Solving generic nonarchimedean semidefinite programs using stochastic game algorithms

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Abstract

A general issue in computational optimization is to develop combinatorial algorithms for semidefinite programming. We address this issue when the base field is nonarchimedean. We provide a solution for a class of semidefinite feasibility problems given by generic matrices with a Metzler-Type sign pattern. Our approach is based on tropical geometry. We define tropical spectrahedra as the images by the valuation of nonarchimedean spectrahedra, and provide an explicit description of the tropical spectrahedra arising from the aforementioned class of problems. We deduce that the tropical semidefinite feasibility problems obtained in this way are equivalent to stochastic mean payoff games, which have been well studied in algorithmic game theory. This allows us to solve nonarchimedean semidefinite feasibility problems using algorithms for stochastic games. These algorithms are of a combinatorial nature and work for large instances.

Original languageEnglish
Title of host publicationISSAC 2016 - Proceedings of the 2016 ACM International Symposium on Symbolic and Algebraic Computation
EditorsMarkus Rosenkranz
PublisherAssociation for Computing Machinery
Pages31-38
Number of pages8
ISBN (Electronic)9781450343800
DOIs
Publication statusPublished - 20 Jul 2016
Event41st ACM International Symposium on Symbolic and Algebraic Computation, ISSAC 2016 - Waterloo, Canada
Duration: 20 Jul 201622 Jul 2016

Publication series

NameProceedings of the International Symposium on Symbolic and Algebraic Computation, ISSAC
Volume20-22-July-2016

Conference

Conference41st ACM International Symposium on Symbolic and Algebraic Computation, ISSAC 2016
Country/TerritoryCanada
CityWaterloo
Period20/07/1622/07/16

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