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.Comment: v1: 25 pages, 4 figures; v2: 27 pages, 4 figures, minor revisions + benchmarks added; v3: 30 pages, 6 figures, generalization to non-Metzler sign patterns + some results have been replaced by references to the companion work arXiv:1610.0674

Tropical totally positive matrices

We investigate the tropical analogues of totally positive and totally nonnegative matrices. These arise when considering the images by the nonarchimedean valuation of the corresponding classes of matrices over a real nonarchimedean valued field, like the field of real Puiseux series. We show that the nonarchimedean valuation sends the totally positive matrices precisely to the Monge matrices. This leads to explicit polyhedral representations of the tropical analogues of totally positive and totally nonnegative matrices. We also show that tropical totally nonnegative matrices with a finite permanent can be factorized in terms of elementary matrices. We finally determine the eigenvalues of tropical totally nonnegative matrices, and relate them with the eigenvalues of totally nonnegative matrices over nonarchimedean fields.Comment: The first author has been partially supported by the PGMO Program of FMJH and EDF, and by the MALTHY Project of the ANR Program. The second author is sported by the French Chateaubriand grant and INRIA postdoctoral fellowshi

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