Basic solutions of systems with two max-linear inequalities

We give an explicit description of the basic solutions of max-linear systems with two inequalities.Comment: 16 page

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 eigenspaceComment: 20 pages,6 figures, v2: minor changes in figures and in the main tex

On the dimension of max-min convex sets

We introduce a notion of dimension of max-min convex sets, following the approach of tropical convexity. We introduce a max-min analogue of the tropical rank of a matrix and show that it is equal to the dimension of the associated polytope. We describe the relation between this rank and the notion of strong regularity in max-min algebra, which is traditionally defined in terms of unique solvability of linear systems and trapezoidal property.Comment: 19 pages, v2: many corrections in the proof

Matrices commuting with a given normal tropical matrix

Consider the space $M_n^{nor}$ of square normal matrices $X=(x_{ij})$ over $\mathbb{R}\cup\{-\infty\}$, i.e., $-\infty\le x_{ij}\le0$ and $x_{ii}=0$. Endow $M_n^{nor}$ with the tropical sum $\oplus$ and multiplication $\odot$. Fix a real matrix $A\in M_n^{nor}$ and consider the set $\Omega(A)$ of matrices in $M_n^{nor}$ which commute with $A$. We prove that $\Omega(A)$ is a finite union of alcoved polytopes; in particular, $\Omega(A)$ is a finite union of convex sets. The set $\Omega^A(A)$ of $X$ such that $A\odot X=X\odot A=A$ is also a finite union of alcoved polytopes. The same is true for the set $\Omega'(A)$ of $X$ such that $A\odot X=X\odot A=X$. A topology is given to $M_n^{nor}$. Then, the set $\Omega^{A}(A)$ is a neighborhood of the identity matrix $I$. If $A$ is strictly normal, then $\Omega'(A)$ is a neighborhood of the zero matrix. In one case, $\Omega(A)$ is a neighborhood of $A$. We give an upper bound for the dimension of $\Omega'(A)$. We explore the relationship between the polyhedral complexes $span A$, $span X$ and $span (AX)$, when $A$ and $X$ commute. Two matrices, denoted $\underline{A}$ and $\bar{A}$, arise from $A$, in connection with $\Omega(A)$. The geometric meaning of them is given in detail, for one example. We produce examples of matrices which commute, in any dimension.Comment: Journal versio

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

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.Comment: 15 pages, 1 figure; v2: new layout, several new references, renumbering of result

An algorithm to describe the solution set of any tropical linear system A x=B x

An algorithm to give an explicit description of all the solutions to any tropical linear system A x=B x is presented. The given system is converted into a finite (rather small) number p of pairs (S,T) of classical linear systems: a system S of equations and a system T of inequalities. The notion, introduced here, that makes p small, is called compatibility. The particular feature of both S and T is that each item (equation or inequality) is bivariate, i.e., it involves exactly two variables; one variable with coefficient 1 and the other one with -1. S is solved by Gaussian elimination. We explain how to solve T by a method similar to Gaussian elimination. To achieve this, we introduce the notion of sub-special matrix. The procedure applied to T is, therefore, called sub-specialization

The Analytic Hierarchy Process, Max Algebra and Multi-objective Optimisation

The Analytic Hierarchy Process (AHP) is widely used for decision making involving multiple criteria. Elsner and van den Driessche introduced a max-algebraic approach to the single criterion AHP. We extend this to the multi-criteria AHP, by considering multi-objective generalisations of the single objective optimisation problem solved in these earlier papers. We relate the existence of globally optimal solutions to the commutativity properties of the associated matrices; we relate min-max optimal solutions to the generalised spectral radius; and we prove that Pareto optimal solutions are guaranteed to exist.Comment: 1 figur

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.Comment: 29 pages (A4), 10 figures, 1 table; v2: Improved algorithm in section 5 (using directed hypergraphs), detailed appendix; v3: major revision of the article (adding tropical hyperplanes, alternative method by arrangements, etc); v4: minor revisio

Tropical analogues of a Dempe-Franke bilevel optimization problem

We consider the tropical analogues of a particular bilevel optimization problem studied by Dempe and Franke and suggest some methods of solving these new tropical bilevel optimization problems. In particular, it is found that the algorithm developed by Dempe and Franke can be formulated and its validity can be proved in a more general setting, which includes the tropical bilevel optimization problems in question. We also show how the feasible set can be decomposed into a finite number of tropical polyhedra, to which the tropical linear programming solvers can be applied.Comment: 11 pages, 1 figur