Characteristic polynomials of supertropical matrices

Supertropical matrix theory was investigated in [6], whose terminology we follow. In this work we investigate eigenvalues, characteristic polynomials and coefficients of characteristic polynomials of supertropical matrices and their powers, and obtain the analog to the basic property of matrices that any power of an eigenvalue of a matrix is an eigenvalue of the corresponding power of the matrix.Comment: Department of Mathematics, Bar-Ilan University, Ramat Gan 52900, Israel. Email: [email protected]. This paper is part of the author's Ph.D thesis, which was written at Bar-Ilan University under the supervision of Prof. L. H. Rowe

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.Comment: 28 pages, 5 figures; v2: updated references, added background materials and illustrations; v3: minor improvements, references update

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.Comment: 34 pages, 4 figures. Changes with respect to the previous version: we explain relation to mean-payoff games and discrete event systems, and show that the reconstruction of spectrum is pseudopolynomia

The max-plus finite element method for solving deterministic optimal control problems: basic properties and convergence analysis

We introduce a max-plus analogue of the Petrov-Galerkin finite element method to solve finite horizon deterministic optimal control problems. The method relies on a max-plus variational formulation. We show that the error in the sup norm can be bounded from the difference between the value function and its projections on max-plus and min-plus semimodules, when the max-plus analogue of the stiffness matrix is exactly known. In general, the stiffness matrix must be approximated: this requires approximating the operation of the Lax-Oleinik semigroup on finite elements. We consider two approximations relying on the Hamiltonian. We derive a convergence result, in arbitrary dimension, showing that for a class of problems, the error estimate is of order $\delta+\Delta x(\delta)^{-1}$ or $\sqrt{\delta}+\Delta x(\delta)^{-1}$, depending on the choice of the approximation, where $\delta$ and $\Delta x$ are respectively the time and space discretization steps. We compare our method with another max-plus based discretization method previously introduced by Fleming and McEneaney. We give numerical examples in dimension 1 and 2.Comment: 31 pages, 11 figure

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.Comment: 36 pages, 1 fugur

Factorization of Tropical Matrices

In contrast to the situation in classical linear algebra, not every tropically non-singular matrix can be factored into a product of tropical elementary matrices. We do prove the factorizability of any tropically non-singular 2x2 matrix and, relating to the existing Bruhat decomposition, determine which 3x3 matrices are factorizable. Nevertheless, there is a closure operation, obtained by means of the tropical adjoint, which is always factorizable, generalizing the decomposition of the closure operation * of a matrix.Comment: This paper is part of the author's PhD thesis, which was written at Bar-Ilan University under the supervision of Prof. L. H. Rowe

Combinatorial simplex algorithms can solve mean payoff games

A combinatorial simplex algorithm is an instance of the simplex method in which the pivoting depends on combinatorial data only. We show that any algorithm of this kind admits a tropical analogue which can be used to solve mean payoff games. Moreover, any combinatorial simplex algorithm with a strongly polynomial complexity (the existence of such an algorithm is open) would provide in this way a strongly polynomial algorithm solving mean payoff games. Mean payoff games are known to be in NP and co-NP; whether they can be solved in polynomial time is an open problem. Our algorithm relies on a tropical implementation of the simplex method over a real closed field of Hahn series. One of the key ingredients is a new scheme for symbolic perturbation which allows us to lift an arbitrary mean payoff game instance into a non-degenerate linear program over Hahn series.Comment: v1: 15 pages, 3 figures; v2: improved presentation, introduction expanded, 18 pages, 3 figure

The tropical shadow-vertex algorithm solves mean payoff games in polynomial time on average

We introduce an algorithm which solves mean payoff games in polynomial time on average, assuming the distribution of the games satisfies a flip invariance property on the set of actions associated with every state. The algorithm is a tropical analogue of the shadow-vertex simplex algorithm, which solves mean payoff games via linear feasibility problems over the tropical semiring $(\mathbb{R} \cup \{-\infty\}, \max, +)$. The key ingredient in our approach is that the shadow-vertex pivoting rule can be transferred to tropical polyhedra, and that its computation reduces to optimal assignment problems through Pl\"ucker relations.Comment: 17 pages, 7 figures, appears in 41st International Colloquium, ICALP 2014, Copenhagen, Denmark, July 8-11, 2014, Proceedings, Part

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.Comment: 19 pages, 4 figures, example added with a new figure, figures improved, references update