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Zero-sum games, non-archimedean convexity and sinuous central paths [email protected] INRIA and CMAP, ´ Ecole polytechnique, CNRS 2016 Conference on Applied Mathematics The University of Hong Kong Aug 23-26, 2016 http://www.cmap.polytechnique.fr/ ~ gaubert Based on work with Akian and Guterman (tropical geometry and games) Allamigeon, Benchimol and Joswig (tropical linear programming). Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 1 / 73

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Page 1: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Zero-sum games, non-archimedean convexity and

sinuous central paths

[email protected]

INRIA and CMAP, Ecole polytechnique, CNRS

2016 Conference on Applied MathematicsThe University of Hong Kong Aug 23-26, 2016

http://www.cmap.polytechnique.fr/~gaubert

Based on work with Akian and Guterman (tropical geometry and games)Allamigeon, Benchimol and Joswig (tropical linear programming).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 1 / 73

Page 2: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

This lecture: relations between

Linear programming with large coefficients, SmaleProblem # 9

Convex programming over nonarchimedean fields (LP,SDP)

Mean payoff (deterministic, stochastic) games (one ofthe problems in NP ∩ coNP not known to be in P)

application: geometry of the central path in LP

via tropical geometry

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 2 / 73

Page 3: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

This lecture: relations between

Linear programming with large coefficients, SmaleProblem # 9

Convex programming over nonarchimedean fields (LP,SDP)

Mean payoff (deterministic, stochastic) games (one ofthe problems in NP ∩ coNP not known to be in P)

application: geometry of the central path in LP

via tropical geometry

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 2 / 73

Page 4: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

This lecture: relations between

Linear programming with large coefficients, SmaleProblem # 9

Convex programming over nonarchimedean fields (LP,SDP)

Mean payoff (deterministic, stochastic) games (one ofthe problems in NP ∩ coNP not known to be in P)

application: geometry of the central path in LP

via tropical geometry

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 2 / 73

Page 5: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

This lecture: relations between

Linear programming with large coefficients, SmaleProblem # 9

Convex programming over nonarchimedean fields (LP,SDP)

Mean payoff (deterministic, stochastic) games (one ofthe problems in NP ∩ coNP not known to be in P)

application: geometry of the central path in LP

via tropical geometry

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 2 / 73

Page 6: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

This lecture: relations between

Linear programming with large coefficients, SmaleProblem # 9

Convex programming over nonarchimedean fields (LP,SDP)

Mean payoff (deterministic, stochastic) games (one ofthe problems in NP ∩ coNP not known to be in P)

application: geometry of the central path in LP

via tropical geometry

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 2 / 73

Page 7: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Part I.

Some open problems concerning zero-sum games

and linear / SDP programming

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 3 / 73

Page 8: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

The mean payoff problem

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 4 / 73

Page 9: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Mean payoff games

G = (V ,E ) bipartite graph. rij ∈ Z price of the arc(i , j) ∈ E .

MAX and MIN move a token, alternatively (square states:MAX plays; circle states: MIN plays). n MIN nodes, mMAX nodes.

MIN always pays to MAX the price of the arc (having anegative fortune is allowed)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 5 / 73

Page 10: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

v ki value of MAX, initial state (i ,MIN).

1

−3

−12

0

53

2

1

1

2

−9MIN

MAX

−2

−8

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 6 / 73

Page 11: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

v ki value of MAX, initial state (i ,MIN).

1

−3

−12

0

53

2

1

1

2

−9MIN

MAX

−2

−8

limk→∞ v k/k = (−1, 5)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 6 / 73

Page 12: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Problem (Gurvich, Karzanov, Khachyan 88)

Can we solve mean payoff games in polynomial time?

I.e., time 6 poly(L)? where L is the bitlength of the input

L =∑ij

log2(1 + |rij |)

Mean payoff games in NP ∩ coNP, not known to be in P.

Zwick and Paterson [1996] showed that value iteration solves MPG in

pseudo polynomial time O((n + m)5W ) where W = maxij |rij | = O(2L).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 7 / 73

Page 13: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Problem (Gurvich, Karzanov, Khachyan 88)

Can we solve mean payoff games in polynomial time?

I.e., time 6 poly(L)? where L is the bitlength of the input

L =∑ij

log2(1 + |rij |)

Mean payoff games in NP ∩ coNP, not known to be in P.

Zwick and Paterson [1996] showed that value iteration solves MPG in

pseudo polynomial time O((n + m)5W ) where W = maxij |rij | = O(2L).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 7 / 73

Page 14: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Problem (Gurvich, Karzanov, Khachyan 88)

Can we solve mean payoff games in polynomial time?

I.e., time 6 poly(L)? where L is the bitlength of the input

L =∑ij

log2(1 + |rij |)

Mean payoff games in NP ∩ coNP, not known to be in P.

Zwick and Paterson [1996] showed that value iteration solves MPG in

pseudo polynomial time O((n + m)5W ) where W = maxij |rij | = O(2L).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 7 / 73

Page 15: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Problem (Gurvich, Karzanov, Khachyan 88)

Can we solve mean payoff games in polynomial time?

I.e., time 6 poly(L)? where L is the bitlength of the input

L =∑ij

log2(1 + |rij |)

Mean payoff games in NP ∩ coNP, not known to be in P.

Zwick and Paterson [1996] showed that value iteration solves MPG in

pseudo polynomial time O((n + m)5W ) where W = maxij |rij | = O(2L).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 7 / 73

Page 16: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Complexity issues in linear programming

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 8 / 73

Page 17: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

A linear program is an optimization problem:

min c · x ; Ax 6 b, x ∈ Rn ,

where c ∈ Qn, A ∈ Qm×n, b ∈ Qm.

opt

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 9 / 73

Page 18: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Question (9th problem of Smale)

Can linear programming be solved in strongly polynomialtime?

polynomial time (Turing model): = execution timebounded by poly(L) or equivalently poly(n,m, L), L =number of bits to code the Aij , bi , cj

6= strongly polynomial (arithmetic model): number ofarithmetic operations bounded by poly(m, n), and thesize of operands of arithmetic operations is bounded bypoly(L).

[Smale, 2000], more on strongly polynomial algo. in [Grotschel, Lovasz, and Schrijver, 1993]

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 10 / 73

Page 19: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Question (9th problem of Smale)

Can linear programming be solved in strongly polynomialtime?

polynomial time (Turing model): = execution timebounded by poly(L) or equivalently poly(n,m, L), L =number of bits to code the Aij , bi , cj

6= strongly polynomial (arithmetic model): number ofarithmetic operations bounded by poly(m, n), and thesize of operands of arithmetic operations is bounded bypoly(L).

[Smale, 2000], more on strongly polynomial algo. in [Grotschel, Lovasz, and Schrijver, 1993]

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 10 / 73

Page 20: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Question (9th problem of Smale)

Can linear programming be solved in strongly polynomialtime?

polynomial time (Turing model): = execution timebounded by poly(L) or equivalently poly(n,m, L), L =number of bits to code the Aij , bi , cj

6= strongly polynomial (arithmetic model): number ofarithmetic operations bounded by poly(m, n), and thesize of operands of arithmetic operations is bounded bypoly(L).

[Smale, 2000], more on strongly polynomial algo. in [Grotschel, Lovasz, and Schrijver, 1993]

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 10 / 73

Page 21: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Consider the simplex and interior point methods

in the light of Smale problem 9?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 11 / 73

Page 22: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

The simplex method (Dantzig, 1947)

Iterate over adjacent vertices (basic points) of thepolyhedron while improving the objective function

c>v 1 > c>v 2 > . . . > c>vN

the algorithm is parametrized by a pivoting rule,which selects the next edge to be followed.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 12 / 73

Page 23: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

The simplex method (Dantzig, 1947)

Iterate over adjacent vertices (basic points) of thepolyhedron while improving the objective function

c>v 1 > c>v 2 > . . . > c>vN

v 1

v 2

v 3

v 4

the algorithm is parametrized by a pivoting rule,which selects the next edge to be followed.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 12 / 73

Page 24: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

The simplex method (Dantzig, 1947)

Iterate over adjacent vertices (basic points) of thepolyhedron while improving the objective function

c>v 1 > c>v 2 > . . . > c>vN

v 1

v 2

v 3

v 4

the algorithm is parametrized by a pivoting rule,which selects the next edge to be followed.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 12 / 73

Page 25: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

The simplex method (Dantzig, 1947)

Iterate over adjacent vertices (basic points) of thepolyhedron while improving the objective function

c>v 1 > c>v 2 > . . . > c>vN

v 1

v 2

v 3

v 4

the algorithm is parametrized by a pivoting rule,which selects the next edge to be followed.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 12 / 73

Page 26: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Complexity of pivoting algorithms?

Every iteration (pivoting from a basic point to thenext one) can be done with a strongly polynomialcomplexity (linear system over Q).

is there a pivoting rule ensuring that the number ofiterations in the worst case is polynomially bounded?

It is not even known that the graph of the polyhedronhas polynomial diameter (polynomial Hirschconjecture), ie that the perfectly lucid pivoting rulemakes a polynomial number of steps.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 13 / 73

Page 27: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Complexity of pivoting algorithms?

Every iteration (pivoting from a basic point to thenext one) can be done with a strongly polynomialcomplexity (linear system over Q).

is there a pivoting rule ensuring that the number ofiterations in the worst case is polynomially bounded?

It is not even known that the graph of the polyhedronhas polynomial diameter (polynomial Hirschconjecture), ie that the perfectly lucid pivoting rulemakes a polynomial number of steps.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 13 / 73

Page 28: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Complexity of pivoting algorithms?

Every iteration (pivoting from a basic point to thenext one) can be done with a strongly polynomialcomplexity (linear system over Q).

is there a pivoting rule ensuring that the number ofiterations in the worst case is polynomially bounded?

It is not even known that the graph of the polyhedronhas polynomial diameter (polynomial Hirschconjecture), ie that the perfectly lucid pivoting rulemakes a polynomial number of steps.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 13 / 73

Page 29: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Interior points

For all µ > 0, consider the barrier problem

minµ−1c · x −m∑

i=1

log(bi − Ai x), bi − Ai x > 0 i ∈ [m]

µ 7→ x(µ) optimal solution, is the central path. branch of analgebraic curve. x(0) is the solution of the LP.

x(0)

x(∞)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 14 / 73

Page 30: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Inductive step of interior points:

x ← NewtonStep(x , µ);

reduce µ so that x remains in an attraction bassin of Newton’smethod.

x(0)

x(∞)

“the good convergence properties of Karmarkar’s algorithm arisefrom good geometric properties of the set of trajectories”, Bayer andLagarias, 89.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 15 / 73

Page 31: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Inductive step of interior points:

x ← NewtonStep(x , µ);

reduce µ so that x remains in an attraction bassin of Newton’smethod.

x(0)

x(∞)

“the good convergence properties of Karmarkar’s algorithm arisefrom good geometric properties of the set of trajectories”, Bayer andLagarias, 89.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 15 / 73

Page 32: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Dedieu, Malajovich, and Shub considered the total curvature, anidealized complexity measure of the central path. . .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 16 / 73

Page 33: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Total curvature

The total curvature of a path γ, parametrized by arc length, so that‖γ′(s)‖ = 1, is given by

κ :=

∫ L

0

‖γ′′(s)‖ds

orκ = sup

q>2sup

06λ0<···<λq6L∠γ(λk−1)γ(λk)γ(λk+1)

α1

α2

α3

α4

α5

κ > α1 + · · ·+ α5

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 17 / 73

Page 34: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Continuous analogue of Hirsch’s conjecture

Dedieu and Shub (2005) initially conjectured that the total curvatureof the central path is O(n) (n number of variables).

This was motivated by a theorem of Dedieu-Malajovich-Shub (2005):total curvature is O(n), averaged over all 2n+m LP’s (cells of thearrangement of hyperplanes), εi Ai x 6 bi , ηj xj > 0, εi , ηj = ±1.

Illustration from Benchimol’s Phd

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 18 / 73

Page 35: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Deza, Terlaky and Zinchenko (2008) constructed a redundantKlee-Minty cube, showing that a total curvature exponential in n ispossible, and revised the conjecture of Dedieu and Shub:

Conjecture (Continuous analogue of Hirsch conjecture, [Deza,Terlaky, and Zinchenko, 2008])

The total curvature of the central path is O(m), where m is thenumber of constraints.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 19 / 73

Page 36: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Allamigeon, Benchimol, SG, Joswig, arXiv:1405.4161)

There is a LP with 2r + 2 variables and 3r + 4 inequalities such thatthe central path has a total curvature in Ω(2r ).

This disproves the conjecture of Deza, Terlaky and Zinchenko.

Theorem (Allamigeon, Benchimol, SG, Joswig, MPG is “not moredifficult” than LP)

A strongly polynomial pivoting rule for LP would solve MPG inpolynomial time (SIAM Opt, arXiv:1309.5925)

The pivoting rule must satisfy mild technical conditions, in particular,combinatorial rules, depending on signs of minors of ( A b

c 0 ) work.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 20 / 73

Page 37: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Allamigeon, Benchimol, SG, Joswig, arXiv:1405.4161)

There is a LP with 2r + 2 variables and 3r + 4 inequalities such thatthe central path has a total curvature in Ω(2r ).

This disproves the conjecture of Deza, Terlaky and Zinchenko.

Theorem (Allamigeon, Benchimol, SG, Joswig, MPG is “not moredifficult” than LP)

A strongly polynomial pivoting rule for LP would solve MPG inpolynomial time (SIAM Opt, arXiv:1309.5925)

The pivoting rule must satisfy mild technical conditions, in particular,combinatorial rules, depending on signs of minors of ( A b

c 0 ) work.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 20 / 73

Page 38: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Allamigeon, Benchimol, SG, Joswig, arXiv:1405.4161)

There is a LP with 2r + 2 variables and 3r + 4 inequalities such thatthe central path has a total curvature in Ω(2r ).

This disproves the conjecture of Deza, Terlaky and Zinchenko.

Theorem (Allamigeon, Benchimol, SG, Joswig, MPG is “not moredifficult” than LP)

A strongly polynomial pivoting rule for LP would solve MPG inpolynomial time (SIAM Opt, arXiv:1309.5925)

The pivoting rule must satisfy mild technical conditions, in particular,combinatorial rules, depending on signs of minors of ( A b

c 0 ) work.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 20 / 73

Page 39: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Although the word “tropical” appears in none of

these statements, the proofs rely on tropical

geometry in an essential way, through linear and

semidefinite programming over non-archimedean

fields.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 21 / 73

Page 40: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Part II.

Operator approach to mean payoff games

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 22 / 73

Page 41: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

v ki value of MAX, initial state (i ,MIN).

v k1 = min(−2 + 1 + v k−1

1 ,−8 + max(−3 + v k−11 ,−12 + v k−1

2 ))

v k2 = 0 + max(−9 + v k−1

1 , 5 + v k−12 )

1

−3

−12

0

53

2

1

1

2

−9MIN

MAX

−2

−8v 1 = (0, 0)v 2 = (−11, 5)v 3 = (−15, 10)v 4 = (−16, 15)limk v k/k = (−1, 5)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 23 / 73

Page 42: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Shapley)

v k = T (v k−1), v 0 = 0 .

The map T : Rn → Rn is called Shapley operator.

[T (v)]j = mini∈[m], j→i

(rji + max

k∈[n], i→k(rik + vk)

)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 24 / 73

Page 43: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Shapley)

v k = T (v k−1), v 0 = 0 .

The map T : Rn → Rn is called Shapley operator.

[T (v)]j = mini∈[m], j→i

(rji + max

k∈[n], i→k(rik + vk)

)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 24 / 73

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[T k(0)]i is the value of the original game in horizon k with initialstate i .

[T k(u)]i

is the value of a modified game in horizon k with initial state i , inwhich MAX receives an additional payment of uj in the terminal statej

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 25 / 73

Page 45: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

[T k(0)]i is the value of the original game in horizon k with initialstate i .

[T k(u)]i

is the value of a modified game in horizon k with initial state i , inwhich MAX receives an additional payment of uj in the terminal statej

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 25 / 73

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Shapley operators of games aremonotone (or order preserving)

(M) : x 6 y =⇒ T (x) 6 T (y)

Undiscounted implies additively homogeneous

(AH) : T (se + x) = se + T (x), ∀s ∈ R

where e = (1, . . . , 1) is the unit vector.

AH and MH implies nonexpansive in the sup-norm

(N) : ‖T (x)− T (y)‖∞ 6 ‖x − y‖∞, ∀s ∈ R

Known axioms in non-linear Markov semigroup / PDE viscositysolutions theory, eg Crandall and Tartar, PAMS 80

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 26 / 73

Page 47: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Shapley operators of games aremonotone (or order preserving)

(M) : x 6 y =⇒ T (x) 6 T (y)

Undiscounted implies additively homogeneous

(AH) : T (se + x) = se + T (x), ∀s ∈ R

where e = (1, . . . , 1) is the unit vector.

AH and MH implies nonexpansive in the sup-norm

(N) : ‖T (x)− T (y)‖∞ 6 ‖x − y‖∞, ∀s ∈ R

Known axioms in non-linear Markov semigroup / PDE viscositysolutions theory, eg Crandall and Tartar, PAMS 80

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 26 / 73

Page 48: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Shapley operators of games aremonotone (or order preserving)

(M) : x 6 y =⇒ T (x) 6 T (y)

Undiscounted implies additively homogeneous

(AH) : T (se + x) = se + T (x), ∀s ∈ R

where e = (1, . . . , 1) is the unit vector.

AH and MH implies nonexpansive in the sup-norm

(N) : ‖T (x)− T (y)‖∞ 6 ‖x − y‖∞, ∀s ∈ R

Known axioms in non-linear Markov semigroup / PDE viscositysolutions theory, eg Crandall and Tartar, PAMS 80

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 26 / 73

Page 49: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Shapley operators of games aremonotone (or order preserving)

(M) : x 6 y =⇒ T (x) 6 T (y)

Undiscounted implies additively homogeneous

(AH) : T (se + x) = se + T (x), ∀s ∈ R

where e = (1, . . . , 1) is the unit vector.

AH and MH implies nonexpansive in the sup-norm

(N) : ‖T (x)− T (y)‖∞ 6 ‖x − y‖∞, ∀s ∈ R

Known axioms in non-linear Markov semigroup / PDE viscositysolutions theory, eg Crandall and Tartar, PAMS 80

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 26 / 73

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Theorem (Bewley, Kohlerg 76, Neyman 03)

The mean payoff vector

limk→∞

T k(0)/k

does exist if T : Rn → Rn is semi-algebraic and nonexpansive in anynorm.

Same is true if T definable in a o-minimal structure, eg log-exp (risksensitive) Bolte, SG, Vigeral, MOR 14.

Finite action space and perfect information implies T piecewise linear.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 27 / 73

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Theorem (Bewley, Kohlerg 76, Neyman 03)

The mean payoff vector

limk→∞

T k(0)/k

does exist if T : Rn → Rn is semi-algebraic and nonexpansive in anynorm.

Same is true if T definable in a o-minimal structure, eg log-exp (risksensitive) Bolte, SG, Vigeral, MOR 14.

Finite action space and perfect information implies T piecewise linear.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 27 / 73

Page 52: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Bewley, Kohlerg 76, Neyman 03)

The mean payoff vector

limk→∞

T k(0)/k

does exist if T : Rn → Rn is semi-algebraic and nonexpansive in anynorm.

Same is true if T definable in a o-minimal structure, eg log-exp (risksensitive) Bolte, SG, Vigeral, MOR 14.

Finite action space and perfect information implies T piecewise linear.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 27 / 73

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Theorem (Akian, SG, Guterman, “subharmonic vectors” IJAC 2012,arXiv:0912.2462)

Let T be the Shapley operator of a deterministic game. Thefollowing are equivalent.

initial state j is winning, meaning that

0 6 limk→∞

[T k(0)]j/k

there exists u ∈ (R ∪ −∞)n, uj 6= −∞, and

u 6 T (u)

T : Rn → Rn extends continuously (R ∪ −∞)n → (R ∪ −∞)n.(Burbanks, Nussbaum, Sparrow).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 28 / 73

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Theorem (Akian, SG, Guterman, “subharmonic vectors” IJAC 2012,arXiv:0912.2462)

Let T be the Shapley operator of a deterministic game. Thefollowing are equivalent.

initial state j is winning, meaning that

0 6 limk→∞

[T k(0)]j/k

there exists u ∈ (R ∪ −∞)n, uj 6= −∞, and

u 6 T (u)

T : Rn → Rn extends continuously (R ∪ −∞)n → (R ∪ −∞)n.(Burbanks, Nussbaum, Sparrow).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 28 / 73

Page 55: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Akian, SG, Guterman, “subharmonic vectors” IJAC 2012,arXiv:0912.2462)

Let T be the Shapley operator of a deterministic game. Thefollowing are equivalent.

initial state j is winning, meaning that

0 6 limk→∞

[T k(0)]j/k

there exists u ∈ (R ∪ −∞)n, uj 6= −∞, and

u 6 T (u)

T : Rn → Rn extends continuously (R ∪ −∞)n → (R ∪ −∞)n.(Burbanks, Nussbaum, Sparrow).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 28 / 73

Page 56: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Theorem (Akian, SG, Guterman, “subharmonic vectors” IJAC 2012,arXiv:0912.2462)

Let T be the Shapley operator of a deterministic game. Thefollowing are equivalent.

initial state j is winning, meaning that

0 6 limk→∞

[T k(0)]j/k

there exists u ∈ (R ∪ −∞)n, uj 6= −∞, and

u 6 T (u)

T : Rn → Rn extends continuously (R ∪ −∞)n → (R ∪ −∞)n.(Burbanks, Nussbaum, Sparrow).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 28 / 73

Page 57: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 58: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·

u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 59: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 60: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 61: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞

0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 62: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 63: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

Page 64: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Proof idea

Assume that u ∈ Rn is such that u 6 T (u).

u 6 T (u) 6 T 2(u) 6 · · ·u/k 6 T k(u)/k

0 6 limk→∞ T k(u)/k

‖T k(u)− T k(0)‖∞ 6 ‖u − 0‖∞ = ‖u‖∞0 6 limk→∞ T k(0)/k

all states are winning.

The converse follows from a fixed point theorem of Kohlberg (anonexpansive piecewise linear map has an invariant half-line).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 29 / 73

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Part III.

Tropical geometry

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 30 / 73

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In the tropical world

“a + b” = max(a, b) “a × b” = a + b

The semifield of scalars is the max-plus semifield, Rmax = R∪−∞.

“2 + 3” =

“2× 3” =

“0” = −∞, “1” = 0.

For any totally ordered abelian group (G ,+,6), one can define Gmax.G = (RN ,+,6lex) specially useful.

These structures are said to be idempotent (a + a = a) or ofcharacteristic one (Connes, Consani),

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 31 / 73

Page 67: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

In the tropical world

“a + b” = max(a, b) “a × b” = a + b

The semifield of scalars is the max-plus semifield, Rmax = R∪−∞.

“2 + 3” = 3

“2× 3” =

“0” = −∞, “1” = 0.

For any totally ordered abelian group (G ,+,6), one can define Gmax.G = (RN ,+,6lex) specially useful.

These structures are said to be idempotent (a + a = a) or ofcharacteristic one (Connes, Consani),

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 31 / 73

Page 68: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

In the tropical world

“a + b” = max(a, b) “a × b” = a + b

The semifield of scalars is the max-plus semifield, Rmax = R∪−∞.

“2 + 3” = 3

“2× 3” =

“0” = −∞, “1” = 0.

For any totally ordered abelian group (G ,+,6), one can define Gmax.G = (RN ,+,6lex) specially useful.

These structures are said to be idempotent (a + a = a) or ofcharacteristic one (Connes, Consani),

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 31 / 73

Page 69: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

In the tropical world

“a + b” = max(a, b) “a × b” = a + b

The semifield of scalars is the max-plus semifield, Rmax = R∪−∞.

“2 + 3” = 3

“2× 3” =5

“0” = −∞, “1” = 0.

For any totally ordered abelian group (G ,+,6), one can define Gmax.G = (RN ,+,6lex) specially useful.

These structures are said to be idempotent (a + a = a) or ofcharacteristic one (Connes, Consani),

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 31 / 73

Page 70: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

In the tropical world

“a + b” = max(a, b) “a × b” = a + b

The semifield of scalars is the max-plus semifield, Rmax = R∪−∞.

“2 + 3” = 3

“2× 3” =5

“0” = −∞, “1” = 0.

For any totally ordered abelian group (G ,+,6), one can define Gmax.G = (RN ,+,6lex) specially useful.

These structures are said to be idempotent (a + a = a) or ofcharacteristic one (Connes, Consani),

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 31 / 73

Page 71: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

These algebras were invented by various schools in the world

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 32 / 73

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Cuninghame-Green ∼ 60 Vorobyev ∼65 . . . Zimmerman, Butkovic;scheduling, combinatorital optimization

Maslov ∼ 80’- . . . Kolokoltsov, Litvinov, Samborskii, Shpiz. . . Quasi-classicanalysis, variations calculus

Simon ∼ 78- . . . Hashiguchi, Pin, Krob (Schutzenberger’s school). . . Automata theory

Gondran, Minoux ∼ 77 Operations research

Cohen, Quadrat, Viot ∼ 83-, “Max Plus ’’, Olsder, Baccelli, S.G., Akiandiscrete event systems, optimal control, idempotent probabilities.

Nussbaum 86- Nonlinear analysis, dynamical systems, also related work inlinear algebra, Friedland 88, Bapat ˜94

Kim, Roush 84 Incline algebras

Fleming, McEneaney ∼00- max-plus approximation of HJB

Del Moral ∼95 Puhalskii ∼99, idempotent probabilities.

Since 2000’ in pure maths, tropical geometry: Viro, Kapranov, Mikhalkin,Passare, Sturmfels . . . , recent work by Connes, Consani

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 33 / 73

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Tropical convex cones

Scalars act on vectors by “λx” = λe + x .

V ⊂ Rnmax is a submodule, aka tropical convex cone, if for all

x , y ∈ V , λ, µ ∈ Rmax,

“λx + µy” = sup(λe + x , µe + y) ∈ V .

Since “λ > 0” is automatic tropically, modules = cones.

V is a tropical convex set if the same is true conditionnally to“λ + µ = 1”, i.e., max(λ, µ) = 0.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 34 / 73

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Tropical convex cones

Scalars act on vectors by “λx” = λe + x .

V ⊂ Rnmax is a submodule, aka tropical convex cone, if for all

x , y ∈ V , λ, µ ∈ Rmax,

“λx + µy” = sup(λe + x , µe + y) ∈ V .

Since “λ > 0” is automatic tropically, modules = cones.

V is a tropical convex set if the same is true conditionnally to“λ + µ = 1”, i.e., max(λ, µ) = 0.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 34 / 73

Page 75: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Tropical convex cones

Scalars act on vectors by “λx” = λe + x .

V ⊂ Rnmax is a submodule, aka tropical convex cone, if for all

x , y ∈ V , λ, µ ∈ Rmax,

“λx + µy” = sup(λe + x , µe + y) ∈ V .

Since “λ > 0” is automatic tropically, modules = cones.

V is a tropical convex set if the same is true conditionnally to“λ + µ = 1”, i.e., max(λ, µ) = 0.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 34 / 73

Page 76: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Tropical convex cones

Scalars act on vectors by “λx” = λe + x .

V ⊂ Rnmax is a submodule, aka tropical convex cone, if for all

x , y ∈ V , λ, µ ∈ Rmax,

“λx + µy” = sup(λe + x , µe + y) ∈ V .

Since “λ > 0” is automatic tropically, modules = cones.

V is a tropical convex set if the same is true conditionnally to“λ + µ = 1”, i.e., max(λ, µ) = 0.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 34 / 73

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By the subharmonic certificates theorem, the game is winning forMAX, i.e., ∃j , limk→∞[T k(0)]j/k > 0, iff

V = v ∈ Rnmax | T (v) > v 6≡ “0” = (−∞, . . . ,−∞) .

Proposition

If T is a Shapley operator, then V is a tropical convex cone of Rnmax,

closed in the Euclidean topology.

Proof.

T M, u, v ∈ V implies T (sup(u, v)) > sup(T (u),T (v)) > sup(u, v).T AH, v ∈ V implies T (λe + v) = λe + T (v) > λe + v .

All closed tropical convex cones of Rnmax arise from a Shapley operator T (infinite

number of actions on one side allowed).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 35 / 73

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By the subharmonic certificates theorem, the game is winning forMAX, i.e., ∃j , limk→∞[T k(0)]j/k > 0, iff

V = v ∈ Rnmax | T (v) > v 6≡ “0” = (−∞, . . . ,−∞) .

Proposition

If T is a Shapley operator, then V is a tropical convex cone of Rnmax,

closed in the Euclidean topology.

Proof.

T M, u, v ∈ V implies T (sup(u, v)) > sup(T (u),T (v)) > sup(u, v).T AH, v ∈ V implies T (λe + v) = λe + T (v) > λe + v .

All closed tropical convex cones of Rnmax arise from a Shapley operator T (infinite

number of actions on one side allowed).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 35 / 73

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By the subharmonic certificates theorem, the game is winning forMAX, i.e., ∃j , limk→∞[T k(0)]j/k > 0, iff

V = v ∈ Rnmax | T (v) > v 6≡ “0” = (−∞, . . . ,−∞) .

Proposition

If T is a Shapley operator, then V is a tropical convex cone of Rnmax,

closed in the Euclidean topology.

Proof.

T M, u, v ∈ V implies T (sup(u, v)) > sup(T (u),T (v)) > sup(u, v).T AH, v ∈ V implies T (λe + v) = λe + T (v) > λe + v .

All closed tropical convex cones of Rnmax arise from a Shapley operator T (infinite

number of actions on one side allowed).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 35 / 73

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Tropical adjoints

Let A ∈ Rm×nmax , x ∈ Rn

max, y ∈ Rnmax

(Ax)i = maxj∈[n]

(Aij + xj ), i ∈ [m]

Ax 6 y ⇐⇒ x 6 A]y

(A]y)j = mini∈[m]

(−Aij + yi ), j ∈ [n]

The adjoint A] is a priori defined as a self-map of the completion(R ∪ ±∞)n of Rn

max, but it does preserve Rn as soon as the gamehas no states without actions.

More on adjoints: Cohen, SG, Quadrat, LAA 04

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 36 / 73

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Tropical adjoints

Let A ∈ Rm×nmax , x ∈ Rn

max, y ∈ Rnmax

(Ax)i = maxj∈[n]

(Aij + xj ), i ∈ [m]

Ax 6 y ⇐⇒ x 6 A]y

(A]y)j = mini∈[m]

(−Aij + yi ), j ∈ [n]

The adjoint A] is a priori defined as a self-map of the completion(R ∪ ±∞)n of Rn

max, but it does preserve Rn as soon as the gamehas no states without actions.

More on adjoints: Cohen, SG, Quadrat, LAA 04

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 36 / 73

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Tropical adjoints

Let A ∈ Rm×nmax , x ∈ Rn

max, y ∈ Rnmax

(Ax)i = maxj∈[n]

(Aij + xj ), i ∈ [m]

Ax 6 y ⇐⇒ x 6 A]y

(A]y)j = mini∈[m]

(−Aij + yi ), j ∈ [n]

The adjoint A] is a priori defined as a self-map of the completion(R ∪ ±∞)n of Rn

max, but it does preserve Rn as soon as the gamehas no states without actions.

More on adjoints: Cohen, SG, Quadrat, LAA 04

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 36 / 73

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Tropical adjoints

Let A ∈ Rm×nmax , x ∈ Rn

max, y ∈ Rnmax

(Ax)i = maxj∈[n]

(Aij + xj ), i ∈ [m]

Ax 6 y ⇐⇒ x 6 A]y

(A]y)j = mini∈[m]

(−Aij + yi ), j ∈ [n]

The adjoint A] is a priori defined as a self-map of the completion(R ∪ ±∞)n of Rn

max, but it does preserve Rn as soon as the gamehas no states without actions.

More on adjoints: Cohen, SG, Quadrat, LAA 04

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 36 / 73

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Tropical adjoints

Let A ∈ Rm×nmax , x ∈ Rn

max, y ∈ Rnmax

(Ax)i = maxj∈[n]

(Aij + xj ), i ∈ [m]

Ax 6 y ⇐⇒ x 6 A]y

(A]y)j = mini∈[m]

(−Aij + yi ), j ∈ [n]

The adjoint A] is a priori defined as a self-map of the completion(R ∪ ±∞)n of Rn

max, but it does preserve Rn as soon as the gamehas no states without actions.

More on adjoints: Cohen, SG, Quadrat, LAA 04

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 36 / 73

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The Shapley operator of a MPG can be written as

[T (v)]j = mini∈[m], j→i

(−Aij + max

k∈[n], i→k(Bik + vk)

)

T (v) = A]Bv

v 6 T (v) ⇐⇒ Av 6 Bv

v 6 T (v) ⇐⇒ maxj∈[n]

(Aij + vj ) 6 maxj∈[n]

(Bij + vj ), i ∈ [m]

The set of subharmonic certificates v | Av 6 Bv is a tropicalconvex polyhedral cone.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 37 / 73

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The Shapley operator of a MPG can be written as

[T (v)]j = mini∈[m], j→i

(−Aij + max

k∈[n], i→k(Bik + vk)

)

T (v) = A]Bv

v 6 T (v) ⇐⇒ Av 6 Bv

v 6 T (v) ⇐⇒ maxj∈[n]

(Aij + vj ) 6 maxj∈[n]

(Bij + vj ), i ∈ [m]

The set of subharmonic certificates v | Av 6 Bv is a tropicalconvex polyhedral cone.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 37 / 73

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The Shapley operator of a MPG can be written as

[T (v)]j = mini∈[m], j→i

(−Aij + max

k∈[n], i→k(Bik + vk)

)

T (v) = A]Bv

v 6 T (v) ⇐⇒ Av 6 Bv

v 6 T (v) ⇐⇒ maxj∈[n]

(Aij + vj ) 6 maxj∈[n]

(Bij + vj ), i ∈ [m]

The set of subharmonic certificates v | Av 6 Bv is a tropicalconvex polyhedral cone.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 37 / 73

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The Shapley operator of a MPG can be written as

[T (v)]j = mini∈[m], j→i

(−Aij + max

k∈[n], i→k(Bik + vk)

)

T (v) = A]Bv

v 6 T (v) ⇐⇒ Av 6 Bv

v 6 T (v) ⇐⇒ maxj∈[n]

(Aij + vj ) 6 maxj∈[n]

(Bij + vj ), i ∈ [m]

The set of subharmonic certificates v | Av 6 Bv is a tropicalconvex polyhedral cone.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 37 / 73

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The Shapley operator of a MPG can be written as

[T (v)]j = mini∈[m], j→i

(−Aij + max

k∈[n], i→k(Bik + vk)

)

T (v) = A]Bv

v 6 T (v) ⇐⇒ Av 6 Bv

v 6 T (v) ⇐⇒ maxj∈[n]

(Aij + vj ) 6 maxj∈[n]

(Bij + vj ), i ∈ [m]

The set of subharmonic certificates v | Av 6 Bv is a tropicalconvex polyhedral cone.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 37 / 73

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Modules of subharmonic vectors

x1 x2

x3

x1 x2

x3

states 1,2,3 winning states 2,3 winning

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 38 / 73

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Part VI.

Tropical convexity

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 39 / 73

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Tropical half-spaces

Given a, b ∈ Rnmax, a, b 6≡ −∞,

H := x ∈ Rnmax | “ax 6 bx”

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 40 / 73

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Tropical half-spaces

Given a, b ∈ Rnmax, a, b 6≡ −∞,

H := x ∈ Rnmax | max

16i6nai + xi 6 max

16i6nbi + xi

x2x1

x3

max(x1, x2,−2 + x3)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 40 / 73

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Tropical half-spaces

Given a, b ∈ Rnmax, a, b 6≡ −∞,

H := x ∈ Rnmax | max

16i6nai + xi 6 max

16i6nbi + xi

x2x1

x3

max(x1,−2 + x3) 6 x2

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 40 / 73

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Tropical half-spaces

Given a, b ∈ Rnmax, a, b 6≡ −∞,

H := x ∈ Rnmax | max

16i6nai + xi 6 max

16i6nbi + xi

x2x1

x3

x1 6 max(x2 − 2 + x3)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 40 / 73

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Tropical half-spaces

Given a, b ∈ Rnmax, a, b 6≡ −∞,

H := x ∈ Rnmax | max

16i6nai + xi 6 max

16i6nbi + xi

x2x1

x3

max(x2 − 2 + x3) 6 x1

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 40 / 73

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Tropical polyhedral cones

can be defined as intersections of finitely many half-spaces

x2x1

V

x3

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 41 / 73

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Tropical polyhedral cones

can be defined as intersections of finitely many half-spaces

x2x1

V

x3

x2x1

x3

2 + x1 6 max(x2, 3 + x3)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 41 / 73

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Tropical polyhedral cones

can be defined as intersections of finitely many half-spaces

V

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 41 / 73

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A tropical polytope with four vertices

Structure of the polyhedral complex: Develin, SturmfelsStephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 42 / 73

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Tropical objects arise by considering non-archimedean valuations.

There is a convenient choice of non-archimedean field in tropicalgeometry . . .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 43 / 73

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Puiseux series with real exponents Ct−R,

f (t) =∑k∈N

aktbk

were ak ∈ C, and the sequence bk ∈ R tends to −∞.

The subfield of series that converge absolutely for |t| large enough isthe field of generalized Dirichlet series of Hardy and Riesz.

Dirichlet series∑

k>1 akk−s correspond to bk = − log k , t = exp(s).

Real coefficients: totally ordered field wrt pointwise order neart = +∞, i.e. lexicographic order on coeffs.

K := Rt−Rcvg, absolutely convergent real generalized Puiseuxseries constitute a real closed field, van den Dries and Speissegger(TAMS) (definable functions in a variant of the o-minimal structureRan,∗).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 44 / 73

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Puiseux series with real exponents Ct−R,

f (t) =∑k∈N

aktbk

were ak ∈ C, and the sequence bk ∈ R tends to −∞.

The subfield of series that converge absolutely for |t| large enough isthe field of generalized Dirichlet series of Hardy and Riesz.

Dirichlet series∑

k>1 akk−s correspond to bk = − log k , t = exp(s).

Real coefficients: totally ordered field wrt pointwise order neart = +∞, i.e. lexicographic order on coeffs.

K := Rt−Rcvg, absolutely convergent real generalized Puiseuxseries constitute a real closed field, van den Dries and Speissegger(TAMS) (definable functions in a variant of the o-minimal structureRan,∗).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 44 / 73

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Puiseux series with real exponents Ct−R,

f (t) =∑k∈N

aktbk

were ak ∈ C, and the sequence bk ∈ R tends to −∞.

The subfield of series that converge absolutely for |t| large enough isthe field of generalized Dirichlet series of Hardy and Riesz.

Dirichlet series∑

k>1 akk−s correspond to bk = − log k , t = exp(s).

Real coefficients: totally ordered field wrt pointwise order neart = +∞, i.e. lexicographic order on coeffs.

K := Rt−Rcvg, absolutely convergent real generalized Puiseuxseries constitute a real closed field, van den Dries and Speissegger(TAMS) (definable functions in a variant of the o-minimal structureRan,∗).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 44 / 73

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Puiseux series with real exponents Ct−R,

f (t) =∑k∈N

aktbk

were ak ∈ C, and the sequence bk ∈ R tends to −∞.

The subfield of series that converge absolutely for |t| large enough isthe field of generalized Dirichlet series of Hardy and Riesz.

Dirichlet series∑

k>1 akk−s correspond to bk = − log k , t = exp(s).

Real coefficients: totally ordered field wrt pointwise order neart = +∞, i.e. lexicographic order on coeffs.

K := Rt−Rcvg, absolutely convergent real generalized Puiseuxseries constitute a real closed field, van den Dries and Speissegger(TAMS) (definable functions in a variant of the o-minimal structureRan,∗).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 44 / 73

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Puiseux series with real exponents Ct−R,

f (t) =∑k∈N

aktbk

were ak ∈ C, and the sequence bk ∈ R tends to −∞.

The subfield of series that converge absolutely for |t| large enough isthe field of generalized Dirichlet series of Hardy and Riesz.

Dirichlet series∑

k>1 akk−s correspond to bk = − log k , t = exp(s).

Real coefficients: totally ordered field wrt pointwise order neart = +∞, i.e. lexicographic order on coeffs.

K := Rt−Rcvg, absolutely convergent real generalized Puiseuxseries constitute a real closed field, van den Dries and Speissegger(TAMS) (definable functions in a variant of the o-minimal structureRan,∗).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 44 / 73

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Non-archimedean valuation of

f (t) =∑k∈N

aktbk

val f = maxk,ak 6=0

bk = limt→∞

| log f (t)|log t

val(f + g) 6 max(val f , val g), and = holds if f , g > 0

val(fg) = val f + val g .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 45 / 73

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Theorem (Combines Develin and Yu and Allamigeon, Benchimol, SG,Joswig arXiv:1405.4161)

1 Every tropical polyhedron P can be written as P = valP whereP is a polyhedron in Kn

+, here K = Rt−Rcvg.

2 Moreover, P is the uniform (Hausdorff) limit of

logt P := log z

log t| z ∈ P

as t →∞.

Related deformation in Briec and Horvath.Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 46 / 73

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Theorem (Combines Develin and Yu and Allamigeon, Benchimol, SG,Joswig arXiv:1405.4161)

1 Every tropical polyhedron P can be written as P = valP whereP is a polyhedron in Kn

+, here K = Rt−Rcvg.

2 Moreover, P is the uniform (Hausdorff) limit of

logt P := log z

log t| z ∈ P

as t →∞.

Related deformation in Briec and Horvath.Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 46 / 73

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Theorem (Combines Develin and Yu and Allamigeon, Benchimol, SG,Joswig arXiv:1405.4161)

1 Every tropical polyhedron P can be written as P = valP whereP is a polyhedron in Kn

+, here K = Rt−Rcvg.

2 Moreover, P is the uniform (Hausdorff) limit of

logt P := log z

log t| z ∈ P

as t →∞.

Related deformation in Briec and Horvath.Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 46 / 73

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Theorem (Combines Develin and Yu and Allamigeon, Benchimol, SG,Joswig arXiv:1405.4161)

1 Every tropical polyhedron P can be written as P = valP whereP is a polyhedron in Kn

+, here K = Rt−Rcvg.

2 Moreover, P is the uniform (Hausdorff) limit of

logt P := log z

log t| z ∈ P

as t →∞.

Related deformation in Briec and Horvath.Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 46 / 73

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Theorem (Combines Develin and Yu and Allamigeon, Benchimol, SG,Joswig arXiv:1405.4161)

1 Every tropical polyhedron P can be written as P = valP whereP is a polyhedron in Kn

+, here K = Rt−Rcvg.

2 Moreover, P is the uniform (Hausdorff) limit of

logt P := log z

log t| z ∈ P

as t →∞.

Related deformation in Briec and Horvath.Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 46 / 73

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Theorem (Combines Develin and Yu and Allamigeon, Benchimol, SG,Joswig arXiv:1405.4161)

1 Every tropical polyhedron P can be written as P = valP whereP is a polyhedron in Kn

+, here K = Rt−Rcvg.

2 Moreover, P is the uniform (Hausdorff) limit of

logt P := log z

log t| z ∈ P

as t →∞.

Related deformation in Briec and Horvath.Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 46 / 73

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Tropical linear program

min“c>x”; “A+x + b+ > A−x + b−”

min maxj

cj + xj

max(maxj

(A+ij + xj ), b

+i ) > max(max

j(A−ij + xj ), b

−i ) .

x1

x2

0 1 2 3 4 5 6 7 8 90

1

2

3

4

5

6

7

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 47 / 73

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Correspondence classical ↔ tropical LP

Theorem (Allamigeon, Benchimol, SG, Joswig, arXiv:1308.0454,SIAM J. Disc. Math)

Suppose that P = x ∈ Kn | Ax + b > 0 is included in the positiveorthant of Kn and that the tropicalization of (A,b) is sign generic(to be defined soon). Then,

val(P) = x ∈ Rnmax | “A+x + b+ > A−x + b−” ,

where (A+ b+) = val(A+b+) and (A− b−) = val(A− b−). Moreoverthe classical and tropical polyhedron have the same combinatorics:valuation sends basic points to basic points, edges to edges, etc.

A point of a tropical polyhedron is basic if it saturates n inequalities.A tropically extreme point (member of a minimal generating family)is basic, but not vice versa.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 48 / 73

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Correspondence classical ↔ tropical LP

Theorem (Allamigeon, Benchimol, SG, Joswig, arXiv:1308.0454,SIAM J. Disc. Math)

Suppose that P = x ∈ Kn | Ax + b > 0 is included in the positiveorthant of Kn and that the tropicalization of (A,b) is sign generic(to be defined soon). Then,

val(P) = x ∈ Rnmax | “A+x + b+ > A−x + b−” ,

where (A+ b+) = val(A+b+) and (A− b−) = val(A− b−). Moreoverthe classical and tropical polyhedron have the same combinatorics:valuation sends basic points to basic points, edges to edges, etc.

A point of a tropical polyhedron is basic if it saturates n inequalities.A tropically extreme point (member of a minimal generating family)is basic, but not vice versa.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 48 / 73

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(0, 0, 0)

(0, 0, 4)

(4, 0, 0)

(4, 4, 0)

(4, 4, 4)

Picture from [Allamigeon, Benchimol, Gaubert, and Joswig, 2015a].

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 49 / 73

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(t0, t0, t0)

(t0, t0, t4)

(t4, t0, t0)

(t4, t4, t0)

(t4, t4, t4)

Picture from [Allamigeon, Benchimol, Gaubert, and Joswig, 2015a].

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 50 / 73

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Tropical sign genericity and optimal assignments

Let M ∈ Rn×nmax and ε ∈ ±1, 0n×n. M ∈ Kn×n is a lift of

(ε,M) if valM = M and sgnM = ε. We have

val∑σ∈Sn

sgn(σ)∏

16i6n

Miσ(i) 6 maxσ∈Sn

∑16i6n

Miσ(i)

with = if (ε,M) is tropically sign generic, meaning that alloptimal permutations yield the same sgn(σ)

∏16i6n εiσ(i).

It is generic if there is only one optimal permutation.Sign-genericity is related to even cycle problem and Polya’s permanent problem.Checkable in polynomial time, as well as genericity (simpler).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 51 / 73

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Tropical sign genericity and optimal assignments

Let M ∈ Rn×nmax and ε ∈ ±1, 0n×n. M ∈ Kn×n is a lift of

(ε,M) if valM = M and sgnM = ε. We have

val∑σ∈Sn

sgn(σ)∏

16i6n

Miσ(i) 6 maxσ∈Sn

∑16i6n

Miσ(i)

with = if (ε,M) is tropically sign generic, meaning that alloptimal permutations yield the same sgn(σ)

∏16i6n εiσ(i).

It is generic if there is only one optimal permutation.Sign-genericity is related to even cycle problem and Polya’s permanent problem.Checkable in polynomial time, as well as genericity (simpler).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 51 / 73

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Tropical sign genericity and optimal assignments

Let M ∈ Rn×nmax and ε ∈ ±1, 0n×n. M ∈ Kn×n is a lift of

(ε,M) if valM = M and sgnM = ε. We have

val∑σ∈Sn

sgn(σ)∏

16i6n

Miσ(i) 6 maxσ∈Sn

∑16i6n

Miσ(i)

with = if (ε,M) is tropically sign generic, meaning that alloptimal permutations yield the same sgn(σ)

∏16i6n εiσ(i).

It is generic if there is only one optimal permutation.

Sign-genericity is related to even cycle problem and Polya’s permanent problem.Checkable in polynomial time, as well as genericity (simpler).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 51 / 73

Page 122: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Tropical sign genericity and optimal assignments

Let M ∈ Rn×nmax and ε ∈ ±1, 0n×n. M ∈ Kn×n is a lift of

(ε,M) if valM = M and sgnM = ε. We have

val∑σ∈Sn

sgn(σ)∏

16i6n

Miσ(i) 6 maxσ∈Sn

∑16i6n

Miσ(i)

with = if (ε,M) is tropically sign generic, meaning that alloptimal permutations yield the same sgn(σ)

∏16i6n εiσ(i).

It is generic if there is only one optimal permutation.Sign-genericity is related to even cycle problem and Polya’s permanent problem.Checkable in polynomial time, as well as genericity (simpler).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 51 / 73

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LP tropically sign generic means that every minor of“(A+ − A−, b+ − b−)” is sign generic.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 52 / 73

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sign generic condition not satisfied, valuation does notcommute with the external representation.

x1 + x2 6 1, t1x1 + x2 > 1, x1 + t1x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2) 6 0, max(1 + X1,X2) > 0, max(X1, 1 + X2) > 0 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition not satisfied, valuation does notcommute with the external representation.

x1 + x2 6 1, t1x1 + x2 > 1, x1 + t1x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2) 6 0, max(1 + X1,X2) > 0, max(X1, 1 + X2) > 0 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition not satisfied, valuation does notcommute with the external representation.

x1 + x2 6 1, t1x1 + x2 > 1, x1 + t1x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2) 6 0, max(1 + X1,X2) > 0, max(X1, 1 + X2) > 0 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

Page 127: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

sign generic condition not satisfied, valuation does notcommute with the external representation.

x1 + x2 6 1, t1x1 + x2 > 1, x1 + t1x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2) 6 0, max(1 + X1,X2) > 0, max(X1, 1 + X2) > 0 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition not satisfied, valuation does notcommute with the external representation.

x1 + x2 6 1, t1x1 + x2 > 1, x1 + t1x2 > 1Xi = log xi/ log t, t → 0.

max(X1,X2) 6 0, max(1 + X1,X2) > 0, max(X1, 1 + X2) > 0 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition satisfied, valuation does commutewith the external representation.

x1 + x2 6 tε, t1x1 + x2 > 1, x1 + t1x2 > 1, t2x1 > 1, t2x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2)6ε, max(1+X1,X2)>0, max(X1, 1+X2)>0, X1>2,X2>2 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition satisfied, valuation does commutewith the external representation.

x1 + x2 6 tε, t1x1 + x2 > 1, x1 + t1x2 > 1, t2x1 > 1, t2x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2)6ε, max(1+X1,X2)>0, max(X1, 1+X2)>0, X1>2,X2>2 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition satisfied, valuation does commutewith the external representation.

x1 + x2 6 tε, t1x1 + x2 > 1, x1 + t1x2 > 1, t2x1 > 1, t2x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2)6ε, max(1+X1,X2)>0, max(X1, 1+X2)>0, X1>2,X2>2 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

Page 132: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

sign generic condition satisfied, valuation does commutewith the external representation.

x1 + x2 6 tε, t1x1 + x2 > 1, x1 + t1x2 > 1, t2x1 > 1, t2x2 > 1

Xi = log xi/ log t, t → 0.

max(X1,X2)6ε, max(1+X1,X2)>0, max(X1, 1+X2)>0, X1>2,X2>2 .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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sign generic condition satisfied, valuation does commutewith the external representation.

Xi = log xi/ log t, t → 0.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 53 / 73

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Assume that the data are tropically in general position.

Theorem (Allamigeon, Benchimol, SG, Joswig arXiv:1308.0454,SIAM J. Disc. Math)

The valuation of the path of the simplex algorithm over K can becomputed tropically (with a compatible pivoting rule). One iterationtakes O(n(m + n)) time.

Tropical Cramer determinants = opt. assignment used to computereduce costs.

Pivoting is more subttle tropically. Tropical general position assumption (only one optimal

permutation) stronger than sign general position (all optimal permutations yield monomials

with the same sign). The O(n(n + m)) bound arises by tracking the deformations of a

hypergraph along a tropical edge. We can still pivot tropically if the data are only in sign

general position, but then we (currently) loose a factor n in time.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 54 / 73

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Assume that the data are tropically in general position.

Theorem (Allamigeon, Benchimol, SG, Joswig arXiv:1308.0454,SIAM J. Disc. Math)

The valuation of the path of the simplex algorithm over K can becomputed tropically (with a compatible pivoting rule). One iterationtakes O(n(m + n)) time.

Tropical Cramer determinants = opt. assignment used to computereduce costs.

Pivoting is more subttle tropically. Tropical general position assumption (only one optimal

permutation) stronger than sign general position (all optimal permutations yield monomials

with the same sign). The O(n(n + m)) bound arises by tracking the deformations of a

hypergraph along a tropical edge. We can still pivot tropically if the data are only in sign

general position, but then we (currently) loose a factor n in time.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 54 / 73

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Example of compatible pivoting rule. A rule is combinatorial if anyentering/leaving inequalities are functions of the history (sequence ofbases) and of the signs of the minors of the matrix

M =( A bc> 0

).

(eg signs of reduced costs).Most known pivoting rules are combinatorial.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 55 / 73

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Mean payoff games reduce to tropical LP

Theorem (Allamigeon, Benchimol, SG, Joswig arXiv:1309.5925,SIAM J. Opt, + refinement in Benchimol’s PhD)

If any combinatorial (or even “semialgebraic”) rule in classical linearprogramming would run in strongly polynomial time, then, meanpayoff games could be solved in strongly polynomial time.

The “semialgebraic” rule must satisfy a mild technical assumption(polynomial time solvability of LP’s over Newton polytopes).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 56 / 73

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Sketch of Proof

1 Mean payoff games are equivalent to feasibility problems intropical linear programming (Akian, SG, Guterman)

2 Tropical linear programs can be lifted to a subclass of classicallinear programs over K.

3 The set of runs (sequences of bases) of the classical simplexalgorithm equipped with a combinatorial (or even semialgebraic)pivoting rule is independent of the real closed field. Being a runis a first order property, apply Tarski’s theorem. So, number ofiterations of classical simplex over K is the same as over R.

4 Can simulate the classical simplex on K tropically, every pivotbeing strongly polynomial.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 57 / 73

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Technicalities were hidden here.Instead of K, we eventually use a field of formal Hahn series

R[[tRN

]], the value group RN is equipped with lex order

to encode a symbolic perturbation scheme (needs to encode a MPGby a LP in general position).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 58 / 73

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Part VTropicalization of the central path

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 59 / 73

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Primal-dual central path

minimizec>x

µ−

n∑j=1

log(xj )−m∑

i=1

log(wi )

subject to Ax + w = b, x > 0,w > 0.

(1)

Ax + w = b

−A>y + s = c

wi yi = µ for all i ∈ [m]

xj sj = µ for all j ∈ [n]

x ,w , y , s > 0 .

(2)

For any µ > 0, ∃! (xµ,wµ, yµ, sµ) ∈ Rn × Rm × Rm × Rn. Thecentral path is the image of the map C : R>0 → R2m+2n which sendsµ > 0 to the vector (xµ,wµ, yµ, sµ).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 60 / 73

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The tropical central path

Assume now that A(t),b(t), c(t) have entries in K(absolutely converging Puiseux series with real exponents,t →∞).

The tropical central path is the log-limit:

Ctrop : λ 7→ limt→∞

log C(tλ)

log t. (3)

The pointwise limit does exist since C(·) is definable in apolynomially bounded o-minimal structure.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 61 / 73

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Theorem

The family of maps (logt C(t, ·))t converges uniformly onany closed interval [a, b] ⊂ R to the tropical central pathCtrop.

Proof of uniformity uses

max(a, b) 6 logt(ta + tb) 6 logt 2 + max(a, b) .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 62 / 73

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Computing the tropical central path

P := (x,w) ∈ Kn+m | Ax + w = b, x > 0, w > 0

Theorem (Allamigeon, Benchimol, SG, Joswig arXiv:1405.4161)

Assume that b, c > 0. Then, for µ = tλ,

val(xµ,wµ) = max(

valP ∩ (x ,w) ∈ Rm+nmax | c>x 6 λ

).

In particular, the valuation of the analytic center (take λ =∞) is themaximal element of valP .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 63 / 73

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Computing the tropical central path

P := (x,w) ∈ Kn+m | Ax + w = b, x > 0, w > 0

Theorem (Allamigeon, Benchimol, SG, Joswig arXiv:1405.4161)

Assume that b, c > 0. Then, for µ = tλ,

val(xµ,wµ) = max(

valP ∩ (x ,w) ∈ Rm+nmax | c>x 6 λ

).

In particular, the valuation of the analytic center (take λ =∞) is themaximal element of valP .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 63 / 73

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x1 + x2 6 2

t1x1 6 1 + t2x2

t1x2 6 1 + t3x1

x1 6 t2x2

x1, x2 > 0 .

(4)

Its value val(P t) is the tropical set described by theinequalities:

max(x1, x2) 6 0

1 + x1 6 max(0, 2 + x2)

1 + x2 6 max(0, 3 + x1)

x1 6 2 + x2 .

(5)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 64 / 73

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−4 −3 −2 −1 0−4

−3

−2

−1

0

x1

x2

−4 −3 −2 −1 0−4

−3

−2

−1

0

x1

x2

Figure : Tropical central paths on the Puiseux polyhedron (4) for theobjective function min x2 (left) and min t1x1 + x2 (right).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 65 / 73

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The counter example . . .

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 66 / 73

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min v0

s.t. u0 6 t1

v0 6 t2

vi 6 t(1− 1

2i )(ui−1 + vi−1) for 1 6 i 6 r

ui 6 t1ui−1 for 1 6 i 6 r

ui 6 t1vi−1 for 1 6 i 6 r

ur > 0, vr > 0

LPr

Theorem (Allamigeon, Benchimol, SG, Joswig arXiv:1405.4161)

For t large enough, the total curvature of the central path is> (2r−1 − 1)π/2.

Large enough: log2 t = Ω(2r ). Need an exponential number of bits.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 67 / 73

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u0 6 t1 u0 6 1

v0 6 t2 v0 6 2

vi 6 t(1− 1

2i )(ui−1 + vi−1) vi 6 1− 1

2i+ max(ui−1, vi−1)

ui 6 t1ui−1 ui 6 1 + ui−1

ui 6 t1vi−1 ui 6 1 + vi−1

ur > 0, vr > 0 c>x = v0 6 λ

The tropical central path is given by

u0 = 1

v0 = min(2, λ)

vi = 1− 1

2i+ max(ui−1, vi−1)

ui = 1 + min(ui−1, vi−1)

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 68 / 73

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0 1 20

1

2

3

4

5

λ

u1

v1

u2

v2

u3

v3

u4

v4

Figure : A tropical central path with many segments

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 69 / 73

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How the counter example was found

Bezem, Nieuwenhuis and Rodrıguez-Carbonell (2008) constructed aclass of tropical linear programs for which an algorithm of Butkovicand Zimmermann (2006) exhibits an exponential running time.

Their algorithm is, loosely speaking, in the family of tropical simplexalgorithms.

There is a class of tropical LP for which the tropical central pathdegenerates to a simplex path (moves only on the edges).

This is the case on this example. The tropical central path passesthrough an exponential number of basic points.

The central path of P t converges to the tropical central path ast → 0 (dequantization).

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 70 / 73

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How we bound the classical curvature

Can define tropical angle ∠t ∈ 0, π/2, π,∠tPQR := inf ∠PQR, P,Q,R ∈ Kn, valP = P , valQ = Q, valR = R

Can define tropical total curvature

κt := supk−1∑i=0

∠tPi−1Pi Pi+1, P0, . . . ,Pk points on the path .

π/2

π/2

Total curvature of the classical path is > than the tropical totalcurvature of its valuation, which is Ω(2r ) here.

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 71 / 73

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Concluding remarks

Mean payoff games are not harder than “pivoting for LP”

The central path can degenerate to a tropical simplex path andmake an exponential number of turns → current log-barrier pathfollowing methods are not strongly polynomial.

Got polynomial time solvability result for MPG in average as aconsequence of the approach and of the polynomial time averageresult for the shadow vertex rule of Adler, Karp, and Shamir(Allamigeon, Benchimol, SG, ICALP).

Is the inequality MPG 6 LP strict?

Further work with Allamigeon, Skomra: tropicalization of SDP→ stochastic mean payoff games (ISSAC 2016), solves genericSDP over real nonarchimedean fields.

Can we make “an archimedean” version of the game algorithmswhich apply to generic nonarchimedean LP/SDP ?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 72 / 73

Page 155: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Concluding remarks

Mean payoff games are not harder than “pivoting for LP”

The central path can degenerate to a tropical simplex path andmake an exponential number of turns → current log-barrier pathfollowing methods are not strongly polynomial.

Got polynomial time solvability result for MPG in average as aconsequence of the approach and of the polynomial time averageresult for the shadow vertex rule of Adler, Karp, and Shamir(Allamigeon, Benchimol, SG, ICALP).

Is the inequality MPG 6 LP strict?

Further work with Allamigeon, Skomra: tropicalization of SDP→ stochastic mean payoff games (ISSAC 2016), solves genericSDP over real nonarchimedean fields.

Can we make “an archimedean” version of the game algorithmswhich apply to generic nonarchimedean LP/SDP ?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 72 / 73

Page 156: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Concluding remarks

Mean payoff games are not harder than “pivoting for LP”

The central path can degenerate to a tropical simplex path andmake an exponential number of turns → current log-barrier pathfollowing methods are not strongly polynomial.

Got polynomial time solvability result for MPG in average as aconsequence of the approach and of the polynomial time averageresult for the shadow vertex rule of Adler, Karp, and Shamir(Allamigeon, Benchimol, SG, ICALP).

Is the inequality MPG 6 LP strict?

Further work with Allamigeon, Skomra: tropicalization of SDP→ stochastic mean payoff games (ISSAC 2016), solves genericSDP over real nonarchimedean fields.

Can we make “an archimedean” version of the game algorithmswhich apply to generic nonarchimedean LP/SDP ?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 72 / 73

Page 157: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Concluding remarks

Mean payoff games are not harder than “pivoting for LP”

The central path can degenerate to a tropical simplex path andmake an exponential number of turns → current log-barrier pathfollowing methods are not strongly polynomial.

Got polynomial time solvability result for MPG in average as aconsequence of the approach and of the polynomial time averageresult for the shadow vertex rule of Adler, Karp, and Shamir(Allamigeon, Benchimol, SG, ICALP).

Is the inequality MPG 6 LP strict?

Further work with Allamigeon, Skomra: tropicalization of SDP→ stochastic mean payoff games (ISSAC 2016), solves genericSDP over real nonarchimedean fields.

Can we make “an archimedean” version of the game algorithmswhich apply to generic nonarchimedean LP/SDP ?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 72 / 73

Page 158: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Concluding remarks

Mean payoff games are not harder than “pivoting for LP”

The central path can degenerate to a tropical simplex path andmake an exponential number of turns → current log-barrier pathfollowing methods are not strongly polynomial.

Got polynomial time solvability result for MPG in average as aconsequence of the approach and of the polynomial time averageresult for the shadow vertex rule of Adler, Karp, and Shamir(Allamigeon, Benchimol, SG, ICALP).

Is the inequality MPG 6 LP strict?

Further work with Allamigeon, Skomra: tropicalization of SDP→ stochastic mean payoff games (ISSAC 2016), solves genericSDP over real nonarchimedean fields.

Can we make “an archimedean” version of the game algorithmswhich apply to generic nonarchimedean LP/SDP ?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 72 / 73

Page 159: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

Concluding remarks

Mean payoff games are not harder than “pivoting for LP”

The central path can degenerate to a tropical simplex path andmake an exponential number of turns → current log-barrier pathfollowing methods are not strongly polynomial.

Got polynomial time solvability result for MPG in average as aconsequence of the approach and of the polynomial time averageresult for the shadow vertex rule of Adler, Karp, and Shamir(Allamigeon, Benchimol, SG, ICALP).

Is the inequality MPG 6 LP strict?

Further work with Allamigeon, Skomra: tropicalization of SDP→ stochastic mean payoff games (ISSAC 2016), solves genericSDP over real nonarchimedean fields.

Can we make “an archimedean” version of the game algorithmswhich apply to generic nonarchimedean LP/SDP ?

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 72 / 73

Page 160: Zero-sum games, non-archimedean convexity and sinuous central …ghan/WAM/Stephane.pdf · 2016-09-09 · Inductive step of interior points: x NewtonStep(x; ); reduce so that x remains

The tentative conclusion of the story is that “detropicalization” yieldsunusual instances, combinatorially tractable: tropicalization is aformidable machine to find counter-examples.

Thank you !

Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 73 / 73

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Stephane Gaubert (INRIA and CMAP) Non archimedean convexity. . . HKU 73 / 73