Raphaël M. Jungers

Efficient Computations of a Security Index for False Data Attacks in Power Networks

The resilience of Supervisory Control and Data Acquisition (SCADA) systems for electric power networks for certain cyber-attacks is considered. We analyze the vulnerability of the measurement system to false data attack on communicated measurements. The vulnerability analysis problem is shown to be NP-hard, meaning that unless P=NP there is no polynomial time algorithm to analyze the vulnerability of the system. Nevertheless, we identify situations, such as the full measurement case, where the analysis problem can be solved efficiently. In such cases, we show indeed that the problem can be cast as a generalization of the minimum cut problem involving nodes with possibly nonzero costs. We further show that it can be reformulated as a standard minimum cut problem (without node costs) on a modified graph of proportional size. An important consequence of this result is that our approach provides the first exact efficient algorithm for the vulnerability analysis problem under the full measurement assumption. Furthermore, our approach also provides an efficient heuristic algorithm for the general NP-hard problem. Our results are illustrated by numerical studies on benchmark systems including the IEEE 118-bus system.

Joint Spectral Radius and Path-Complete Graph Lyapunov Functions

We introduce the framework of path-complete graph Lyapunov functions for ap- proximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of graphs called path-complete graphs, and show that any such graph gives rise to a method for proving stability of the switched system. This enables us to derive several asymptotically tight hierarchies of semidefinite programming relaxations that unify and generalize many existing techniques such as common quadratic, common sum of squares, path-dependent quadratic, and maximum/minimum- of-quadratics Lyapunov functions. We compare the quality of approximation obtained by certain classes of path-complete graphs including a family of dual graphs and all path-complete graphs with two nodes on an alphabet of two matrices. We derive approximation guarantees for several families of path-complete graphs, such as the De Bruijn graphs. This provides worst-case performance bounds for path-dependent quadratic Lyapunov functions and a constructive converse Lyapunov theorem for maximum/minimum-of-quadratics Lyapunov functions.

Analysis of the joint spectral radius via lyapunov functions on path-complete graphs

We study the problem of approximating the joint spectral radius (JSR) of a finite set of matrices. Our approach is based on the analysis of the underlying switched linear system via inequalities imposed between multiple Lyapunov functions associated to a labeled directed graph. Inspired by concepts in automata theory and symbolic dynamics, we define a class of graphs called path-complete graphs, and show that any such graph gives rise to a method for proving stability of the switched system. This enables us to derive several asymptotically tight hierarchies of semidefinite programming relaxations that unify and generalize many existing techniques such as common quadratic, common sum of squares, maximum/minimum-of-quadratics Lyapunov functions. We characterize all path-complete graphs consisting of two nodes on an alphabet of two matrices and compare their performance. For the general case of any set of n x n matrices we propose semidefinite programs of modest size that approximate the JSR within a multiplicative factor of 1/4√n of the true value. We establish a notion of duality among path-complete graphs and a constructive converse Lyapunov theorem for maximum/minimum-of-quadratics Lyapunov functions.

Joint Spectral Characteristics of Matrices: A Conic Programming Approach

We propose a new method to compute the joint spectral radius and the joint spectral subradius of a set of matrices. We first restrict our attention to matrices that leave a cone invariant. The accuracy of our algorithm, depending on geometric properties of the invariant cone, is estimated. We then extend our method to arbitrary sets of matrices by a lifting procedure, and we demonstrate the efficiency of the new algorithm by applying it to several problems in combinatorics, number theory, and discrete mathematics.

PageRank optimization by edge selection

The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts-including ranking websites-and can be interpreted as the average portion of time spent at the node by an infinite random walk. We consider the problem of maximizing the PageRank of a node by selecting some of the edges from a set of edges that are under our control. By applying results from Markov decision theory, we show that an optimal solution to this problem can be found in polynomial time. Our core solution results in a linear programming formulation, but we also provide an alternative greedy algorithm, a variant of policy iteration, which runs in polynomial time, as well. Finally, we show that, under the slight modification for which we are given mutually exclusive pairs of edges, the problem of PageRank optimization becomes NP-hard.

The continuous Skolem-Pisot problem

We study decidability and complexity questions related to a continuous analogue of the Skolem-Pisot problem concerning the zeros and nonnegativity of a linear recurrent sequence. In particular, we show that the continuous version of the nonnegativity problem is NP-hard in general and we show that the presence of a zero is decidable for several subcases, including instances of depth two or less, although the decidability in general is left open. The problems may also be stated as reachability problems related to real zeros of exponential polynomials or solutions to initial value problems of linear differential equations, which are interesting problems in their own right.

Dynamic metabolic models of CHO cell cultures through minimal sets of elementary flux modes

The concept of Elementary Flux Modes (EFMs) has been of central importance in a number of studies involving the analysis of metabolism. In Provost and Bastin (2007) this concept is used to translate the metabolic networks of the different phases of CHO cell cultures into macroscopic bioreactions linking extracellular substrates to products. However, a critical issue concerns the calculation of these elementary flux vectors, as their number combinatorially increases with the size of the metabolic network. In this study, a detailed metabolic network of CHO cells is considered, where the above-mentioned combinatorial explosion makes the computation of the elementary flux modes impossible. To alleviate this problem, a methodology proposed in Jungers et al. (2011) is used to compute a decomposition of admissible flux vectors in a minimal number of elementary flux modes without explicitly enumerating all of them. As a result, a set of macroscopic bioreactions linking the extracellular measured species is obtained at a very low computational expense. The procedure is repeated for the several cell culture phases and a global model is built using a multi-model approach, which is able to successfully predict the evolution of experimental data.

Distance distribution in random graphs and application to network exploration.

We consider the problem of determining the proportion of edges that are discovered in an Erdos-Rényi graph when one constructs all shortest paths from a given source node to all other nodes. This problem is equivalent to the one of determining the proportion of edges connecting nodes that are at identical distance from the source node. The evolution of this quantity with the probability of existence of the edges exhibits intriguing oscillatory behavior. In order to perform our analysis, we introduce a different way of computing the distribution of distances between nodes. Our method outperforms previous similar analyses and leads to estimates that coincide remarkably well with numerical simulations. It allows us to characterize the phase transitions appearing when the connectivity probability varies.

On the Complexity of Computing the Capacity of Codes That Avoid Forbidden Difference Patterns

Some questions related to the computation of the capacity of codes that avoid forbidden difference patterns are analysed. The maximal number of n-bit sequences whose pairwise differences do not contain some given forbidden difference patterns is known to increase exponentially with n; the coefficient of the exponent is the capacity of the forbidden patterns. In this paper, new inequalities for the capacity are given that allow for the approximation of the capacity with arbitrary high accuracy. The computational cost of the algorithm derived from these inequalities is fixed once the desired accuracy is given. Subsequently, a polynomial time algorithm is given for determining if the capacity of a set is positive while the same problem is shown to be NP-hard when the sets of forbidden patterns are defined over an extended set of symbols. Finally, the existence of extremal norms is proved for any set of matrices arising in the capacity computation. Based on this result, a second capacity approximating algorithm is proposed. The usefulness of this algorithm is illustrated by computing exactly the capacity of particular codes that were only known approximately

Stability of discrete-time switching systems with constrained switching sequences

We introduce a novel framework for the stability analysis of discrete-time linear switching systems with switching sequences constrained by an automaton. The key element of the framework is the algebraic concept of multinorm, which associates a different norm per node of the automaton, and allows to exactly characterize stability. Building upon this tool, we develop the first arbitrarily accurate approximation schemes for estimating the constrained joint spectral radius ź ź , that is the exponential growth rate of a switching system with constrained switching sequences. More precisely, given a relative accuracy r 0 , the algorithms compute an estimate of ź ź within the range ź ź , ( 1 + r ) ź ź . These algorithms amount to solve a well defined convex optimization program with known time-complexity, and whose size depends on the desired relative accuracy r 0 .