarity programming is a generalization of linear programming which encompasses the computation of Nash equilibria for bimatrix games. While the latter problem is PPAD-complete, we show that the tropical analogue of the complementarity problem associated with Nash equilibria can be solved in polynomial time. Moreover, we prove that the Lemke--Howson algorithm carries over the tropical setting and performs a linear number of pivots in the worst case. A consequence of this result is a new class of (classical) bimatrix games for which Nash equilibria computation can be done in polynomial time.

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arXiv2022

Interior point methods are not worse than Simplex

We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$ factor upper bounded by the \emph{straight line complexity} (SLC) of the linear program. This term refers to the minimum number of segments of any piecewise linear curve that traverses the \emph{wide neighborhood} of the central path, a lower bound on the iteration complexity of any IPM that follows a piecewise linear trajectory along a path induced by a self-concordant barrier. In particular, our algorithm matches the number of iterations of any such IPM up to the same factor $O(n^{1.5}\log n)$. As our second contribution, we show that the SLC of any linear program is upper bounded by $2^{n + o(1)}$, which implies that our IPM's iteration complexity is at most exponential. This in contrast to existing iteration complexity bounds that depend on either bit-complexity or condition measures; these can be unbounded in the problem dimension. We achieve our upper bound by showing that the central path is well-approximated by a combinatorial proxy we call the \emph{max central path}, which consists of $2n$ shadow vertex simplex paths. Our upper bound complements the lower bounds of Allamigeon, Benchimol, Gaubert, and Joswig (SIAGA 2018), and Allamigeon, Gaubert, and Vandame (STOC 2022), who constructed linear programs with exponential SLC. Finally, we show that each iteration of our IPM can be implemented in strongly polynomial time. Along the way, we develop a deterministic algorithm that approximates the singular value decomposition of a matrix in strongly polynomial time to high accuracy, which may be of independent interest.

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arXiv2022

Universal Complexity Bounds Based on Value Iteration for Stochastic Mean Payoff Games and Entropy Games

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to a given precision. We show that the number of calls to the oracle needed to determine exact optimal (positional) strategies is, up to a factor polynomial in the dimension, of order R/sep, where the "separation" sep is defined as the minimal difference between distinct values arising from strategies, and R is a metric estimate, involving the norm of approximate sub and super-eigenvectors of the dynamic programming operator. We illustrate this method by two applications. The first one is a new proof, leading to improved complexity estimates, of a theorem of Boros, Elbassioni, Gurvich and Makino, showing that turn-based mean-payoff games with a fixed number of random positions can be solved in pseudo-polynomial time. The second one concerns entropy games, a model introduced by Asarin, Cervelle, Degorre, Dima, Horn and Kozyakin. The rank of an entropy game is defined as the maximal rank among all the ambiguity matrices determined by strategies of the two players. We show that entropy games with a fixed rank, in their original formulation, can be solved in polynomial time, and that an extension of entropy games incorporating weights can be solved in pseudo-polynomial time under the same fixed rank condition.

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arXiv2022

Formalizing the Face Lattice of Polyhedra

Faces play a central role in the combinatorial and computational aspects of polyhedra. In this paper, we present the first formalization of faces of polyhedra in the proof assistant Coq. This builds on the formalization of a library providing the basic constructions and operations over polyhedra, including projections, convex hulls and images under linear maps. Moreover, we design a special mechanism which automatically introduces an appropriate representation of a polyhedron or a face, depending on the context of the proof. We demonstrate the usability of this approach by establishing some of the most important combinatorial properties of faces, namely that they constitute a family of graded atomistic and coatomistic lattices closed under interval sublattices. We also prove a theorem due to Balinski on the $d$-connectedness of the adjacency graph of polytopes of dimension $d$.

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arXiv2022

Computing Transience Bounds of Emergency Call Centers: a Hierarchical Timed Petri Net Approach

A fundamental issue in the analysis of emergency call centers is to estimate the time needed to return to a congestion-free regime after an unusual event with a massive arrival of calls. Call centers can generally be represented by timed Petri nets with a hierarchical structure, in which several layers describe the successive steps of treatments of calls. We study a continuous approximation of the Petri net dynamics (with infinitesimal tokens). Then, we show that a counter function, measuring the deviation to the stationary regime, coincides with the value function of a semi-Markov decision problem. Then, we establish a finite time convergence result, exploiting the hierarchical structure of the Petri net. We obtain an explicit bound for the transience time, as a function of the initial marking and sojourn times. This is based on methods from the theory of stochastic shortest paths and non-linear Perron--Frobenius theory. We illustrate the bound on a case study of a medical emergency call center.

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arXiv2022

No self-concordant barrier interior point method is strongly polynomial

It is an open question to determine if the theory of self-concordant barriers can provide an interior point method with strongly polynomial complexity in linear programming. In the special case of the logarithmic barrier, it was shown in [Allamigeon, Benchimol, Gaubert and Joswig, SIAM J. on Applied Algebra and Geometry, 2018] that the answer is negative. In this paper, we show that none of the self-concordant barrier interior point methods is strongly polynomial. This result is obtained by establishing that, on parametric families of convex optimization problems, the log-limit of the central path degenerates to a piecewise linear curve, independently of the choice of the barrier function. We provide an explicit linear program that falls in the same class as the Klee-Minty counterexample, i.e., in dimension $n$ with $2n$ constraints, in which the number of iterations is $Ω(2^n)$.

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arXiv2021

Piecewise Affine Dynamical Models of Timed Petri Nets -- Application to Emergency Call Centers

We study timed Petri nets, with preselection and priority routing. We represent the behavior of these systems by piecewise affine dynamical systems. We use tools from the theory of nonexpansive mappings to analyze these systems. We establishan equivalence theorem between priority-free fluid timed Petri nets and semi-Markov decision processes, from which we derive the convergence to a periodic regime and the polynomial-time computability of the throughput. More generally, we develop an approach inspired by tropical geometry, characterizing the congestion phases as the cells of a polyhedral complex. We illustrate these results by a current application to the performance evaluation of emergency call centers in the Paris area. We show that priorities can lead to a paradoxical behavior: in certain regimes, the throughput of the most prioritary task may not be an increasing function of the resources.

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arXiv2020

The tropicalization of the entropic barrier

The entropic barrier, studied by Bubeck and Eldan (Proc. Mach. Learn. Research, 2015), is a self-concordant barrier with asymptotically optimal self-concordance parameter. In this paper, we study the tropicalization of the central path associated with the entropic barrier, i.e., the logarithmic limit of this central path for a parametric family of linear programs defined over the field of Puiseux series. Our main result is that the tropicalization of the entropic central path is a piecewise linear curve which coincides with the tropicalization of the logarithmic central path studied by Allamigeon et al. (SIAM J. Applied Alg. Geom., 2018). One consequence is that the number of linear pieces in the tropical entropic central path can be exponential in the dimension and the number of inequalities defining the linear program.

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arXiv2020

Tropical spectrahedra

We introduce tropical spectrahedra, defined as the images by the nonarchimedean valuation of spectrahedra over the field of real Puiseux series. We provide an explicit polyhedral characterization of generic tropical spectrahedra, involving principal tropical minors of size at most 2. One of the key ingredients is Denef-Pas quantifier elimination result over valued fields. We obtain from this that the nonarchimedean valuation maps semialgebraic sets to semilinear sets that are closed. We also prove that, under a regularity assumption, the image by the valuation of a basic semialgebraic set is obtained by tropicalizing the inequalities which define it.

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arXiv2020

Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area

We portray the evolution of the Covid-19 epidemic during the crisis of March-April 2020 in the Paris area, by analyzing the medical emergency calls received by the EMS of the four central departments of this area (Centre 15 of SAMU 75, 92, 93 and 94). Our study reveals strong dissimilarities between these departments. We show that the logarithm of each epidemic observable can be approximated by a piecewise linear function of time. This allows us to distinguish the different phases of the epidemic, and to identify the delay between sanitary measures and their influence on the load of EMS. This also leads to an algorithm, allowing one to detect epidemic resurgences. We rely on a transport PDE epidemiological model, and we use methods from Perron-Frobenius theory and tropical geometry.

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arXiv2020

A convex programming approach to solve posynomial systems

We exhibit a class of classical or tropical posynomial systems which can be solved by reduction to linear or convex programming problems. This relies on a notion of colorful vectors with respect to a collection of Newton polytopes. This extends the convex programming approach of one player stochastic games.

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arXiv2018

A formalization of convex polyhedra based on the simplex method

We present a formalization of convex polyhedra in the proof assistant Coq. The cornerstone of our work is a complete implementation of the simplex method, together with the proof of its correctness and termination. This allows us to define the basic predicates over polyhedra in an effective way (i.e., as programs), and relate them with the corresponding usual logical counterparts. To this end, we make an extensive use of the Boolean reflection methodology. The benefit of this approach is that we can easily derive the proof of several fundamental results on polyhedra, such as Farkas' Lemma, the duality theorem of linear programming, and Minkowski's Theorem.

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arXiv2018

Condition numbers of stochastic mean payoff games and what they say about nonarchimedean semidefinite programming

Semidefinite programming can be considered over any real closed field, including fields of Puiseux series equipped with their nonarchimedean valuation. Nonarchimedean semidefinite programs encode parametric families of classical semidefinite programs, for sufficiently large values of the parameter. Recently, a correspondence has been established between nonarchimedean semidefinite programs and stochastic mean payoff games with perfect information. This correspondence relies on tropical geometry. It allows one to solve generic nonarchimedean semidefinite feasibility problems, of large scale, by means of stochastic game algorithms. In this paper, we show that the mean payoff of these games can be interpreted as a condition number for the corresponding nonarchimedean feasibility problems. This number measures how close a feasible instance is from being infeasible, and vice versa. We show that it coincides with the maximal radius of a ball in Hilbert's projective metric, that is included in the feasible set. The geometric interpretation of the condition number relies in particular on a duality theorem for tropical semidefinite feasibility programs. Then, we bound the complexity of the feasibility problem in terms of the condition number. We finally give explicit bounds for this condition number, in terms of the characteristics of the stochastic game. As a consequence, we show that the simplest algorithm to decide whether a stochastic mean payoff game is winning, namely value iteration, has a pseudopolynomial complexity when the number of random positions is fixed.

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arXiv2018

Solving generic nonarchimedean semidefinite programs using stochastic game algorithms

A general issue in computational optimization is to develop combinatorial algorithms for semidefinite programming. We address this issue when the base field is nonarchimedean. We provide a solution for a class of semidefinite feasibility problems given by generic matrices. Our approach is based on tropical geometry. It relies on tropical spectrahedra, which are defined as the images by the valuation of nonarchimedean spectrahedra. We establish a correspondence between generic tropical spectrahedra and zero-sum stochastic games with perfect information. The latter have been well studied in algorithmic game theory. This allows us to solve nonarchimedean semidefinite feasibility problems using algorithms for stochastic games. These algorithms are of a combinatorial nature and work for large instances.

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