7.1.1 Coq-Polyhedra

• Name: Coq-Polyhedra
• Keywords: Coq, Polyhedra, Automated theorem proving, Linear optimization
• Scientific Description:

  Coq-Polyhedra is a library providing a formalization of convex polyhedra in the Coq proof assistant. While still in active development, it provides an implementation of the simplex method, and already handles the basic properties of polyhedra such as emptiness, boundedness, membership. Several fundamental results in the theory of convex polyhedra, such as Farkas Lemma, duality theorem of linear programming, and Minkowski Theorem, are also formally proved.

  The formalization is based on the Mathematical Components library, and makes an extensive use of the boolean reflection methodology.

• Functional Description: Coq-Polyhedra is a library which aims at formalizing convex polyhedra in Coq
• News of the Year:

  Coq-Polyhedra now provides most of the basic operations on polyhedra. They are expressed on a quotient type that avoids reasoning with particular inequality representations. They include : * the construction of elementary polyhedra (half-spaces, hyperplanes, affine spaces, orthants, simplices, etc) * basic operations such as intersection, projection (thanks to the formalization of the Fourier-Motzkin algorithm), image under linear functions, computations of convex hulls, finitely generated cones, etc. * computation of affine hulls of polyhedra, as well as their dimension

  Thanks to this, we have made huge progress on the formalization of the combinatorics of polyhedra. The poset of faces, as well as its fundamental properties (lattice, gradedness, atomicity and co-atomicity, etc) are now formalized. The manipulation of the faces is based on an extensive use of canonical structures, that allows to get the most appropriate inequality representations for reasoning. In this way, we arrive at very concise and elegant proofs, closer to the pen-and-paper ones.

• URL: https://github.com/nhojem/Coq-Polyhedra
• Publications: hal-01673390, hal-01967575, hal-01967576
• Contacts: Xavier Allamigeon, Ricardo Katz, Pierre-Yves Strub
• Participants: Xavier Allamigeon, Vasileios Charisopoulos, Ricardo Katz, Pierre-Yves Strub
• Partners: CIFASIS, Ecole Polytechnique

7.1.2 EmergencyEval

• Keywords: Dynamic Analysis, Simulation, Ocaml, Emergency, Firefighters, Police
• Scientific Description:

  This software aims at enabling the definition of a Petri network execution semantic, as well as the instanciation and execution of said network using the aforedefined semantic.

  The heart of the project dwells in its kernel which operates the step-by-step execution of the network, obeying rules provided by an oracle. This user-defined and separated oracle computes the information necessary to the kernel for building the next state using the current state. The base of our software is the framework for the instanciation and execution of Petri nets, without making assumptions regarding the semantic.

  In the context of the study of the dynamics of emergency call centers, a second part of this software is the definition and implementation of the semantic of call centers modelized as Petri nets, and more specifically timed prioritized Petri nets. A module interoperating with the kernel enables to include all the operational specificities of call centers (urgency level, discriminating between operators and callers ...) while guaranteeing the genericity of the kernal which embeds the Petri net formalism as such.

• Functional Description:

  In order to enable the quantitative study of the throughput of calls managed by emergency center calls and the assesment of various organisationnal configurations considered by the stakeholders (firefighters, police, medical emergency service of the 75, 92, 93 and 94 French departments), this software modelizes their behaviours by resorting to extensions of the Petri net formalism. Given a call transfer protocol in a call center, which corresponds to a topology and an execution semantic of a Petri net, the software generates a set of entering calls in accord with the empirically observed statistic ditributions (share of very urgent calls, conversation length), then simulates its management by the operators with respect to the defined protocol. Transitional regimes phenomenons (peak load, support) which are not yet handled by mathematical analysis could therefore be studied. The ouput of the software is a log file which is an execution trace of the simulation featuring extensive information in order to enable the analysis of the data for providing simulation-based insights for decision makers.

  The software relies on a Petri net simulation kernel designed to be as modular and adaptable as possible, fit for simulating other Petri-net related phenomenons, even if their semantic differ greatly.

• Contacts: Baptiste Colin, Xavier Allamigeon, Stéphane Gaubert
• Participants: Baptiste Colin, Xavier Allamigeon

8.1.1 Fixed points of order preserving homogeneous maps and zero-sum games

Participants: Marianne Akian, Stéphane Gaubert.

In a series of joint works with Antoine Hochart, applied methods of non-linear fixed point theory to zero-sum games.

A key issue is the solvability of the ergodic equation associated to a zero-sum game with finite state space, i.e., given a dynamic programming operator $T$ associated to an undiscounted problem, one looks for a vector $u$, called the bias, and for a scalar $\lambda$, the ergodic constant, such that $T\left(u\right)=\lambda e+u$. The bias vector is of interest as it allows to determine optimal stationnary strategies.

In 13, we apply game theory methods to the study of the nonlinear eigenproblem for homogeneous order preserving self maps of the interior of the cone. We show that the existence and uniqueness of an eigenvector is governed by combinatorial conditions, involving dominions (sets of states “controlled” by one of the two players). In this way, we characterize the situation in which the existence of an eigenvector holds independently of perturbations, and we solve an open problem raised in  72.

8.1.2 Nonlinear fixed point methods to compute joint spectral raddi of nonnegative matrices

Participants: Stéphane Gaubert.

In 20, we introduce a non-linear fixed point method to approximate the joint spectral radius of a finite set of nonnegative matrices. We show in particular that the joint spectral radius is the limit of the eigenvalues of a family of non-linear risk-sensitive type dynamic programming operators. We develop a projective version of Krasnoselskii-Mann iteration to solve these eigenproblems, and report experimental results on large scale instances (several matrices in dimensions of order 1000 within a minute).

8.1.3 Tropical-SDDP algorithms for stochastic control problems

Participants: Marianne Akian, Duy Nghi Benoît Tran.

The PhD thesis of Benoît Tran 108, supervised by Jean-Philippe Chancelier (ENPC) and Marianne Akian concerns the numerical solution of the dynamic programming equation of discrete time stochastic control problems.

Several methods have been proposed in the litterature to bypass the curse of dimensionality difficulty of such an equation, by assuming a certain structure of the problem. Examples are the max-plus based method of McEneaney  90, 88, the stochastic max-plus scheme proposed by Zheng Qu  99, the stochastic dual dynamic programming (SDDP) algorithm of Pereira and Pinto  95, the mixed integer dynamic approximation scheme of Philpott, Faisal and Bonnans  50, the probabilistic numerical method of Fahim, Touzi and Warin  65, and its association with the max-plus based method proposed in  39. We propose to associate and compare these methods in order to solve more general structures.

In a first work  38, we build a common framework for both the SDDP and a discrete time and finite horizon version of Zheng Qu's algorithm for deterministic problems involving a finite set-valued (or switching) control and a continuum-valued control. We propose an algorithm that generates monotone approximations of the value function as a pointwise supremum, or infimum, of basic (affine or quadratic for example) functions which are randomly selected. We give sufficient conditions that ensure almost sure convergence of the approximations to the value function. In 32, we study generalizations and combinaison of these algorithms to the case of stochastic optimal control problems.

In recent works we introduce and study an entropic relaxation of the Nested Distance introduced by Pflug  96, and the interchange between integration and minimization.

8.1.4 Multiply Accelerated Value Iteration Algorithms For Classes of Markov Decision Processes

Participants: Marianne Akian, Stéphane Gaubert, Omar Saadi.

8.1.5 Polyhedral representation of multi-stage stochastic linear problems

Participants: Maël Forcier, Stéphane Gaubert.

In 37 (joint work with Vincent Leclère, ENPC), we study multistage stochastic problems with a linear structure and general cost distribution, and show that the value function is polyhedral. We characterize the affinity regions as the cells of a chamber complex. We deduce fixed-parameter tractability results, showing that when the dimensions of some state spaces are fixed, the problem (which is generally sharp-P complete) becomes polynomial.

8.1.6 Highway hierarchies for Hamilton-Jacobi-Bellman (HJB) PDEs

Participants: Marianne Akian, Stéphane Gaubert, Shanqing Liu.

Hamilton-Jacobi-Bellman equations arise as the dynamic programming equations of deterministic or stochastic optimal control problems. They allow to obtain the global optimum of these problems and to synthetize an optimal feedback control, leading to a solution robust against system perturbations. Several methods have been proposed in the litterature to bypass the obstruction of curse of dimensionality of such equations, assuming a certain structure of the problem, and/or using “unstructured discretizations”, that are not based on given grids. Among them, one may cite tropical numerical method, and probabilistic numerical method. On another direction, “highway hierarchies”, developped by Sanders, Schultes and coworkers  64, 103, initially for applications to on-board GPS systems, are a computational method that allows one to accelerate Dijkstra algorithm for discrete time and state shortest path problems.

The aim of the starting thesis of Shanqing Liu is to develop new numerical methods to solve Hamilton-Jacobi-Bellman equations that are less sensitive to curse of dimensionality. One will particularly develop methods based on continuous, or infinitesimal, analogues of highway hierarchies, that can also be adapted to unstructured discretization grids. The first step initiated during the internship of Shanqing Liu is to adapt highway hierarchies to the fast marching method.

8.2.1 Volume in Hilbert and Funk geometries

Participants: Constantin Vernicos, Cormac Walsh.

In a recent paper  27, we investigated how the volume of a ball in a Hilbert geometry grows as its radius increases. In particular, we studied the volume entropy

where $B(x,r)$ is the metric ball with center $x$ and radius $r$, and $Vol$ denotes the Holmes–Thompson volume. Note that the volume entropy does not depend on the particular choice of $x$. We showed that the volume entropy is exactly twice the flag-approximability of the convex body. This is a new notion of approximability we introduced that measures the complexity of a polytope by counting its number of flags rather than its number of vertices. A corollary is that the Euclidean ball has the maximal volume entropy among Hilbert geometries of a given dimension, a fact that was recently proved by Tholozan by other means. we also showed that the rate of growth of the volume is minimised when the convex body is a simplex.

We are continuing this work by investigating the volume of balls of finite radius, rather than the asymptotics. We have found it convenient to turn our attention to a metric different from the Hilbert metric, but related to it. The Funk metric, as it is called, lacks the symmetry property usually assumed for metric spaces. However, it is somewhat simpler to work with when dealing with volumes, and it exhibits the same interesting behaviour. Given a convex body and a radius $r$, there is a unique point $x$ such that the Funk ball of radius $r$ centered at $x$ minimises the volume over all Funk balls of the same radius. It is natural to conjecture that this minimum volume, which depends on the convex body, it maximised when the body is a Euclidean ball. If this is true, one could recover Blaschke–Santaló inequality by letting the radius tend to zero, and the centro-affine isoperimetric inequality by letting the radius tend to infinity. Similarly, consideration of the minimum provides an interpolation between the Mahler conjecture and Kalai's flag conjecture.

8.2.2 Topics in Hilbert's geometry

Participants: Constantin Vernicos.

I started my secondment in early 2020 revising my work with Cormac Walsh on the entropy of Hilbert geometries which finally got accepted by the Annales de l'ENS who asked these revision, see Section 8.2.1 for more information. We also started working on another conjecture we had: that the Busemann volumes of a ball in any given Hilbert geometry was bounded from above by the volume ball of the hyperbolic geometry. We discovered that this failed for some small balls. This has to be put into perspective with the result obtained by Vernicos-Yang  110 which implies that for large radii this always the case. We are currently studying the Holmes-Thompson volume in Funk geometry.

In the second semester of 2020 I also started a collaboration with Antonin Guilloux (IMJ) with whom we are trying to find out at how many point inside a Hilbert geometry one needs to know the unit tangent ball to be able to characterise the convex body. Our conjecture is that one needs one more point than the dimension and we have done some progress in proving these for polytopes.

At the same time I have been exchanging with Stéphane Gaubert who introduced me to the central path and barrier method. That is how I saw that the universal barrier is exactly the Holmes-Thompson volume of the Funk geometry of a convex set. Furthermore it allowed me to realize that a paper by Andreas Bernig  54 actually uses a barrier for which the central path is a quasi-geodesic of the polytope. We are currently trying to find out how this is beneficial for the optimization problem.

8.3.1 Formalizing convex polyhedra in Coq

Participants: Xavier Allamigeon, Quentin Canu.

In a joint work with Ricardo Katz (Conicet, Argentina) and Pierre-Yves Strub (LIX, Ecole Polytechnique), we present the first formalization of faces of polyhedra in the proof assistant Coq. This builds on the formalization of a library providing the basic constructions and operations over polyhedra, including projections, convex hulls and images under linear maps. Moreover, we design a special mechanism which automatically introduces an appropriate representation of a polyhedron or a face, depending on the context of the proof. We demonstrate the usability of this approach by establishing some of the most important combinatorial properties of faces, namely that they constitute a family of graded atomistic and coatomistic lattices closed under sublattices. This is implemented in the CoqPolyhedra library (we refer to the software session for more details). This work has been published in 10th International Joint Conference on Automated Reasoning  31, and invited for a submission to a special issue of Logical Methods in Computer Science.

During his M2 internship under the supervision of X. Allamigeon and P.-Y. Strub, Quentin Canu has worked on the development of vertex enumeration methods in CoqPolyhedra. We are now working the formalization of lattices and ordered structures, with a special emphasis on finite (sub)lattices.

8.3.2 Linear algebra over systems

Participants: Marianne Akian, Stéphane Gaubert.

In a joint work with Louis Rowen (Univ. Bar Ilan), we study linear algebra and convexity properties over “systems”. The latter provide a general setting encompassing extensions of the tropical semifields and hyperfields.

8.3.3 Ambitropical convexity and Shapley retracts

Participants: Marianne Akian, Stéphane Gaubert.

8.4.1 Eigenvalues of Tropical Symmetric Matrices

Participants: Marianne Akian, Stéphane Gaubert, Hanieh Tavakolipour.

The tropical semifields can be thought of as images of fields with a non-archimedean valuation. It allows in this way to study the asymptotics of Puiseux series with complex coefficients. When dealing with Puiseux series with real coefficients and with its associated order, it is convenient to use the symmetrized tropical semiring introduced in  98 (see also 51), and the signed valuation which associates to any series its valuation together with its sign.

We study with these tools the asymptotics of eigenvalues and eigenvectors of symmetric positive definite matrices over the field of Puiseux series. This raises the problem of defining the appropriate notions of positive definite matrices over the symmetrized tropical semiring, eigenvalues and eigenvectors of such matrices, thus roots of polynomials and their multiplicities. This builds on 14 and 52.

8.5.1 Tropicalization of interior point methods and application to complexity

Participants: Xavier Allamigeon, Stéphane Gaubert.

The entropic barrier, studied by Bubeck and Eldan (Proc. Mach. Learn. Research, 2015), is a self-concordant barrier with asymptotically optimal self-concordance parameter. In a joint work  35 with Abdellah Aznag (Columbia University) and Yassine Hamdi (Ecole Polytechnique), we study the tropicalization of the central path associated with the entropic barrier, i.e., the logarithmic limit of this central path for a parametric family of linear programs defined over the field of Puiseux series. Our main result is that the tropicalization of the entropic central path is a piecewise linear curve which coincides with the tropicalization of the logarithmic central path studied by Allamigeon et al. in 6. One consequence is that the number of linear pieces in the tropical entropic central path can be exponential in the dimension and the number of inequalities defining the linear program. This result suggests that the interior point methods using the entropic barrier may be subject to the same pathology that the ones based on the logarithmic barrier, i.e., the number of iterations performed may be exponential in the dimension and the number of inequalities.

8.5.2 Tropical Nash equilibria and complementarity problems

Participants: Xavier Allamigeon, Stéphane Gaubert.

Linear complementarity programming is a generalization of linear programming which encompasses the computation of Nash equilibria for bimatrix games. While the latter problem is PPAD-complete, we show in 36 that the analogue of this problem in tropical algebra can be solved in polynomial time. Moreover, we prove that the Lemke–Howson algorithm carries over the tropical setting and performs a linear number of pivots in the worst case. A consequence of this result is a new class of (classical) bimatrix games for which Nash equilibria computation can be done in polynomial time. This is joint work with Frédéric Meunier (Cermics, ENPC).

8.5.3 Tropicalization of semidefinite programming and its relation with stochastic games

Participants: Xavier Allamigeon, Stéphane Gaubert.

Semidefinite programming consists in optimizing a linear function over a spectrahedron. The latter is a subset of ${ℝ}^n$ defined by linear matrix inequalities, i.e., a set of the form

where the $Q^{\left(k\right)}$ are symmetric matrices of order $m$, and $⪰$ denotes the Loewner order on the space of symmetric matrices. By definition, $X⪰Y$ if and only if $X-Y$ is positive semidefinite.

Semidefinite programming can be studied as well over non-archimedien ordered fields: non-archimedean instances encode parametric families of ordinary instances, with an infinitesimal or arbitrarily large parameter.

To this purpose, we studied tropical spectrahedra, which are defined as the images by the valuation of nonarchimedean spectrahedra. We establish that they are closed semilinear sets, and that, under a genericity condition, they are described by explicit inequalities expressing the nonnegativity of tropical minors of order 1 and 2. These results are presented in 14, together with more general materials on the tropicalization of semi-algebraic sets.

8.5.4 Tropical posynomial systems and colorful interior of convex bodies

Participants: Marianne Akian, Marin Boyet, Xavier Allamigeon, Stéphane Gaubert.

We study tropical posynomial systems, with motivations from call center performance evaluation (see Section 8.7.1). We exhibit a class of classical or tropical posynomial systems which can be solved by reduction to linear or convex programming problems. This relies on a notion of colorful vectors with respect to a collection of Newton polytopes. This extends the convex programming approach of one player stochastic games. These results appeared in the proceedings of the International Congress on Mathematical Software 2020 29.

8.6.1 Topology of tensor ranks

Participants: Yang Qi.

The primary goal of 16 is to better understand the topological properties of various tensor ranks, an aspect that has been somewhat neglected in existing studies. However, the results on path-connectedness and simple-connectedness of tensor rank, multilinear rank, and their symmetric counterparts have useful practical implications.

One of the most basic and common problems involving tensors in applications is to find low-rank approximations with respect to one of these notions of rank. Riemannian manifold optimization techniques have been used for this problem. For instance, people consider approximation by tensors of a fixed multilinear rank, i.e.,

which is a smooth Riemannian manifold. Thus Riemannian optimization techniques can be applied. But this raises the question of whether $X_{r_1,\cdots ,r_d}(V_1,\cdots ,V_d)$ is path-connected. If not, then the path-following algorithms that begin from an initial point in one component will never converge to an optimizer located in another. Hence the study of path-connectedness becomes necessary.

Besides, homotopy continuation techniques have also made a recent appearance in tensor decomposition problems over $ℂ$. In general, a tensor of a given rank may have several rank decompositions and such techniques have the advantage of being able to find all decompositions with high probability. The basic idea is that for a given general complex rank-$r$ tensor $A\in W_1\otimes \cdots \otimes W_d$ with a known rank-$r$ decomposition, one may construct a random loop $\tau :[0,1]\to W_1\otimes \cdots \otimes W_d$ with $\tau \left(0\right)=\tau \left(1\right)=A$, the endpoint of this loop gives a rank-$r$ decomposition of $A$, repeat this process a considerable number of times by choosing random loops, and one may expect to obtain all rank-$r$ decompositions. The consideration of loops naturally leads us to questions of simple-connectedness.

Motivated by the above techniques, in 16 (joint work with Pierre Comon, Lek-Heng Lim, and Ke Ye) we systematically study path-connectedness and homotopy groups of sets of tensors defined by tensor rank, border rank, multilinear rank, as well as their symmetric counterparts for symmetric tensors.

8.6.2 Approximation theory of neural networks

Participants: Yang Qi.

In 25 (joint work with Lek-Heng Lim and Mateusz Michałek) we show that the empirical risk minimization (ERM) problem for neural networks has no solution in general. More precisely, given a training set $s_1,\cdots ,s_n\in {ℝ}^p$ with corresponding responses $t_1,\cdots ,t_n\in {ℝ}^q$, fitting a $k$-layer neural network ${\nu }_{\theta }:{ℝ}^p\to {ℝ}^q$ involves estimation of the weights $\theta \in {ℝ}^m$ via an ERM:

We show that even for $k=2$, this infimum is not attainable in general for common activations like ReLU, hyperbolic tangent, and sigmoid functions. In addition, we show that for smooth activations $\sigma \left(x\right)=1/\left(1+exp(-x)\right)$ and $\sigma \left(x\right)=tanh\left(x\right)$, such failure to attain an infimum can happen on a positive-measured subset of responses. For the ReLU activation $\sigma \left(x\right)=max(0,x)$, we completely classify cases where the ERM for a best two-layer neural network approximation attains its infimum. In recent applications of neural networks, where overfitting is commonplace, the failure to attain an infimum is avoided by ensuring that the system of equations $t_i={\nu }_{\theta }\left(s_i\right)$, $i=1,\cdots ,n$, has a solution. For a two-layer ReLU-activated network, we show when such a system of equations has a solution generically, i.e., when can such a neural network be fitted perfectly with probability one.

8.6.3 Spectral inequalities for nonnegative tensors and their tropical analogues

Participants: Stéphane Gaubert.

In 17 (joint work with Shmuel Friedland, University of Illinois at Chicago) we extend some characterizations and inequalities for the eigenvalues of nonnegative matrices, such as Donsker-Varadhan, Friedland-Karlin, Karlin-Ost inequalities, to nonnegative tensors. These inequalities are related to a correspondence between nonnegative tensors and ergodic control: the logarithm of the spectral radius of a tensor is given by the value of an ergodic problem in which instantaneous payments are given by a relative entropy. Some of these inequalities involve the tropical spectral radius, a limit of the spectral radius which we characterize combinatorially as the value of an ergodic Markov decision process.

8.7.1 Performance evaluation of emergency call centers

Participants: Xavier Allamigeon, Marin Boyet, Baptiste Colin, Stéphane Gaubert.

Since 2014, we have been collaborating with Préfecture de Police (Régis Reboul and LcL Stéphane Raclot), more specifically with Brigade de Sapeurs de Pompiers de Paris (BSPP) and Direction de Sécurité de Proximité de l'agglomération parisienne (DSPAP), on the performance evaluation of the new organization (PFAU, “Plate forme d'appels d'urgence”) to handle emergency calls to firemen and policemen in the Paris area. We developed analytical models, based on Petri nets with priorities, and fluid limits, see   45, 46, 55. In 2019, with four students of École polytechnique, Céline Moucer, Julia Escribe, Skandère Sahli and Alban Zammit, we performed case studies, showing the improvement brought by the two level filtering procedure.

Moreover, in 2019, this work has been extended to encompass the handling of health emergency calls, with a new collaboration, involving responsibles from the four services of medical emergency aid of Assistance Publique – Hôpitaux de Paris (APHP), i.e., with SAMU75, 92, 93, 94, in the framework of a project coordinated by Dr. Christophe Leroy from APHP. As part of his PhD work, Marin Boyet have developed Petri net models capturing the characteristic of the centers (CRRA) handling emergency calls the SAMU, in order to make dimensioning recommendations. Following this, we have been strongly solicited by APHP during the pandemic of Covid-19 in order to determine crisis dimensioning of SAMU. Besides, we have initiated a new collaboration, with SAMU69, also on dimensioning.

In parallel, we have further investigated the theoretical properties of timed Petri nets with preselection and priority routing. We represent the behavior of these systems by piecewise affine dynamical systems. We use tools from the theory of nonexpansive mappings to analyze these systems. We establish an equivalence theorem between priority-free fluid timed Petri nets and semi-Markov decision processes, from which we derive the convergence to a periodic regime and the polynomial-time computability of the throughput. More generally, we develop an approach inspired by tropical geometry, characterizing the congestion phases as the cells of a polyhedral complex. These results are illustrated by the application to the performance evaluation of emergency call centers of SAMU in the Paris area. These results have been published in the 41st International Conference on Application and Theory of Petri Nets and Concurrency 30, and later invited to a submission in the journal Fundamenta Informaticæ.

8.7.2 Covid-19 crisis work: Monitoring the epidemic from the analysis of calls to the Emergency Services – PrediDRM and Cluster-Carmen projects

Participants: Marianne Akian, Xavier Allamigeon, Marin Boyet, Baptiste Colin, Ayoub Foussoul, Stéphane Gaubert.

To do so, we analyzed data from patient regulations files and found that they provide early and reliable signals of the epidemiologic growth, which were previously not included among the indicators used to monitor the epidemic. This led to a multidisciplinary work, joint with the physicians of the EMS of AP-HP, to construct medically relevant indicators. We implemented then within a flash research and development action, “PrediDRM”, involving, in addition to members of the Tropical team, engineers and researchers from other INRIA teams and other INRIA centers, Laurent Massoulié, David Parsons, Théotime Grohens, and Thomas Lepoutre. The goal of PrediDRM was to produce the indicators and to analyse them. Most of this work is presented in the article 18, which encompasses both medical and epidemiological aspects. It includes an analysis of the evolution of the epidemic in the Paris area based on EMS data, and mathematical modelling results, showing that the logarithm of epidemic observables can be approximated by a piecewise linear curve, and that its nondifferentiability points allow one to estimate the delay between sanitary measures and their effects on the load of EMS and other hospital departments. The team also benefited of information on numbers and types of emergency calls during the crisis, provided by SAMU69 and SAMU77 – calls to the number 15 – and also, by the direction of the PFAU programme at Préfecture de police (calls to the numbers 17-18-112). Supplementary analyses were produced using these data. We also benefited from informations provided by Enedis, Orange Flux Vision, and SFR during the crisis of the spring, allowing us to evaluate the influence of mobility on epidemic growth, see 18 for more information.

A broader discussion of epidemiological indicators, including EMS indicators, is presented in the article 15, authored by a collective name for a group of researchers gathering physicians and researchers from AP-HP, INSERM and INRIA.

Ayoub Foussoul, as part of his master internship of École polytechnique, analysed the conditioning of the piecewise linear approximation problem used in the monitoring algorithm. He got a “grand prix d'option” of École polytechnique for this work.

We were also requested by AP-HP to refine the EMS indicators by producing a cartography of the epidemic at a local scale in the Paris area, based on EMS calls, in order to help AP-HP to identify clusters. This extension of the PrediDRM project, called “ClusterCarmen”, involved in addition to Xavier Allamigeon, Stéphane Gaubert, and Laurent Massoulié, other researchers and engineers of INRIA, Cédric Adjih, Guillermo Barroso-Andrade, Mathieu Simonin, with the help of Thomas Calmant. Within AP-HP, the ClusterCarmen project was coordinated by Dr. Philippe Le Toumelin and Dr. Paul-Georges Reuter, with the support of the four SAMU of AP-HP and of the AP-HP DSI. The cartography software was deployed on May 11th (the day the initial lockdown was released), the cartography being produced automatically every day and delivered to AP-HP and to other experts in charge of monitoring of the epidemic. The cartography software produced by the INRIA team was transfered to AP-HP at the fall, to allow further developments and extensions.

8.7.3 Game theory and optimization methods for decentralized electric systems

Participants: Stéphane Gaubert, Paulin Jacquot.

This section presents results from the PhD work of Paulin Jacquot, in collaboration with Nadia Oudjane, Olivier Beaude and Cheng Wan (EDF Lab), that were published in 2020.

This work of Paulin Jacquot concerns the application of game theory and distributed optimization techniques to the operation of decentralized electric systems, and in particlar to the management of distributed electric consumption flexibilities. We start by adopting the point of view of a centralized operator in charge of the management of flexibilities for several agents. We provide a distributed and privacy-preserving algorithm to compute consumption profiles for agents that are optimal for the operator. In the proposed method, the individual constraints as well as the individual consumption profile of each agent are never revealed to the operator or the other agents 21. A patent related to this method has been published  82.

A collaboration with Cheng Wan (EDF Lab) led to an additional part of this PhD thesis. We consider an operator dealing with a very large number of players, for which evaluating the equilibria in a congestion game will be difficult. To address this issue, we give approximation results on the equilibria in congestion and aggregative games with a very large number of players, in the presence of coupling constraints. These results, obtained in the framework of variational inequalities and under some monotonicity conditions, can be used to compute an approximate equilibrium, solution of a small dimension problem 22. In line with the idea of modeling large populations, we consider nonatomic congestion games with coupling constraints, with an infinity of heterogeneous players: these games arise when the characteristics of a population are described by a parametric density function. Under monotonicity hypotheses, we prove that Wardrop equilibria of such games, given as solutions of an infinite dimensional variational inequality, can be approximated by symmetric Wardrop equilibria of auxiliary games, solutions of low dimension variational inequalities. Again, those results can be the basis of tractable methods to compute an approximate Wardrop equilibrium in a nonatomic infinite-type congestion game 83. Last, in a collaboration with Hélène Le Cadre, Cheng Wan and Clémence Alasseur, we consider a game model for the study of decentralized peer-to-peer energy exchanges between a community of consumers with renewable production sources. We study the generalized equilibria in this game, which characterize the possible energy trades and associated individual consumptions. We compare the equilibria with the centralized solution minimizing the social cost, and evaluate the efficiency of equilibria through the price of anarchy 24.

8.7.4 Multistage Stochastic Optimal Power Flow Problem

Participants: Maxime Grangereau, Stéphane Gaubert.

This work is part of the PhD work of Maxime Grangereau, cosupervised by Emmanuel Gobet, in collaboration with Wim van Ackooij (EDF).

We study a multistage and stochastic extension of the Optimal Power Flow problem (OPF). We developed semidefinite relaxations, extending the ones which arise in static and deterministic OPF problems. We provided a priori conditions which guarantee the absence of relaxation gap, and also a posteriori methods allowing one to bound this relaxation gap. We applied this approach on examples of grids, with scenario trees representing the random solar power production  71.

8.7.5 POMDP and adaptive management

Participants: Marianne Akian, Luz Valérie Pascal.

The aim of the internship of Luz Pascal, co-supervised by Iadine Chades (CSIRO, Australia), was to develop an algorithm for Adaptive Management (AM).

AM is the principal tool for conserving endangered species under global change. AM can be solved using simplified Mixed Observable Markov Decision Processes called hidden model MDPs (hmMDPs) when the unknown dynamics are assumed stationary  59. hmMDPs provide optimal policies to AM problems by augmenting the MDP state space with an unobservable state variable representing a finite set of predefined models (transition probabilities). A drawback in formalising an AM problem is that experts are often solicited to provide this predefined set of models and that one assume that the true transition probabilities are included in the candidate model set.

A first work of the internship was to propose an original approach to build a hmMDP with a universal set of predefined models. This has been done in the case of a 2-state n-action AM problem, and has been assessed on two species conservation case studies from Australia and randomly generated problems. This work will be published in the proceedings of the AAAI conference (held online on Feb. 2–9, 2021).

A second work was to study the convergence of the SARSOP algorithm generally used for solving stationary POMDP by comparing this algorithm with the combination of SDDP and tropical algorithms introduced in 32.

10.1.1 Participation in other international programs

• Bilateral projects FACCTS, between the University of Chicago (Statistics) – Lek-Heng Lim– and Ecole polytechnique – Stéphane Gaubert– “Tropical geometry of deep learning”. This project was postoned owing to the Covid-19 crisis.
• Math AmSud Project ARGO, “Algebraic Real Geometry and Optimization”, accepted, with CMM (Chile), Univ. Buenos Aires (Argentina), Univ. Fed. Rio and Univ. Fed. Ceara (Brasil), Univ Savoie and CMAP, Ecole polytechnique (France).

10.2.1 Visits of international scientists

• Gregorio Malajovich, Departamento de Matemática Aplicada, Instituto de Matemática, Universidade Federal do Rio de Janeiro, Feb 9 – March 6, 2020, as part of the ARGO MathAmSud international project.

10.3.1 ANR

• Projet ANR JCJC CAPPS (“Combinatorial Analysis of Polytopes and Polyhedral Subdivisions”), responsable Arnau Padrol (IMJ-PRG, Sorbonne Université). Partenaires : IMJ-PRG (Sorbonne Université), INRIA Saclay (Tropical), LIGM (Université Paris-Est Marne-la-Vallée), LIF (Université Aix-Marseille), CERMICS (École Nationale des Ponts et Chaussées), LIX (École Polytechnique).

10.3.2 Programme Gaspard Monge pour l'optimisation, la recherche opérationnelle et leurs interactions avec les sciences des données

• Méthodes tropicales pour le dimensionnement de centres d'appels : application à un centre de supervision EDF. Participants : X. Allamigeon S. Gaubert, P. Bendotti (EDF) et T. Triboulet (EDF).

10.3.3 IRS iCODE (Institut pour le Contrôle et la Décision de l’Idex Paris-Saclay)

• White project “New perspectives in the numerical solution of Hamilton-Jacobi-Bellman partial differential equations”, coordinated by M. Akian, including S. Gaubert and members of the EPC Commands (INRIA Saclay and École polytechnique), UMA (ENSTA), and LMO (Paris-Sud).

10.3.4 Centre des Hautes Études du Ministère de l'Intérieur

• Project “Optimisation de la performance de centres de traitement d'appels d'urgence en cas d’événements planifiés ou imprévus”, coordinated by X. Allamigeon, involving M. Boyet, B. Colin and S. Gaubert.

11.1.1 Scientific events: organisation

11.1.2 Scientific events: selection

11.1.3 Journal

11.1.4 Invited talks

• M. Akian: invited talk “Probabilistic max-plus schemes for solving Hamilton-Jacobi-Bellman equations” at IPAM Workshop I: High Dimensional Hamilton-Jacobi Methods in Control and Differential Games, March 30 - April 3, 2020 (online).
• X. Allamigeon: invited talk at the session “Polyhedral Methods in Geometry and Optimization” of the ICMS 2020 conference.
• S. Gaubert
  • Invited talk, “Tropical convexity, mean payoff games and nonarchimedean convex programming”, at the CAP 2020 Workshop (Combinatorics and Arithmetics for Physics), https://indico.math.cnrs.fr/event/6181/timetable/
  • Invited talk, “Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area”, DMG Seminar, Berlin, July 8th, 2020 (online).
  • Invited talk, “Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area”, VPH conference, (Virtual, Physiological, Human), August 24th, 2020, Paris (online).
  • Invited talk, “Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris area”, Birmingham Optimization and Numerical ANalysis Seminar, October 20th, 2020 (online).
• C. Vernicos
  • Conference hybrid at CIRM:Teichmüller Theory: Classical, Higher, Super and Quantum, 5-9 October, 2020, talk: “Entropy of Hilbert geometries and Complexities of convex bodies”, https://www.cirm-math.com/hybrid2216.html
  • Séminaire Gaston Darboux at Univ. Montpellier, on line: 11 Déc. 2020, “Sur deux résultats de Jacques Lafontaine concernant les formes harmoniques (humble hommage)”. More than 60 researchers attended (online) to this event dedicated to the memory of J. Lafontaine, deceased on November, 27th, 2020.
  • (postponed) June 11-13, 2020, invited speaker to the conference in the honor of Marc Troyanov, at École polytechnique de Lausanne.
  • (postponed): invited speaker at INdAM Workshop "Gromov hyperbolicity and negative curvature in Complex Analysis”, Cortona (Italy), scheduled for September 6th-10th 2020.
  • (postponed): invited speaker at BIRS-CMO Workshop, "Integral and Metric Geometry" on November 1 - 6, 2020, at Casa Matemática Oaxaca.

11.1.5 Leadership within the scientific community

See Section 11.1.1.

11.1.6 Research administration

11.2.1 Teaching

• M. Akian
  • Course “Markov decision processes: dynamic programming and applications” joint between (3rd year of) ENSTA and M2 “Mathématiques et Applications”, U. Paris Saclay, “Optimization”, 30 hours.
• X. Allamigeon
  • Petites classes et encadrement d'enseignements d'approfondissement de Recherche Opérationnelle en troisième année à l'École Polytechnique (programme d'approfondissement de Mathématiques Appliquées) (niveau M1).
  • Cours du M2 “Optimisation” de l'Université Paris Saclay, cours partagé avec Céline Gicquel (LRI, Université Paris Sud).
  • Co-responsabilité du programme d'approfondissement en mathématiques appliquées (troisième année) à l'École Polytechnique.
• S. Gaubert
  • Course “Systèmes à Événements Discrets”, option MAREVA, ENSMP.
  • Course “Algèbre tropicale pour le contrôle optimal et les jeux” of “Contrôle, Optimisation et Calcul des Variations” (COCV) of M2 “Mathématiques et Applications” of Paris 6 University and École Polytechnique.
  • Lecture of Operations Research, third year of École Polytechnique. The lectures notes were published as a book  56.
• S. Liu
  • Exercises classes for the first year of Bachelor program of Ecole polytechnique in the framework of a “Monitorat”.
• O. Saadi
  • Exercises classes in the framework of a “Monitorat”.
• B. Tran
  • Exercises classes for the first year of Bachelor program of Ecole polytechnique in the framework of a “Monitorat”.

11.2.2 Supervision

• PhD: Benoît Tran, registered at Univ Paris-Est Marne La Vallée, from September 2017 to December 2020, thesis supervisor: Jean-Philippe Chancelier (ENPC), cosupervision: Marianne Akian. The defense took place on December 11, 2020.
• PhD in progress: Maxime Grangereau, registered at Univ. Paris Saclay since Jan 2018, thesis supervisor: Emanuel Gobet, cosupervision: Stéphane Gaubert.
• PhD in progress: Omar Saadi, registered at Univ. Paris Saclay since October 2018, thesis supervisor: Stéphane Gaubert, cosupervision: Marianne Akian.
• PhD in progress: Marin Boyet, registered at Univ. Paris Saclay since October 2018, thesis supervisor: Stéphane Gaubert, cosupervision: Xavier Allamigeon.
• PhD in progress: Maël Forcier, registered at ENPC since September 2019, thesis supervisor: Vincent Leclère, cosupervision Stéphane Gaubert.
• PhD in progress: Quentin Canu, registered at Univ. Paris Saclay since October 2020, thesis supervisor: Georges Gonthier (INRIA), cosupervision: Xavier Allamigeon and Pierre-Yves Strub (LIX)
• PhD in progress: Shanqing Liu, registered at IPP (EDMH) since September 2020, thesis supervisor, M. Akian, co-supervised by S. Gaubert.
• PhD in progress: Quentin Jacquet, registered at IPP (EDMH) since November 2020, thesis supervisor, S. Gaubert, co-supervised by Clémence Alasseur and Wim van Ackooij.
• PhD in progress: Tom Ferragut, on the horosphérical products of Gromov-hyperbolic and Busemann convex metric spaces, registered at U. Montpellier since 2018, thesis supervisor: C. Vernicos, co-supervisor Jérémie Brieussel.

11.2.3 Juries

• M. Akian
  • Jury of the 2020 competition of Inria researchers at Inria Saclay-Ile-de-France.
  • Jury of the 2020 competition for a Maître de Conférence position in Applied Mathematics at Limoges University.
  • Jury of the 2020 competition for a Maître de Conférence position in Computer Science (Optimization) at Clermont University.
  • Jury of the PhD of Florian Schanzenbächer, Université Paris Est, June 5, 2020.
  • Jury of the PhD of Benoît Tran, Université Paris Est, December 11, 2020.
• S. Gaubert
  • Hiring committee (Professor position in optimisation) at ENSTA, May 2020.
  • Jury of the PhD of Corentin Caillaud, École polytechnique, July 2020.

International journals

• 13 articleMarianneM. Akian, StéphaneS. Gaubert and AntoineA. Hochart. A game theory approach to the existence and uniqueness of nonlinear Perron-Frobenius eigenvectorsDiscrete and Continuous Dynamical Systems - Series A402020, 207--231
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• 14 articleXavierX. Allamigeon, StéphaneS. Gaubert and MateuszM. Skomra. Tropical spectrahedraDiscrete and Computational Geometry63February 2020, 507–548
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• 15 article Collective NameC. COVID-19 APHP-Universities-INRIA-INSERM Group. Early indicators of intensive care unit bedrequirement during the COVID-19 epidemic: Aretrospective study in Ile-de-France region,France PLoS ONE November 2020
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• 16 articlePierreP. Comon, LimL. Lek-Heng, YangY. Qi and KeK. Ye. Topology of tensor ranksAdvances in Mathematics367June 2020, 107128
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• 17 articleShmuelS. Friedland and StéphaneS. Gaubert. Spectral inequalities for nonnegative tensors and their tropical analoguesVietnam Journal of Mathematics4842020, 893-928
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• 18 articleStéphaneS. Gaubert, MarianneM. Akian, XavierX. Allamigeon, MarinM. Boyet, BaptisteB. Colin, ThéotimeT. Grohens, LaurentL. Massoulié, David P.D. Parsons, FredericF. Adnet, ÉrickÉ. Chanzy, LaurentL. Goix, FrédéricF. Lapostolle, ÉricÉ. Lecarpentier, ChristopheC. Leroy, ThomasT. Loeb, Jean-SébastienJ.-S. Marx, CarolineC. Télion, LaurentL. Treluyer and PierreP. Carli. Understanding and monitoring the evolution of the Covid-19 epidemic from medical emergency calls: the example of the Paris areaComptes Rendus Mathématique3587November 2020, 843-875
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• 19 articleStéphaneS. Gaubert and AdiA. Niv. Tropical planar networksLinear Algebra and its Applications5952020, 123-144
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• 20 articleStéphaneS. Gaubert and NikolasN. Stott. A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matricesMathematical Control and Related Fields1032020, 573-590
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• 21 articlePaulinP. Jacquot, OlivierO. Beaude, PascalP. Benchimol, StephaneS. Gaubert and NadiaN. Oudjane. A Privacy-preserving Method to Optimize Distributed Resource AllocationSIAM Journal on Optimization303August 2020, 2303-2336
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• 22 article PaulinP. Jacquot, ChengC. Wan, OlivierO. Beaude and NadiaN. Oudjane. Efficient Estimation of Equilibria in Large Aggregative Games with Coupling Constraints IEEE Transactions on Automatic Control July 2020
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• 23 articlePascalP. Koiran and MateuszM. Skomra. Intersection multiplicity of a sparse curve and a low-degree curveJournal of Pure and Applied Algebra2247July 2020, 106279
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• 24 articleHélèneH. Le Cadre, PaulinP. Jacquot, ChengC. Wan and ClémenceC. Alasseur. Peer-to-Peer Electricity Market Analysis: From Variational to Generalized Nash EquilibriumEuropean Journal of Operational Research2822April 2020, 753-771
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• 25 article Lek-HengL.-H. Lim, MateuszM. Michalek and YangY. Qi. Best $k$-layer neural network approximations' Constructive Approximation 2020
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• 26 article HaniehH. Tavakolipour and FatemehF. Shakeri. Asymptotics of the eigenvalues for exponentially parameterized pentadiagonal matrices Numerical Linear Algebra with Applications 27 6 December 2020
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• 27 article ConstantinC. Vernicos and CormacC. Walsh. Flag-approximability of convex bodies and volume growth of Hilbert geometries Annales scientifiques de l'Ecole normale supérieure 2021
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• 28 articleCormacC. Walsh. Order antimorphisms of finite-dimensional conesSelecta Mathematica (New Series)2642020, paper number 53
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International peer-reviewed conferences

• 29 inproceedings MarianneM. Akian, XavierX. Allamigeon, MarinM. Boyet and StéphaneS. Gaubert. A convex programming approach to solve posynomial systems International Congress on Mathematical Software ICMS 2020: Mathematical Software – ICMS 2020 12097 ICMS 2020 - International Congress on Mathematical Software, Lecture Notes in Computer Science Braunschweig, Germany 2020
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• 30 inproceedingsXavierX. Allamigeon, MarinM. Boyet and StéphaneS. Gaubert. Piecewise Affine Dynamical Models of Timed Petri Nets -- Application to Emergency Call CentersPETRI NETS 2020 41ST INTERNATIONAL CONFERENCE ON APPLICATION AND THEORY OF PETRI NETS AND CONCURRENCY12152PETRI NETS 2020: Application and Theory of Petri Nets and Concurrency, LNCSParis, Francehttp://conf-2020.petrinet.net/June 2020, 260-279
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Scientific book chapters

• 31 inbookXavierX. Allamigeon, RicardoR. Katz and Pierre-YvesP.-Y. Strub. Formalizing the Face Lattice of PolyhedraAutomated Reasoning. IJCAR 2020June 2020, 185-203
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Reports & preprints

• 32 misc MarianneM. Akian, Jean-PhilippeJ.-P. Chancelier and BenoîtB. Tran. Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming December 2020
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• 33 misc MarianneM. Akian, LucaL. Ganassali, StéphaneS. Gaubert and LaurentL. Massoulié. Probabilistic and mean-field model of COVID-19 epidemics with user mobility and contact tracing September 2020
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• 34 misc MarianneM. Akian, StéphaneS. Gaubert, ZhengZ. Qu and OmarO. Saadi. Multiply Accelerated Value Iteration for Non-Symmetric Affine Fixed Point Problems and application to Markov Decision Processes December 2020
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• 35 misc XavierX. Allamigeon, AbdellahA. Aznag, StéphaneS. Gaubert and YassineY. Hamdi. The tropicalization of the entropic barrier 2020
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• 36 misc XavierX. Allamigeon, StéphaneS. Gaubert and FrédéricF. Meunier. Tropical Nash equilibria and complementarity problems 2020
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• 37 misc MaëlM. Forcier, StephaneS. Gaubert and VincentV. Leclère. The polyhedral structure and complexity of multistage stochastic linear problem with general cost distribution September 2020
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