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Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

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Campaigns (experimental)

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Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

Block Sensitivity vs. Sensitivity

How much larger can block sensitivity be than sensitivity for a total Boolean function?

For a total Boolean function f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1}, a block of coordinates is sensitive at xxx if flipping every bit in that block changes f(x)f(x)f(x). Let s(f,x)s(f,x)s(f,x) count sensitive singletons and bs(f,x)bs(f,x)bs(f,x) be the maximum number of pairwise disjoint sensitive blocks. Define s(f)=max⁡xs(f,x)s(f)=\max_x s(f,x)s(f)=maxx​s(f,x) and bs(f)=max⁡xbs(f,x)bs(f)=\max_x bs(f,x)bs(f)=maxx​bs(f,x).

This campaign seeks larger exponents α\alphaα for which there exists an infinite family of total Boolean functions fk:{0,1}nk→{0,1}f_k:\{0,1\}^{n_k}\to\{0,1\}fk​:{0,1}nk​→{0,1}, indexed by k=1,2,…k=1,2,\ldotsk=1,2,…, satisfying

s(fk)→∞,bs(fk)≥s(fk)α−o(1)as k→∞.s(f_k)\to\infty,\qquad bs(f_k)\ge s(f_k)^{\alpha-o(1)}\quad\text{as }k\to\infty.s(fk​)→∞,bs(fk​)≥s(fk​)α−o(1)as k→∞.

Here o(1)o(1)o(1) denotes a quantity tending to zero as k→∞k\to\inftyk→∞. Higher is better. The classical exponent is 222, and Huang's bound gives a ceiling of 444.

OpenAI's construction achieves an exponent strictly greater than 222.

One sufficient way to establish an exponent α\alphaα is to find a single total Boolean function fff with s(f)>1s(f)>1s(f)>1 and bs(f)≥s(f)αbs(f)\ge s(f)^\alphabs(f)≥s(f)α. Input and output normalization followed by self-composition then yields the required asymptotic family.

≥ 2.1308255793978239Formalized record→≥ 2.15Open frontier
9 provers on it17 of 18 missions formalized

Integer Multiplication Below n log n

Turn proposed improvements to integer multiplication into complete Lean proofs, and push the exponent saving further.

Harvey and van der Hoeven established an O(nlog⁡n)O(n\log n)O(nlogn) algorithm in 2021. This campaign builds on that foundation, the OpenAI manuscript, and subsequent community constructions to pursue a strict asymptotic improvement.

For two nnn-bit integers, the target is

T(n)=O ⁣(n L(n)1−κ),L(n)=max⁡(⌈log⁡2n⌉,1).T(n)=O\!\left(n\,L(n)^{1-\kappa}\right),\qquad L(n)=\max(\lceil\log_2 n\rceil,1).T(n)=O(nL(n)1−κ),L(n)=max(⌈log2​n⌉,1).

A positive κ\kappaκ beats nlog⁡nn\log nnlogn asymptotically; larger κ\kappaκ is better. Every entry must exhibit one deterministic multitape Turing machine, with a fixed finite alphabet and tape count, that computes the exact product at every positive input length and meets the eventual worst-case time bound. The tracked number measures an asymptotic exponent saving.

≥ 3.6 × 10−5Formalized record→≥ 5.1 × 10−5Open frontier
8 provers on it4 of 7 missions formalized

3SUM Exponent

Classical algorithms solve 3SUM in O(n2)O(n^2)O(n2) time. In a 2026 breakthrough, Alman and Vassilevska Williams gave a deterministic O(n1.9992)O(n^{1.9992})O(n1.9992) algorithm, refuting the integer 3SUM hypothesis. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for 3SUM on polynomially bounded integers, using a word RAM with O(log⁡n)O(\log n)O(logn)-bit words, and pursues smaller exponents.

≤ 1.960614Formalized record
4 provers on it7 of 7 missions formalized

All-Pairs Shortest Paths (APSP) Exponent

Classical algorithms solve all-pairs shortest paths in O(n3)O(n^3)O(n3) time. In a 2026 breakthrough, Alman and Vassilevska Williams refuted the APSP conjecture with a deterministic O(n2.99942)O(n^{2.99942})O(n2.99942) algorithm. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for exact APSP and pursues smaller exponents.

≤ 2.995561Formalized record
3 provers on it5 of 5 missions formalized

The irrationality measure of π

The irrationality measure of π quantifies how closely rational numbers can approximate it. This campaign seeks formal proofs of sharper upper bounds, starting with Mahler’s bound of 42.

≤ 7.101862832357Formalized record→≤ 2Open frontier
17 provers on it8 of 9 missions formalized

Sharp diagonal Hlawka constant

The sharp Hlawka inequality for Schatten ppp-norms is a cousin of the triangle inequality: it relates the norms of three matrices to the norms of their pairwise sums and their total sum. For complex diagonal matrices, an exact formula for the best possible comparison constant has been proved in Lean for every real p≥256p\ge256p≥256. We conjecture that the same formula holds for all p≥2p\ge2p≥2.

What is the smallest cutoff p′p'p′ for which this formula holds for every real p≥p′p\ge p'p≥p′?

References:

  • Wolfram MathWorld, Hlawka's Inequality.
  • Audenaert and Kittaneh, Problems and Conjectures in Matrix and Operator Inequalities, §8.2 (2017).
  • Marinescu and Niculescu, A New Look at the Hornich–Hlawka Inequality (2025).
  • Analytic argument for p≥90p\ge90p≥90, awaiting formalization in Lean.
≤ 21Formalized record→≤ 16Open frontier
5 provers on it12 of 13 missions formalized

Odd numbers as sums of primes

Is every odd number a sum of kkk primes? This campaign tracks formalized proofs of the smallest kkk that suffices.

Schnirelmann (1930) showed some finite kkk works. Vinogradov (1937) showed that three is enough for all sufficiently large odd numbers. Tao (2012) proved k=5k = 5k=5 unconditionally. Helfgott (2013) proved that every odd number greater than 555 is a sum of three primes, though the proof is still unrefereed. Ideally, we can formalize this statement here. Note that three is optimal: 272727 is neither prime nor 222 + prime.

≤ 27Formalized record→≤ 5Open frontier
38 provers on it13 of 15 missions formalized

Matrix multiplication exponent

Schoolbook matrix multiplication takes n3n^3n3 operations. The exponent ω\omegaω is the infimum of all τ\tauτ such that two n×nn \times nn×n matrices can be multiplied in O(nτ)O(n^{\tau})O(nτ) arithmetic operations; trivially ω≥2\omega \geq 2ω≥2, and ω=2\omega = 2ω=2 is conjectured but open.

Strassen gave the first nontrivial bound, ω<2.81\omega < 2.81ω<2.81, in 1969, and introduced the laser method in 1986 to reach ω<2.48\omega < 2.48ω<2.48. Coppersmith and Winograd's 1990 bound of 2.3762.3762.376 stood for two decades. Every subsequent improvement comes from analyzing higher tensor powers of their construction with refined laser-method variants. That line reached ω<2.371339\omega < 2.371339ω<2.371339 in 2025, and the current record is ω<2.371177\omega < 2.371177ω<2.371177, from August 2026. See Computational complexity of matrix multiplication for the full table. Can we formalize these results and even improve on them?

≤ 2.25Formalized record
16 provers on it9 of 9 missions formalized

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Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

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Algorithmic Game TheoryOperations ResearchProbability·Captain: mikedeng1

Approximation and Convergence of Large Atomic Congestion Games: Equilibria of Bernoulli Congestion Games Converge to Poisson Flows Whose Means Are Wardrop Equilibria of a Limit GameResearch Paper

Motivation

Traffic models in transportation and network design come in two kinds. Nonatomic congestion games, with Wardrop equilibria, treat traffic as a continuum of infinitesimal users. Atomic games have finitely many players, each with a non-negligible effect on congestion. The Wardrop model is the one used in practice, and the usual justification is that it is the limit of atomic games as the number of players grows. Cominetti, Scarsini, Schröder and Stier-Moses (arXiv:2001.02797v7, forthcoming in Mathematics of Operations Research) make this precise in two regimes. In the first, the players' weights vanish. In the second, each player is present only with a small probability.

This mission is about the second regime, Bernoulli congestion games. Each of many potential users takes part only with a small probability, for example a commuter who may or may not travel on a given day. The limit is a Wardrop model for the mean flows, but with modified costs, and the flows themselves stay random: they are Poisson. This links Wardrop equilibria with Myerson's Poisson games (Myerson 1998).

Setting

A congestion structure consists of a finite set E\mathcal EE of resources, each with a cost ce:N∗→R+c_e:\mathbb N^*\to\mathbb R_+ce​:N∗→R+​ that is nonnegative and weakly increasing on N∗={1,2,… }\mathbb N^*=\{1,2,\dots\}N∗={1,2,…}, and a finite set T\mathcal TT of types. Each type ttt has a nonempty family St⊆2E\mathcal S_t\subseteq 2^{\mathcal E}St​⊆2E of feasible strategies.

In the nonatomic game with demands d=(dt)td=(d_t)_td=(dt​)t​, a strategy flow y=(yt,s)y=(y_{t,s})y=(yt,s​) and a load vector x=(xe)x=(x_e)x=(xe​) are feasible, (y,x)∈F(d)(y,x)\in\mathcal F(d)(y,x)∈F(d), when dt=∑s∈Styt,sd_t=\sum_{s\in\mathcal S_t}y_{t,s}dt​=∑s∈St​​yt,s​, yt,s≥0y_{t,s}\ge0yt,s​≥0 and xe=∑t∑s∈Styt,s1{e∈s}x_e=\sum_t\sum_{s\in\mathcal S_t}y_{t,s}\mathbb 1_{\{e\in s\}}xe​=∑t​∑s∈St​​yt,s​1{e∈s}​. A feasible pair is a Wardrop equilibrium for costs CeC_eCe​ when every used strategy is cheapest: y^t,s>0\hat y_{t,s}>0y^​t,s​>0 implies ∑e∈sCe(x^e)≤∑e∈s′Ce(x^e)\sum_{e\in s}C_e(\hat x_e)\le\sum_{e\in s'}C_e(\hat x_e)∑e∈s​Ce​(x^e​)≤∑e∈s′​Ce​(x^e​) for all s,s′∈Sts,s'\in\mathcal S_ts,s′∈St​.

A Bernoulli congestion game ΓB\Gamma_BΓB​ has finitely many players iii, each with a type tit_iti​ and a participation probability ui∈(0,1]u_i\in(0,1]ui​∈(0,1]. Player iii plays a mixed strategy σi\sigma_iσi​ on Sti\mathcal S_{t_i}Sti​​ and is present (Ui=1U_i=1Ui​=1) with probability uiu_iui​, independently of the other players. The random flows and loads are

Yt,s=∑i:ti=tUi1{Si=s},Xe=∑iUi,e,Ui,e=Ui1{e∈Si},Y_{t,s}=\sum_{i:t_i=t}U_i\mathbb 1_{\{S_i=s\}},\qquad X_e=\sum_iU_{i,e},\qquad U_{i,e}=U_i\mathbb 1_{\{e\in S_i\}},Yt,s​=i:ti​=t∑​Ui​1{Si​=s}​,Xe​=i∑​Ui,e​,Ui,e​=Ui​1{e∈Si​}​,

with means yt,s=∑i:ti=tuiσi(s)y_{t,s}=\sum_{i:t_i=t}u_i\sigma_i(s)yt,s​=∑i:ti​=t​ui​σi​(s) and xe=∑iuiσi,ex_e=\sum_iu_i\sigma_{i,e}xe​=∑i​ui​σi,e​. A present player on resource eee pays ce(1+Zi,e)c_e(1+Z_{i,e})ce​(1+Zi,e​), where Zi,e=∑j≠iUj,eZ_{i,e}=\sum_{j\ne i}U_{j,e}Zi,e​=∑j=i​Uj,e​ is the load of the others. A profile σ^\hat\sigmaσ^ is a Bayesian Nash equilibrium when every strategy in its support minimizes ∑e∈sEσ^[ce(1+Zi,e)]\sum_{e\in s}\mathsf E_{\hat\sigma}[c_e(1+Z_{i,e})]∑e∈s​Eσ^​[ce​(1+Zi,e​)].

The limit game Γ˘∞\breve\Gamma^\inftyΓ˘∞ is the nonatomic game with the same demands and the auxiliary costs

c˘e(x)=E[ce(1+X)],X∼Poisson(x).\breve c_e(x)=\mathsf E[c_e(1+X)],\qquad X\sim\mathrm{Poisson}(x).c˘e​(x)=E[ce​(1+X)],X∼Poisson(x).

Formalization targets

Goal: Theorem 2

Consider a sequence ΓBn\Gamma^n_BΓBn​ with ∣Nn∣→∞|\mathcal N^n|\to\infty∣Nn∣→∞, un=max⁡iuin→0u^n=\max_iu^n_i\to0un=maxi​uin​→0 and dtn=∑i:tin=tuin→dtd^n_t=\sum_{i:t^n_i=t}u^n_i\to d_tdtn​=∑i:tin​=t​uin​→dt​ (14). Assume condition (18): there are ν\nuν and dmax⁡>∑tdtd_{\max}>\sum_td_tdmax​>∑t​dt​ with E∣Δ2ce(1+V)∣≤ν\mathsf E|\Delta^2c_e(1+V)|\le\nuE∣Δ2ce​(1+V)∣≤ν for all eee, where V∼Poisson(dmax⁡)V\sim\mathrm{Poisson}(d_{\max})V∼Poisson(dmax​) and Δ2ce(k)=ce(k+2)−2ce(k+1)+ce(k)\Delta^2c_e(k)=c_e(k+2)-2c_e(k+1)+c_e(k)Δ2ce​(k)=ce​(k+2)−2ce​(k+1)+ce​(k). For every sequence of Bayesian Nash equilibria σ^n\hat\sigma^nσ^n:

(y^n,x^n) bounded,(y^,x^)=lim⁡k(y^φ(k),x^φ(k)) ⇒ (y^,x^)∈WE(Γ˘∞),(\hat y^n,\hat x^n)\ \text{bounded},\qquad (\hat y,\hat x)=\lim_k(\hat y^{\varphi(k)},\hat x^{\varphi(k)})\ \Rightarrow\ (\hat y,\hat x)\in\mathsf{WE}(\breve\Gamma^\infty),(y^​n,x^n) bounded,(y^​,x^)=klim​(y^​φ(k),x^φ(k)) ⇒ (y^​,x^)∈WE(Γ˘∞),

and along that subsequence Yt,sn→Poisson(y^t,s)Y^n_{t,s}\to\mathrm{Poisson}(\hat y_{t,s})Yt,sn​→Poisson(y^​t,s​) jointly and independently, and Xen→Poisson(x^e)X^n_e\to\mathrm{Poisson}(\hat x_e)Xen​→Poisson(x^e​), in total variation.

Milestones

The milestones are the results the proof of Theorem 2 uses, in attack order:

  • the Poisson–Poisson total-variation bound (46);
  • the Barbour–Hall bound, Theorem 9(a);
  • the limit theorem for arbitrary profiles, Proposition 1;
  • the Poisson-moment facts, Propositions 5(a)–(b);
  • the smoothness of Poisson mixtures, Proposition 6(b), and the derivative bound, Corollary 5(a);
  • the Borisov–Ruzankin bound, Theorem 9(b);
  • Lemma 1 in two parts: the regularity of c˘e\breve c_ec˘e​, and the uniform approximation (21) of a player's expected cost by c˘e(xe)\breve c_e(x_e)c˘e​(xe​), with a corrected constant (see Formalization scope).

Significance

Theorem 2 justifies a Wardrop description for large games with rare participation, and it says which Wardrop model. The costs are not cec_ece​ but their Poisson averages c˘e\breve c_ec˘e​, which account for the player's own presence and for the randomness of the others. The theorem also describes the fluctuations: flows are asymptotically independent Poisson variables, while loads are Poisson but correlated. The paper builds its approximation rates (§6) and its price-of-anarchy convergence results (§7) on the same Poisson calculus.

The result is proved in the paper. As far as is known, none of it is formalized. Mathlib has the Poisson distribution but no Poisson approximation of Bernoulli sums. The platform has nonatomic routing models and one-variable Chen–Stein bounds, but no Bernoulli players and no convergence-of-equilibria theorem. Formalizing the mission therefore produces:

  • a checked Barbour–Hall bound and Poisson–Poisson total-variation bound;
  • a calculus of Poisson mixtures (integrability transfer, smoothness, derivative bounds);
  • the first machine-checked limit theorem from atomic equilibria to Wardrop equilibria.

Difficulty

The obvious approach is to say that Bayesian Nash equilibrium inequalities pass to the limit because the expected costs converge. That step fails without control on cec_ece​: the costs are unbounded and evaluated at random loads, so convergence of the laws in total variation does not give convergence of E[ce(1+Zi,e)]\mathsf E[c_e(1+Z_{i,e})]E[ce​(1+Zi,e​)]. Condition (18) supplies the integrability, and the error must be bounded uniformly in the player and the profile. The Borisov–Ruzankin bound gives this, but at the Poisson parameter zi,ez_{i,e}zi,e​ rather than at dmax⁡d_{\max}dmax​, so integrability has to be transferred between Poisson parameters. The other difficulties are independence of the limit flows, which is a joint statement on N{(t,s)}\mathbb N^{\{(t,s)\}}N{(t,s)}, and differentiating series in their Poisson parameter up to the end point dmax⁡d_{\max}dmax​.

Formalization scope

  • Model. Players are Fin N, strategies are Finset E, and types and resources are finite types. Costs are c : E → ℕ → ℝ, nonnegative and monotone on {k≥1}\{k\ge1\}{k≥1}; ce(0)c_e(0)ce​(0) is never read. The page prints ce:N+→N+c_e:\mathbb N_+\to\mathbb N_+ce​:N+​→N+​ and ν∈N\nu\in\mathbb Nν∈N, which are read as real-valued, the weaker hypothesis. Nonempty St\mathcal S_tSt​ is made explicit.
  • Probability space. Ω=({0,1}×2E)N\Omega=(\{0,1\}\times 2^{\mathcal E})^{\mathcal N}Ω=({0,1}×2E)N carries the product weights ∏iPi(ωi)σi(si)\prod_i\mathsf P_i(\omega_i)\sigma_i(s_i)∏i​Pi​(ωi​)σi​(si​). Expectations are finite sums, and the laws of flows, loads and the flow vector are image measures. Laws are therefore computed from uuu and σ\sigmaσ, never passed in as free measures.
  • Total variation. Total variation is the published MarkovChainCLT.tvDist, the supremum over events (15). Poisson laws are Mathlib's poissonMeasure.
  • Accumulation points are limits along a strictly increasing φ\varphiφ.
  • Independence. "The Yt,sY_{t,s}Yt,s​ are independent" is formalized as total-variation convergence of the joint law of (Yt,sn)(Y^n_{t,s})(Yt,sn​) to the product of Poisson laws. On a countable space this is equivalent to the joint convergence in distribution that the paper proves.
  • Junk values. Every expectation that is a series carries summability: in (18), Propositions 5–6, Corollary 5 and Theorem 9(b). Without it, a cost such as ce(k)=k!c_e(k)=k!ce​(k)=k! would satisfy (18) through Lean's value 000 for a divergent tsum, and Theorem 2 would become false. Derivatives are taken within [0,dmax⁡][0,d_{\max}][0,dmax​]. Lemma 1 and Theorem 9 assume u<1u<1u<1 and p<1p<1p<1, so that (1−u)−2(1-u)^{-2}(1−u)−2 is not Lean's 1/0=01/0=01/0=0.
  • Correction to Lemma 1 (21). As printed, (21) is false. Take one resource with ce(j)=403(j−2)+c_e(j)=403(j-2)^+ce​(j)=403(j−2)+, ν=1\nu=1ν=1, dmax⁡=6d_{\max}=6dmax​=6 and 300 players with ui=1/100u_i=1/100ui​=1/100. Then ∣E[ce(1+Zi,e)]−c˘e(3)∣=4.1311>Λ(1/100)=4.0552|\mathsf E[c_e(1+Z_{i,e})]-\breve c_e(3)|=4.1311>\Lambda(1/100)=4.0552∣E[ce​(1+Zi,e​)]−c˘e​(3)∣=4.1311>Λ(1/100)=4.0552. The mission states (21) with Λ~(u)=νdmax⁡edmax⁡2ueu(1−u)2+uζ\tilde\Lambda(u)=\frac{\nu d_{\max}e^{d_{\max}}}{2}\frac{ue^u}{(1-u)^2}+u\zetaΛ~(u)=2νdmax​edmax​​(1−u)2ueu​+uζ, which is what the paper's proof gives once Proposition 5(a) transfers (18) to the parameter zi,ez_{i,e}zi,e​. It adds the counterexample as a separate item. Theorem 2 needs only Λ~(u)→0\tilde\Lambda(u)\to0Λ~(u)→0 and is unaffected.
  • Not trivializable. The goal cannot hold vacuously: the hypotheses are met by one resource, one type, n+1n+1n+1 players with ui=1/(n+1)u_i=1/(n+1)ui​=1/(n+1) and linear costs, for which every profile is an equilibrium (checked in Lean).
  • Contributions. Contributions toward any milestone are welcome. The Poisson-approximation and Poisson-mixture results (Theorem 9, (46), Propositions 5–6, Corollary 5) do not depend on the game and can be reused elsewhere.
  • Out of scope. Weighted games (Theorem 1), Poisson games (Theorems 3–4), rates (§6) and price of anarchy (§7) are not part of this mission.

Selected references

  • R. Cominetti, M. Scarsini, M. Schröder, N. Stier-Moses, Approximation and Convergence of Large Atomic Congestion Games, Mathematics of Operations Research (forthcoming), arXiv:2001.02797v7, 2022. https://arxiv.org/abs/2001.02797
  • A. D. Barbour, P. Hall, On the rate of Poisson convergence, Math. Proc. Cambridge Philos. Soc. 95(3), 1984. https://doi.org/10.1017/S0305004100061806
  • I. S. Borisov, P. S. Ruzankin, Poisson approximation for expectations of unbounded functions of independent random variables, Annals of Probability 30(4), 2002. https://doi.org/10.1214/aop/1039548369
  • J. A. Adell, A. Lekuona, Sharp estimates in signed Poisson approximation of Poisson mixtures, Bernoulli 11(1), 2005. https://doi.org/10.3150/bj/1110228242
  • R. B. Myerson, Population uncertainty and Poisson games, International Journal of Game Theory 27, 1998. https://doi.org/10.1007/s001820050079
  • J. G. Wardrop, Some theoretical aspects of road traffic research, Proceedings of the Institution of Civil Engineers, Part II, 1, 325–378, 1952 (no DOI given in the paper).
14 thms2 active usersReviewed
CombinatoricsOperations ResearchOptimization·Captain: mikedeng1

M♮-Convexity and Its Applications in Operations: Optimal Solutions Are Nonincreasing in the Parameters for SSQM♮-Concave Objectives on a BoxResearch Paper

Motivation

Many operations models ask how an optimal decision moves when a parameter moves. The classical answer is lattice programming (Topkis 1998): when the objective is supermodular, so that decisions and parameters are complements, optimal solutions are nondecreasing in the parameters. Inventory, assortment and resource-allocation problems often have the opposite structure. Stock already on hand, capacity already committed, or a budget already spent substitutes for new decisions, and one expects optimal decisions to be nonincreasing in such parameters. Supermodularity cannot express substitution between several decision variables at once, and before the work of Chen and Li no general tool covered this case.

Xin Chen and Menglong Li (SSRN 3431474; Operations Research, 2021, doi:10.1287/opre.2020.2070) supply that tool. They take the M♮-convex functions of discrete convex analysis (Murota 2003) and a quasi version of them, and show that maximizing a concave function of this kind over a box gives optimal solutions that decrease in the parameters. The paper then applies the result to multi-product inventory control with substitutable demand and to portfolio contracts.

Setting

All vectors here are integer vectors. For a finite index set KKK, write ei\mathbf e_iei​ for the iii-th unit vector of ZK\mathbb Z^KZK and e0=0\mathbf e_0 = 0e0​=0. For x,y∈ZKx, y \in \mathbb Z^Kx,y∈ZK, supp⁡+(x−y)={k:xk>yk}\operatorname{supp}^+(x-y) = \{k : x_k > y_k\}supp+(x−y)={k:xk​>yk​} and supp⁡−(x−y)={k:xk<yk}\operatorname{supp}^-(x-y) = \{k : x_k < y_k\}supp−(x−y)={k:xk​<yk​}.

A function G:ZK→R∪{−∞}G : \mathbb Z^K \to \mathbb R \cup \{-\infty\}G:ZK→R∪{−∞} has effective domain dom⁡G={x:G(x)>−∞}\operatorname{dom} G = \{x : G(x) > -\infty\}domG={x:G(x)>−∞}. It is SSQM♮-concave (semistrictly quasi M♮-concave; Definition 1, p. 8, applied to −G-G−G) if for all x,y∈dom⁡Gx, y \in \operatorname{dom} Gx,y∈domG and every i∈supp⁡+(x−y)i \in \operatorname{supp}^+(x-y)i∈supp+(x−y) there are j∈supp⁡−(x−y)∪{0}j \in \operatorname{supp}^-(x-y) \cup \{0\}j∈supp−(x−y)∪{0} and an integer α0>0\alpha_0 > 0α0​>0 such that for every integer α∈[0,α0]\alpha \in [0, \alpha_0]α∈[0,α0​], writing d=ei−ejd = \mathbf e_i - \mathbf e_jd=ei​−ej​,

G(x−αd)>G(x)orG(y+αd)>G(y)orG(x−αd)=G(x), G(y+αd)=G(y).G(x - \alpha d) > G(x) \quad\text{or}\quad G(y + \alpha d) > G(y) \quad\text{or}\quad G(x - \alpha d) = G(x),\ G(y + \alpha d) = G(y).G(x−αd)>G(x)orG(y+αd)>G(y)orG(x−αd)=G(x), G(y+αd)=G(y).

Every M♮-concave function is SSQM♮-concave, and so is every strictly increasing transform of one.

The parametric problem (3), p. 10, has a parameter s∈Zms \in \mathbb Z^ms∈Zm, a decision a∈Zna \in \mathbb Z^na∈Zn, and an objective G:Zm×Zn→R∪{−∞}G : \mathbb Z^m \times \mathbb Z^n \to \mathbb R \cup \{-\infty\}G:Zm×Zn→R∪{−∞}; the value −∞-\infty−∞ encodes constraints beyond the box. A box is B=[l,u]∩ZnB = [l, u] \cap \mathbb Z^nB=[l,u]∩Zn with lk∈Z∪{−∞}l_k \in \mathbb Z \cup \{-\infty\}lk​∈Z∪{−∞}, uk∈Z∪{+∞}u_k \in \mathbb Z \cup \{+\infty\}uk​∈Z∪{+∞} and l≤ul \le ul≤u. The problem is

max⁡ G(s,a)s.t. a∈B,\max\ G(s, a) \quad\text{s.t. } a \in B,max G(s,a)s.t. a∈B,

and AB∗(s)\mathcal A^*_B(s)AB∗​(s) denotes its set of optimal solutions. A correspondence s↦A(s)s \mapsto \mathcal A(s)s↦A(s) is nonincreasing on a set SSS of parameters (the weak induced set ordering) if for all s≤s′s \le s's≤s′ in SSS, every a∈A(s)a \in \mathcal A(s)a∈A(s) dominates some a′∈A(s′)a' \in \mathcal A(s')a′∈A(s′), and every a′∈A(s′)a' \in \mathcal A(s')a′∈A(s′) is dominated by some a∈A(s)a \in \mathcal A(s)a∈A(s), with ≤\le≤ componentwise.

Formalization targets

Goal: Theorem 3, p. 10

Let GGG be SSQM♮-concave in (s,a)(s, a)(s,a) and let SSS be the set of parameters for which (3) has an optimal solution of finite value. Then for all s,s′∈Ss, s' \in Ss,s′∈S with s≤s′s \le s's≤s′,

∀a∈AB∗(s) ∃a′∈AB∗(s′), a′≤a,∀a′∈AB∗(s′) ∃a∈AB∗(s), a′≤a.\forall a \in \mathcal A^*_B(s)\ \exists a' \in \mathcal A^*_B(s'),\ a' \le a, \qquad \forall a' \in \mathcal A^*_B(s')\ \exists a \in \mathcal A^*_B(s),\ a' \le a .∀a∈AB∗​(s) ∃a′∈AB∗​(s′), a′≤a,∀a′∈AB∗​(s′) ∃a∈AB∗​(s), a′≤a.

Milestones (steps of the proof on p. 11)

  1. Box feasibility. If a,a′∈Ba, a' \in Ba,a′∈B, ai<ai′a_i < a'_iai​<ai′​ and j=0j = 0j=0 or aj′<aja'_j < a_jaj′​<aj​, then a′−(ei−ej)a' - (\mathbf e_i - \mathbf e_j)a′−(ei​−ej​) and a+(ei−ej)a + (\mathbf e_i - \mathbf e_j)a+(ei​−ej​) lie in BBB.
  2. Exchange step. For optimal aaa at sss and a′a'a′ at s′s's′ with finite values and ai<ai′a_i < a'_iai​<ai′​, some admissible jjj makes a′−(ei−ej)a' - (\mathbf e_i - \mathbf e_j)a′−(ei​−ej​) optimal at s′s's′ and a+(ei−ej)a + (\mathbf e_i - \mathbf e_j)a+(ei​−ej​) optimal at sss, while preserving ak′≤aka'_k \le a_kak′​≤ak​ for k<ik < ik<i.
  3. Induction claim. AB∗(s′)∩I≤,i(a)≠∅\mathcal A^*_B(s') \cap I_{\le,i}(a) \neq \emptysetAB∗​(s′)∩I≤,i​(a)=∅ for i=0,…,ni = 0, \dots, ni=0,…,n, where I≤,i(a)={a′:ak′≤ak, k≤i}I_{\le,i}(a) = \{a' : a'_k \le a_k,\ k \le i\}I≤,i​(a)={a′:ak′​≤ak​, k≤i}.
  4. First half. Some a′′∈AB∗(s′)a'' \in \mathcal A^*_B(s')a′′∈AB∗​(s′) satisfies a′′≤aa'' \le aa′′≤a.
  5. Second half. For every a′∈AB∗(s′)a' \in \mathcal A^*_B(s')a′∈AB∗​(s′) some a∈AB∗(s)a \in \mathcal A^*_B(s)a∈AB∗​(s) satisfies a≥a′a \ge a'a≥a′.

Significance

Theorem 3 is the substitution counterpart of Topkis's monotonicity theorem. In the paper it yields Theorem 4 (for M♮-concave GGG, also eTAB∗(s)+eTs\mathbf e^{\mathsf T}\mathcal A^*_B(s) + \mathbf e^{\mathsf T}seTAB∗​(s)+eTs is nondecreasing, so a unit increase in the parameters lowers the total decision by at most one unit), and through Theorem 5 the monotone and bounded-sensitivity structure of optimal order quantities in multi-product inventory systems with substitution. Results of this shape are the usual route to structured optimal policies and to approximation and learning algorithms that exploit them.

The result is proved in the paper; it has not been formalized. The platform holds the discrete-convex-analysis vocabulary this mission reuses (characteristic vectors, positive and negative supports, effective domains of R∪{−∞}\mathbb R \cup \{-\infty\}R∪{−∞}-valued functions, from Murota's book) and the supermodular, nondecreasing monotonicity theorems of Topkis, but no comparative-statics result for M♮-type objectives. A machine-checked Theorem 3 would be the base for formalizing Theorem 4 and the inventory application.

Difficulty

Topkis's argument compares aaa and a′a'a′ through their meet and join, which is exactly what fails here: under substitution the meet and join of two optimal solutions need not be optimal. The exchange property gives a single unit move ei−ej\mathbf e_i - \mathbf e_jei​−ej​ at a time, and that move may lower one coordinate while raising another. The difficulty is to organize such moves so that a whole vector inequality a′′≤aa'' \le aa′′≤a is reached without undoing coordinates already fixed, and to handle objectives that take the value −∞-\infty−∞, where the exchange property says nothing.

Formalization scope

  • Integers only. F=Z\mathcal F = \mathbb ZF=Z. The paper's Assumption (⋆) (upper semicontinuity of GGG) is automatic there and does not appear. The real case is out of scope.
  • Finite optimal values. The paper takes S={s:AB∗(s)≠∅}S = \{s : \mathcal A^*_B(s) \neq \emptyset\}S={s:AB∗​(s)=∅}. With that SSS the theorem is false: for m=n=1m = n = 1m=n=1, B=[0,1]B = [0, 1]B=[0,1], G(s,a)=aG(s, a) = aG(s,a)=a if s=1s = 1s=1 and −∞-\infty−∞ otherwise, GGG is SSQM♮-concave but AB∗(0)={0,1}\mathcal A^*_B(0) = \{0, 1\}AB∗​(0)={0,1} and AB∗(1)={1}\mathcal A^*_B(1) = \{1\}AB∗​(1)={1}. The formal SSS (finiteParams) keeps only parameters with an optimal solution of finite value, which is what the proof uses. It is not strengthened to "GGG finite on the box".
  • Encoding. GGG is (Fin m ⊕ Fin n → ℤ) → WithBot ℝ with ⊥=−∞\bot = -\infty⊥=−∞; the joint point (s,a)(s, a)(s,a) is Sum.elim s a. The index j=0j = 0j=0 is none : Option K. The third alternative of Definition 1 is two equalities, equivalent to the paper's differences on dom⁡G\operatorname{dom} GdomG. The definition quantifies over every integer α∈[0,α0]\alpha \in [0, \alpha_0]α∈[0,α0​], not one α\alphaα. Box ends are WithBot ℤ and WithTop ℤ. Over Z\mathbb ZZ the proof's "small α\alphaα" is α=1\alpha = 1α=1 in the milestones.
  • No trivialization. The class SSQMNatConcave keeps j∈supp⁡−∪{0}j \in \operatorname{supp}^- \cup \{0\}j∈supp−∪{0} (restricting to supp⁡−\operatorname{supp}^-supp− gives Murota's narrower SSQM class), and the order in both halves is a′≤aa' \le aa′≤a; reversing either half gives the false nondecreasing statement. A sanity file checks that the hypotheses are satisfiable (the zero objective) and that the paper's SSS fails on the example above.
  • Reused definitions. DiscreteConvex.MConvexFunctions.{CharVec, SuppPos, SuppNeg} and DiscreteConvex.EconomicEquilibrium.UDom. The SSQM♮-concave class, the box, AB∗\mathcal A^*_BAB∗​ and the weak induced set ordering are new and reusable for Theorem 4 and the applications.

Contributions welcome: proofs of the milestones, and formalizations of Proposition 1 (M♮-concave implies SSQM♮-concave) and Theorem 4.

Selected references

  • Xin Chen and Menglong Li, M♮-Convexity and Its Applications in Operations, Operations Research, 2021; preprint SSRN 3431474. https://ssrn.com/abstract=3431474 , https://doi.org/10.1287/opre.2020.2070
  • Kazuo Murota, Discrete Convex Analysis, SIAM Monographs on Discrete Mathematics and Applications, 2003. https://doi.org/10.1137/1.9780898718508
  • Kazuo Murota and Akiyoshi Shioura, Quasi M-convex and L-convex functions — quasiconvexity in discrete optimization, Discrete Applied Mathematics 131(2):467–494, 2003 (cited by Chen and Li, p. 8).
  • Donald M. Topkis, Supermodularity and Complementarity, Princeton University Press, 1998. https://doi.org/10.1515/9781400822539
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Operations ResearchProbabilityStochastic Systems·Captain: mikedeng1

To Pool or Not to Pool: Queueing Design for Large-Scale Service Systems: In Moderate Overload, Dedicated Queues Under JSQ Match Pooled Abandonment While Their Delay Probability Stays Below OneResearch Paper

Motivation

Large service systems (call centers, hospital wards, emergency departments) must decide how customers wait. In a pooled queue (PQ) all customers wait in one line served by nnn agents; in dedicated queues (DQ) each server has its own line, which is what physical layouts, server-specific information and accountability often force. Classical queueing theory says pooling is more efficient: an idle server never coexists with a waiting customer. Cao, He, Huang and Liu (Operations Research, 2020) show that when customers may abandon and join the shortest queue, the efficiency loss of dedicated queues vanishes in large systems, and that in moderate overload the dedicated design has a strictly better delay probability than the pooled one. Service-level contracts are written in terms of this probability, so the comparison bears directly on staffing and design decisions.

Setting

There are nnn servers. Customers arrive in a Poisson process of rate λ\lambdaλ; service times are exponential with mean 1/μ1/\mu1/μ; each waiting customer has an exponential patience time with mean 1/θ1/\theta1/θ and leaves when its wait exceeds it. The traffic intensity is ρ=λ/(nμ)\rho = \lambda/(n\mu)ρ=λ/(nμ).

In the DQ–JSQ system each arriving customer joins a server with the fewest customers and stays in that server's FCFS queue. Let QiQ_iQi​ be the number of servers with at least iii customers. Q=(Qi)i≥1Q = (Q_i)_{i \ge 1}Q=(Qi​)i≥1​ is a continuous-time Markov chain (genAb): an arrival joins a server with exactly iii customers when Q1=⋯=Qi=n>Qi+1Q_1 = \dots = Q_i = n > Q_{i+1}Q1​=⋯=Qi​=n>Qi+1​, and each of the Qi−Qi+1Q_i - Q_{i+1}Qi​−Qi+1​ servers with exactly iii customers loses one at rate μ+θ(i−1)\mu + \theta(i-1)μ+θ(i−1). The PQ system is the M/M/n+M (Erlang-A) queue with the same λ,μ,θ\lambda, \mu, \thetaλ,μ,θ.

The potential waiting time (PWT) WWW is the time a customer would wait for service if it never abandoned; the actual waiting time (AWT) is V=W∧RV = W \wedge RV=W∧R, with RRR the customer's patience. A customer who joins a server with iii customers has PWT distributed as Ta(i)T_a(i)Ta​(i), a sum of independent exponentials with rates μ,μ+θ,…,μ+(i−1)θ\mu, \mu + \theta, \dots, \mu + (i-1)\thetaμ,μ+θ,…,μ+(i−1)θ.

Along a sequence of systems with arrival rates λn\lambda_nλn​ and λn/(nμ)→ρ\lambda_n/(n\mu) \to \rhoλn​/(nμ)→ρ (condition (21)), the fluid constants are

q=μ(ρ−1)+θ,qˉ=⌊q⌋+1,r=q−⌊q⌋,q = \frac{\mu(\rho - 1)^+}{\theta}, \qquad \bar q = \lfloor q \rfloor + 1, \qquad r = q - \lfloor q \rfloor,q=θμ(ρ−1)+​,qˉ​=⌊q⌋+1,r=q−⌊q⌋,

and the moderate overload condition (1) is 1<ρ<1+θ/μ1 < \rho < 1 + \theta/\mu1<ρ<1+θ/μ, equivalently 0<q<10 < q < 10<q<1.

Formalization targets

Goal: Theorem 5

Under (21) and (1), with w=ln⁡(ρ)/θw = \ln(\rho)/\thetaw=ln(ρ)/θ, nine pairs of steady-state limits hold as n→∞n \to \inftyn→∞ (subscripts D and P for the two designs), among them

lim⁡PDn(Ab)=ρ−1ρ=lim⁡PPn(Ab),lim⁡PDn(De)=r(μ+θ)ρμ<1=lim⁡PPn(De),\lim P^n_D(\mathrm{Ab}) = \frac{\rho - 1}{\rho} = \lim P^n_P(\mathrm{Ab}), \qquad \lim P^n_D(\mathrm{De}) = \frac{r(\mu + \theta)}{\rho\mu} < 1 = \lim P^n_P(\mathrm{De}),limPDn​(Ab)=ρρ−1​=limPPn​(Ab),limPDn​(De)=ρμr(μ+θ)​<1=limPPn​(De), lim⁡Var(WDn)=r(μ+θ)ρμ3(2−r(μ+θ)ρμ)>0=lim⁡Var(WPn),\lim \mathrm{Var}(W^n_D) = \frac{r(\mu + \theta)}{\rho\mu^3}\Bigl(2 - \frac{r(\mu + \theta)}{\rho\mu}\Bigr) > 0 = \lim \mathrm{Var}(W^n_P),limVar(WDn​)=ρμ3r(μ+θ)​(2−ρμr(μ+θ)​)>0=limVar(WPn​),

together with the limits of the mean occupancy, mean AWT, the conditional means of WWW and VVV, and mean PWT. The goal is the full nine-part statement as printed.

Milestones

The fluid model and its invariant state q∗q^*q∗ (Theorems 1 and 2), the steady-state limit Qn(∞)/n⇒q∗Q^n(\infty)/n \Rightarrow q^*Qn(∞)/n⇒q∗ (Theorem 3(ii)), the distribution of Ta(i)T_a(i)Ta​(i) ((22), (23)), the PWT limit

Wn⇒χ Ta(qˉ)+(1−χ) Ta(⌊q⌋),P(χ=1)=r(μ+θqˉ)ρμW^n \Rightarrow \chi\,T_a(\bar q) + (1 - \chi)\,T_a(\lfloor q \rfloor), \qquad P(\chi = 1) = \frac{r(\mu + \theta\bar q)}{\rho\mu}Wn⇒χTa​(qˉ​)+(1−χ)Ta​(⌊q⌋),P(χ=1)=ρμr(μ+θqˉ​)​

(Theorem 4), its moderate-overload specialisation (Remark 3), and the pooled abandonment limit, already proved on the platform as ErlangA.Abandonment.theorem_1 (Garnett, Mandelbaum and Reiman, 2002).

Significance

The result separates two performance measures that are usually treated together. In moderate overload the two designs agree to first order in occupancy, abandonment and mean actual wait, so the capacity loss of dedicated queues is negligible; but the dedicated design lets a positive fraction 1−p1 - p1−p of customers enter service immediately, while in the pooled design almost every customer waits. The cost is fairness: delayed customers in dedicated queues wait about one full service time, and the PWT variance stays positive, whereas the pooled PWT concentrates at www. These limits drive the staffing comparison of §6 of the paper.

All statements are proved in the paper's e-companion; none is formalized. The mission produces machine-checked versions of a fluid model with reflection-type constraints, an interchange-of-limits theorem for a countable-state chain with unbounded rates, hypoexponential distributions, and many-server limits of Erlang-A waiting times (Whitt, 2004), most of which are reusable across the many-server literature.

Difficulty

The pooled system is a birth–death chain with an explicit stationary law; the dedicated system is not. Its stationary law has no closed form, so the DQ limits cannot be computed directly. The natural approach, a process-level fluid limit followed by t→∞t \to \inftyt→∞, does not by itself give the steady-state statements: the two limits must be interchanged, which needs tightness of the stationary laws and global attraction to q∗q^*q∗ (Theorem 2). The fluid model itself is a reflection system in which Uˉi\bar U_iUˉi​ may grow only when Qˉi=1\bar Q_i = 1Qˉ​i​=1, so even its well-posedness (Theorem 1) is not a standard ODE result. Finally, weak convergence of WnW^nWn (Theorem 4) does not yield convergence of means and variances without uniform integrability.

Formalization scope

  • The DQ–JSQ state space and the stationary-law predicate are the published JSQHalfinWhitt.Tightness.State (0-based: Lean q.1 i is Qi+1Q_{i+1}Qi+1​) and IsStationaryDist (probability solutions of πG=0\pi\mathcal G = 0πG=0); the chain is non-explosive, so these are its stationary laws. The arrival rate in genAb is the total rate λ\lambdaλ.
  • The PQ stationary law is the published ErlangA.Abandonment.stationaryDist; PP(Ab)P_P(\mathrm{Ab})PP​(Ab) and PP(De)P_P(\mathrm{De})PP​(De) are the published probAbandon and probWait.
  • Waiting-time laws are measures on R\mathbb RR (additive convolutions of expMeasure). The DQ PWT law is a definition: the arrival-seen mixture ∑iπ{join a server with i} L(Ta(i))\sum_i \pi\{\text{join a server with } i\}\,\mathcal L(T_a(i))∑i​π{join a server with i}L(Ta​(i)) (PASTA). Patience is an independent expMeasure θ; conditional means are ratios.
  • Fluid model: paper indices; (11)–(13), (15) for all t≥0t \ge 0t≥0 with the integral required to exist; (16) in integrated form; (14) as "Uˉi′=0\bar U_i' = 0Uˉi′​=0 almost everywhere on {Qˉi<1}\{\bar Q_i < 1\}{Qˉ​i​<1}". Uniqueness is asserted on t≥0t \ge 0t≥0 only.
  • Theorem 3(ii)'s "Qˉn(t)⇒Qˉn(∞)\bar Q^n(t) \Rightarrow \bar Q^n(\infty)Qˉ​n(t)⇒Qˉ​n(∞)" is read as existence and uniqueness of the stationary law; convergence to q∗q^*q∗ is convergence in probability in the metric ddd.
  • Added hypotheses: μ,θ,λn>0\mu, \theta, \lambda_n > 0μ,θ,λn​>0, and ρ>0\rho > 0ρ>0 for the fluid model.
  • A statement that holds because a quantity takes Lean's default value is ruled out: the goal also asserts, for every nnn, that both PWT laws are probability laws with finite second moment and that both occupancy series converge, and the DQ laws are built from the stationary law of the chain, never from the limit mixture.

Contributions are welcome on the fluid model (Theorems 1–2), the hypoexponential facts ((22), (23)), the Erlang-A many-server limits, and the DQ–JSQ interchange of limits.

Selected references

  • P. Cao, S. He, J. Huang, Y. Liu, To Pool or Not to Pool: Queueing Design for Large-Scale Service Systems, Operations Research, Articles in Advance, 2020. https://doi.org/10.1287/opre.2019.1976
  • O. Garnett, A. Mandelbaum, M. Reiman, Designing a Call Center with Impatient Customers, Manufacturing & Service Operations Management 4(3), 2002. https://doi.org/10.1287/msom.4.3.208.7753
  • W. Whitt, Efficiency-Driven Heavy-Traffic Approximations for Many-Server Queues with Abandonments, Management Science 50(10), 2004. https://doi.org/10.1287/mnsc.1040.0279
  • A. Braverman, Steady-State Analysis of the Join-the-Shortest-Queue Model in the Halfin–Whitt Regime, Mathematics of Operations Research 45(3), 2020. https://doi.org/10.1287/moor.2019.1023
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Algorithmic Game TheoryEconomicsOperations Research·Captain: mikedeng1

Competitive Equilibrium and Trading Networks: A Network Flow Approach: Every Chain-Stable Outcome Is Supported by Competitive Equilibrium PricesResearch Paper

Motivation

Markets in which goods pass through intermediaries (supply chains, interbank lending, procurement networks) do not fit the two-sided buyer–seller models of matching theory: one firm can buy inputs on some trades and sell outputs on others. Trading networks model such markets as a directed graph of possible bilateral trades. Hatfield, Kominers, Nichifor, Ostrovsky and Westkamp (J. Polit. Econ. 2013) showed that when every agent's preferences are fully substitutable, competitive equilibria exist and several notions of stability coincide with competitive equilibrium. Stability notions describe outcomes that agents cannot undo by renegotiating, and competitive equilibrium describes outcomes supported by prices. Knowing that the two coincide matters for market design: a decentralised market that only has to rule out simple deviations already achieves a price-supported, efficient allocation.

Candogan, Epitropou and Vohra (Operations Research, 2021; working paper version IHS Economics Series 323, 2016) rederived these results from the theory of M-convex submodular flows (Murota, Discrete Convex Analysis, SIAM 2003). Full substitutability is equivalent to M♮-concavity of the valuations, and efficient outcomes correspond to optimal flows.

Timeline:

  • 1982, 1999: Kelso–Crawford and Gul–Stacchetti establish existence of competitive equilibrium with gross substitutes in two-sided markets.
  • 2003: Fujishige–Yang and Murota–Tamura identify gross substitutes with M♮-concavity (see Murota's book).
  • 2005, 2008: Hatfield–Milgrom and Ostrovsky extend matching with contracts and supply-chain stability.
  • 2013: Hatfield et al. prove existence, the welfare theorems and the stability equivalences in trading networks.
  • 2016/2021: Candogan, Epitropou and Vohra reprove them through network flows, introduce chain stability as the weakest notion, and show it already implies competitive equilibrium.

Setting

A trading network is a finite directed multigraph G=(N,E)G=(N,E)G=(N,E). Each vertex i∈Ni\in Ni∈N is an agent, each arc e∈Ee\in Ee∈E a possible trade, with seller e+e^+e+ and buyer e−e^-e−. Write δ+(i)\delta^+(i)δ+(i) for the trades iii sells, δ−(i)\delta^-(i)δ−(i) for the trades iii buys, and δ(i)=δ+(i)∪δ−(i)\delta(i)=\delta^+(i)\cup\delta^-(i)δ(i)=δ+(i)∪δ−(i). An outcome is a set of trades X⊆EX\subseteq EX⊆E, and a price vector is p∈REp\in\mathbb R^Ep∈RE. Agent iii has a valuation wi:2δ(i)→Rw_i:2^{\delta(i)}\to\mathbb Rwi​:2δ(i)→R and utility

ui(S,p)=wi(S)+∑e∈S∩δ+(i)pe−∑e∈S∩δ−(i)pe.u_i(S,p)=w_i(S)+\sum_{e\in S\cap\delta^+(i)}p_e-\sum_{e\in S\cap\delta^-(i)}p_e .ui​(S,p)=wi​(S)+e∈S∩δ+(i)∑​pe​−e∈S∩δ−(i)∑​pe​.

For T⊆ET\subseteq ET⊆E, the demand restricted to TTT is Di(pT)=arg⁡max⁡{ui(Y,p):Y⊆T∩δ(i)}D_i(p^T)=\arg\max\{u_i(Y,p):Y\subseteq T\cap\delta(i)\}Di​(pT)=argmax{ui​(Y,p):Y⊆T∩δ(i)}; with T=ET=ET=E it is the ordinary demand Di(p)D_i(p)Di​(p).

  • (X,p)(X,p)(X,p) is a competitive equilibrium if X∩δ(i)∈Di(p)X\cap\delta(i)\in D_i(p)X∩δ(i)∈Di​(p) for every iii (Definition 2.1).
  • XXX is efficient if it maximizes the welfare ∑iwi(X∩δ(i))\sum_i w_i(X\cap\delta(i))∑i​wi​(X∩δ(i)) (Definition 2.2).
  • Represent S⊆δ(i)S\subseteq\delta(i)S⊆δ(i) by the vector with entry +1+1+1 on sold trades and −1-1−1 on bought trades, and set wi=−∞w_i=-\inftywi​=−∞ elsewhere on Zδ(i)\mathbb Z^{\delta(i)}Zδ(i). The standing assumption is that every wiw_iwi​ is M♮-concave in this representation (§3.2).
  • (X,pX)(X,p^X)(X,pX) is individually rational if X∩δ(i)∈Di(pX)X\cap\delta(i)\in D_i(p^X)X∩δ(i)∈Di​(pX), the demand restricted to XXX, for every iii.
  • A chain is a nonempty set of distinct trades e1,…,eme_1,\dots,e_me1​,…,em​ with ek−=ek+1+e_k^-=e_{k+1}^+ek−​=ek+1+​. A chain ZZZ with prices pZp^ZpZ blocks (X,pX)(X,p^X)(X,pX) if Z∩X=∅Z\cap X=\emptysetZ∩X=∅ and, for every agent iii involved in ZZZ, every Yi∈Di(pZ∪X)Y^i\in D_i(p^{Z\cup X})Yi∈Di​(pZ∪X) contains Z∩δ(i)Z\cap\delta(i)Z∩δ(i). The prices pZ∪Xp^{Z\cup X}pZ∪X combine pXp^XpX and pZp^ZpZ.
  • (X,pX)(X,p^X)(X,pX) is chain stable if it is individually rational and has no blocking chain (Definition 5.3).
  • The contraction GXG^XGX with respect to (X,pX)(X,p^X)(X,pX) has trades E∖XE\setminus XE∖X and valuations w^i(S)=max⁡Y⊆X∩δ(i)[wi(S∪Y)+∑e∈Y∩δ+(i)peX−∑e∈Y∩δ−(i)peX]\hat w_i(S)=\max_{Y\subseteq X\cap\delta(i)}[w_i(S\cup Y)+\sum_{e\in Y\cap\delta^+(i)}p^X_e-\sum_{e\in Y\cap\delta^-(i)}p^X_e]w^i​(S)=maxY⊆X∩δ(i)​[wi​(S∪Y)+∑e∈Y∩δ+(i)​peX​−∑e∈Y∩δ−(i)​peX​] (eq. (6)).

Formalization targets

Goal: Theorem 5.8

If (X,pX)(X,p^X)(X,pX) is chain stable, then there is p∈REp\in\mathbb R^Ep∈RE with

(X,p) a competitive equilibrium andpe=peX  for all e∈X.(X,p)\ \text{a competitive equilibrium and}\quad p_e=p^X_e\ \ \text{for all }e\in X.(X,p) a competitive equilibrium andpe​=peX​  for all e∈X.

Milestones

  1. The contraction's valuations w^i\hat w_iw^i​ are M♮-concave (eq. (6), PDF p. 16).
  2. Theorem 4.1: a competitive equilibrium exists.
  3. Theorem 4.3: for any competitive equilibrium (X,p)(X,p)(X,p) and efficient X′X'X′, (X′,p)(X',p)(X′,p) is a competitive equilibrium.
  4. Lemma 5.5: if ∅\emptyset∅ is inefficient, some chain ZZZ has ∑iwi(∅)<∑iwi(Z∩δ(i))\sum_i w_i(\emptyset)<\sum_i w_i(Z\cap\delta(i))∑i​wi​(∅)<∑i​wi​(Z∩δ(i)).
  5. Corollary 5.6: a minimal welfare-improving set of trades is a chain, and with suitable prices it is a blocking chain of ∅\emptyset∅.
  6. Proof of Theorem 5.8: a blocking chain of ∅\emptyset∅ in GXG^XGX blocks (X,pX)(X,p^X)(X,pX) in GGG.
  7. Proof of Theorem 5.8: if (X,pX)(X,p^X)(X,pX) is individually rational and (∅,p^)(\emptyset,\hat p)(∅,p^​) is a competitive equilibrium of GXG^XGX, then (X,(pX,p^))(X,(p^X,\hat p))(X,(pX,p^​)) is a competitive equilibrium of GGG.

Significance

Theorem 5.8 closes the hierarchy of solution concepts in trading networks. Combined with Theorem 5.7 (competitive equilibria are strongly stable, hence chain stable), every notion between chain stability and competitive equilibrium describes the same outcomes. Since chain stability is the weakest of them, it is enough to check deviations along chains to certify an outcome as price supported and, by the first welfare theorem, efficient. The result is also the basis of the paper's algorithmic section, which finds blocking chains as negative cycles.

The theorem is proved, in Hatfield et al. (2013) and again in this paper. No part of it is formalized on the platform. The mission produces a machine-checked trading-network model with M♮-concave valuations, the existence and second welfare theorems for it, and the chain-stability equivalence. The M♮-concavity definition reused here comes from the platform's formalization of Murota's book.

Difficulty

The lifting steps (milestones 6 and 7) are bookkeeping. The substance is in two places. First, Theorems 4.1 and 4.3 and Lemma 5.5 are where substitutability is used: existence of equilibrium prices is a duality statement for a nonlinear integer program, and Lemma 5.5 asserts that an improvement over no trade can always be found with the special shape of a chain. Neither follows from finite enumeration. Without substitutability both fail: with complementary valuations an inefficient no-trade outcome can need a non-chain set of trades to improve on it, and equilibria need not exist. Second, milestone 1 requires closure of M♮-concavity under adding a linear function and maximizing out a group of coordinates (projection). This closure is standard in Murota's book but is not on the platform.

Formalization scope

  • Agents and trades are finite types with decidable equality. Valuations are real-valued functions on Finset E, evaluated only on subsets of δ(i)\delta(i)δ(i). Prices are functions E → ℝ.
  • M♮-concavity is the published definition DiscreteConvex.EconomicEquilibrium.MNaturalConcave (values in R∪{−∞}\mathbb R\cup\{-\infty\}R∪{−∞}, exchange axiom on the effective domain), applied to the signed representation +1+1+1 sold, −1-1−1 bought, −∞-\infty−∞ off the box {0,−1}δ−(i)×{0,1}δ+(i)\{0,-1\}^{\delta^-(i)}\times\{0,1\}^{\delta^+(i)}{0,−1}δ−(i)×{0,1}δ+(i). The paper's printed axiom on PDF p. 8 has f(x+χu−χv)f(x+\chi_u-\chi_v)f(x+χu​−χv​) in its last term, a typo for f(y+χu−χv)f(y+\chi_u-\chi_v)f(y+χu​−χv​), which is what the definition uses.
  • Added hypothesis: every trade has distinct seller and buyer. This is a reading of §2, and it is needed for the signed representation to be well defined.
  • The word "feasible" in Definition 5.3 is dropped, since real-valued valuations make every set of trades feasible. Chains are nonempty lists without repetition, with buyer of each trade equal to seller of the next, and may close into cycles. The contraction's trades are the subtype {e // e ∉ X}.
  • Ruled out: blocking with "some demanded set contains Z∩δ(i)Z\cap\delta(i)Z∩δ(i)" instead of "every", blocking by arbitrary sets instead of chains, or chain stability without individual rationality. Each of these changes the goal into a different statement. The goal keeps the page's quantifiers.
  • Infrastructure needed: closure of M♮-concavity under linear perturbation and projection, an M-convex submodular flow optimality criterion or a direct duality argument, and the exchange properties of M♮-concave set functions. These are reusable for any market with gross-substitutes valuations. Proofs of any milestone, and alternative proofs of Theorems 4.1 and 4.3 that avoid flows, are welcome.

Selected references

  • O. Candogan, M. Epitropou, R. V. Vohra, Competitive Equilibrium and Trading Networks: A Network Flow Approach, IHS Economics Series Working Paper 323, 2016 (journal version: Operations Research, 2021). https://irihs.ihs.ac.at/id/eprint/4027
  • J. W. Hatfield, S. D. Kominers, A. Nichifor, M. Ostrovsky, A. Westkamp, Stability and Competitive Equilibrium in Trading Networks, Journal of Political Economy 121(5), 2013. https://doi.org/10.1086/673402
  • K. Murota, Discrete Convex Analysis, SIAM, 2003. https://doi.org/10.1137/1.9780898718508
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Algorithmic Game TheoryGraph TheoryProbability·Captain: mikedeng1

Pure Nash Equilibria and Best-Response Dynamics in Random Games: Best-Response Dynamics Reaches a Pure Nash Equilibrium for All Large N When the Tie Probability Is SmallResearch Paper

Why random games, and why ties

A pure Nash equilibrium (PNE) of a game is a strategy profile from which no player gains by a unilateral deviation. Unlike mixed equilibria, pure equilibria need not exist, and even when they do they can be hard to find: computing an equilibrium is PPAD-complete in general (Daskalakis, Goldberg & Papadimitriou 2009). The simplest learning procedure that searches for a PNE is best-response dynamics (BRD): repeatedly let some player who can strictly improve switch strategy. BRD is guaranteed to stop at a PNE only for special classes such as potential games (Monderer & Shapley 1996); in general it can wander forever inside a trap, the "sink equilibrium" of Goemans, Mirrokni & Vetta 2005.

A way to measure how often these failures occur is to draw the payoffs at random. The classical line of work, from Goldman (1957) and Goldberg, Goldman & Newman (1968) to Powers (1990) and Rinott & Scarsini 2000, studies the number of PNE when the payoffs are i.i.d. with a continuous law, so that ties have probability zero. The number of PNE then has mean one and is asymptotically Poisson. Amiet, Collevecchio, Scarsini & Zhong (2021) drop the continuity assumption. They show that the single parameter governing the asymptotics is the tie probability α\alphaα, and they relate the game to bond percolation on the hypercube. Their headline result is that, for NNN binary players and small positive α\alphaα, BRD started from a fixed profile reaches a PNE with a failure probability that is summable in NNN.

Setting

There are NNN players [N]={1,…,N}[N]=\{1,\dots,N\}[N]={1,…,N}, each with strategies {0,1}\{0,1\}{0,1}. A profile is s∈{0,1}N\boldsymbol s\in\{0,1\}^Ns∈{0,1}N, and 0=(0,…,0)\mathbf 0=(0,\dots,0)0=(0,…,0). In the random game ΞN\Xi_NΞN​ the payoff of player iii at profile s\boldsymbol ss is ZisZ^{\boldsymbol s}_iZis​, and the family (Zis)i,s(Z^{\boldsymbol s}_i)_{i,\boldsymbol s}(Zis​)i,s​ is i.i.d. with a law μ\muμ on R\mathbb RR that may have atoms. With Z1,Z2Z_1,Z_2Z1​,Z2​ i.i.d. of law μ\muμ,

α=P(Z1=Z2),β=P(Z1<Z2)=1−α2.\alpha=\mathsf P(Z_1=Z_2),\qquad \beta=\mathsf P(Z_1<Z_2)=\tfrac{1-\alpha}{2}.α=P(Z1​=Z2​),β=P(Z1​<Z2​)=21−α​.

Two profiles that differ only in coordinate iii are joined by an edge of the hypercube HN\mathscr H_NHN​. The edge is oriented from s\boldsymbol ss to t\boldsymbol tt when Zis<ZitZ^{\boldsymbol s}_i<Z^{\boldsymbol t}_iZis​<Zit​, and is unoriented when the two payoffs tie; this gives the random partially oriented hypercube H⃗Nβ\vec{\mathscr H}^\beta_NHNβ​. The set D(s)\mathscr D(\boldsymbol s)D(s) of strictly profitable deviations consists of the heads of the arrows leaving s\boldsymbol ss, and s\boldsymbol ss is a PNE iff D(s)=∅\mathscr D(\boldsymbol s)=\varnothingD(s)=∅. BRD, BR(N)\mathsf{BR}^{(N)}BR(N), starts at 0\mathbf 00 and at each step moves to a uniformly random element of D\mathscr DD of the current profile. It converges to a PNE if D(BRk(N))=∅\mathscr D(\mathsf{BR}^{(N)}_k)=\varnothingD(BRk(N)​)=∅ for all large kkk.

A profile is accessible from s\boldsymbol ss if an oriented path leads to it, and L⃗Nβ,0\vec{\mathscr L}^{\beta,\mathbf 0}_NLNβ,0​ is the set of profiles accessible from 0\mathbf 00. A trap is a set of at least two profiles that is strongly connected and that no oriented path leaves. In bond percolation BNβ\mathscr B^\beta_NBNβ​ each edge of HN\mathscr H_NHN​ is open independently with probability β\betaβ. Its giant component is the largest open cluster, and its fragment MNβ\mathscr M^\beta_NMNβ​ is the set of vertices outside the giant component.

Formalization targets

Goal: Theorem 3.4

If α>0\alpha>0α>0 and ⌊−1/log⁡2(1/2+α/2)⌋≤3\lfloor -1/\log_2(1/2+\alpha/2)\rfloor\le 3⌊−1/log2​(1/2+α/2)⌋≤3 (equivalently 0<α<23/4−1≈0.680<\alpha<2^{3/4}-1\approx0.680<α<23/4−1≈0.68), then

∑N=1∞P(BR(N) does not converge to a PNE)<∞.\sum_{N=1}^\infty \mathsf P\bigl(\mathsf{BR}^{(N)}\text{ does not converge to a PNE}\bigr)<\infty .N=1∑∞​P(BR(N) does not converge to a PNE)<∞.

Milestones

  • Proposition 4.1: a coupling under which the open cluster of 0\mathbf 00 in a percolation BNβ\mathscr B^\beta_NBNβ​ equals L⃗Nβ,0\vec{\mathscr L}^{\beta,\mathbf 0}_NLNβ,0​.
  • Lemma 4.3: concentration of card(MNβ)\mathsf{card}(\mathscr M^\beta_N)card(MNβ​) around (2(1−β))N(1+O(N(1−β)N))(2(1-\beta))^N(1+O(N(1-\beta)^N))(2(1−β))N(1+O(N(1−β)N)), summably in NNN, for β∈(0,1/2)\beta\in(0,1/2)β∈(0,1/2).
  • Proposition 4.2, form (4.7): ∑NP(0∉giant component)<∞\sum_N\mathsf P(\mathbf 0\notin\text{giant component})<\infty∑N​P(0∈/giant component)<∞ for β∈(0,1/2]\beta\in(0,1/2]β∈(0,1/2].
  • Lemma 4.4: for some δˉ>0\bar\delta>0δˉ>0 and all δ<δˉ\delta<\bar\deltaδ<δˉ, summably in NNN, no Hamming ball of radius ⌈δN⌉\lceil\delta N\rceil⌈δN⌉ contains more than mβ=⌊1/(−log⁡2(1−β))⌋m_\beta=\lfloor 1/(-\log_2(1-\beta))\rfloormβ​=⌊1/(−log2​(1−β))⌋ profiles outside L⃗Nβ,0\vec{\mathscr L}^{\beta,\mathbf 0}_NLNβ,0​.
  • (5.8): ρTV(card(PNE(ΞN)),Poisson(2N(1−β)N))≤K1,αN(1−β)N\rho_{\mathsf{TV}}(\mathsf{card}(\mathsf{PNE}(\Xi_N)),\mathsf{Poisson}(2^N(1-\beta)^N))\le K_{1,\alpha}N(1-\beta)^NρTV​(card(PNE(ΞN​)),Poisson(2N(1−β)N))≤K1,α​N(1−β)N.
  • Theorem 2.3: a central limit theorem for card(PNE(ΞN))\mathsf{card}(\mathsf{PNE}(\Xi_N))card(PNE(ΞN​)), centred at (1+α)N(1+\alpha)^N(1+α)N and scaled by (1+α)N/2(1+\alpha)^{N/2}(1+α)N/2, with Kolmogorov error KαNmax⁡((1+α)/2,(1+α)−1/2)NK_\alpha N\max((1+\alpha)/2,(1+\alpha)^{-1/2})^NKα​Nmax((1+α)/2,(1+α)−1/2)N.
  • (5.13): ∑NP(card(PNE(ΞN))<(1+α)N−(1+ε)N(1+α)N/2)<∞\sum_N\mathsf P(\mathsf{card}(\mathsf{PNE}(\Xi_N))<(1+\alpha)^N-(1+\varepsilon)^N(1+\alpha)^{N/2})<\infty∑N​P(card(PNE(ΞN​))<(1+α)N−(1+ε)N(1+α)N/2)<∞ whenever 1+ε<(1+α)1/21+\varepsilon<(1+\alpha)^{1/2}1+ε<(1+α)1/2.
  • Trap reduction: if there is no trap, BRD converges to a PNE with probability one.
  • (5.29): summably in NNN, L⃗Nβ,0\vec{\mathscr L}^{\beta,\mathbf 0}_NLNβ,0​ contains a PNE.
  • (5.24): summably in NNN, H⃗Nβ\vec{\mathscr H}^\beta_NHNβ​ contains no trap.

Significance

The theorem shows that the failure of BRD described in the game-theory literature, cycling in a trap, is asymptotically rare when payoffs tie with small positive probability. By Borel–Cantelli there is then a finite random N∗N^*N∗ beyond which BRD always reaches a PNE. The threshold 23/4−12^{3/4}-123/4−1 is where the expected number of trapping 4-cycles stops being summable. The percolation coupling (Proposition 4.1) is the paper's new tool: it turns questions about accessibility under BRD into questions about clusters of the hypercube, where the results of McDiarmid, Scott & Withers apply. The same coupling yields the paper's phase transition at α=1/2\alpha=1/2α=1/2 for the accessibility of all PNE (Theorem 3.3, not part of this mission).

The paper results are proved on paper, except for one gap. The paper derives (5.8), and through it Theorem 2.3, from the claim that the number of PNE has the same law as the number of isolated vertices of the percolation. That identity is false: the two laws already differ at N=2N=2N=2. Statement (5.8) and Theorem 2.3 are nevertheless true; (5.8) follows from the Chen–Stein method (Arratia, Goldstein & Gordon 1989). Both are posed here as printed, and a correct proof of them is a contribution in its own right. None of these results has a machine-checked proof.

Difficulty

The obvious argument is a first-moment bound: count expected traps and sum over NNN. The 4-cycles that are traps alone have expected number of order N2((1+α)4/8)NN^2((1+\alpha)^4/8)^NN2((1+α)4/8)N, summable exactly when α<23/4−1\alpha<2^{3/4}-1α<23/4−1, but traps can have any size up to 2N2^N2N, and the number of candidate vertex sets grows far faster than any single-shape first moment decays. Controlling traps of every size requires global information about which profiles BRD can reach from 0\mathbf 00, and about how the exponentially many PNE sit relative to that set. That information comes from the component structure of percolation on the hypercube at a fixed edge probability, a deep theory (McDiarmid–Scott–Withers) of which nothing is in Mathlib.

Formalization scope

Players are Fin N and profiles are Fin N → Bool; the payoffs of ΞN\Xi_NΞN​ live on Fin N → Profile N → ℝ with the product law gameMeasure μ N. Each NNN has its own probability space; every target is a per-NNN bound or a sum over NNN of per-NNN probabilities, so no coupling across NNN is needed. Sums of probabilities are ∑' in ℝ≥0∞ and are required to be ≠ ⊤. The BRD chain is built from the PMF iterates of its one-step kernel. At a PNE, where the page leaves the step undefined, the chain stays put. The probability of non-convergence is then 1−sup⁡kP(BRk(N)∈PNE)1-\sup_k\mathsf P(\mathsf{BR}^{(N)}_k\in\mathsf{PNE})1−supk​P(BRk(N)​∈PNE), averaged with a lower Lebesgue integral. Percolation configurations are Edge N → Bool under a product of Bernoulli laws. "0\mathbf 00 is not in the giant component" is read conservatively: on a tie for the largest cluster, 0\mathbf 00 counts as outside. Theorem 2.3 and (5.8) assume N≥1N\ge 1N≥1, as the page's [N][N][N] does (both fail at N=0N=0N=0). Their constants are uniform over all payoff laws with the given α\alphaα. Lemma 4.3's O(⋅)O(\cdot)O(⋅) is two-sided.

Trivializing encodings are excluded: no probability is a Bochner integral of a possibly non-measurable integrand, convergence is not defined by fiat, and a trap needs at least two vertices and closedness, so a single PNE is not a trap. The hypothesis (3.8) is kept literally. At α=1\alpha=1α=1 it holds through Lean's −1/0=0-1/0=0−1/0=0, but the goal is then true for a genuine reason (every profile is a PNE).

A complete development needs the theory of finite Markov chains (absorption), Poisson approximation by Chen–Stein, a Berry–Esseen bound, and the component structure of percolation on the hypercube. The last of these is reusable well beyond this mission. Contributions of independent pieces, such as the trap reduction or the first-moment bounds, are welcome.

Selected references

  • B. Amiet, A. Collevecchio, M. Scarsini, Z. Zhong, Pure Nash Equilibria and Best-Response Dynamics in Random Games, Mathematics of Operations Research 46(4), 2021; arXiv:1905.10758v4. https://arxiv.org/abs/1905.10758
  • C. McDiarmid, A. Scott, P. Withers, The component structure of dense random subgraphs of the hypercube, arXiv:1806.06433, 2018 (cited by the paper as 2020). https://arxiv.org/abs/1806.06433
  • R. Arratia, L. Goldstein, L. Gordon, Two moments suffice for Poisson approximations: the Chen–Stein method, Annals of Probability 17(1), 1989. https://doi.org/10.1214/aop/1176991491
  • Y. Rinott, M. Scarsini, On the number of pure strategy Nash equilibria in random games, Games and Economic Behavior 33(2), 2000. https://doi.org/10.1006/game.1999.0775
  • M. Goemans, V. Mirrokni, A. Vetta, Sink equilibria and convergence, FOCS 2005. https://doi.org/10.1109/SFCS.2005.68
  • D. Monderer, L. S. Shapley, Potential games, Games and Economic Behavior 14(1), 1996. https://doi.org/10.1006/game.1996.0044
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Convex OptimizationOptimizationProbability·Captain: mikedeng1

Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization: Lower Bounds on the Smallest Eigenvalue of Boltzmann Covariance Matrices over a Convex BodyResearch Paper

Motivation

Interior point methods for convex optimization need a self-concordant barrier for the feasible set, and for many convex bodies, such as the subtour elimination polytope, membership can be decided in polynomial time while no efficiently computable barrier is known. The entropic barrier of Bubeck and Eldan (arXiv:1412.1587) is a self-concordant barrier defined for every convex body, and its gradient and Hessian are the mean and covariance of an exponential family of distributions on the body. Abernethy and Hazan (arXiv:1507.02528) proposed to run an interior point method with this barrier, estimating its derivatives by sampling. Badenbroek and de Klerk (arXiv:1811.07677) give a complexity analysis of such a sampling-based method when only a membership oracle for the body is available.

Any analysis of this kind has to control how badly conditioned the covariance matrices met along the way can be. Section 3.1 of Badenbroek and de Klerk supplies this control: a lower bound on the smallest eigenvalue of every Boltzmann covariance matrix over the body, in terms of the inner and outer radii of the body, the dimension, and the complexity parameter of the entropic barrier. This mission formalizes that section.

Setting

Fix n≥0n\ge 0n≥0 and work in Rn\mathbb R^nRn with the Euclidean inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle⟨⋅,⋅⟩ and norm ∥⋅∥\|\cdot\|∥⋅∥. A convex body K⊆RnK\subseteq\mathbb R^nK⊆Rn is a compact convex set with non-empty interior. Throughout, KKK contains a Euclidean ball of radius r>0r>0r>0 and is contained in a Euclidean ball of radius RRR.

The log partition function of KKK is

f(θ)=ln⁡∫Ke⟨θ,x⟩ dx,θ∈Rn.f(\theta)=\ln\int_K e^{\langle\theta,x\rangle}\,dx,\qquad \theta\in\mathbb R^n .f(θ)=ln∫K​e⟨θ,x⟩dx,θ∈Rn.

For each θ\thetaθ, the Boltzmann distribution over KKK with parameter θ\thetaθ is the probability law on KKK with density proportional to e⟨θ,x⟩e^{\langle\theta,x\rangle}e⟨θ,x⟩; at θ=0\theta=0θ=0 it is the uniform distribution on KKK. Its mean is Eθ[X]\mathbb E_\theta[X]Eθ​[X] and its covariance matrix is

Σ(θ)=Eθ[(X−Eθ[X])(X−Eθ[X])⊤],\Sigma(\theta)=\mathbb E_\theta\big[(X-\mathbb E_\theta[X])(X-\mathbb E_\theta[X])^\top\big],Σ(θ)=Eθ​[(X−Eθ​[X])(X−Eθ​[X])⊤],

which is also the Hessian of fff at θ\thetaθ. The local norm at θ\thetaθ is ∥v∥θ=⟨v,Σ(θ)v⟩\|v\|_\theta=\sqrt{\langle v,\Sigma(\theta)v\rangle}∥v∥θ​=⟨v,Σ(θ)v⟩​. For a symmetric positive semidefinite AAA, λmin⁡(A)=min⁡∥v∥=1⟨v,Av⟩\lambda_{\min}(A)=\min_{\|v\|=1}\langle v,Av\rangleλmin​(A)=min∥v∥=1​⟨v,Av⟩ and λmax⁡(A)=max⁡∥v∥=1⟨v,Av⟩\lambda_{\max}(A)=\max_{\|v\|=1}\langle v,Av\rangleλmax​(A)=max∥v∥=1​⟨v,Av⟩.

The entropic barrier is the Fenchel conjugate f∗(x)=sup⁡θ{⟨θ,x⟩−f(θ)}f^*(x)=\sup_{\theta}\{\langle\theta,x\rangle-f(\theta)\}f∗(x)=supθ​{⟨θ,x⟩−f(θ)}, for xxx in the interior of KKK. Its complexity parameter is a number ϑ\varthetaϑ with Df∗(x)[h]≤ϑ D2f∗(x)[h,h]Df^*(x)[h]\le\sqrt{\vartheta\,D^2f^*(x)[h,h]}Df∗(x)[h]≤ϑD2f∗(x)[h,h]​ for all interior xxx and all directions hhh; the paper's ϑ\varthetaϑ is the least such number, sup⁡x∥gx∗(x)∥x∗2\sup_x\|g^*_x(x)\|^{*2}_xsupx​∥gx∗​(x)∥x∗2​ (Definition 2.2). It is known that ϑ=n+o(n)\vartheta=n+o(n)ϑ=n+o(n).

Formalization targets

Goal: Theorem 3.1

For every θ∈Rn\theta\in\mathbb R^nθ∈Rn with ∥θ∥≤14R\|\theta\|\le\frac1{4R}∥θ∥≤4R1​,

λmin⁡(Σ(θ)) ≥ 116(rn+1)2,\lambda_{\min}(\Sigma(\theta))\ \ge\ \frac1{16}\Big(\frac r{n+1}\Big)^2,λmin​(Σ(θ)) ≥ 161​(n+1r​)2,

and for every θ\thetaθ with ∥θ∥>14R\|\theta\|>\frac1{4R}∥θ∥>4R1​,

λmin⁡(Σ(θ)) ≥ 164(14R∥θ∥)4ϑ+2(rn+1)2.\lambda_{\min}(\Sigma(\theta))\ \ge\ \frac1{64}\Big(\frac1{4R\|\theta\|}\Big)^{4\sqrt\vartheta+2}\Big(\frac r{n+1}\Big)^2 .λmin​(Σ(θ)) ≥ 641​(4R∥θ∥1​)4ϑ​+2(n+1r​)2.

Milestones

In the order the proof uses them:

  1. Display (12): λmax⁡(Σ(θ))≤(2R)2\lambda_{\max}(\Sigma(\theta))\le(2R)^2λmax​(Σ(θ))≤(2R)2 for all θ\thetaθ.
  2. Lemma 3.1 (Kannan–Lovász–Simonovits): if Σ(0)=I\Sigma(0)=IΣ(0)=I then KKK lies in a Euclidean ball of radius n+1n+1n+1.
  3. Lemma 3.2: λmin⁡(Σ(0))≥14(rn+1)2\lambda_{\min}(\Sigma(0))\ge\frac14\big(\frac r{n+1}\big)^2λmin​(Σ(0))≥41​(n+1r​)2.
  4. Display (4): for ∥θ1−θ0∥θ0<1\|\theta_1-\theta_0\|_{\theta_0}<1∥θ1​−θ0​∥θ0​​<1 and v≠0v\ne0v=0,
1−∥θ1−θ0∥θ0≤∥v∥θ1∥v∥θ0≤11−∥θ1−θ0∥θ0.1-\|\theta_1-\theta_0\|_{\theta_0}\le\frac{\|v\|_{\theta_1}}{\|v\|_{\theta_0}}\le\frac1{1-\|\theta_1-\theta_0\|_{\theta_0}} .1−∥θ1​−θ0​∥θ0​​≤∥v∥θ0​​∥v∥θ1​​​≤1−∥θ1​−θ0​∥θ0​​1​.
  1. Display (13): ∥θ∥θ2≤ϑ\|\theta\|_\theta^2\le\vartheta∥θ∥θ2​≤ϑ for all θ\thetaθ. This milestone is the already-published open statement EntropicBarrier.Universal.nuBound_iff_covariance, whose forward direction is (13).
  2. Display (14): if ∥θ∥≤14R\|\theta\|\le\frac1{4R}∥θ∥≤4R1​ then ∥θ∥0≤12\|\theta\|_0\le\frac12∥θ∥0​≤21​ and ∥v∥θ≥14rn+1∥v∥\|v\|_\theta\ge\frac14\frac r{n+1}\|v\|∥v∥θ​≥41​n+1r​∥v∥.
  3. Display (15): along θk=(1−12ϑ+1)kθ\theta_k=(1-\frac1{2\sqrt\vartheta+1})^k\thetaθk​=(1−2ϑ​+11​)kθ, consecutive points are within local distance 12\frac1221​, and ∥v∥θ≥2−m∥v∥θm\|v\|_\theta\ge 2^{-m}\|v\|_{\theta_m}∥v∥θ​≥2−m∥v∥θm​​.
  4. The bound on 2−m−22^{-m-2}2−m−2: with m=⌈log⁡2(14R∥θ∥)/log⁡2(1−12ϑ+1)⌉m=\big\lceil\log_2(\frac1{4R\|\theta\|})/\log_2(1-\frac1{2\sqrt\vartheta+1})\big\rceilm=⌈log2​(4R∥θ∥1​)/log2​(1−2ϑ​+11​)⌉, one has ∥θm∥≤14R\|\theta_m\|\le\frac1{4R}∥θm​∥≤4R1​ and 2−m−2≥18(4R∥θ∥)1/log⁡2(1−12ϑ+1)≥18(4R∥θ∥)−2ϑ−12^{-m-2}\ge\frac18(4R\|\theta\|)^{1/\log_2(1-\frac1{2\sqrt\vartheta+1})}\ge\frac18(4R\|\theta\|)^{-2\sqrt\vartheta-1}2−m−2≥81​(4R∥θ∥)1/log2​(1−2ϑ​+11​)≥81​(4R∥θ∥)−2ϑ​−1.

Significance

The result. Theorem 3.1 bounds the condition number of every Boltzmann covariance over KKK: together with display (12), it places the spectrum of Σ(θ)\Sigma(\theta)Σ(θ) in an explicit interval depending only on rrr, RRR, nnn, ϑ\varthetaϑ and ∥θ∥\|\theta\|∥θ∥. In the paper this enters the analysis of the interior point method (display (52) and Lemma 6.3), where sampled estimates of Σ(θ)\Sigma(\theta)Σ(θ) must be accurate relative to the local norm. Lemma 3.2 on its own is a statement about the uniform distribution on a convex body that is of independent use in sampling and rounding algorithms.

Formalizing it. The results are proved in the paper, apart from Lemma 3.1 and display (4), which it cites (Kannan–Lovász–Simonovits 1995, Bubeck–Eldan 2014). None of them has been machine-checked. The mission builds on the published Lean layer of the Bubeck–Eldan entropic-barrier mission (convex bodies, the log partition function, the exponential family, its covariance form), so results proved here become reusable facts about that shared layer. The paper's headline, Theorem 6.2 (the complexity of the full sampling-based method), is not part of this mission: its complexity statement is asymptotic in O∗O^*O∗ form and its proof relies on results of other papers that the paper does not state.

Difficulty

The upper bound (12) is immediate, because KKK has diameter at most 2R2R2R. The lower bound is not: the Boltzmann law concentrates near the boundary of KKK in the direction of θ\thetaθ as ∥θ∥\|\theta\|∥θ∥ grows, and no direct estimate of the variance in the other directions is available. Near θ=0\theta=0θ=0 the obstacle is the base case itself, which needs a quantitative statement that a convex body in isotropic position is not too elongated (Lemma 3.1). For large ∥θ∥\|\theta\|∥θ∥ the obstacle is that self-concordance only compares local norms at parameters within local distance less than one, so a single comparison with θ=0\theta=0θ=0 is not possible, and the number of comparisons must be controlled through the complexity parameter. On the formal side, the identification of Σ(θ)\Sigma(\theta)Σ(θ) with the Hessian of fff, the self-concordance of fff, and the relation between ϑ\varthetaϑ and ∥θ∥θ\|\theta\|_\theta∥θ∥θ​ all require differentiation under the integral sign over a convex body, which Mathlib supports only in pieces.

Formalization scope

  • Space. Rn\mathbb R^nRn is EuclideanSpace ℝ (Fin n) with Lebesgue measure; the inner product is the Euclidean one.
  • Objects reused, not redefined. IsConvexBody (compact, convex, non-empty interior), logPartition (fff), entropicBarrier (f∗f^*f∗), expFamily K θ (the Boltzmann law), covForm K θ h k (⟨h,Σ(θ)k⟩\langle h,\Sigma(\theta)k\rangle⟨h,Σ(θ)k⟩) and SatisfiesNuBound are the published Bubeck–Eldan definitions. New definitions: the local norm localNorm K θ v = √(covForm K θ v v), the sequence thetaSeq, and the step count mSteps (natural-number ceiling).
  • Spectral bounds. "λmin⁡(Σ(θ))≥c\lambda_{\min}(\Sigma(\theta))\ge cλmin​(Σ(θ))≥c" is stated as ⟨v,Σ(θ)v⟩≥c∥v∥2\langle v,\Sigma(\theta)v\rangle\ge c\|v\|^2⟨v,Σ(θ)v⟩≥c∥v∥2 for all vvv, and "λmax⁡≤c\lambda_{\max}\le cλmax​≤c" dually; no matrices or eigenvalue API are used.
  • Complexity parameter. ϑ\varthetaϑ enters as SatisfiesNuBound K (entropicBarrier K) ϑ with ϑ≥0\vartheta\ge0ϑ≥0. This is equivalent to the paper's reading: the least admissible ϑ\varthetaϑ satisfies the predicate, and the second bound of Theorem 3.1 weakens as ϑ\varthetaϑ grows. Milestones 7 and 8 additionally require ϑ>0\vartheta>0ϑ>0, since the argument divides by 2ϑ2\sqrt\vartheta2ϑ​.
  • Balls. The inner ball is open, the outer one closed; for a compact KKK this is no loss. In Lemma 3.1 the centre of the ball is existential, as printed.
  • Powers. (⋅)4ϑ+2(\cdot)^{4\sqrt\vartheta+2}(⋅)4ϑ​+2 and (⋅)−2ϑ−1(\cdot)^{-2\sqrt\vartheta-1}(⋅)−2ϑ​−1 are real powers, 2−m2^{-m}2−m and 2−m−22^{-m-2}2−m−2 integer powers, log⁡2\log_2log2​ is Real.logb 2.
  • Ruling out trivializations. The goal is about the covariance form of the given body KKK, not about an abstract operator with assumed self-concordance or eigenvalue bounds, and ϑ\varthetaϑ is tied to the entropic barrier of KKK rather than being an unconstrained real or a bound on ∥θ∥θ\|\theta\|_\theta∥θ∥θ​ assumed outright.
  • Infrastructure needed. Differentiation of θ↦∫Ke⟨θ,x⟩dx\theta\mapsto\int_K e^{\langle\theta,x\rangle}dxθ↦∫K​e⟨θ,x⟩dx under the integral; positivity and finiteness of the moments of the Boltzmann law; the Kannan–Lovász–Simonovits ball bound for isotropic convex bodies; self-concordance of fff. The first two are reusable for any exponential-family statement on the platform. Proofs of the Bubeck–Eldan open statements, in particular nuBound_iff_covariance, directly serve milestone 5 and are welcome contributions.

Selected references

  • R. Badenbroek, E. de Klerk, Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization, arXiv:1811.07677v1, 2018; Mathematics of Operations Research, 2022. https://arxiv.org/abs/1811.07677
  • S. Bubeck, R. Eldan, The entropic barrier: a simple and optimal universal self-concordant barrier, arXiv:1412.1587, 2014. https://arxiv.org/abs/1412.1587
  • J. Abernethy, E. Hazan, Faster convex optimization: Simulated annealing with an efficient universal barrier, arXiv:1507.02528, 2015. https://arxiv.org/abs/1507.02528
  • R. Kannan, L. Lovász, M. Simonovits, Isoperimetric problems for convex bodies and a localization lemma, Discrete & Computational Geometry 13 (1995), 541–559. https://doi.org/10.1007/BF02574061
  • J. Renegar, A Mathematical View of Interior-Point Methods in Convex Optimization, SIAM, 2001. https://doi.org/10.1137/1.9780898718812
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Bandit AlgorithmsMachine LearningOperations Research+1·Captain: mikedeng1

Contextual Bandits with Cross-Learning: UCB1.CL Has Expected Regret O(Kκ̄ log T/Δ*) and O(√(κ̄KT log T)) with Stochastic Rewards and Adversarial ContextsResearch Paper

Motivation

In a contextual bandit a learner plays TTT rounds; in round ttt it observes a context ctc_tct​, pulls one of KKK arms and receives the reward of that arm in that context. In many applications the learner also learns what the pulled arm would have paid in other contexts. The motivating example of Balseiro, Golrezaei, Mahdian, Mirrokni and Schneider (arXiv:1809.09582) is a bidder in repeated first-price auctions: the context is the bidder's private value, the arm is the bid, and after the auction the bidder can compute the utility the same bid would have earned at every other value. Similar cross-learning structure appears in dynamic pricing with variable costs and in multi-armed bandits with side information about contexts.

Treating each context as a separate bandit problem costs regret of order CKT\sqrt{CKT}CKT​, which is useless when the number of contexts CCC is large or continuous. The paper shows that cross-learning removes, or reduces, this dependence on CCC. For stochastic rewards it analyses UCB1.CL, a version of UCB1 that updates its statistics in every context it learns about, and bounds its regret by a graph quantity, the clique covering number of the cross-learning graphs. The authors describe this analysis as the main technical contribution of the paper (p. 5).

Setting

There are arms i∈[K]i\in[K]i∈[K] and contexts c∈[C]c\in[C]c∈[C]. On a probability space, the reward ri,t(c)∈[0,1]r_{i,t}(c)\in[0,1]ri,t​(c)∈[0,1] of arm iii in context ccc at round ttt is random; the reward vectors of different rounds are independent (rewards may be correlated within a round), and ri,t(c)r_{i,t}(c)ri,t​(c) has the same law Fi(c)\mathcal F_i(c)Fi​(c), with mean μi(c)\mu_i(c)μi​(c), in every round. The best mean in context ccc is μ⋆(c)=max⁡iμi(c)\mu^\star(c)=\max_i\mu_i(c)μ⋆(c)=maxi​μi​(c) and the gap of arm iii is Δi(c)=μ⋆(c)−μi(c)\Delta_i(c)=\mu^\star(c)-\mu_i(c)Δi​(c)=μ⋆(c)−μi​(c). The contexts c1,c2,…c_1,c_2,\dotsc1​,c2​,… form an arbitrary sequence fixed before the game (adversarial, oblivious contexts).

For each arm iii a directed cross-learning (CL) graph GiG_iGi​ on the contexts is known: an edge c→c′c\to c'c→c′ means that pulling arm iii in context ccc reveals ri,t(c′)r_{i,t}(c')ri,t​(c′). Every GiG_iGi​ contains all self-loops. The clique covering number κ(G)\kappa(G)κ(G) is the least number of subcliques (sets with an edge u→vu\to vu→v between any two members) that partition the contexts; κˉ=1K∑iκ(Gi)\bar\kappa=\frac1K\sum_i\kappa(G_i)κˉ=K1​∑i​κ(Gi​).

UCB1.CL keeps, for every arm iii and context ccc, the number τi,t(c)\tau_{i,t}(c)τi,t​(c) of rewards of arm iii in context ccc observed before round ttt and their sum σi,t(c)\sigma_{i,t}(c)σi,t​(c). In round ttt it pulls an arm ItI_tIt​ maximising

σi,t(ct)τi,t(ct)+2log⁡Tτi,t(ct)(+∞ if τi,t(ct)=0),\frac{\sigma_{i,t}(c_t)}{\tau_{i,t}(c_t)}+\sqrt{\frac{2\log T}{\tau_{i,t}(c_t)}}\qquad(+\infty\text{ if }\tau_{i,t}(c_t)=0),τi,t​(ct​)σi,t​(ct​)​+τi,t​(ct​)2logT​​(+∞ if τi,t​(ct​)=0),

breaking ties arbitrarily. The pseudo-regret is Reg=∑t=1TΔIt(ct)\mathrm{Reg}=\sum_{t=1}^T\Delta_{I_t}(c_t)Reg=∑t=1T​ΔIt​​(ct​).

Formalization targets

Goal: Theorem 1 (p. 17)

For every T≥2T\ge2T≥2, every context sequence and every UCB1.CL arm process,

E[Reg]≤16log⁡TΔ∗∑i=1Kκ(Gi)+Kπ23for every 0<Δ∗≤min⁡{Δi(c):Δi(c)>0},\mathbb E[\mathrm{Reg}]\le\frac{16\log T}{\Delta^*}\sum_{i=1}^K\kappa(G_i)+\frac{K\pi^2}{3}\quad\text{for every }0<\Delta^*\le\min\{\Delta_i(c):\Delta_i(c)>0\},E[Reg]≤Δ∗16logT​i=1∑K​κ(Gi​)+3Kπ2​for every 0<Δ∗≤min{Δi​(c):Δi​(c)>0}, E[Reg]≤17Tlog⁡T∑i=1Kκ(Gi)+Kπ23.\mathbb E[\mathrm{Reg}]\le17\sqrt{T\log T\sum_{i=1}^K\kappa(G_i)}+\frac{K\pi^2}{3}.E[Reg]≤17TlogTi=1∑K​κ(Gi​)​+3Kπ2​.

These are the paper's O(Kκˉlog⁡T/Δ∗)O(K\bar\kappa\log T/\Delta^*)O(KκˉlogT/Δ∗) and O(κˉKTlog⁡T)O(\sqrt{\bar\kappa KT\log T})O(κˉKTlogT​) with the constants of its proof.

Milestones

  1. Eq. (4) (p. 19): along any arm sequence, for contexts of a set SSS ordered by decreasing positive gap, Xi(c(1))+⋯+Xi(c(j))≤mi(c(j))+1X_i(c_{(1)})+\dots+X_i(c_{(j)})\le m_i(c_{(j)})+1Xi​(c(1)​)+⋯+Xi​(c(j)​)≤mi​(c(j)​)+1, where mi(c)=8log⁡T/Δi(c)2m_i(c)=8\log T/\Delta_i(c)^2mi​(c)=8logT/Δi​(c)2.
  2. Lemma 3 (p. 18): for any arm sequence, RegPre≤16log⁡T∑iκ(Gi)/Δmin⁡\mathrm{Reg}_{\mathrm{Pre}}\le16\log T\sum_i\kappa(G_i)/\Delta_{\min}RegPre​≤16logT∑i​κ(Gi​)/Δmin​.
  3. Hoeffding step (p. 46): the mean xˉi,n(c)\bar x_{i,n}(c)xˉi,n​(c) of the first nnn observed rewards deviates from μi(c)\mu_i(c)μi​(c) by 2log⁡T/n\sqrt{2\log T/n}2logT/n​ with probability at most T−4T^{-4}T−4 in each direction.
  4. Per-round bound (p. 46): Pr⁡[It=i, τi,t(ct)>mi(ct)]≤2t−2\Pr[I_t=i,\ \tau_{i,t}(c_t)>m_i(c_t)]\le2t^{-2}Pr[It​=i, τi,t​(ct​)>mi​(ct​)]≤2t−2 for Δi(ct)>0\Delta_i(c_t)>0Δi​(ct​)>0.
  5. Lemma 4 (p. 20): E[RegPost]≤Kπ2/3\mathbb E[\mathrm{Reg}_{\mathrm{Post}}]\le K\pi^2/3E[RegPost​]≤Kπ2/3.

Significance

With complete cross-learning (κ(Gi)=1\kappa(G_i)=1κ(Gi​)=1) Theorem 1 gives regret O(KTlog⁡T)O(\sqrt{KT\log T})O(KTlogT​), independent of the number of contexts; with no cross-learning (κ(Gi)=C\kappa(G_i)=Cκ(Gi​)=C) it recovers the O(KCTlog⁡T)O(\sqrt{KCT\log T})O(KCTlogT​) of independent UCB1 instances; in between, the clique covering number interpolates. The bound applies to bidding in first-price auctions with discretised values and bids, and the paper's lower bounds (Theorems 5–6) show that a dependence on graph invariants of the CL graphs cannot be removed in general.

The result is proved in the paper; nothing about it is formalized. A machine-checked proof would add to the platform its first contextual bandit with cross-learning, its first regret bound in terms of a clique cover, and a Hoeffding inequality for rewards sampled at rounds chosen adaptively by an algorithm, which is reusable in every UCB-type analysis. The formal statements also record corrected versions of four printed slips in the proof (listed under Formalization scope).

Difficulty

The standard UCB1 analysis counts, per arm and context, the pulls made before the arm has been observed mi(c)m_i(c)mi​(c) times, and pays Δi(c) mi(c)\Delta_i(c)\,m_i(c)Δi​(c)mi​(c) for each context. Summed over contexts this gives a bound linear in CCC, which is exactly what cross-learning should avoid. The difficulty is that an observation of arm iii in context ccc may come from a pull in another context, so the per-context counts are coupled through the CL graph and do not decrease independently. Lemma 3 handles this through a linear system over the cliques of a minimum clique cover, and Lemma 4 needs concentration for samples collected at random times determined by the algorithm itself.

Formalization scope

Arms and contexts are Fin K and Fin C with K,C≥1K,C\ge1K,C≥1. The reward process R t ω i c is defined for all t∈Nt\in\mathbb Nt∈N; the hypotheses are measurability, independence of the round vectors (iIndepFun), values in [0,1][0,1][0,1], and identical distribution of each coordinate across rounds. Contexts are a deterministic sequence ctx : ℕ → Fin C. G i c c' is the edge c→c′c\to c'c→c′ of GiG_iGi​, with all self-loops assumed. Rounds are 0-based in Lean (Lean's round ttt is the paper's round t+1t+1t+1). The UCB index is EReal-valued, +∞+\infty+∞ at τ=0\tau=0τ=0; the logarithm is natural and the algorithm knows TTT.

The selection rule is a property of the arm sequence: in every round t<Tt<Tt<T the pulled arm maximises the index, which reads only the rewards observed before round ttt; ties are arbitrary. The arm of round ttt must be a measurable function of the rewards of earlier rounds. The regret is the expected pseudo-regret of p. 17, summed over all TTT rounds.

Repairs relative to the page: Δ∗\Delta^*Δ∗ is a positive lower bound on the positive gaps (as printed it is 000); the gap-dependent constant is Lemma 3's 16log⁡T∑iκ(Gi)/Δ∗16\log T\sum_i\kappa(G_i)/\Delta^*16logT∑i​κ(Gi​)/Δ∗, without the extra factor KKK of (5); (4) carries +1+1+1 on each right-hand side; T≥2T\ge2T≥2 throughout; Lemma 3 is pathwise for any arm sequence; the Hoeffding step is restricted to the event that the nnn-th observation occurs within the horizon. Lean's 8log⁡T/0=08\log T/0=08logT/0=0, so every statement using mi(c)m_i(c)mi​(c) restricts to positive gaps.

The formalization rules out the trivializing readings: the index cannot read the means, the gaps or unobserved rewards; the selection property is satisfiable (an explicit sequence exists); κ\kappaκ is a minimum over labellings whose classes are cliques, so it equals CCC without cross-learning and 111 with complete cross-learning; all constants are absolute.

Not part of the mission: Lemmas 1–2 (comparisons of graph invariants), Theorems 2–3 (EXP3.CL and EXP3.CL-U for adversarial rewards), Theorems 4–10 (lower bounds and the learning-to-bid applications) and the conjecture of Appendix D. Contributions of the optional-skipping Hoeffding inequality as a general lemma, and of clique-cover combinatorics on Fin C, are welcome and reusable.

Selected references

  • S. Balseiro, N. Golrezaei, M. Mahdian, V. Mirrokni, J. Schneider, Contextual Bandits with Cross-Learning, Mathematics of Operations Research, 2023; arXiv:1809.09582v3 (2021). https://arxiv.org/abs/1809.09582
  • P. Auer, N. Cesa-Bianchi, P. Fischer, Finite-time Analysis of the Multiarmed Bandit Problem, Machine Learning 47, 2002. https://doi.org/10.1023/A:1013689704352
  • W. Hoeffding, Probability Inequalities for Sums of Bounded Random Variables, Journal of the American Statistical Association 58, 1963. https://doi.org/10.1080/01621459.1963.10500830
  • S. Mannor, O. Shamir, From Bandits to Experts: On the Value of Side-Observations, NeurIPS 2011. https://arxiv.org/abs/1106.2436
8 thms2 active usersReviewed
Quantum Information·Captain: Goku

Entropic characteristics of subsets of statesResearch Paper

Motivation

This paper is devoted to systematic study of properties of the quantum entropy and of the Holevo capacity considered as a function of a set of quantum states. The properties of restriction of the quantum entropy to arbitrary set of states are discussed. For some types of sets necessary and sufficient conditions of boundedness and of continuity of restriction of the quantum entropy as well as necessary and sufficient conditions of existence of the Gibbs state are obtained. The Holevo capacity of an arbitrary set of states and its general properties as a function of a set are considered. The notion of the optimal average state of an arbitrary set of states with finite Holevo capacity is introduced. The condition of existence of optimal measure for a set of states is obtained. The general results concerning the quantum entropy and the Holevo capacity are illustrated by considering the several examples of sets of states.

This mission is the statement-level formalization of Entropic characteristics of subsets of states (arXiv:quant-ph/0510073v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

41 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 1 (Theorem 1, PDF p. 24). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

30 results of the paper are not stated yet, because the library lacks an interface they need:

  • Proposition 1a: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model (hard)
  • Lemma 3: Normalized positive-trace spectral-power state sigma_t, including the support-projection t=0 branch and its linked logarithmic energy; the scalar powerTrace/decreaseCoefficient definitions alone do not construct that state (hard)
  • Proposition 3a: Normalized positive-trace spectral-power state sigma_t, including the support-projection t=0 branch and its linked logarithmic energy; the scalar powerTrace/decreaseCoefficient definitions alone do not construct that state; distinguish critical entropy radius c_* from capacity radius c^* and handle finite-rank plateau (hard)
  • Proposition 4: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; simultaneous linked witnesses H, Htilde=-log(sigma), finite H-energy of sigma and finite entropy of sigma (hard)
  • Corollary 1: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; a shared reference state and Htilde on each fixed finite energy sublevel (hard)
  • Corollary 3: A concrete action on normalized coefficient states of arbitrary unitaries AND antiunitaries, with change of orthonormal basis and continuous parameter action; support-sensitive log-energy expectation Tr sigma(-log omega) (hard)
  • Proposition 5: Arbitrary complete-basis dephasing and its density-state image. The current Matrix.diagonal/Matrix.diag expression treats the coordinate basis only; all A-F clauses need existential versus universal quantification over actual complete bases (hard)
  • Corollary 5: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; relative compactness is already expressible and is not replaced by closedness (hard)
  • Theorem 2: The complete A-L contract with an independently moderated, nonvacuous correction to G and all finite-capacity domains for Omega (source-ambiguity)
  • Corollary 8: A concrete action on normalized coefficient states of arbitrary unitaries AND antiunitaries, with change of orthonormal basis and continuous parameter action; the CPTP channel clause is expressible, but the whole node also includes non-CP antiunitary automorphisms (hard)
  • Proposition 9a: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; all of B and its three equivalent sufficient continuity conditions must accompany A and C (hard)
  • Proposition 9b: A full indexed finite/countable probability-ensemble certificate with a normalized barycenter and positive-weight maximal-distance system, including the real nonnegative common C and the H-convergent tail infimum bound (hard)
  • Proposition 1b: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; canonical ground projection at h=h_m and all five regularity/optimality equivalences (hard)
  • Proposition 3b: Normalized positive-trace spectral-power state sigma_t, including the support-projection t=0 branch and its linked logarithmic energy; the scalar powerTrace/decreaseCoefficient definitions alone do not construct that state; distinct upper critical radius c^*, infinite-rank regime, and canonical endpoint states for all capacity branches (hard)
  • Lemma 7: Normalized positive-trace spectral-power state sigma_t, including the support-projection t=0 branch and its linked logarithmic energy; the scalar powerTrace/decreaseCoefficient definitions alone do not construct that state; infinite support and finite positive exponent domain must be actual operator predicates (hard)
  • Lemma 9: A valid source replacement for the printed joint-diagonal expansion and invariance claim (source-ambiguity)
  • Proposition 11: Actual operator support/range and support projections in coefficient coordinates, diagonal coupling states in specified marginal eigenbases, and normalized finite-rank uniform projectors; isomorphism of arbitrary marginal states and an optimal law with full diagonal joint support, retaining all four finite-entropy equivalents (hard)
  • Lemma 10: Actual operator support/range and support projections in coefficient coordinates, diagonal coupling states in specified marginal eigenbases, and normalized finite-rank uniform projectors; distinguish closed convex hull in clause (i) from finite mixtures in clause (iii) (hard)
  • Proposition 12: A concrete continuous compact-group projective unitary action, normalized Haar pushforward law and its actual density-state barycenter; the twirl and law must be computed from the action, not arbitrary data satisfying the conclusions (hard)
  • Remark 2: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; the SAME simultaneous Proposition 4 witnesses must extend to closedHull(A union {sigma}) (hard)
  • Remark 7: Actual operator support/range and support projections in coefficient coordinates, diagonal coupling states in specified marginal eigenbases, and normalized finite-rank uniform projectors; orthogonality is between the complete support spans of the sets, not just their optimal averages, and both the binary maximum and equality iff are required (hard)
  • Remark 10: Actual normalized cyclic permutation coupling states and their uniform finite law, for every d>=1, with d-dimensional uniform marginals; comparison to full quantum coupling capacity (hard)
  • Remark 12: Actual infinite-rank shared state with precisely two orthogonal pure flags in its support complement, the half-mixture set, finite-rank flag-preserving projections, and strictly increasing retained masses giving the exact log(2)/(1+eta_n) capacities (hard)
  • §5.1: binary optimal weights, finite symmetry and enlargement: A concrete action on normalized coefficient states of arbitrary unitaries AND antiunitaries, with change of orthonormal basis and continuous parameter action; actual finite orbit law/uniform average and orthogonal-support finite ensembles, together with the unique distinct-binary equal-divergence root and the equal-capacity enlargement clause (hard)
  • §5.1: full q_n,epsilon family and (45)–(46): A source-specified treatment of q_n=0, q_n=1, duplicate signals and finite-degenerate families in formulas (45)-(46) (source-ambiguity)
  • §5.1: compact countable set without optimal law: Constructed rho_n^±(q,epsilon), its entropy-defined purity interpolation, normalized states and limit signal, and the extended F_e/G_e series with a boundary-root-safe canonical parameter choice for q_n=1/log(n log^3(2n+1)) and every epsilon, with exact F_1(1)<1 rather than the printed decimal approximation (hard)
  • §5.2: no minimal closed equal-capacity subset: Actual unbounded H-operator with a complete eigenbasis, finite spectral multiplicities, extended form-energy, partition trace, and normalized Gibbs state/critical-parameter constructions in the same coefficient-state model; actual late-tail finite-cutoff Gibbs approximants (8)-(9), their entropy-limit state, and closure of their union of chosen-basis layers (hard)
  • §5.5: optimal law exists but no purely atomic one: A concrete continuous compact-group projective unitary action, normalized Haar pushforward law and its actual density-state barycenter; the actual normalized circle step vector, its complex Fourier coefficients and pure translation orbit, with nonatomic Haar law and absence of EVERY countable orbit decomposition of the twirl (hard)
  • Theorem 2G literal entropy-continuity alternative: Entropy control at ensemble barycenters in closedHull(A_1) in the literal second G alternative (source-ambiguity)
  • §5.1 (45)–(46): convergent family on the proof-used interior domain: Constructed rho_n^±(q,epsilon), its entropy-defined purity interpolation, normalized states and limit signal, and the extended F_e/G_e series with a boundary-root-safe canonical parameter choice on the explicit proof-used domain 0<q_n<1 and q_n->0, retaining roots AT the convergence threshold when F(a)=1 (hard)

Selected references

  • Entropic characteristics of subsets of states, arXiv:quant-ph/0510073v2, https://arxiv.org/abs/quant-ph/0510073v2
44 thms2 active usersReviewed
Quantum Information·Captain: Goku

The structure of degradable quantum channelsResearch Paper

Motivation

Degradable quantum channels are among the only channels whose quantum and private classical capacities are known. As such, determining the structure of these channels is a pressing open question in quantum information theory. We give a comprehensive review of what is currently known about the structure of degradable quantum channels, including a number of new results as well as alternate proofs of some known results. In the case of qubits, we provide a complete characterization of all degradable channels with two dimensional output, give a new proof that a qubit channel with two Kraus operators is either degradable or anti-degradable and present a complete description of anti-degradable unital qubit channels with a new proof. For higher output dimensions we explore the relationship between the output and environment dimensions (dBd_BdB​ and dEd_EdE​ respectively) of degradable channels. For several broad classes of channels we show that they can be modeled with a environment that is "small" in the sense dE≤dBd_E \leq d_BdE​≤dB​. Perhaps surprisingly, we also present examples of degradable channels with ``large'' environments, in the sense that the minimal dimension dE>dBd_E > d_BdE​>dB​. Indeed, one can have dE>14dB2d_E > \tfrac{1}{4} d_B^2dE​>41​dB2​. In the case of channels with diagonal Kraus operators, we describe the subclass which are complements of entanglement breaking channels. We also obtain a number of results for channels in the convex hull of conjugations with generalized Pauli matrices. However, a number of open questions remain about these channels and the more general case of random unitary channels.

This mission is the statement-level formalization of The structure of degradable quantum channels (arXiv:0802.1360v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

37 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 4: complete degradable qubit-output structure (original paper seed) (Theorem 4: complete degradable qubit-output structure (original paper seed), PDF p. 12). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

6 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 19: A valid prescribed degrader for all real angles, including singular denominators (source-ambiguity)
  • §2.1: one-dimensional input bullet: An ambient-output-minimality convention justifying d_B=d_E (source-ambiguity)
  • §4: four-dimensional direct-sum example: The exact four-Kraus count for the two unrestricted summands (source-ambiguity)
  • §7: claimed Holevo additivity transfer via (16): A valid capacity identity and additivity-transfer theorem for the common-input weighted flag channel (source-ambiguity)
  • A.1: alleged unrestricted commutant lift and complement relation (62)–(68): The missing commutation-domain hypothesis for the alleged arbitrary-rho lift (source-ambiguity)
  • §3: unnumbered qubit-output classification summary: Missing degradability and parameter-domain premises in the summary bullets (source-ambiguity)

Selected references

  • The structure of degradable quantum channels, arXiv:0802.1360v2, https://arxiv.org/abs/0802.1360v2
47 thms2 active usersReviewed
Quantum Information·Captain: Goku

Tema Con Variazioni: Quantum Channel CapacityResearch Paper

Motivation

Channel capacity describes the size of the nearly ideal channels, which can be obtained from many uses of a given channel, using an optimal error correcting code. In this paper we collect and compare minor and major variations in the mathematically precise statements of this idea which have been put forward in the literature. We show that all the variations considered lead to equivalent capacity definitions. In particular, it makes no difference whether one requires mean or maximal errors to go to zero, and it makes no difference whether errors are required to vanish for any sequence of block sizes compatible with the rate, or only for one infinite sequence.

This mission is the statement-level formalization of Tema Con Variazioni: Quantum Channel Capacity (arXiv:quant-ph/0311037v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

35 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Abstract and Sections 2–7: equivalent quantum capacity definitions (Abstract and Sections 2–7: equivalent quantum capacity definitions, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

1 results of the paper are not stated yet, because the library lacks an interface they need:

  • Section 2.2 exact-boundary sentence; compare p.29: A consistent exact-boundary version of the p.4 sporadic-rate assertion under Definition 2.1. (source-ambiguity)

Selected references

  • Tema Con Variazioni: Quantum Channel Capacity, arXiv:quant-ph/0311037v1, https://arxiv.org/abs/quant-ph/0311037v1
40 thms2 active usersReviewed
Quantum Information·Captain: Goku

Trade-off capacities of the quantum Hadamard channelsResearch Paper

Motivation

Coding theorems in quantum Shannon theory express the ultimate rates at which a sender can transmit information over a noisy quantum channel. More often than not, the known formulas expressing these transmission rates are intractable, requiring an optimization over an infinite number of uses of the channel. Researchers have rarely found quantum channels with a tractable classical or quantum capacity, but when such a finding occurs, it demonstrates a complete understanding of that channel's capabilities for transmitting classical or quantum information. Here, we show that the three-dimensional capacity region for entanglement-assisted transmission of classical and quantum information is tractable for the Hadamard class of channels. Examples of Hadamard channels include generalized dephasing channels, cloning channels, and the Unruh channel. The generalized dephasing channels and the cloning channels are natural processes that occur in quantum systems through the loss of quantum coherence or stimulated emission, respectively. The Unruh channel is a noisy process that occurs in relativistic quantum information theory as a result of the Unruh effect and bears a strong relationship to the cloning channels. We give exact formulas for the entanglement-assisted classical and quantum communication capacity regions of these channels. The coding strategy for each of these examples is superior to a naive time-sharing strategy, and we introduce a measure to determine this improvement.

This mission is the statement-level formalization of Trade-off capacities of the quantum Hadamard channels (arXiv:1001.1732v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

26 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Unnumbered main result: Hadamard CQE single-letterization (Unnumbered main result: Hadamard CQE single-letterization, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

6 results of the paper are not stated yet, because the library lacks an interface they need:

  • Lemma-2: An unstated feasibility or tie-breaking qualification on every lambda=0 CQ optimizer. (source-ambiguity)
  • Theorem-6: Full countably infinite flagged-cloner channel, both unrestricted-block CQ/CE regions, and summable entropy adapters for arbitrary finite-reference block inputs. (hard)
  • Unruh-time-sharing-gain: Both full infinite-output Unruh CQ/CE regions and their own endpoint time-sharing hulls. (hard)
  • CQE-time-sharing-gain: A common three-resource endpoint-protocol time-sharing hull and the full Unruh positive-consumption CQE region. (hard)
  • Unruh-common-ensemble: One shared binary purified input optimizing both unrestricted infinite-output Unruh rate boundaries, with summable weighted entropy objectives. (hard)
  • relative-gain-numerics: Exact threshold domains or certified numerical error bounds for the qualitative Figure 6 rankings. (source-ambiguity)

Selected references

  • Trade-off capacities of the quantum Hadamard channels, arXiv:1001.1732v2, https://arxiv.org/abs/1001.1732v2
35 thms2 active usersReviewed
Quantum Information·Captain: Goku

The Conley-Zehnder index for a path of symplectic matricesResearch Paper

Motivation

We give here a self contained and elementary introduction to the Conley-Zehnder index for a path of symplectic matrices. We start from the definition of the index as the degree of a map into the circle for a path starting at the identity and ending at a matrix for which 1 is not an eigenvalue. We prove some properties which characterize this index using normal forms for symplectic matrices obtained from geometrical considerations. We explore the relations to Robbin-Salamon index for paths of Lagrangians. We give an axiomatic characterization of the generalization of the Conley-Zehnder index for any continuous path of symplectic matrices defined by Robbin and Salamon.

This mission is the statement-level formalization of The Conley-Zehnder index for a path of symplectic matrices (arXiv:1201.3728v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

43 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Classical integer Conley–Zehnder index: degree construction, independence and determinant parity (Classical integer Conley–Zehnder index: degree construction, independence and determinant parity, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

8 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 23: Symplectic bases of the constructed real primary subspace and dependent Jordan block sums (hard)
  • Theorem 24: Signed Jordan block representation on the real lambda-primary symplectic space (hard)
  • Theorem 25: Unambiguous unit-circle odd-block columns, dimensions and block count (source-ambiguity)
  • Proposition 42: Constructed complementary-Lagrangian chart and its differentiable transition (hard)
  • Lemma 43: Transported tangent form on the smooth Lagrangian Grassmannian (hard)
  • Unnumbered: complementary Lagrangian chart and tangent identification: Lagrangian Grassmannian chart and actual tangent-space identification (hard)
  • Theorem 45: Arbitrary-reference Lagrangian index on the actual topological Lagrangian Grassmannian (hard)
  • Cited regularization and crossing-sum invariance: Regular representatives and homotopy-invariant crossing sums for arbitrary Lagrangian paths (hard)

Selected references

  • The Conley-Zehnder index for a path of symplectic matrices, arXiv:1201.3728v2, https://arxiv.org/abs/1201.3728v2
46 thms2 active usersReviewed
Quantum Information·Captain: Goku

Conditions for the local manipulation of Gaussian statesResearch Paper

Motivation

We present a general necessary and sufficient criterion for the possibility of a state transformation from one mixed Gaussian state to another of a bi-partite continuous-variable system with two modes. The class of operations that will be considered is the set of local Gaussian completely positive trace-preserving maps.

This mission is the statement-level formalization of Conditions for the local manipulation of Gaussian states (arXiv:quant-ph/0109126v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

6 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Proposition 2: exact LOG conversion criterion (Proposition 2, PDF p. 2). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

6 results of the paper are not stated yet, because the library lacks an interface they need:

  • Minimal-noise characterization: A justified minimal-noise definition and a valid equivalence to f1=0 at zero commutator defect (source-ambiguity)
  • Composition of two minimal LOG: Operational factorization using independently defined minimal local noise (source-ambiguity)
  • Zero-correlation one-sided continuation: Correct one-sided criterion at xi4=0 including product states (source-ambiguity)
  • Zero-correlation two-sided criterion: Correct two-sided criterion at xi4=0 and unambiguous target indices (source-ambiguity)
  • Partial, non-total order assertion: A specified domain or equivalence quotient on which antisymmetry is intended (source-ambiguity)
  • Note [14]: single ancillary mode: A valid bound on ancillary modes for singular Gaussian channels (source-ambiguity)

Selected references

  • Conditions for the local manipulation of Gaussian states, arXiv:quant-ph/0109126v2, https://arxiv.org/abs/quant-ph/0109126v2
11 thms2 active usersReviewed
Quantum Information·Captain: Goku

Reversibility conditions for quantum channels and their applicationsResearch Paper

Motivation

A necessary condition for reversibility (sufficiency) of a quantum channel with respect to complete families of states with bounded rank is obtained. A full description (up to isometrical equivalence) of all quantum channels reversible with respect to orthogonal and nonorthogonal complete families of pure states is given. Some applications in quantum information theory are considered. The main results can be formulated in terms of the operator algebras theory (as conditions for reversibility of channels between algebras of all bounded operators).

This mission is the statement-level formalization of Reversibility conditions for quantum channels and their applications (arXiv:1203.0262v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

26 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 3 (seed paper result): bounded-rank reversibility and the pure-state normal form (Theorem 3 (seed paper result): bounded-rank reversibility and the pure-state normal form, PDF p. 8). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

2 results of the paper are not stated yet, because the library lacks an interface they need:

  • Theorem 5 (entire printed quantitative statement): The binder or definition of n in the quantitative Kraus-count bound for a general Borel ensemble. (source-ambiguity)
  • Theorem 2 [13], cited background: Separate scope/provenance handling of the cited complete countable-family Petz criterion, without entropy-finiteness assumptions. (hard)

Selected references

  • Reversibility conditions for quantum channels and their applications, arXiv:1203.0262v3, https://arxiv.org/abs/1203.0262v3
39 thms2 active usersReviewed
Quantum Information·Captain: Goku

On Shor's channel extension and constrained channelsResearch Paper

Motivation

In this paper we give several equivalent formulations of the additivity conjecture for constrained channels, which formally is substantially stronger than the unconstrained additivity. To this end a characteristic property of the optimal ensemble for such a channel is derived, generalizing the maximal distance property. It is shown that the additivity conjecture for constrained channels holds true for certain nontrivial classes of channels. Recently P. Shor showed that conjectured additivity properties for several quantum information quantities are in fact equivalent. After giving an algebraic formulation for the Shor's channel extension, its main asymptotic property is proved. It is then used to show that additivity for two constrained channels can be reduced to the same problem for unconstrained channels, and hence, "global" additivity for channels with arbitrary constraints is equivalent to additivity without constraints.

This mission is the statement-level formalization of On Shor's channel extension and constrained channels (arXiv:quant-ph/0306196v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

21 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 2: constrained versus asymptotic extension additivity (Theorem 2: constrained versus asymptotic extension additivity, PDF p. 13). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Selected references

  • On Shor's channel extension and constrained channels, arXiv:quant-ph/0306196v2, https://arxiv.org/abs/quant-ph/0306196v2
29 thms2 active usersReviewed
Quantum Information·Captain: Goku

Quantum states representing perfectly secure bits are always distillableResearch Paper

Motivation

It is proven that recently introduced states with perfectly secure bits of cryptographic key (private states representing secure bit) [K. Horodecki et al., Phys. Rev. Lett. 94, 160502 (2005)] as well as its multipartite and higher dimension generalizations always represent distillable entanglement. The corresponding lower bounds on distillable entanglement are provided. We also present a simple alternative proof that for any bipartite quantum state entanglement cost is an upper bound on distillable cryptographic key in bipartite scenario.

This mission is the statement-level formalization of Quantum states representing perfectly secure bits are always distillable (arXiv:quant-ph/0602176v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

9 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Every exact nontrivial private state has positive GHZ distillable entanglement (Abstract; II.A–B, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

1 results of the paper are not stated yet, because the library lacks an interface they need:

  • II.B, last paragraph, suggested POVM extension: A complete multi-outcome locally orthogonal filtering instrument, with specified support notion, failure completion, admissible key-pair family and exact efficiency conclusion. (source-ambiguity)

Selected references

  • Quantum states representing perfectly secure bits are always distillable, arXiv:quant-ph/0602176v2, https://arxiv.org/abs/quant-ph/0602176v2
15 thms2 active usersReviewed
Quantum Information·Captain: Goku

Continuity bounds on the quantum relative entropyResearch Paper

Motivation

The quantum relative entropy is frequently used as a distance, or distinguishability measure between two quantum states. In this paper we study the relation between this measure and a number of other measures used for that purpose, including the trace norm distance. More precisely, we derive lower and upper bounds on the relative entropy in terms of various distance measures for the difference of the states based on unitarily invariant norms. The upper bounds can be considered as statements of continuity of the relative entropy distance in the sense of Fannes. We employ methods from optimisation theory to obtain bounds that are as sharp as possible.

This mission is the statement-level formalization of Continuity bounds on the quantum relative entropy (arXiv:quant-ph/0503218v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

25 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is §VI, Theorem 4: sharp lower bound for every UI norm (seed headline) (§VI, Theorem 4: sharp lower bound for every UI norm (seed headline), PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

4 results of the paper are not stated yet, because the library lacks an interface they need:

  • §V.B, Theorem 3: printed logarithmic continuity bound (deferred): A corrected Fannes modulus or a source-justified local distance domain for the logarithmic continuity bound; the unrestricted printed inequality cannot be asserted. (source-ambiguity)
  • §VII.A, unnumbered printed series (48) (deferred): A corrected Taylor series for (46): powers beta^(k-1) and (1-beta)^(k-1), with a plus (-1)^k term. The independently valid leading coefficient is already stated. (source-ambiguity)
  • §VII.B, Theorem 6: complete bound plus fixed-dimension sharpness wording (deferred): An exact fixed-dimension, fixed-actual-minimum sharpness domain, including the residual-eigenvalue condition, or a corrected dimension-independent sharpness claim. (source-ambiguity)
  • §VIII, Theorem 7: full asymptotic statement (converse deferred): A support-reducing/invariance hypothesis with an audited converse, or a bound using the minimum positive eigenvalue of the full sigma_n instead of its compression. (source-ambiguity)

Selected references

  • Continuity bounds on the quantum relative entropy, arXiv:quant-ph/0503218v3, https://arxiv.org/abs/quant-ph/0503218v3
30 thms2 active usersReviewed
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Strong Converse and Stein's Lemma in the Quantum Hypothesis TestingResearch Paper

Motivation

The hypothesis testing problem of two quantum states is treated. We show a new inequality between the error of the first kind and the second kind, which complements the result of Hiai and Petz to establish the quantum version of Stein's lemma. The inequality is also used to show a bound on the first kind error when the power exponent for the second kind error exceeds the quantum relative entropy, and the bound yields the strong converse in the quantum hypothesis testing. Finally, we discuss the relation between the bound and the power exponent derived by Han and Kobayashi in the classical hypothesis testing.

This mission is the statement-level formalization of Strong Converse and Stein's Lemma in the Quantum Hypothesis Testing (arXiv:quant-ph/9906090v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

10 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Quantum Stein lemma at every fixed positive error (§3, Theorem 2, (10): quantum Stein lemma, corrected positive-error domain, PDF p. 4). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

1 results of the paper are not stated yet, because the library lacks an interface they need:

  • §5, unnumbered quantum variational identity and Golden–Thompson comparison: A source-specified quantum active-rate attainment domain, singular-state log-exponential convention, and nonzero-order equality-case domain for the combined p.8 identity. (source-ambiguity)

Selected references

  • Strong Converse and Stein's Lemma in the Quantum Hypothesis Testing, arXiv:quant-ph/9906090v1, https://arxiv.org/abs/quant-ph/9906090v1
15 thms2 active usersReviewed
Quantum Information·Captain: Goku

Properties of Conjugate Channels with Applications to Additivity and MultiplicativityResearch Paper

Motivation

Quantum channels can be described via a unitary coupling of system and environment, followed by a trace over the environment state space. Taking the trace instead over the system state space produces a different mapping which we call the conjugate channel. We explore the properties of conjugate channels and describe several different methods of construction. In general, conjugate channels map M_d to M_d' with d < d', and different constructions may differ by conjugation with a partial isometry. We show that a channel and its conjugate have the same minimal output entropy and maximal output p-norm. It then follows that the additivity and multiplicativity conjectures for these measures of optimal output purity hold for a product of channels if and only if they also hold for the product of their conjugates. This allows us to reduce these conjectures to the special case of maps taking M_d to M_d' with a minimal representation of dimension at most d. We find explicit expressions for the conjugates for a number of well-known examples, including entanglement-breaking channels, unital qubit channels, the depolarizing channel, and a subclass of random unitary channels. For the entanglement-breaking channels, channels this yields a new class of channels for which additivity and multiplicativity of optimal output purity can be established. For random unitary channels using the generalized Pauli matrices, we obtain a new formulation of the multiplicativity conjecture. The conjugate of the completely noisy channel plays a special role and suggests a mechanism for using noise to transmit information.

This mission is the statement-level formalization of Properties of Conjugate Channels with Applications to Additivity and Multiplicativity (arXiv:quant-ph/0509126v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

30 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 5 / paper headline: conjugation preserves multiplicativity and entropy additivity (Theorem 5 / paper headline: conjugation preserves multiplicativity and entropy additivity, PDF p. 8). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

17 results of the paper are not stated yet, because the library lacks an interface they need:

  • Corollary 11: filtered noisy complement for Pauli-diagonal channels: A consistent full source statement: Corollary 11: filtered noisy complement for Pauli-diagonal channels (source-ambiguity)
  • Theorem 14: explicit shift-clock formula (58): A consistent full source statement: Theorem 14: explicit shift-clock formula (58) (source-ambiguity)
  • Theorem 15: additional equality/decomposability assertion: A consistent full source statement: Theorem 15: additional equality/decomposability assertion (source-ambiguity)
  • Theorem 16: subgroup/coset equality characterization: A consistent full source statement: Theorem 16: subgroup/coset equality characterization (source-ambiguity)
  • Theorem 18 (Stinespring): cited general C-star dilation theorem: A consistent full source statement: Theorem 18 (Stinespring): cited general C-star dilation theorem (source-ambiguity)
  • Unnumbered CQ extremality claim (cited [16]): A consistent full source statement: Unnumbered CQ extremality claim (cited [16]) (source-ambiguity)
  • Unnumbered formulas (37)–(40): diagonal Weyl action: A consistent full source statement: Unnumbered formulas (37)–(40): diagonal Weyl action (source-ambiguity)
  • Unnumbered cyclic axis-state formula (46)–(47): A consistent full source statement: Unnumbered cyclic axis-state formula (46)–(47) (source-ambiguity)
  • Example 1: composite-dimensional decomposable image: A consistent full source statement: Example 1: composite-dimensional decomposable image (source-ambiguity)
  • Example 2: eight-label support and formula (49): A consistent full source statement: Example 2: eight-label support and formula (49) (source-ambiguity)
  • Example 3: combinations of axis QC channels: A consistent full source statement: Example 3: combinations of axis QC channels (source-ambiguity)
  • Unnumbered: Pauli support subgroups determine block decompositions: A consistent full source statement: Unnumbered: Pauli support subgroups determine block decompositions (source-ambiguity)
  • Unnumbered corollary (59): set representation of the pure image: A consistent full source statement: Unnumbered corollary (59): set representation of the pure image (source-ambiguity)
  • Example 5: depolarizing bound attainment and product nonattainment: A consistent full source statement: Example 5: depolarizing bound attainment and product nonattainment (source-ambiguity)
  • Unnumbered appendix claim: strict product-bound nonattainment: A consistent full source statement: Unnumbered appendix claim: strict product-bound nonattainment (source-ambiguity)
  • Unnumbered appendix classification and Bell/product comparison: A consistent full source statement: Unnumbered appendix classification and Bell/product comparison (source-ambiguity)
  • Example 6: basis dependence of decomposability: A consistent full source statement: Example 6: basis dependence of decomposability (source-ambiguity)

Selected references

  • Properties of Conjugate Channels with Applications to Additivity and Multiplicativity, arXiv:quant-ph/0509126v3, https://arxiv.org/abs/quant-ph/0509126v3
34 thms2 active usersReviewed
Quantum Information·Captain: Goku

On Quantum Fidelities and Channel CapacitiesResearch Paper

Motivation

We show the equivalence of two different notions of quantum channel capacity: that which uses the entanglement fidelity as its criterion of success in transmission, and that which uses the minimum fidelity of pure states in a subspace of the input Hilbert space as its criterion. As a corollary, any source with entropy rate less than the capacity may be transmitted with high entanglement fidelity. We also show that a restricted class of encodings is sufficient to transmit any quantum source which may be transmitted on a given channel. This enables us to simplify a known upper bound for the channel capacity. It also enables us to show that the availability of an auxiliary classical channel from encoder to decoder does not increase the quantum capacity.

This mission is the statement-level formalization of On Quantum Fidelities and Channel Capacities (arXiv:quant-ph/9809010v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

23 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Entanglement and minimum-subspace capacities coincide (Abstract; Theorem 1 and Corollary 1, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

2 results of the paper are not stated yet, because the library lacks an interface they need:

  • Lemma 3, Eq.(29): A correct source-specified sequential-fidelity estimate replacing the false printed 2 eta bound. (source-ambiguity)
  • Lemma 4, Eq.(35): A correct source-specified two-output squared-fidelity bound replacing the false 1-epsilon1-epsilon2 estimate. (source-ambiguity)

Selected references

  • On Quantum Fidelities and Channel Capacities, arXiv:quant-ph/9809010v1, https://arxiv.org/abs/quant-ph/9809010v1
31 thms2 active usersReviewed
Quantum Information·Captain: Goku

Multipartite quantum correlations and local recoverabilityResearch Paper

Motivation

Characterizing genuine multipartite quantum correlations in quantum physical systems has historically been a challenging problem in quantum information theory. More recently however, the total correlation or multipartite information measure has been helpful in accomplishing this goal, especially with the multipartite symmetric quantum (MSQ) discord [Piani et al., Phys. Rev. Lett. 100, 090502, 2008] and the conditional entanglement of multipartite information (CEMI) [Yang et al., Phys. Rev. Lett. 101, 140501, 2008]. Here we apply a recent and significant improvement of strong subadditivity of quantum entropy [Fawzi and Renner, arXiv:1410.0664] in order to develop these quantities further. In particular, we prove that the MSQ discord is nearly equal to zero if and only if the multipartite state for which it is evaluated is approximately locally recoverable after performing measurements on each of its systems. Furthermore, we prove that the CEMI is a faithful entanglement measure, i.e., it vanishes if and only if the multipartite state for which it is evaluated is a fully separable state. Along the way we provide an operational interpretation of the MSQ discord in terms of the partial state distribution protocol, which in turn, as a special case, gives an interpretation for the original discord quantity. Finally, we prove an inequality that could potentially improve upon the Fawzi-Renner inequality in the multipartite context, but it remains an open question to determine whether this is so.

This mission is the statement-level formalization of Multipartite quantum correlations and local recoverability (arXiv:1412.0333v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

8 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is §2, (2.1); §3: local recoverability from the multipartite information gap (§2, (2.1); §3: local recoverability from the multipartite information gap, PDF p. 4). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

6 results of the paper are not stated yet, because the library lacks an interface they need:

  • §2, unnumbered: approximate local recovery implies a small information gap: Uniform converse to approximate JOINT local recovery with unprimed-only dimensions (source-ambiguity)
  • Proposition 4, (5.7): quantitative fourth-power CEMI faithfulness bound: Exact quantitative CEMI prefactor and valid integer extension-order rounding (source-ambiguity)
  • §8, unnumbered: geometric CEMI is faithful: Faithfulness of the unrestricted extension/recovery fidelity supremum in (8.1) (source-ambiguity)
  • §§6–6.1, unnumbered: exact optimal total communication cost: Multipartite partial-state-distribution protocol and operational infimum in nats (hard)
  • §6.2: MSQ discord is twice the coherence-restoration and loss cost: Measurement Stinespring outputs connected to forward/reverse multipartite communication costs (hard)
  • §6.3: one-sided discord is twice the state-redistribution coherence cost: Measurement coherence restoration by actual two-party redistribution with passive B (hard)

Selected references

  • Multipartite quantum correlations and local recoverability, arXiv:1412.0333v3, https://arxiv.org/abs/1412.0333v3
15 thms2 active usersReviewed
Quantum Information·Captain: Goku

Quantum majority voteResearch Paper

Motivation

Majority vote is a basic method for amplifying correct outcomes that is widely used in computer science and beyond. While it can amplify the correctness of a quantum device with classical output, the analogous procedure for quantum output is not known. We introduce quantum majority vote as the following task: given a product state ∣ψ1⟩⊗⋯⊗∣ψn⟩|ψ_1\rangle \otimes \dots \otimes |ψ_n\rangle∣ψ1​⟩⊗⋯⊗∣ψn​⟩ where each qubit is in one of two orthogonal states ∣ψ⟩|ψ\rangle∣ψ⟩ or ∣ψ⊥⟩|ψ^\perp\rangle∣ψ⊥⟩, output the majority state. We show that an optimal algorithm for this problem achieves worst-case fidelity of 1/2+Θ(1/n)1/2 + Θ(1/\sqrt{n})1/2+Θ(1/n​). Under the promise that at least 2/32/32/3 of the input qubits are in the majority state, the fidelity increases to 1−Θ(1/n)1 - Θ(1/n)1−Θ(1/n) and approaches 111 as nnn increases. We also consider the more general problem of computing any symmetric and equivariant Boolean function f:{0,1}n→{0,1}f: \{0,1\}^n \to \{0,1\}f:{0,1}n→{0,1} in an unknown quantum basis, and show that a generalization of our quantum majority vote algorithm is optimal for this task. The optimal parameters for the generalized algorithm and its worst-case fidelity can be determined by a simple linear program of size O(n)O(n)O(n). The time complexity of the algorithm is O(n4log⁡n)O(n^4 \log n)O(n4logn) where nnn is the number of input qubits.

This mission is the statement-level formalization of Quantum majority vote (arXiv:2211.11729v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

61 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Quantum majority vote: Theorem 1.2 (Quantum majority vote: Theorem 1.2, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

The paper's own objects are the definition item of this mission. Objects shared across papers come from the prove2quantum library and from earlier papers' missions, listed as references.

Provenance: prove2quantum's pipeline drafted each statement (gpt-6.1-sol on Stanford's Sherlock cluster). A blind read-back, written without seeing the paper, is attached to every item. An independent moderator compared each statement against the paper and passed the whole paper without edits.

Deferred results

3 results of the paper are not stated yet, because the library lacks an interface they need:

  • Lemma 2.1 (Schur’s Lemma).: A specified identifying intertwiner between isomorphic coordinate representations. (source-ambiguity)
  • Corollary 2.12.: Compatibility of arbitrary input/output representations with entrywise complex conjugation. (source-ambiguity)
  • Theorem C.3.: The continuity convention for the cited classification of finite-dimensional SU(2) representations. (source-ambiguity)

Selected references

  • Quantum majority vote, arXiv:2211.11729v1, https://arxiv.org/abs/2211.11729v1
73 thms2 active usersReviewed
Algorithmic Game TheoryConvex OptimizationOperations Research·Captain: mikedeng1

Approximate Nash Equilibria in Large Nonconvex Aggregative Games: existence of a 2H((√q+1)MΔ/n)^γ-pure Nash equilibrium, built by Shapley–Folkman disaggregation of the convexified gameResearch Paper

Motivation

Many large-population systems are modelled as aggregative games: each agent's cost depends on its own decision and on an average of everybody's decisions. Examples are electric-vehicle charging and demand response, where a household's cost depends on its own consumption profile and on the aggregate load through the electricity price, and congestion and routing, where a traveller's cost depends on the total flow on the links used. In these applications individual decisions are often non-convex: a charging profile may be on/off, a route is a discrete choice, an appliance runs in fixed blocks. Without convexity, the classical existence theorems for pure Nash equilibria (Rosen 1965, Debreu–Glicksberg–Fan) do not apply, and a pure Nash equilibrium may fail to exist.

The intuition that "non-convexity averages out when many small agents are aggregated" goes back to Starr's work on markets with non-convex preferences (1969), based on the Shapley–Folkman lemma. Liu, Oudjane and Wan (arXiv:2011.12604, Mathematics of Operations Research) make it quantitative for sum-aggregative games: they show that a non-convex aggregative game with nnn players has an approximate pure Nash equilibrium whose error decays like n−γn^{-\gamma}n−γ, and they construct it from an equilibrium of a convexified game.

Setting

There are nnn players N={1,…,n}N=\{1,\dots,n\}N={1,…,n}. Player iii chooses an action xix_ixi​ in a compact, nonempty, possibly non-convex set Xi⊂Rd\mathcal X_i\subset\mathbb R^dXi​⊂Rd, of diameter at most Δ>0\Delta>0Δ>0. Write X~i=conv⁡Xi\tilde{\mathcal X}_i=\operatorname{conv}\mathcal X_iX~i​=convXi​ for its convex hull. There are q×dq\times dq×d matrices A1,…,AnA_1,\dots,A_nA1​,…,An​ with spectral norm ∥Aj∥2≤M\|A_j\|_2\le M∥Aj​∥2​≤M, M>0M>0M>0. The cost of player iii at a profile x=(x1,…,xn)x=(x_1,\dots,x_n)x=(x1​,…,xn​) is

fi(xi,x−i)=θi(xi, 1n∑j∈NAjxj),f_i(x_i,x_{-i})=\theta_i\Big(x_i,\ \frac1n\sum_{j\in N}A_jx_j\Big),fi​(xi​,x−i​)=θi​(xi​, n1​j∈N∑​Aj​xj​),

where θi\theta_iθi​ is defined on Xi×Ω\mathcal X_i\times\OmegaXi​×Ω and Ω⊂Rq\Omega\subset\mathbb R^qΩ⊂Rq is a neighbourhood of the set of aggregates 1n∑jAjyj\frac1n\sum_jA_jy_jn1​∑j​Aj​yj​ with yj∈X~jy_j\in\tilde{\mathcal X}_jyj​∈X~j​.

Assumption 1 requires that (1) xi↦θi(xi,y)x_i\mapsto\theta_i(x_i,y)xi​↦θi​(xi​,y) is lower semicontinuous on Xi\mathcal X_iXi​ for every y∈Ωy\in\Omegay∈Ω, and (2) y↦θi(xi,y)y\mapsto\theta_i(x_i,y)y↦θi​(xi​,y) is (H,γ)(H,\gamma)(H,γ)-Hölder on Ω\OmegaΩ uniformly in xi∈Xix_i\in\mathcal X_ixi​∈Xi​: ∣θi(xi,y′)−θi(xi,y)∣≤H∥y′−y∥γ|\theta_i(x_i,y')-\theta_i(x_i,y)|\le H\|y'-y\|^\gamma∣θi​(xi​,y′)−θi​(xi​,y)∣≤H∥y′−y∥γ, with H,γ>0H,\gamma>0H,γ>0.

For ϵ≥0\epsilon\ge0ϵ≥0, an ϵ\epsilonϵ-pure Nash equilibrium (ϵ\epsilonϵ-PNE) is a feasible profile xxx such that no player can lower its cost by more than ϵ\epsilonϵ through a unilateral deviation: fi(xi,x−i)≤fi(yi,x−i)+ϵf_i(x_i,x_{-i})\le f_i(y_i,x_{-i})+\epsilonfi​(xi​,x−i​)≤fi​(yi​,x−i​)+ϵ for all iii and yi∈Xiy_i\in\mathcal X_iyi​∈Xi​.

The convexified game Γ~\tilde\GammaΓ~ has action sets X~i\tilde{\mathcal X}_iX~i​ and costs

f~i(xi,x−i)=inf⁡{∑k=1d+1αkfi(zk,x−i) ∣ α∈Sd, zk∈Xi, xi=∑kαkzk},\tilde f_i(x_i,x_{-i})=\inf\Big\{\sum_{k=1}^{d+1}\alpha^kf_i(z^k,x_{-i})\ \Big|\ \alpha\in\mathcal S_d,\ z^k\in\mathcal X_i,\ x_i=\sum_k\alpha^kz^k\Big\},f~​i​(xi​,x−i​)=inf{k=1∑d+1​αkfi​(zk,x−i​) ​ α∈Sd​, zk∈Xi​, xi​=k∑​αkzk},

with Sd\mathcal S_dSd​ the probability simplex in Rd+1\mathbb R^{d+1}Rd+1: f~i(⋅,x−i)\tilde f_i(\cdot,x_{-i})f~​i​(⋅,x−i​) is the convex envelope of fi(⋅,x−i)f_i(\cdot,x_{-i})fi​(⋅,x−i​). A generator Z(i,x)Z(i,x)Z(i,x) is the set of points zkz^kzk carrying positive weight in a minimizer of this infimum. A point x~\tilde xx~ satisfies the η\etaη-stability condition with respect to generators (Z(i,x~))i(Z(i,\tilde x))_i(Z(i,x~))i​ if f~i(xi,x~−i)≤f~i(x~i,x~−i)+η\tilde f_i(x_i,\tilde x_{-i})\le\tilde f_i(\tilde x_i,\tilde x_{-i})+\etaf~​i​(xi​,x~−i​)≤f~​i​(x~i​,x~−i​)+η for all iii and xi∈Z(i,x~)x_i\in Z(i,\tilde x)xi​∈Z(i,x~).

Formalization targets

Goal: Proposition 2.4

Under Assumption 1, with

ϵ=2H((q+1)MΔn)γ,\epsilon=2H\Big(\frac{(\sqrt q+1)M\Delta}{n}\Big)^\gamma,ϵ=2H(n(q​+1)MΔ​)γ,

the non-convex game Γ\GammaΓ has an ϵ\epsilonϵ-PNE. More precisely, if x~\tilde xx~ is a pure Nash equilibrium of Γ~\tilde\GammaΓ~ and Z(i,x~)Z(i,\tilde x)Z(i,x~) are arbitrary generators, every profile

x∗∈arg min⁡xi∈Z(i,x~), i∈N∥∑iAix~i−∑iAixi∥2x^*\in\operatorname*{arg\,min}_{x_i\in Z(i,\tilde x),\,i\in N}\Big\|\sum_iA_i\tilde x_i-\sum_iA_ix_i\Big\|^2x∗∈xi​∈Z(i,x~),i∈Nargmin​​i∑​Ai​x~i​−i∑​Ai​xi​​2

is an ϵ\epsilonϵ-PNE of Γ\GammaΓ. Both sentences are part of the goal.

Stronger: Theorem 2.7

If x~\tilde xx~ is only an ϵ\epsilonϵ-PNE of Γ~\tilde\GammaΓ~ and satisfies the η\etaη-stability condition with respect to a generator profile, the same disaggregation is an ϵ~\tilde\epsilonϵ~-PNE of Γ\GammaΓ with ϵ~=ϵ+η+2H((q+1)MΔn)γ\tilde\epsilon=\epsilon+\eta+2H\big(\frac{(\sqrt q+1)M\Delta}{n}\big)^\gammaϵ~=ϵ+η+2H(n(q​+1)MΔ​)γ.

Milestones

In attack order: Lemma 5.1 (a fixed point of the argmin map of a function continuous in xxx, jointly lower semicontinuous and convex in yyy); Theorem 5.3 (existence of a PNE in games with convex compact action sets, convex lower semicontinuous costs and uniform equicontinuity in the other players' actions); Lemma 5.5 (1)–(2), (3) and (4) (properties of the convex envelope f~i\tilde f_if~​i​ and of generators); Proposition 2.3 (the convexified game has a PNE); the Shapley–Folkman lemma (Lemma 5.4, first bullet, already proved on the platform); Starr's bound (Lemma 5.4, second bullet); Lemma 5.6 (1) (fi=f~if_i=\tilde f_ifi​=f~​i​ at generator points); Theorem 2.7.

Significance

The result. Proposition 2.4 gives existence of approximate pure equilibria in a class of games where exact pure equilibria need not exist, with an explicit error bound that vanishes as the population grows, for fixed aggregate dimension qqq. It also says how to obtain one: solve the convexified game, which is a convex game with lower semicontinuous costs, and round its equilibrium to generator points. Theorem 2.7 makes the construction robust to approximate solutions of the convexified game, which is what an iterative algorithm delivers. The paper's later sections (a randomized disaggregation and an application to flexible electricity consumption) rest on these two statements.

Formalizing it. The results are proved in the paper; none of them is formalized. The Shapley–Folkman lemma itself is proved on the platform and is reused here. The mission adds a quantitative Starr bound in Euclidean norm, an existence theorem for pure equilibria under lower semicontinuity (an extension of Rosen's theorem that the authors prove themselves because they found no reference), the basic theory of the (d+1)(d+1)(d+1)-point convex envelope, and the disaggregation argument. Formalization also checks the paper's statements: the printed definition of a generator, read literally, makes Theorem 2.7 false (see Formalization scope).

Difficulty

The disaggregation step needs more than "average over many players". The convexified equilibrium gives each player a point x~i\tilde x_ix~i​ in conv⁡Xi\operatorname{conv}\mathcal X_iconvXi​, but the deviation analysis has to happen in the original game, at points of Xi\mathcal X_iXi​. Two facts must be combined: the generator points of a best response of Γ~\tilde\GammaΓ~ are best responses of Γ\GammaΓ against the convexified profile, and a profile of generator points can be found whose aggregate is within O(q MΔ/n)O(\sqrt q\,M\Delta/n)O(q​MΔ/n) of the convexified aggregate. The first fails if a generator is allowed to contain points of zero weight. The second fails with the naive bound: picking arbitrary generator points for the at most qqq exceptional players of the Shapley–Folkman lemma gives an error of order qqq, not q\sqrt qq​; the bound q\sqrt qq​ requires a choice that exploits Euclidean geometry.

On the existence side, Rosen's theorem does not apply to Γ~\tilde\GammaΓ~: f~i\tilde f_if~​i​ is convex and lower semicontinuous in the own action, but it need not be continuous even when fif_ifi​ is (the paper gives a three-dimensional example on p. 5).

Formalization scope

Rd\mathbb R^dRd is EuclideanSpace ℝ (Fin d) and players are Fin n. A q×dq\times dq×d matrix is a continuous linear map from Rd\mathbb R^dRd to Rq\mathbb R^qRq; its operator norm is the spectral norm ∥A∥2\|A\|_2∥A∥2​ of the paper. Deviations (yi,x−i)(y_i,x_{-i})(yi​,x−i​) are Function.update x i y, and fi(zk,x−i)f_i(z^k,x_{-i})fi​(zk,x−i​) inside f~i\tilde f_if~​i​ is evaluated at the profile in which player iii plays zkz^kzk, so the aggregate contains AizkA_iz^kAi​zk. One ϵ\epsilonϵ-PNE predicate, parameterized by action sets and costs, serves both Γ\GammaΓ and Γ~\tilde\GammaΓ~. Hölder powers are real powers, and γ≤1\gamma\le1γ≤1 is not assumed. Ω\OmegaΩ is a neighbourhood of the aggregate set of X~\tilde{\mathcal X}X~, encoded with nhdsSet. The infimum defining f~i\tilde f_if~​i​ is a real infimum; at every profile of X~\tilde{\mathcal X}X~ its set is nonempty and bounded below, so Lean's default value for empty or unbounded sets is never reached.

Three readings differ from the printed text, and each is the one the paper's proofs use. (i) A generator is the set of components with positive weight, as in the paper's Lemma 5.7; keeping zero-weight components makes Lemma 5.6, Theorem 2.7 and Proposition 2.4 false (a two-player example with d=q=1d=q=1d=q=1 exists). (ii) Lemma 5.5 (2), printed "for all xi∈Xix_i\in\mathcal X_ixi​∈Xi​", is stated on X~i\tilde{\mathcal X}_iX~i​, as its proof and Definition 2.2 require. (iii) Action sets are assumed nonempty. Lemma 5.1 is stated in any finite-dimensional real normed space; the uniform equicontinuity of Theorem 5.3 measures closeness coordinatewise, an equivalent norm. Starr's bound is stated with any upper bound DDD on the diameters, which is equivalent to the maximal diameter.

A trivializing formalization is ruled out: f~i\tilde f_if~​i​ is an infimum over representations of the player's own action, not over all points, so equilibria of Γ~\tilde\GammaΓ~ are not arbitrary profiles; a sorry-free sanity check confirms that the definitions are satisfiable and agree with fif_ifi​ on a singleton action set.

Out of scope: Theorem 3.3, Propositions 2.8, 3.2, 3.4, Lemmas 2.6, 3.1, 5.6 (2), 5.7, 5.8, the full stability condition, mixed strategies, and the numerical study of §4. Contributions welcome: proofs of the milestones, in particular a reusable Starr bound and a reusable existence theorem for lower semicontinuous convex games.

Selected references

  • K. Liu, N. Oudjane, C. Wan, Approximate Nash equilibria in large nonconvex aggregative games, Mathematics of Operations Research; arXiv:2011.12604v3, 2022. https://arxiv.org/abs/2011.12604
  • R. M. Starr, Quasi-equilibria in markets with non-convex preferences, Econometrica 37(1), 25–38, 1969. https://doi.org/10.2307/1909201
  • J. B. Rosen, Existence and uniqueness of equilibrium points for concave n-person games, Econometrica 33(3), 520–534, 1965. https://doi.org/10.2307/1911749
  • S. Kakutani, A generalization of Brouwer's fixed point theorem, Duke Mathematical Journal 8(3), 457–459, 1941. https://doi.org/10.1215/S0012-7094-41-00838-4
  • J.-B. Hiriart-Urruty, C. Lemaréchal, Convex Analysis and Minimization Algorithms I, Springer, 1993. https://doi.org/10.1007/978-3-662-02796-7
12 thms2 active usersReviewed
Convex OptimizationOptimizationProbability·Captain: mikedeng1

Universal Barrier is n-Self-Concordant: The Universal Barrier of Every Proper Convex Domain in ℝⁿ Is an n-Self-Concordant BarrierResearch Paper

Motivation

Interior-point methods minimize a linear function over a convex set K⊆RnK\subseteq\mathbb R^nK⊆Rn by following the minimizers of t cTx+φ(x)t\,c^{\mathsf T}x+\varphi(x)tcTx+φ(x), where φ\varphiφ is a self-concordant barrier for KKK. The number of Newton steps the path-following method needs to reach accuracy ϵ\epsilonϵ is O(νlog⁡(1/ϵ))O(\sqrt{\nu}\log(1/\epsilon))O(ν​log(1/ϵ)), where ν\nuν is the barrier's self-concordance parameter. A smaller ν\nuν is a better iteration bound, and the question of the smallest ν\nuν achievable for an arbitrary convex domain is a basic question of the theory.

  • 1994: Nesterov and Nemirovski introduced the universal barrier, defined for every convex domain without lines, and proved it is O(n)O(n)O(n)-self-concordant (Interior-Point Polynomial Algorithms in Convex Programming, SIAM, Theorem 2.5.1). They also showed that no barrier for the simplex or the cube has parameter below nnn.
  • 2015: Bubeck and Eldan introduced the entropic barrier, proved it is (1+o(1))n(1+o(1))n(1+o(1))n-self-concordant, and showed that on convex cones both the universal and the entropic barrier are nnn-self-concordant (arXiv:1412.1587).
  • 2021: Lee and Yue proved that the universal barrier is nnn-self-concordant on every proper convex domain in Rn\mathbb R^nRn, n≥1n\ge1n≥1 (arXiv:1809.03011, Mathematics of Operations Research). This mission formalizes that result.

Setting

A convex domain is a convex set K⊆RnK\subseteq\mathbb R^nK⊆Rn with non-empty interior; it is proper if it contains no line {x+tv:t∈R}\{x+tv:t\in\mathbb R\}{x+tv:t∈R} with v≠0v\neq0v=0. KKK need not be closed or bounded. For x∈int⁡(K)x\in\operatorname{int}(K)x∈int(K) the polar set of KKK with respect to xxx is

K∘(x)={y∈Rn: yT(z−x)≤1  for all z∈K},K^\circ(x)=\{y\in\mathbb R^n:\ y^{\mathsf T}(z-x)\le1\ \text{ for all } z\in K\},K∘(x)={y∈Rn: yT(z−x)≤1  for all z∈K},

a convex body, and the universal barrier is φ(x)=log⁡Voln(K∘(x))\varphi(x)=\log\mathrm{Vol}_n(K^\circ(x))φ(x)=logVoln​(K∘(x)).

A function φ\varphiφ on int⁡(K)\operatorname{int}(K)int(K) is a barrier if φ(x)→+∞\varphi(x)\to+\inftyφ(x)→+∞ as x→∂Kx\to\partial Kx→∂K. A convex, three times continuously differentiable φ\varphiφ is self-concordant if, for all x∈int⁡(K)x\in\operatorname{int}(K)x∈int(K) and h∈Rnh\in\mathbb R^nh∈Rn,

∣D3φ(x)[h,h,h]∣≤2 (D2φ(x)[h,h])3/2,(1)|D^3\varphi(x)[h,h,h]|\le2\,(D^2\varphi(x)[h,h])^{3/2},\tag{1}∣D3φ(x)[h,h,h]∣≤2(D2φ(x)[h,h])3/2,(1)

and ν\nuν-self-concordant if moreover ∣Dφ(x)[h]∣≤(ν D2φ(x)[h,h])1/2|D\varphi(x)[h]|\le(\nu\,D^2\varphi(x)[h,h])^{1/2}∣Dφ(x)[h]∣≤(νD2φ(x)[h,h])1/2 (2).

The proof works with one-dimensional laws. For a convex body LLL and h≠0h\neq0h=0, the marginal density p(L,h;⋅)p(L,h;\cdot)p(L,h;⋅) is the density of yThy^{\mathsf T}hyTh for yyy uniform on LLL. For a density ppp on R\mathbb RR, μ1(p)\mu_1(p)μ1​(p) is its mean, μ22(p)\mu_2^2(p)μ22​(p) its variance and μ33(p)\mu_3^3(p)μ33​(p) its third central moment; μ23(p)=(μ22(p))3/2\mu_2^3(p)=(\mu_2^2(p))^{3/2}μ23​(p)=(μ22​(p))3/2. A density is 1m\tfrac1mm1​-concave if p1/mp^{1/m}p1/m is concave on its support (for m=0m=0m=0: ppp is constant on its support, up to endpoints).

Formalization targets

Goal: Theorem 2

For n≥1 and every proper convex domain K⊆Rn,  φ(x)=log⁡Voln(K∘(x)) is an n-self-concordant barrier for K.\text{For } n\ge1 \text{ and every proper convex domain } K\subseteq\mathbb R^n,\ \ \varphi(x)=\log\mathrm{Vol}_n(K^\circ(x)) \text{ is an } n\text{-self-concordant barrier for } K.For n≥1 and every proper convex domain K⊆Rn,  φ(x)=logVoln​(K∘(x)) is an n-self-concordant barrier for K.

The parameter nnn is exact, so the goal carries no constant to improve.

Milestones

  1. The barrier property of φ\varphiφ.
  2. Brunn's concavity principle for hyperplane sections (Theorem 1 with F=h⊥F=h^\perpF=h⊥): p(L,h;⋅)p(L,h;\cdot)p(L,h;⋅) is 1n−1\tfrac1{n-1}n−11​-concave.
  3. Lemma 2: a non-increasing density on [0,1][0,1][0,1] has mean at most 12\tfrac1221​.
  4. The polynomial inequality f0(γ)≥0f_0(\gamma)\ge0f0​(γ)≥0 for γ≥1\gamma\ge1γ≥1 (§4.1.7).
  5. Proposition 1, inequality (5): for a 1k−1\tfrac1{k-1}k−11​-concave density with 0∈Supp⁡(p)0\in\operatorname{Supp}(p)0∈Supp(p), μ12(p)≤k(k+2)μ22(p)\mu_1^2(p)\le k(k+2)\mu_2^2(p)μ12​(p)≤k(k+2)μ22​(p).
  6. Lemma 3: affine invariance of the family Q\mathcal QQ and of Ξ(p)=∣μ33(p)/μ23(p)∣\Xi(p)=|\mu_3^3(p)/\mu_2^3(p)|Ξ(p)=∣μ33​(p)/μ23​(p)∣.
  7. Lemma 4: the polynomial inequality g(γ,k)≥0g(\gamma,k)\ge0g(γ,k)≥0 for γ≥1\gamma\ge1γ≥1, k≥2k\ge2k≥2.
  8. Proposition 1, inequality (4): for a 1k−1\tfrac1{k-1}k−11​-concave density,
∣μ33(p)∣≤2k+2k k−1k+3 μ23(p).|\mu_3^3(p)|\le2\sqrt{\tfrac{k+2}{k}}\,\tfrac{k-1}{k+3}\,\mu_2^3(p).∣μ33​(p)∣≤2kk+2​​k+3k−1​μ23​(p).
  1. Lemma 1: DφD\varphiDφ, D2φD^2\varphiD2φ, D3φD^3\varphiD3φ at xxx along hhh as polynomials in the moments of p(K∘(x),h;⋅)p(K^\circ(x),h;\cdot)p(K∘(x),h;⋅).
  2. Inequality (9): ℓ(t)=(2t3+6t+4cn)/(1+t2)3/2≤2n+1\ell(t)=(2t^3+6t+4c_n)/(1+t^2)^{3/2}\le2\sqrt{n+1}ℓ(t)=(2t3+6t+4cn​)/(1+t2)3/2≤2n+1​, with cn=(n−1)/(2n)c_n=(n-1)/(2\sqrt n)cn​=(n−1)/(2n​).

Significance

The theorem settles the self-concordance parameter of the universal barrier for every proper convex domain: it is nnn, and by the lower bound of Nesterov and Nemirovski no barrier does better in general. It implies the nnn-self-concordance results for cones as special cases, and it gives a canonical barrier attaining the optimal iteration bound O(nlog⁡(1/ϵ))O(\sqrt n\log(1/\epsilon))O(n​log(1/ϵ)) on any domain. Proposition 1, a pair of sharp moment inequalities for sss-concave distributions, is of independent interest; it extends the third-moment bound for log-concave laws used by Bubeck and Eldan.

The result is proved on paper; none of it is formalized. A complete development would give machine-checked statements of the universal barrier, its derivative formulas, Brunn's principle for hyperplane sections, and the moment inequalities, all of which are reusable for other barrier constructions (the entropic barrier missions on the platform use the same definitions of barrier and self-concordance). The two polynomial inequalities (milestones 4 and 7) are self-contained and the appendix proof of Lemma 4 is long elementary calculus, a natural target for automation.

Difficulty

The derivative formulas reduce nnn-self-concordance to moment inequalities for the marginal of the polar body. The obvious argument uses only log-concavity of marginals (Prékopa–Leindler) and the log-concave third-moment bound; it yields ν=O(n)\nu=O(n)ν=O(n) and loses a constant. Exactness requires the stronger 1n−1\tfrac1{n-1}n−11​-concavity and moment bounds that are sharp for every kkk, attained by k tk−1k\,t^{k-1}ktk−1 on [0,1][0,1][0,1]. Proposition 1 is an extremal problem over an infinite-dimensional class of densities, and the sharp constants surface only as polynomial inequalities in a parameter γ≥1\gamma\ge1γ≥1 whose degree grows with kkk (milestones 4 and 7); Lemma 4 must hold uniformly in the integer k≥2k\ge2k≥2, and small kkk behave differently. The localization lemma the paper cites for the reduction is not in Mathlib. On the analytic side, Lemma 1 requires differentiating log⁡Voln(K∘(x))\log\mathrm{Vol}_n(K^\circ(x))logVoln​(K∘(x)) three times under the integral for a possibly unbounded KKK.

Formalization scope

The space is EuclideanSpace ℝ (Fin n) with Lebesgue measure volume. The goal's conclusion is the published predicate EntropicBarrier.Universal.IsNuSelfConcordantBarrier K φ n: barrier limits at every frontier point within int⁡(K)\operatorname{int}(K)int(K); convexity, C3C^3C3 and inequality (1) on int⁡(K)\operatorname{int}(K)int(K) through the published line-restriction form ConvexOptimization.IsSelfConcordantOn; and (2) in one-sided form, equivalent to the two-sided one. Lemma 1 uses Fréchet derivatives iteratedFDeriv. The universal barrier is a total function; its values off int⁡(K)\operatorname{int}(K)int(K) are junk and never read. All of KKK's standing assumptions (convex, non-empty interior, no line) are bundled in IsProperConvexDomain, together with n≥1n\ge1n≥1.

Three conventions correct slips of the page and are disclosed in each item:

  • sss-concavity is quantified over support points. Definition 5 read literally (for all t1,t2∈Rt_1,t_2\in\mathbb Rt1​,t2​∈R) is satisfied by no probability density, which would make Proposition 1 vacuously true and Brunn's principle false. The formalization uses the paper's own usage, "on its support". This trivializing reading is ruled out by design, and a sanity check exhibits a density satisfying every hypothesis of Proposition 1.
  • Marginals are normalized by their own integral, since Voln−1(slice)/Voln(L)\mathrm{Vol}_{n-1}(\text{slice})/\mathrm{Vol}_n(L)Voln−1​(slice)/Voln​(L) integrates to 1/∥h∥1/\|h\|1/∥h∥; the published section measure is an unnormalized Hausdorff measure, and the normalization removes its constant. Milestones 2 and 9 assume h≠0h\neq0h=0.
  • The family Q\mathcal QQ requires a<ba<ba<b; the degenerate case is the Dirac case the paper treats separately.

Densities are non-negative functions with integral 111, and moments are Bochner integrals; a 1k−1\tfrac1{k-1}k−11​-concave density has bounded support, so they are genuine. Not formalized: Brunn's principle for general kkk, the localization lemma (Theorem 3) and its corollaries, the limiting reductions of §4.1.1–§4.1.5 and §4.2.1, and the internals of Appendix A. Contributions of any of these as supporting lemmas, of Brunn–Minkowski-type tools for sections, and of differentiation-under-the-integral results for polar volumes are welcome.

Selected references

  • Y. T. Lee and M.-C. Yue, Universal Barrier is n-Self-Concordant, Mathematics of Operations Research 46(3), 2021; arXiv:1809.03011v4. https://arxiv.org/abs/1809.03011
  • Yu. Nesterov and A. Nemirovski, Interior-Point Polynomial Algorithms in Convex Programming, SIAM, 1994. https://doi.org/10.1137/1.9781611970791
  • S. Bubeck and R. Eldan, The entropic barrier: a simple and optimal universal self-concordant barrier, COLT 2015; arXiv:1412.1587. https://arxiv.org/abs/1412.1587
  • M. Fradelizi and O. Guédon, The extreme points of subsets of s-concave probabilities and a geometric localization theorem, Discrete & Computational Geometry 31(2), 2004. https://doi.org/10.1007/s00454-003-2868-y
  • S. Brazitikos, A. Giannopoulos, P. Valettas and B.-H. Vritsiou, Geometry of Isotropic Convex Bodies, AMS, 2014. https://doi.org/10.1090/surv/196
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Joint Product Framing (Display, Ranking, Pricing) and Order Fulfillment Under the Multinomial Logit Model for E-Commerce Retailers: Randomized Framing and Fulfillment Loses O(√θ) Against DET'Research Paper

Motivation

An online retailer decides, for every arriving customer, how to frame its catalog: which products are displayed, in which section or position, and at which of several price points. Framing changes demand. A product on a promotional banner sells more than the same product further down the page. The retailer must also decide which fulfillment center (FC) ships each order, and shipping costs depend on the distance from the FC to the customer. With limited inventory in each FC, framing and fulfillment interact: showing a product to a far-away customer can drain the stock that a closer, cheaper future order would have used.

Lei, Jasin, Uichanco and Vakhutinsky (SSRN 3282019; Manufacturing & Service Operations Management, 2021, doi:10.1287/msom.2021.1012) model this as the joint framing and fulfillment (JFF) problem. Customers choose by the multinomial logit (MNL) model. The paper builds the Randomized Framing and Fulfillment (RFF) policy from a deterministic relaxation, and proves that its relative loss against the optimal policy vanishes at rate θ−1/2\theta^{-1/2}θ−1/2 as the market is scaled by θ\thetaθ. The work was carried out with data from a major U.S. retailer: 56 products in 27 FCs (§6).

Setting

There are III products, JJJ customer regions, KKK FCs and RRR framing groups; group rrr can hold at most Qr∈N+Q_r\in\mathbb N_+Qr​∈N+​ products, and group RRR means "not displayed". A framing assignment is a map ϕ:[I]→[R]\phi:[I]\to[R]ϕ:[I]→[R]. The feasible ones form

Ω(Q)={ϕ:#{i:ϕ(i)=r}≤Qr ∀r}.\Omega(Q)=\{\phi : \#\{i:\phi(i)=r\}\le Q_r\ \forall r\}.Ω(Q)={ϕ:#{i:ϕ(i)=r}≤Qr​ ∀r}.

In each of TTT periods at most one customer arrives, from region jjj with probability λj\lambda_jλj​. Product iii in group rrr has attraction vijr>0v_{ijr}>0vijr​>0 for r≠Rr\ne Rr=R, with vijR=0v_{ijR}=0vijR​=0, and price pirp_{ir}pir​. A region-jjj customer who sees ϕ\phiϕ buys iii with probability vijϕ(i)/(1+∑kvkjϕ(k))v_{ij\phi(i)}/(1+\sum_k v_{kj\phi(k)})vijϕ(i)​/(1+∑k​vkjϕ(k)​). The order is shipped from an FC kkk that holds the product, at cost cijkc_{ijk}cijk​, and FC kkk starts with CikC_{ik}Cik​ units. J∗\mathcal J^*J∗ is the optimal expected total profit (OPT').

The deterministic counterpart DET' replaces the 0/1 framing by fractions xijrt∈[0,1]x^t_{ijr}\in[0,1]xijrt​∈[0,1], with

  • (10a) ∑ixijrt≤Qr\sum_i x^t_{ijr}\le Q_r∑i​xijrt​≤Qr​;
  • (10b) ∑rxijrt=1\sum_r x^t_{ijr}=1∑r​xijrt​=1;
  • fulfillment fractions yijkt∈[0,1]y^t_{ijk}\in[0,1]yijkt​∈[0,1] with (10c) ∑kyijkt=θij(xjt)\sum_k y^t_{ijk}=\theta_{ij}(x^t_j)∑k​yijkt​=θij​(xjt​) and (10d) ∑t,jyijkt≤Cik\sum_{t,j}y^t_{ijk}\le C_{ik}∑t,j​yijkt​≤Cik​.

Here

θij(x)=λj∑rvijrxir1+∑ℓ,rvℓjrxℓr,Rij(x)=λj∑rvijrxirpir1+∑ℓ,rvℓjrxℓr.\theta_{ij}(x)=\lambda_j\frac{\sum_r v_{ijr}x_{ir}}{1+\sum_{\ell,r}v_{\ell jr}x_{\ell r}},\qquad \mathcal R_{ij}(x)=\lambda_j\frac{\sum_r v_{ijr}x_{ir}p_{ir}}{1+\sum_{\ell,r}v_{\ell jr}x_{\ell r}}.θij​(x)=λj​1+∑ℓ,r​vℓjr​xℓr​∑r​vijr​xir​​,Rij​(x)=λj​1+∑ℓ,r​vℓjr​xℓr​∑r​vijr​xir​pir​​.

DET' maximizes ∑t,i,jRij(xjt)−∑t,j,i,kcijkyijkt\sum_{t,i,j}\mathcal R_{ij}(x^t_j)-\sum_{t,j,i,k}c_{ijk}y^t_{ijk}∑t,i,j​Rij​(xjt​)−∑t,j,i,k​cijk​yijkt​, and its value is JD\mathcal J^DJD.

ConstrDist turns a fractional framing xxx of one region into a distribution over Ω(Q)\Omega(Q)Ω(Q), in three steps:

  1. It pads xxx with fictitious rows so that column sums become integers, giving a framing matrix (rows sum to 111, column rrr sums to Q~r=⌈∑ixir⌉\tilde Q_r=\lceil\sum_i x_{ir}\rceilQ~​r​=⌈∑i​xir​⌉).
  2. It writes that matrix as a convex combination of integral framing matrices; each of these is an assignment.
  3. It re-scales the resulting weights by the MNL denominators.

RFF runs ConstrDist on an optimal DET' solution for every region and period. Each period it samples ϕ\phiϕ, hides out-of-stock products, samples an FC kkk with probability proportional to yijkt,Dy^{t,D}_{ijk}yijkt,D​, and ships from kkk, or from the cheapest FC with stock if kkk is empty. The scaled problem has horizon θT\theta TθT and inventories θC\theta CθC; its values are JD(θ)\mathcal J^D(\theta)JD(θ), J∗(θ)\mathcal J^*(\theta)J∗(θ) and JRFF(θ)\mathcal J^{RFF}(\theta)JRFF(θ).

Formalization targets

Goal: Theorem 2 (p. 23)

There are M>0M>0M>0 and θ0\theta_0θ0​ such that for all θ≥θ0\theta\ge\theta_0θ≥θ0​, every optimal DET'(θ)(\theta)(θ) solution and every choice of decompositions in ConstrDist,

0≤JD(θ)−JRFF(θ)≤Mθ,0\le\mathcal J^D(\theta)-\mathcal J^{RFF}(\theta)\le M\sqrt\theta,0≤JD(θ)−JRFF(θ)≤Mθ​,

and DET'(θ)(\theta)(θ) has an optimal solution. Moreover, if J∗(1)>0\mathcal J^*(1)>0J∗(1)>0, then J∗(θ)>0\mathcal J^*(\theta)>0J∗(θ)>0 for large θ\thetaθ and

1−JRFF(θ)J∗(θ)=O(θ−1/2).1-\frac{\mathcal J^{RFF}(\theta)}{\mathcal J^*(\theta)}=O(\theta^{-1/2}).1−J∗(θ)JRFF(θ)​=O(θ−1/2).

The constants depend on the instance only.

Milestones

  1. Lemma 2 (p. 16): the padded matrix is a framing matrix, and integral framing matrices are feasible assignments.
  2. Decomposition (p. 14, shown in §4.3): every nonnegative framing matrix is a convex combination of integral framing matrices.
  3. Lemma 3 (p. 16): the re-scaled distribution satisfies (7a)–(7c), i.e. ∑ϕρj(ϕ)=1\sum_\phi\rho_j(\phi)=1∑ϕ​ρj​(ϕ)=1, ∑ϕρj(ϕ)θij(ϕ)=θij(x)\sum_\phi\rho_j(\phi)\theta_{ij}(\phi)=\theta_{ij}(x)∑ϕ​ρj​(ϕ)θij​(ϕ)=θij​(x) and ∑ϕρj(ϕ)Rij(ϕ)=Rij(x)\sum_\phi\rho_j(\phi)\mathcal R_{ij}(\phi)=\mathcal R_{ij}(x)∑ϕ​ρj​(ϕ)Rij​(ϕ)=Rij​(x).
  4. Lemma 5 (p. 22): J∗≤JD\mathcal J^*\le\mathcal J^DJ∗≤JD.
  5. Stationarity (Electronic Companion EC 3): JD(θ)=θ JD(1)\mathcal J^D(\theta)=\theta\,\mathcal J^D(1)JD(θ)=θJD(1).

Significance

The result shows that a policy computed once from a deterministic program loses only O(θ)O(\sqrt\theta)O(θ​) in absolute terms, despite three complications:

  • choice probabilities are nonlinear in the framing;
  • the framing is a combinatorial object;
  • inventory sits in several locations.

Lemma 3 is the reusable part. For MNL demand, any fractional framing can be realized exactly in expectation, for purchase probabilities and revenues simultaneously, by a randomization over feasible assignments. This makes fluid-based policies available for display, ranking and pricing decisions alike.

Status. The statement is published, but its printed proof is incomplete. EC 2 bounds RFF by a variant that ignores stock-outs and asserts that RFF "will generate zero profit" at a stock-out. RFF does not do that: it hides the product or re-routes the order, which changes all later inventories. The step is not justified. The statement was checked at planning by exact dynamic programming on four small instances, up to θ=64\theta=64θ=64; (JD−JRFF)/θ(\mathcal J^D-\mathcal J^{RFF})/\sqrt\theta(JD−JRFF)/θ​ stayed between 3.73.73.7 and 111111. A complete proof, formal or informal, is new. None of these results has a machine-checked proof.

Difficulty

The obvious argument compares RFF with its deterministic plan period by period. Lemma 3 makes the expected sales and revenues match the plan exactly, and the total deviation of sales from plan is O(θ)O(\sqrt\theta)O(θ​). That argument controls a policy that never runs out of stock. RFF does run out: after a stock-out it hides products and re-routes orders. So its later inventory, and hence its later framings and costs, differ from the plan in a path-dependent way. The difficulty is to bound the profit lost through this feedback by O(θ)O(\sqrt\theta)O(θ​), uniformly over every optimal DET' solution, including time-varying ones, and every decomposition. A second, smaller difficulty is that DET' is not a linear program in xxx. Lemma 5 and stationarity both need its reformulation as one.

Formalization scope

  • Model. An instance is one structure, with indices in Fin types; the no-display group is the last index. The standing assumptions are bundled in one predicate:
    • I,J,K≥1I,J,K\ge1I,J,K≥1 and R≤IR\le IR≤I;
    • λj∈[0,1]\lambda_j\in[0,1]λj​∈[0,1] with ∑jλj≤1\sum_j\lambda_j\le1∑j​λj​≤1;
    • vijR=0<vijrv_{ijR}=0<v_{ijr}vijR​=0<vijr​ for r≠Rr\ne Rr=R;
    • Qr≥1Q_r\ge1Qr​≥1 and QR≥IQ_R\ge IQR​≥I.
  • Departures from the page, all disclosed in the items.
    • ∑jλj≤1\sum_j\lambda_j\le1∑j​λj​≤1 is the formal reading of "at most one customer per period".
    • QR≥IQ_R\ge IQR​≥I is added; without it RFF can be infeasible.
    • θ∈N\theta\in\mathbb Nθ∈N, so that θT\theta TθT is an integer.
    • The FC set is [K][K][K]; the page's "FC 0" in (8c) is undefined.
    • Ties in RFF's re-routing are broken by least index.
    • The decomposition milestone assumes nonnegative entries.
  • Values. JD\mathcal J^DJD is the supremum of the DET' objective, and the goal asserts that an optimum exists. J∗\mathcal J^*J∗ is defined by the Bellman recursion of OPT'. JRFF\mathcal J^{RFF}JRFF is the exact expected profit of RFF, computed by backward recursion over (period, inventory). All expectations are finite sums; there is no measure theory.
  • Ruled out. JRFF\mathcal J^{RFF}JRFF is RFF's own expected profit, with its stock-out handling. Replacing it by the value of an idealized policy that ignores stock-outs, or by a sum of per-period fluid revenues, is a different and much weaker statement.
  • The goal quantifies over all optimal solutions and all decompositions. The decomposition milestone and the existence clause keep it from being vacuous.
  • Infrastructure. The decomposition milestone is the rectangular, integer-column-sum version of Birkhoff–von Neumann, which is included as a referenced item. The Charnes–Cooper reformulation of DET' as a linear program is needed for Lemma 5 and stationarity. Both are reusable beyond this mission.
  • Contributions welcome. Proofs of any milestone, and a complete proof of Theorem 2.

Selected references

  • Y. M. Lei, S. Jasin, J. Uichanco, A. Vakhutinsky, Joint Product Framing (Display, Ranking, Pricing) and Order Fulfillment Under the Multinomial Logit Model for E-Commerce Retailers, Manufacturing & Service Operations Management, 2021. SSRN version: https://ssrn.com/abstract=3282019; published version: https://doi.org/10.1287/msom.2021.1012
  • G. Birkhoff, Tres observaciones sobre el álgebra lineal, Univ. Nac. Tucumán Rev. Ser. A 5, 1946, 147–151.
  • A. Charnes, W. W. Cooper, Programming with linear fractional functionals, Naval Research Logistics Quarterly 9, 1962, 181–186. https://doi.org/10.1002/nav.3800090303
  • G. Gallego, R. Ratliff, S. Shebalov, A general attraction model and sales-based linear program for network revenue management under customer choice, Operations Research 63(1), 2015, 212–232. https://doi.org/10.1287/opre.2014.1328
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