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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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About Prove2Me

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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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

Campaigns (experimental)

See all campaigns →

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

All missions

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About Prove2Me

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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Complexity TheoryTheoretical Computer Science·Captain: avi

Integer multiplication: κ = 0.00012612978530233 (Jain round eight)Open Problem

Motivation

Multiplying two binary integers is a basic task in computational complexity. The relevant resource here is the number of individual steps made by a machine whose tapes can only be accessed through moving heads. Harvey and van der Hoeven established an O(nlog⁡n)O(n\log n)O(nlogn) bound in this model. The OpenAI manuscript proposes a positive saving in the exponent of the logarithm. Subsequent constructions explore larger savings. The formalization target is the complete computation and its time bound, including the analytic and implementation arguments needed to connect a finite construction to every input length.

Setting

A deterministic multitape Turing machine has a fixed finite alphabet, a fixed finite state set, and a fixed finite number of tapes. Each tape extends in one direction and has one head. A step reads the symbols under the heads, changes state, writes at those positions, and moves each head by at most one cell. The alphabet contains distinct blank, start-marker, zero, one, and separator symbols. Tape zero is the read-only input tape; tape one is the output tape; further tapes are available for work. The halting state freezes the configuration.

An input consists of two bit strings x,yx,yx,y of the same positive length nnn, separated by #\##. The strings are read most significant bit first, with leading zeros permitted. If val⁡(x)\operatorname{val}(x)val(x) denotes the represented natural number, the required output is exactly the 2n2n2n-bit binary representation of val⁡(x)val⁡(y)\operatorname{val}(x)\operatorname{val}(y)val(x)val(y), padded with leading zeros and followed by blanks. All tapes begin with a preserved start marker. Define L(n)=max⁡(⌈log⁡2n⌉,1)L(n)=\max(\lceil\log_2 n\rceil,1)L(n)=max(⌈log2​n⌉,1).

Target

The full target is

IntMul.KappaBound(0.00012612978530233).\mathrm{IntMul.KappaBound}(0.00012612978530233).IntMul.KappaBound(0.00012612978530233).

This asserts the existence of one machine that computes the exact product correctly for every positive input length, together with constants c>0c>0c>0 and n0n_0n0​ such that every pair of nnn-bit inputs, for n≥n0n\ge n_0n≥n0​ and n≥1n\ge1n≥1, halts within

c n L(n)1−0.00012612978530233c\,n\,L(n)^{1-0.00012612978530233}cnL(n)1−0.00012612978530233

steps. Constants, alphabet, states, and tape count are independent of the input length. The number is an exact real value. Larger κ\kappaκ gives a stronger asymptotic saving because L(n)≥1L(n)\ge1L(n)≥1.

Each entry supplies its own exact numerical value and identifies the construction that motivates it. Historical and new entries use the same machine definition. A proposed value may be recorded while its complete proof is still open; it becomes a proved record only when the goal has a verified proof. Numerical certificates are supporting results with their own scope, and do not establish a complete machine time bound.

This entry: Jain, round eight

The value

κ=126129785302331017=0.00012612978530233  (>2−13)\kappa=\frac{12612978530233}{10^{17}}=0.00012612978530233\;(>2^{-13})κ=101712612978530233​=0.00012612978530233(>2−13)

is the headline conditional witness of S. Jain's integer-mult-kappa, round eight, at revision 5868dc7. It is bound by the complex side (ac=3945999/31250000000a_c=3945999/31250000000ac​=3945999/31250000000).

  • Bit side: the frozen round-seven witness (deferred readouts, VVV leaves, lifted frames and late copies at h=23h=23h=23; Avi Eisenberg's producer from PR #62, compiled by eumemic's joint frame compiler), recompiled with opposite bank orders and a stopped interchange after IceKylin (PR #104).
  • Complex side: a signed reclaim with completed-core sharing and one fix-up child per group.

The repository states that the claim is conditional: it assumes the full upstream multiplication theorem (the OpenAI manuscript and Colkitt's framework) and that stage two is the complement time-reversal of stage one, and it rests on three further interfaces that are stated but not machine-checked there — IceKylin's normal form for alternating residuals, the cost of binary address adapters for the exterior fix-up children, and the row stock of the stopped bit interchange. Its Lean files check only finite rational statements (moment certificates, the stopped mix and the parameter assembly), not the analytic inequalities or the multiplication theorem. It has not had independent review.

Earlier claims appear as milestones: Harvey–van der Hoeven (κ=0\kappa=0κ=0), OpenAI Theorem 1 (2−1822^{-182}2−182), Colkitt's 2−302^{-30}2−30 checkpoint, Jain rounds six and seven, and community PR #62. Each is implied by this goal because L(n)1−κL(n)^{1-\kappa}L(n)1−κ decreases in κ\kappaκ.

Significance

A proof for any positive value would give a strict asymptotic improvement over nlog⁡nn\log nnlogn. Such an improvement would contradict the proposed Ω(nlog⁡n)\Omega(n\log n)Ω(nlogn) lower bound, while remaining consistent with the known upper bound. The tracked value concerns asymptotic growth; it does not measure the runtime of a practical implementation. No claim about a currently fastest implementation follows from a larger saving.

Formalizing the full target connects exact finite calculations to a uniform algorithm. The community repository explicitly treats the original framework and remaining all-size interfaces as assumptions of its current evidence. In this mission those steps must be proved before the goal can be marked Proved. They are not added as hypotheses that would weaken the full target. Earlier published theorem statements and finite certificates may be reused with their original attribution and proof status.

Difficulty

A finite network certificate can establish a concrete role count or a rational margin, but does not itself supply a machine for every input length. A complete proof must establish correctness of the recursive construction, admissibility of its parameters, precision and error guarantees, and the cost of moving data on tapes. Counts of algebraic operations alone do not account for this last resource. The difficult connection is between these separate contracts and the single uniform machine quantified by the goal.

Formalization scope

The goal imports the existing public Definitions.Def_IntMul_MultitapeModel bundle and uses IntMul.KappaBound directly. No alternative machine or cost model is introduced. Natural numbers describe input lengths, head positions, and step counts; real numbers describe the asymptotic constant and exponent. The real power has base at least one. Correctness is required even below the asymptotic threshold. Inputs of length zero and malformed inputs are outside the specified task.

The input and output conventions exclude a machine that merely decides a predicate about the product. The entire output tape must contain the required product and then blanks. Neither failure to halt nor correctness on a finite collection of test inputs meets the target. The work tapes and final head positions are unconstrained. Reusable contributions include machine composition with explicit costs, exact encodings, analytic estimates, and proofs that the finite certificates imply the contracts required by the recursive algorithm. Every such contribution should state its own assumptions and conclusion explicitly.

Selected references

  • D. Harvey and J. van der Hoeven, Integer multiplication in time O(n log n), Annals of Mathematics 193(2), 563–617 (2021). Paper.
  • OpenAI, Integer multiplication below n log n, preprint (23 September 2026), pinned manuscript revision adc7f1241b42e322a6451854ab7e4b4c146bf78a. Source.
  • D. Colkitt and community contributors, A sharper exponent for integer multiplication, research repository (2026), revision 56b66d58297deca1d7dd130247d720e960f77a37. Checkpoint and attribution.
  • S. Jain, Integer multiplication: a conditional witness above 2−132^{-13}2−13 (integer-mult-kappa), research draft (2026), revision 5868dc701a9bec375c9dc5391d992ab3b8c35f3f. Round eight.
110 thms7 active usersReviewed
Complexity TheoryTheoretical Computer Science·Captain: avi

Integer multiplication: κ = 0.00006397891967576 (Jain round seven)Open Problem

Motivation

Multiplying two binary integers is a basic task in computational complexity. The relevant resource here is the number of individual steps made by a machine whose tapes can only be accessed through moving heads. Harvey and van der Hoeven established an O(nlog⁡n)O(n\log n)O(nlogn) bound in this model. The OpenAI manuscript proposes a positive saving in the exponent of the logarithm. Subsequent constructions explore larger savings. The formalization target is the complete computation and its time bound, including the analytic and implementation arguments needed to connect a finite construction to every input length.

Setting

A deterministic multitape Turing machine has a fixed finite alphabet, a fixed finite state set, and a fixed finite number of tapes. Each tape extends in one direction and has one head. A step reads the symbols under the heads, changes state, writes at those positions, and moves each head by at most one cell. The alphabet contains distinct blank, start-marker, zero, one, and separator symbols. Tape zero is the read-only input tape; tape one is the output tape; further tapes are available for work. The halting state freezes the configuration.

An input consists of two bit strings x,yx,yx,y of the same positive length nnn, separated by #\##. The strings are read most significant bit first, with leading zeros permitted. If val⁡(x)\operatorname{val}(x)val(x) denotes the represented natural number, the required output is exactly the 2n2n2n-bit binary representation of val⁡(x)val⁡(y)\operatorname{val}(x)\operatorname{val}(y)val(x)val(y), padded with leading zeros and followed by blanks. All tapes begin with a preserved start marker. Define L(n)=max⁡(⌈log⁡2n⌉,1)L(n)=\max(\lceil\log_2 n\rceil,1)L(n)=max(⌈log2​n⌉,1).

Target

The full target is

IntMul.KappaBound(0.00006397891967576).\mathrm{IntMul.KappaBound}(0.00006397891967576).IntMul.KappaBound(0.00006397891967576).

This asserts the existence of one machine that computes the exact product correctly for every positive input length, together with constants c>0c>0c>0 and n0n_0n0​ such that every pair of nnn-bit inputs, for n≥n0n\ge n_0n≥n0​ and n≥1n\ge1n≥1, halts within

c n L(n)1−0.00006397891967576c\,n\,L(n)^{1-0.00006397891967576}cnL(n)1−0.00006397891967576

steps. Constants, alphabet, states, and tape count are independent of the input length. The number is an exact real value. Larger κ\kappaκ gives a stronger asymptotic saving because L(n)≥1L(n)\ge1L(n)≥1.

Each entry supplies its own exact numerical value and identifies the construction that motivates it. Historical and new entries use the same machine definition. A proposed value may be recorded while its complete proof is still open; it becomes a proved record only when the goal has a verified proof. Numerical certificates are supporting results with their own scope, and do not establish a complete machine time bound.

This entry: Jain, round seven

The value

κ=79973649594712500000000000000=0.00006397891967576  (>2−14)\kappa=\frac{799736495947}{12500000000000000}=0.00006397891967576\;(>2^{-14})κ=12500000000000000799736495947​=0.00006397891967576(>2−14)

is the conditional witness of S. Jain's integer-mult-kappa, round seven, at revision c05adfe, with the sharper moment certificate merged there (research/round7-moment-refinement/). The README's headline for the same construction is the slightly smaller 1599247689723/(2.5⋅1016)≈6.39699×10−51599247689723/(2.5\cdot10^{16})\approx6.39699\times10^{-5}1599247689723/(2.5⋅1016)≈6.39699×10−5; the refinement keeps the frozen round-seven bit network, histogram, complex saving and assembly unchanged, and replaces the reciprocal bound eu≤1/(1−u)e^u\le1/(1-u)eu≤1/(1−u) in the moment certificate by a degree-eight Taylor enclosure, which certifies the bit saving ab=63983013240044/1018a_b=63983013240044/10^{18}ab​=63983013240044/1018.

The construction builds on the OpenAI manuscript and on Colkitt's integer-mult-bounds (it uses the PR #62 producer with interval strips and core-aware pair assembly). Its new ingredients are lifted frames with late copies, deferred readouts, and per-use VVV leaves on the bit side; the complex side is round six's. The repository states that the claim is conditional on the OpenAI manuscript and Colkitt's framework, that stage two (the complement time-reversal of stage one) is assumed rather than machine-checked, and that its Lean files check only finite rational statements (moment certificates and parameter assembly), not the analytic tail inequalities or the multiplication theorem. It has not had independent review.

Earlier claims appear as milestones: Harvey–van der Hoeven (κ=0\kappa=0κ=0), OpenAI Theorem 1 (2−1822^{-182}2−182), Colkitt's 2−302^{-30}2−30 checkpoint, Jain round six (3666565558019/10173666565558019/10^{17}3666565558019/1017) and community PR #62 (0.0000510169201700780.0000510169201700780.000051016920170078). Each is implied by this goal because L(n)1−κL(n)^{1-\kappa}L(n)1−κ decreases in κ\kappaκ.

Significance

A proof for any positive value would give a strict asymptotic improvement over nlog⁡nn\log nnlogn. Such an improvement would contradict the proposed Ω(nlog⁡n)\Omega(n\log n)Ω(nlogn) lower bound, while remaining consistent with the known upper bound. The tracked value concerns asymptotic growth; it does not measure the runtime of a practical implementation. No claim about a currently fastest implementation follows from a larger saving.

Formalizing the full target connects exact finite calculations to a uniform algorithm. The community repository explicitly treats the original framework and remaining all-size interfaces as assumptions of its current evidence. In this mission those steps must be proved before the goal can be marked Proved. They are not added as hypotheses that would weaken the full target. Earlier published theorem statements and finite certificates may be reused with their original attribution and proof status.

Difficulty

A finite network certificate can establish a concrete role count or a rational margin, but does not itself supply a machine for every input length. A complete proof must establish correctness of the recursive construction, admissibility of its parameters, precision and error guarantees, and the cost of moving data on tapes. Counts of algebraic operations alone do not account for this last resource. The difficult connection is between these separate contracts and the single uniform machine quantified by the goal.

Formalization scope

The goal imports the existing public Definitions.Def_IntMul_MultitapeModel bundle and uses IntMul.KappaBound directly. No alternative machine or cost model is introduced. Natural numbers describe input lengths, head positions, and step counts; real numbers describe the asymptotic constant and exponent. The real power has base at least one. Correctness is required even below the asymptotic threshold. Inputs of length zero and malformed inputs are outside the specified task.

The input and output conventions exclude a machine that merely decides a predicate about the product. The entire output tape must contain the required product and then blanks. Neither failure to halt nor correctness on a finite collection of test inputs meets the target. The work tapes and final head positions are unconstrained. Reusable contributions include machine composition with explicit costs, exact encodings, analytic estimates, and proofs that the finite certificates imply the contracts required by the recursive algorithm. Every such contribution should state its own assumptions and conclusion explicitly.

Selected references

  • D. Harvey and J. van der Hoeven, Integer multiplication in time O(n log n), Annals of Mathematics 193(2), 563–617 (2021). Paper.
  • OpenAI, Integer multiplication below n log n, preprint (23 September 2026), pinned manuscript revision adc7f1241b42e322a6451854ab7e4b4c146bf78a. Source.
  • D. Colkitt and community contributors, A sharper exponent for integer multiplication, research repository (2026), revision 56b66d58297deca1d7dd130247d720e960f77a37. Checkpoint and attribution.
  • S. Jain, Integer multiplication: a conditional witness above 2−142^{-14}2−14 (integer-mult-kappa), research draft (2026), revision c05adfe1dfe85326dd6dcf12bfd53f435bd49bf3. Round seven and the sharper moment certificate.
110 thms7 active usersReviewed
🏆Completed
Number Theory·Captain: tomasz

Zeta5: irrationality of ζ(5) via normalized Hankel determinantsResearch Paper

Motivation

The value of the Riemann zeta function at five is the convergent sum

ζ(5)=∑k=1∞1k5.\zeta(5)=\sum_{k=1}^\infty\frac1{k^5}.ζ(5)=k=1∑∞​k51​.

The target is that this number cannot be expressed as a ratio of integers. This mission concerns the complete proof development in mo271/Zeta5, pinned to commit 7fe736760f4b96bfdb4334b68e3b3124ecbe10b0. The repository follows Aabir Fauzan's preprint ζ(5) is irrational, while explicitly changing parts of its arithmetic normalization. Its formal target is the individual value at five. Results asserting that at least one member of a list of odd zeta values is irrational do not establish this target.

The repository reports a complete Lean proof with only the standard axioms propext, Classical.choice, and Quot.sound. That is a statement about the source project. The existing Prove2.me goal remains Open, and importing and checking the source proof against the platform environment is the work tracked here. The exact existing goal is reused as a reference; there is no second copy of the irrationality assertion.

Setting

The construction uses Hankel matrices, whose entries depend on the sum of their row and column indices. For a natural index nnn, put K=40nK=40nK=40n, N=3nN=3nN=3n, and h=37nh=37nh=37n. The rational polynomial Dm(t)=∏j=1m(t+j2)D_m(t)=\prod_{j=1}^m(t+j^2)Dm​(t)=∏j=1m​(t+j2) controls a family of rational functions. A rational linear functional takes prescribed Bernoulli-number values on powers of ttt and prescribed affine-polynomial values on the simple poles (t+j2)−1(t+j^2)^{-1}(t+j2)−1. Polynomial division and residues extend it to P(t)/DK(t)P(t)/D_K(t)P(t)/DK​(t).

Applying this functional to DN(t)6ti+j/DK(t)D_N(t)^6t^{i+j}/D_K(t)DN​(t)6ti+j/DK​(t) gives an h×hh\times hh×h matrix Gn(X)G_n(X)Gn​(X) over Q[X]\mathbb Q[X]Q[X]. Write Δn(X)=det⁡Gn(X)\Delta_n(X)=\det G_n(X)Δn​(X)=detGn​(X) and Fn(X)=SnΔn(X)F_n(X)=S_n\Delta_n(X)Fn​(X)=Sn​Δn​(X), where SnS_nSn​ is the explicit positive factorial ratio in the construction module. These are specified polynomials; their existence and properties are not abstract supply assumptions. The real number zeta5 is the convergent series, and a short bridge identifies it with Mathlib's complex zeta value.

Formalization targets

The goal is

∃x∈R,x∉QandriemannZeta⁡(5)=x.\exists x\in\mathbb R,\quad x\notin\mathbb Q\quad\text{and}\quad\operatorname{riemannZeta}(5)=x.∃x∈R,x∈/QandriemannZeta(5)=x.

It is the existing theorem FCP.Zeta.irrational_zeta_five. The supporting target from the source main estimate is

∃c>0,∀n sufficiently large,∃Qn∈Z[X],deg⁡Qn=37n,0<Qn(ζ(5))<e−cn2.\exists c>0,\quad\forall n\text{ sufficiently large},\quad\exists Q_n\in\mathbb Z[X],\quad\deg Q_n=37n,\quad0<Q_n(\zeta(5))<e^{-cn^2}.∃c>0,∀n sufficiently large,∃Qn​∈Z[X],degQn​=37n,0<Qn​(ζ(5))<e−cn2.

The formal statement also requires QnQ_nQn​ to be a positive rational multiple of the explicit FnF_nFn​.

The milestone list records the general polynomial irrationality criterion, the exact degree calculation, the moment representation with integrability, strict determinant positivity, the real-value upper bound, integral normalization with its growth estimate, and the final small-value statement. A further supporting theorem states that b37ne−cn2b^{37n}e^{-cn^2}b37ne−cn2 tends to zero for every fixed positive integer bbb and every c>0c>0c>0. These targets cover the analytic, arithmetic, and final assembly parts of the source project.

Significance

The goal distinguishes a single zeta value from the disjunctive irrationality results for finite lists. The intermediate results also provide reusable infrastructure: an irrationality criterion for polynomials of varying degree, integral moment representations of rational functionals, determinant positivity, and estimates controlling rational normalizers.

For formalization, the concrete task is to transplant the source development while preserving its definitions, hypotheses, and actual constants. The source's existing proofs provide the intended implementations; the mission does not replace the difficult analytic or arithmetic statements with assumed approximation families. Proof imports and accepted submissions must eventually connect those implementations to the existing goal. The source's Apache-2.0 license and commit-pinned attribution accompany the code.

Difficulty

Small real values alone do not suffice: the integer coefficients and the degree growth must be controlled at the same time. The normalization needed to obtain integer coefficients can enlarge the values enough to destroy the analytic estimate. The decisive quantitative requirement is that its growth constant stay below the magnitude of the negative analytic constant.

Here the analytic estimate uses U=−2733991/2000000U=-2733991/2000000U=−2733991/2000000, and the implemented normalization uses Aeff=136/100A_{\rm eff}=136/100Aeff​=136/100. Their exact rational sum is negative. The milestone assertions retain the source's lower-order terms 27Klog⁡K+200K27K\log K+200K27KlogK+200K and the eventual quantifiers in the normalization estimate. They do not strengthen an eventual estimate to a uniform one, or infer positivity from a vanishing upper bound.

Formalization scope

The scope is the complete importable proof path to Apery.irrational_five in the pinned repository, including the arithmetic modules, logarithmic-energy estimates, finite certificates, and the external prime-number-theorem dependency where the proof uses it. The headline milestones organize that full development; they are not a claim that every internal lemma is already published on the platform. The repository's optional stronger numerical rate and the preprint's irrationality-measure claim are outside this goal.

The source uses cutoff 400400400, a full rank loss in its outer-prime estimate, and direct class-wise partial fractions, as documented in its implementation notes. Its final estimate asserts some positive decay constant, not the paper's 139/5139/5139/5. The draft retains those choices. Polynomial evaluations take place over the reals, coefficients begin in the rationals and are normalized into the integers, and the moment integrals are Lebesgue integrals over (0,∞)(0,\infty)(0,∞). Definitions are total at zero, while the positivity and real-bound milestones explicitly require n>0n>0n>0.

The source pins Lean 4.34.0-rc1 and Mathlib f385f9fd18abed332ebcd3df239cb357e264aceb. This proposal targets the available Lean 4.33.1 / Mathlib 0df444a360eaa60ab8c11dca51a86af692955474 environment. The draft definitions and milestone statements are checked locally in that target environment; acceptance of the complete imported proof graph is a separate verification step. The external dependency is mo271/PrimeNumberTheoremAnd at 04d81b2a68ea3548b9990813fdc463c78511f412. Any imported proof must retain a standard-axiom-only dependency check.

Selected references

  • Aabir Fauzan, ζ(5) is irrational, preprint, 17 September 2026. Zenodo record and manuscript.
  • mo271 and contributors, Zeta5, Lean source project, commit 7fe736760f4b96bfdb4334b68e3b3124ecbe10b0. Pinned repository.
  • mo271 and contributors, PrimeNumberTheoremAnd, pinned dependency. Source.
  • The Formal Conjectures Authors, Formal Conjectures, RiemannZetaValues.irrational_five. Pinned challenge source.
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CombinatoricsComplexity TheoryGraph Theory+2·Captain: mikedeng1

Scheduling Subject to Resource Constraints: Classification and Complexity II: Unit-Time Jobs on Two Uniform Machines with Unit Resources Are Strongly NP-hardResearch Paper

Motivation

Machine scheduling asks how to assign jobs to machines over time. In many applications a job also needs additional scarce resources while it runs: a tool, a skilled operator, a memory bank, a channel. Adding such resources can turn a problem with a polynomial algorithm into an NP-hard one. Błażewicz, Lenstra and Rinnooy Kan (DAM 1983) extended the standard three-field classification α ∣ β ∣ γ\alpha\,|\,\beta\,|\,\gammaα∣β∣γ of scheduling problems (Graham, Lawler, Lenstra and Rinnooy Kan 1979) with a resource field resλσρres\lambda\sigma\rhoresλσρ. They then drew the complete borderline between easy and hard problems for unit-time jobs, identical or uniform machines and the makespan criterion. Their Fig. 2 marks each problem type as polynomially solvable or NP-hard.

This mission formalizes the two hardness results of that classification that come from graph partition problems (Theorems 2 and 3, p. 15). Two identical machines are easy under any resource constraints (Theorem 1, after Garey and Johnson 1975). Theorems 2 and 3 show that a third identical machine, or two machines of different speeds, already makes the problem strongly NP-hard, once the number of unit resources is part of the input.

Setting

There are nnn jobs J1,…,JnJ_1,\dots,J_nJ1​,…,Jn​ and mmm machines M1,…,MmM_1,\dots,M_mM1​,…,Mm​. Each machine processes at most one job at a time, and each job runs on one machine without interruption. Machine MiM_iMi​ has a speed qi>0q_i>0qi​>0, and every job has unit execution requirement pj=1p_j=1pj​=1, so it takes time 1/qi1/q_i1/qi​ on MiM_iMi​. Identical machines (PPP) are the case qi=1q_i=1qi​=1; uniform machines (QQQ) allow arbitrary speeds.

There are lll resources R1,…,RlR_1,\dots,R_lR1​,…,Rl​. Resource RhR_hRh​ has a positive integer size shs_hsh​, the amount available at any time. Job JjJ_jJj​ needs a nonnegative integer amount rhjr_{hj}rhj​ of RhR_hRh​ throughout its execution. A schedule assigns each job a machine μ(j)\mu(j)μ(j) and a start time Sj≥0S_j\ge 0Sj​≥0. Its completion time is Cj=Sj+1/qμ(j)C_j=S_j+1/q_{\mu(j)}Cj​=Sj​+1/qμ(j)​, and it is being executed at every time ttt with Sj≤t<CjS_j\le t<C_jSj​≤t<Cj​. A schedule is feasible when:

  • jobs on the same machine do not overlap in time;
  • at every time ttt, the set StS_tSt​ of jobs being executed satisfies
∑j∈Strhj≤sh(h=1,…,l).\sum_{j\in S_t} r_{hj}\le s_h\qquad(h=1,\dots,l).j∈St​∑​rhj​≤sh​(h=1,…,l).

The makespan is Cmax⁡=max⁡jCjC_{\max}=\max_j C_jCmax​=maxj​Cj​.

The resource type res⋅11res{\cdot}11res⋅11 means three things: the number lll of resources is part of the input, every size is sh=1s_h=1sh​=1, and every requirement satisfies rhj≤1r_{hj}\le1rhj​≤1. A unit resource is therefore a conflict: two jobs that both need it can never run at the same time. The problems here have no precedence constraints. Pm ∣ res⋅11, pj=1 ∣ Cmax⁡Pm\,|\,res{\cdot}11,\,p_j=1\,|\,C_{\max}Pm∣res⋅11,pj​=1∣Cmax​ and Qm ∣ res⋅11, pj=1 ∣ Cmax⁡Qm\,|\,res{\cdot}11,\,p_j=1\,|\,C_{\max}Qm∣res⋅11,pj​=1∣Cmax​ ask for a feasible schedule of minimum makespan. Their decision versions ask, for a threshold yyy, whether a feasible schedule with Cmax⁡≤yC_{\max}\le yCmax​≤y exists.

The source problems are two graph problems on a graph G=(V,E)G=(V,E)G=(V,E) with ∣V∣=3t|V|=3t∣V∣=3t:

  • PARTITION INTO TRIANGLES: can VVV be partitioned into ttt triples of pairwise adjacent vertices?
  • PARTITION INTO PATHS OF LENGTH 2: can VVV be partitioned into ttt triples, each with at most one nonadjacent pair, that is, each spanning a path of length 2?

Both are NP-complete (Garey and Johnson 1979, problems GT11 and GT13).

The construction of p. 15 introduces one job per vertex and one unit resource R{j,k}R_{\{j,k\}}R{j,k}​ per nonadjacent pair {j,k}\{j,k\}{j,k}, required by JjJ_jJj​ and JkJ_kJk​ only.

Formalization targets

Goal: Theorem 3

Q2 ∣ res⋅11, pj=1 ∣ Cmax⁡ is NP-hard in the strong sense.Q2\,|\,res{\cdot}11,\,p_j=1\,|\,C_{\max}\ \text{is NP-hard in the strong sense.}Q2∣res⋅11,pj​=1∣Cmax​ is NP-hard in the strong sense.

Formally: if the language of PARTITION INTO PATHS OF LENGTH 2 is NP-hard, then the language of unary codes of yes-instances of the decision version of Q2 ∣ res⋅11, pj=1 ∣ Cmax⁡Q2\,|\,res{\cdot}11,\,p_j=1\,|\,C_{\max}Q2∣res⋅11,pj​=1∣Cmax​ is NP-hard. The two speeds are arbitrary positive integers.

Milestones

  1. The construction's key property (p. 15). In the constructed instance, two distinct jobs can be executed simultaneously if and only if their vertices are adjacent.
  2. The triangle equivalence (proof of Theorem 2). GGG has a partition into triangles if and only if the constructed instance on three identical machines has a feasible schedule with Cmax⁡≤tC_{\max}\le tCmax​≤t.
  3. Theorem 2. P3 ∣ res⋅11, pj=1 ∣ Cmax⁡P3\,|\,res{\cdot}11,\,p_j=1\,|\,C_{\max}P3∣res⋅11,pj​=1∣Cmax​ is NP-hard in the strong sense, given the NP-hardness of PARTITION INTO TRIANGLES.
  4. The paths equivalence (proof of Theorem 3). GGG has a partition into paths of length 2 if and only if the constructed instance on two uniform machines with speeds q1=2q_1=2q1​=2, q2=1q_2=1q2​=1 has a feasible schedule with Cmax⁡≤tC_{\max}\le tCmax​≤t.

Significance

The results. Theorems 2 and 3 are two of the minimal NP-hard problems in the paper's classification. Together with Theorem 1 they place the borderline exactly: with unit resources whose number is part of the input, two identical machines are polynomial, while three identical machines, or two machines of different speeds, are strongly NP-hard. Strong NP-hardness rules out pseudo-polynomial algorithms unless P = NP, and it carries over to every more general resource type and machine environment in Fig. 1 and Fig. 2. Section 4.1 of the paper also derives hardness for ∑Cj\sum C_j∑Cj​ and Lmax⁡L_{\max}Lmax​ from these instances.

Formalizing it. The results are classical and proved on paper, but the paper's proofs are one sentence each ("Clearly", "It is easily seen"). No machine-checked proof exists, and the platform has no model of resource-constrained scheduling with real-valued time. This mission produces that model. It also produces a precise statement of strong NP-hardness on top of Cook's Turing-machine definitions, and the first formal NP-hardness reductions from graph partition problems to scheduling.

Difficulty

The scheduling half of each equivalence depends on the real-time model. On two uniform machines of speeds 2 and 1, jobs take time 12\tfrac1221​ and 111, so jobs on the fast machine start at half-integers or anywhere else. The resource constraint must hold at every real time, not at a finite set of checkpoints. An argument that treats time as integer slots applies to the triangle case but does not transfer to the paths case.

The complexity half needs polynomial-time computability of the construction on Cook's one-tape Turing machines, on encoded strings that include malformed inputs. It also needs closure of polynomial-time reductions under composition, which the imported complexity layer states but does not prove.

Formalization scope

  • Time and schedules. Start times are nonnegative reals, execution intervals are half-open [Sj,Cj)[S_j,C_j)[Sj​,Cj​), and the resource constraints are imposed at every real time. Schedules are nonpreemptive.
  • Indices. Jobs, machines and resources are 0-based (Fin n, Fin m, Fin l), so q1,q2q_1,q_2q1​,q2​ are q 0, q 1.
  • Decision versions. "NP-hard" refers to the decision version with a threshold yyy. Thresholds are natural numbers and the Q2Q2Q2 speeds are positive integers. This restricted problem is a subproblem of the one with rational data, so its hardness is the stronger statement.
  • Encodings and strong NP-hardness. Instances are strings over a two-letter alphabet with every number in unary. Graphs are ttt in unary followed by the 3t×3t3t\times 3t3t×3t adjacency matrix, so ∣V∣=3t|V|=3t∣V∣=3t is part of the instance. Languages contain only codes of yes-instances. Strong NP-hardness is NP-hardness of the unary code language. With unary numbers, Max(I)≤Length(I)\mathrm{Max}(I)\le\mathrm{Length}(I)Max(I)≤Length(I), so this is equivalent to Garey and Johnson's definition. The complexity layer is the published module CookPvsNP_defs.
  • Cited hypothesis. Each hardness theorem takes as its only hypothesis the NP-hardness of its source problem, which the paper cites from Garey and Johnson rather than proves. The hypothesis is a true statement about a nonempty, non-universal language. The statements are not weakened to a reduction between languages, and they assume nothing about P versus NP.
  • Source problems. The paper's phrase "three vertices, at most two of which are nonadjacent" is read as "at most one nonadjacent pair", which is Garey and Johnson's GT13. Reading it as "at most two nonadjacent pairs" would admit triples with a single edge and change the problem. PARTITION INTO PATHS OF LENGTH 2 reuses the published definition CubicP3Partition.P3Factor, a spanning non-induced P3P_3P3​-factor.
  • Construction. Resources are indexed by the nonadjacent pairs j<kj<kj<k in lexicographic order, one per unordered pair and none for a pair {j,j}\{j,j\}{j,j}. A diagonal resource would make every job infeasible.
  • Not trivial. A model that checks resources only at integer times, or only at start times, would make the paths equivalence false. A hypothesis on the target problem would make the goal circular. The definitions rule out both.

Welcome contributions: proofs of the two equivalences, polynomial-time computability of the construction on Cook's machines, and a general composition lemma for polynomial-time reductions. The composition lemma is reusable for every hardness mission built on CookPvsNP_defs.

Selected references

  • J. Błażewicz, J. K. Lenstra, A. H. G. Rinnooy Kan, Scheduling subject to resource constraints: classification and complexity, Discrete Applied Mathematics 5 (1983) 11–24. https://doi.org/10.1016/0166-218X(83)90012-4
  • M. R. Garey, D. S. Johnson, Complexity results for multiprocessor scheduling under resource constraints, SIAM Journal on Computing 4 (1975) 397–411. https://doi.org/10.1137/0204035
  • M. R. Garey, D. S. Johnson, Computers and Intractability: A Guide to the Theory of NP-Completeness, Freeman, San Francisco, 1979, ISBN 0-7167-1045-5.
  • R. L. Graham, E. L. Lawler, J. K. Lenstra, A. H. G. Rinnooy Kan, Optimization and approximation in deterministic sequencing and scheduling: a survey, Annals of Discrete Mathematics 5 (1979) 287–326. https://doi.org/10.1016/S0167-5060(08)70356-X
  • S. Cook, The P versus NP problem, Clay Mathematics Institute Millennium Problems. https://www.claymath.org/wp-content/uploads/2022/06/pvsnp.pdf
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CombinatoricsConvex OptimizationOperations Research+1·Captain: mikedeng1

Convexity and Steinitz's Exchange Property III: Fenchel-Type Min-Max Duality with Primal and Dual Integrality for M-Concave and M-Convex FunctionsResearch Paper

Motivation

Several classical min-max theorems of combinatorial optimization say that a discrete maximization problem and a continuous minimization problem have the same optimal value, and that both have integral optimal solutions when the data are integral. Edmonds' polymatroid intersection theorem (1970), Fujishige's Fenchel-type duality for submodular functions (1984), Frank's discrete separation theorem for a submodular/supermodular pair (1982), and the potential characterizations of weighted matroid intersection (Frank's weight splitting theorem, 1981; Iri and Tomizawa's criterion for the assignment problem, 1976) are instances. Murota's paper Convexity and Steinitz's exchange property, 1996 places all of them under one theorem: a Fenchel-type min-max formula for a pair of an M-concave and an M-convex function, with integrality on both sides.

Timeline:

  • 1970: Edmonds proves the polymatroid intersection theorem.
  • 1982: Frank proves the discrete separation theorem for submodular/supermodular set functions, with integrality.
  • 1984: Fujishige proves a Fenchel-type min-max theorem for submodular functions.
  • 1976–1981: Iri and Tomizawa characterize optimality for independent assignment by potentials; Frank proves the weight splitting theorem for weighted matroid intersection (1981).
  • Early 1990s: Dress and Wenzel introduce valuated matroids.
  • 1995–1996: Murota proves the valuated matroid intersection theorem (SIAM J. Discrete Math. 9, 1996) and the M-concave intersection theorem (Bonn report, 1995), and in the present paper the Fenchel-type duality (Theorem 6.4).
  • Later: the result becomes the central duality theorem of discrete convex analysis (Murota, Discrete Convex Analysis, SIAM, 2003).

Setting

Let VVV be a finite nonempty set. For u∈Vu\in Vu∈V, χu∈ZV\chi_u\in\mathbb Z^Vχu​∈ZV is its characteristic vector; for x∈RVx\in\mathbb R^Vx∈RV, supp⁡±(x)\operatorname{supp}^{\pm}(x)supp±(x) are the sets of coordinates where xxx is positive or negative, x(X)=∑v∈Xx(v)x(X)=\sum_{v\in X}x(v)x(X)=∑v∈X​x(v), and ⟨p,x⟩=∑vp(v)x(v)\langle p,x\rangle=\sum_v p(v)x(v)⟨p,x⟩=∑v​p(v)x(v).

A finite integral base set is a finite nonempty B⊆ZVB\subseteq\mathbb Z^VB⊆ZV such that for x,y∈Bx,y\in Bx,y∈B and u∈supp⁡+(x−y)u\in\operatorname{supp}^+(x-y)u∈supp+(x−y) some v∈supp⁡−(x−y)v\in\operatorname{supp}^-(x-y)v∈supp−(x−y) has x−χu+χv∈Bx-\chi_u+\chi_v\in Bx−χu​+χv​∈B. These are exactly the integer points of integral base polytopes of submodular systems. B‾\overline BB is the convex hull of BBB.

A function ω:B→R\omega:B\to\mathbb Rω:B→R has the exchange property (EXC), and is called M-concave, if for x,y∈Bx,y\in Bx,y∈B and u∈supp⁡+(x−y)u\in\operatorname{supp}^+(x-y)u∈supp+(x−y) some v∈supp⁡−(x−y)v\in\operatorname{supp}^-(x-y)v∈supp−(x−y) has x−χu+χv, y+χu−χv∈Bx-\chi_u+\chi_v,\ y+\chi_u-\chi_v\in Bx−χu​+χv​, y+χu​−χv​∈B and

ω(x)+ω(y)≤ω(x−χu+χv)+ω(y+χu−χv).\omega(x)+\omega(y)\le\omega(x-\chi_u+\chi_v)+\omega(y+\chi_u-\chi_v).ω(x)+ω(y)≤ω(x−χu​+χv​)+ω(y+χu​−χv​).

A function ζ\zetaζ is M-convex when −ζ-\zeta−ζ is M-concave.

For ω:B1→R\omega:B_1\to\mathbb Rω:B1​→R and ζ:B2→R\zeta:B_2\to\mathbb Rζ:B2​→R the concave conjugate and convex conjugate are

ω∘(p)=min⁡x∈B1(⟨p,x⟩−ω(x)),ζ∙(p)=max⁡x∈B2(⟨p,x⟩−ζ(x)),\omega^\circ(p)=\min_{x\in B_1}\big(\langle p,x\rangle-\omega(x)\big),\qquad \zeta^\bullet(p)=\max_{x\in B_2}\big(\langle p,x\rangle-\zeta(x)\big),ω∘(p)=x∈B1​min​(⟨p,x⟩−ω(x)),ζ∙(p)=x∈B2​max​(⟨p,x⟩−ζ(x)),

and the concave closure and convex closure are ω^(b)=inf⁡p(⟨p,b⟩−ω∘(p))\hat\omega(b)=\inf_p(\langle p,b\rangle-\omega^\circ(p))ω^(b)=infp​(⟨p,b⟩−ω∘(p)) and ζˇ(b)=sup⁡p(⟨p,b⟩−ζ∙(p))\check\zeta(b)=\sup_p(\langle p,b\rangle-\zeta^\bullet(p))ζˇ​(b)=supp​(⟨p,b⟩−ζ∙(p)); they are finite exactly on B1‾\overline{B_1}B1​​ and B2‾\overline{B_2}B2​​.

The primal problem maximizes ω(x)−ζ(x)\omega(x)-\zeta(x)ω(x)−ζ(x) over x∈B1∩B2x\in B_1\cap B_2x∈B1​∩B2​; the relaxed primal problem maximizes ω^(b)−ζˇ(b)\hat\omega(b)-\check\zeta(b)ω^(b)−ζˇ​(b) over b∈B1‾∩B2‾b\in\overline{B_1}\cap\overline{B_2}b∈B1​​∩B2​​; the dual problem minimizes ζ∙(p)−ω∘(p)\zeta^\bullet(p)-\omega^\circ(p)ζ∙(p)−ω∘(p) over p∈RVp\in\mathbb R^Vp∈RV. A maximum over an empty family is −∞-\infty−∞.

Formalization targets

Goal: Theorem 6.4

If ω\omegaω and −ζ-\zeta−ζ satisfy (EXC), then

max⁡x∈B1∩B2(ω(x)−ζ(x))=max⁡b∈B1‾∩B2‾(ω^(b)−ζˇ(b))=inf⁡p∈RV(ζ∙(p)−ω∘(p)),\max_{x\in B_1\cap B_2}\big(\omega(x)-\zeta(x)\big)=\max_{b\in\overline{B_1}\cap\overline{B_2}}\big(\hat\omega(b)-\check\zeta(b)\big)=\inf_{p\in\mathbb R^V}\big(\zeta^\bullet(p)-\omega^\circ(p)\big),x∈B1​∩B2​max​(ω(x)−ζ(x))=b∈B1​​∩B2​​max​(ω^(b)−ζˇ​(b))=p∈RVinf​(ζ∙(p)−ω∘(p)),

with (P1) a finite dual infimum forces B1∩B2≠∅B_1\cap B_2\neq\emptysetB1​∩B2​=∅, and (P2) if B1∩B2≠∅B_1\cap B_2\neq\emptysetB1​∩B2​=∅ all values are finite and equal and the infimum is attained. If ω,ζ\omega,\zetaω,ζ are integer-valued, the infimum may be taken over p∈ZVp\in\mathbb Z^Vp∈ZV and is attained there when finite.

Milestones

  1. Lemma 6.3 (weak duality): for arbitrary ω,ζ\omega,\zetaω,ζ on finite nonempty sets, primal ≤\le≤ relaxed === dual (the Fenchel identity (6.5)).
  2. Lemma 6.1: (−f)∘(p)=−f∙(−p)(-f)^\circ(p)=-f^\bullet(-p)(−f)∘(p)=−f∙(−p) and (−f)∧=−fˇ(-f)^\wedge=-\check f(−f)∧=−fˇ​ on B‾\overline BB.
  3. Lemma 4.5: an M-concave ω\omegaω satisfies ω^=ω\hat\omega=\omegaω^=ω on BBB.
  4. Theorem 2.1: (B1) is equivalent to being the integer points of an integral submodular (or supermodular) base polytope, with the describing functions max⁡x∈Bx(X)\max_{x\in B}x(X)maxx∈B​x(X) and min⁡x∈Bx(X)\min_{x\in B}x(X)minx∈B​x(X).
  5. Theorem 6.5 (Frank's discrete separation theorem, cited in the paper).
  6. Lemma 6.7: four equivalent forms of boundedness of the dual problem.
  7. Theorem 6.6 (the M-concave intersection theorem, cited in the paper): optimality of x∗x^*x∗ for ω1+ω2\omega_1+\omega_2ω1​+ω2​ is equivalent to a potential p∗p^*p∗ with x∗x^*x∗ maximizing both ω1[−p∗]\omega_1[-p^*]ω1​[−p∗] and ω2[p∗]\omega_2[p^*]ω2​[p∗], integral when the data are.

Significance

The formula gives, in one statement, the integrality of an optimal solution of the relaxed primal problem (the essential content of the first half, as the paper observes on p. 296) and of the dual problem. The paper presents it as a unification of two groups of theorems: Edmonds' polymatroid intersection theorem, Fujishige's Fenchel-type duality and Frank's discrete separation theorem on one side, and Iri and Tomizawa's potential characterization for independent assignment with its extensions by Fujishige and Frank (weight splitting) on the other. In the paper it yields the primal and dual separation theorems (Theorems 6.8, 6.9) and the convolution results (Theorems 6.10, 6.11), and it is the prototype of the Fenchel-type duality of discrete convex analysis.

All results here are proved in the literature; none is known to be formalized. Mathlib has no submodular base polytopes, no matroid intersection theorem and no discrete convex analysis. A formal proof of Theorem 6.4 would also require formal proofs of the two cited results, Frank's discrete separation theorem and the M-concave intersection theorem, which the paper uses without proof.

Difficulty

Lemma 6.3 is polyhedral convex duality and holds for any functions. The content is equality with the integral problem: the relaxed maximum over the polytope B1‾∩B2‾\overline{B_1}\cap\overline{B_2}B1​​∩B2​​ must be attained at an integer point. For general finite sets it is not, and the intersection of two integral polytopes generally has fractional vertices. Both the integrality of B1‾∩B2‾\overline{B_1}\cap\overline{B_2}B1​​∩B2​​ (Edmonds) and the existence of an integral optimal potential depend on the exchange structure; a direct argument from the definitions of conjugates does not see it. The dual integrality claim, that ppp can be taken integral, is again specific to (EXC) and fails for general concave extensions.

Formalization scope

Lean conventions, all in namespace SteinitzExchange.Duality:

  • VVV is a type with [Fintype V] [DecidableEq V] [Nonempty V]; integer vectors are V → ℤ, real vectors V → ℝ; finite sets of integer vectors are Finset (V → ℤ).
  • A function on BBB is a total (V → ℤ) → ℝ used only at points of BBB. M-convexity of ζ\zetaζ is (EXC) for fun x => -ζ x; ω\omegaω lives on B1B_1B1​ and ζ\zetaζ on B2B_2B2​, which are distinct sets in general.
  • Conjugates are real-valued min/max over the finite set. The closures are real ⨅/⨆ over p∈RVp\in\mathbb R^Vp∈RV and are evaluated only on the convex hulls, where they equal the paper's values; off the hulls they carry a junk value instead of ∓∞\mp\infty∓∞, which no statement uses.
  • The three optimal values are in EReal, as suprema and infima of coerced reals, so no ∞−∞\infty-\infty∞−∞ occurs. EReal's supremum of the empty family is −∞-\infty−∞, the paper's convention. The dual infimum is never a real ⨅ (which would return 000 when unbounded and make (P1) meaningless).
  • Every "max" of the page includes attainment: (P2) asserts points xxx, bbb, ppp at which the three values are achieved; the integral dual infimum is attained when it is not −∞-\infty−∞.
  • "Integer-valued" means ω(x)∈Z\omega(x)\in\mathbb Zω(x)∈Z on B1B_1B1​ and ζ(x)∈Z\zeta(x)\in\mathbb Zζ(x)∈Z on B2B_2B2​; integral potentials and separating vectors are V → ℤ.
  • Theorem 2.1's "∀X⊂V\forall X\subset V∀X⊂V" is read as all X⊆VX\subseteq VX⊆V.

Formalizations that would trivialize the goal are excluded: an unrestricted real infimum for the dual, a convex closure built from ζ∘\zeta^\circζ∘ instead of ζ∙\zeta^\bulletζ∙, a single base set for both functions, and a relaxed maximum taken over all of RV\mathbb R^VRV instead of B1‾∩B2‾\overline{B_1}\cap\overline{B_2}B1​​∩B2​​.

Needed infrastructure: finite convex hulls and polyhedral Fenchel duality, submodular base polytopes and their integrality, Frank's separation theorem, and the valuated intersection theorem. The submodular-system layer (Theorem 2.1, Theorem 6.5) is reusable beyond this mission. Contributions to any milestone, including proofs of the two cited theorems, are welcome.

Selected references

  • K. Murota, Convexity and Steinitz's exchange property, Advances in Mathematics 124 (1996) 272–311. https://doi.org/10.1006/aima.1996.0084
  • K. Murota, Valuated matroid intersection I: optimality criteria, SIAM J. Discrete Math. 9 (1996) 545–561.
  • K. Murota, Submodular flow problem with a nonseparable cost function, Report 95843-OR, Forschungsinstitut für Diskrete Mathematik, Universität Bonn, 1995 (source of Theorem 6.6).
  • A. Frank, An algorithm for submodular functions on graphs, Annals of Discrete Mathematics 16 (1982) 97–120 (source of Theorem 6.5).
  • A. Frank, A weighted matroid intersection algorithm, J. Algorithms 2 (1981) 328–336.
  • J. Edmonds, Submodular functions, matroids and certain polyhedra, in: Combinatorial Structures and Their Applications, Gordon and Breach, New York, 1970, 69–87.
  • S. Fujishige, Theory of submodular programs: a Fenchel-type min-max theorem and subgradients of submodular functions, Mathematical Programming 29 (1984) 142–155.
  • M. Iri and N. Tomizawa, An algorithm for finding an optimal "independent assignment", J. Oper. Res. Soc. Japan 19 (1976) 32–57.
  • K. Murota, Discrete Convex Analysis, SIAM, 2003. https://doi.org/10.1137/1.9780898718508
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Convexity and Steinitz's Exchange Property II: The Local Supermodularity Theorem for the Concave ConjugateResearch Paper

Motivation

Matroids and their integral generalizations, integral base polytopes, are the combinatorial structures on which the greedy algorithm is exact. Edmonds' theory relates them to submodular and supermodular set functions: a polytope is a base polytope exactly when its support function, restricted to 0/10/10/1 vectors, is supermodular and the greedy formula evaluates it everywhere. Dress and Wenzel's valuated matroids (1990) and Murota's M-concave functions carry the exchange axiom from sets to functions on sets. This paper (Adv. Math. 124, 1996) sets up the resulting theory of discrete concave functions on base sets, later developed into discrete convex analysis (Murota, Discrete Convex Analysis, SIAM 2003).

The question behind this mission is how the set-level correspondence between exchange and supermodularity extends to functions. Section 5 of the paper answers it with the Local Supermodularity Theorem: the exchange property of a function is a supermodularity property of its concave conjugate, holding locally at every point.

Setting

Let VVV be a finite nonempty set, n=∣V∣n=|V|n=∣V∣. For u∈Vu\in Vu∈V let χu∈ZV\chi_u\in\mathbb Z^Vχu​∈ZV be the unit vector, for X⊆VX\subseteq VX⊆V let χX\chi_XχX​ be its characteristic vector, x(X)=∑v∈Xx(v)x(X)=\sum_{v\in X}x(v)x(X)=∑v∈X​x(v), and ⟨p,x⟩=∑vp(v)x(v)\langle p,x\rangle=\sum_v p(v)x(v)⟨p,x⟩=∑v​p(v)x(v). For a finite B⊆ZVB\subseteq\mathbb Z^VB⊆ZV, B‾\overline BB is its convex hull.

A finite integral base set is a finite nonempty B⊆ZVB\subseteq\mathbb Z^VB⊆ZV such that

(B1)x,y∈B, u∈supp⁡+(x−y) ⇒ ∃v∈supp⁡−(x−y): x−χu+χv∈B.\text{(B1)}\quad x,y\in B,\ u\in\operatorname{supp}^+(x-y)\ \Rightarrow\ \exists v\in\operatorname{supp}^-(x-y):\ x-\chi_u+\chi_v\in B.(B1)x,y∈B, u∈supp+(x−y) ⇒ ∃v∈supp−(x−y): x−χu​+χv​∈B.

A function ω:B→R\omega:B\to\mathbb Rω:B→R satisfies the exchange property (EXC) (is M-concave) if for x,y∈Bx,y\in Bx,y∈B and u∈supp⁡+(x−y)u\in\operatorname{supp}^+(x-y)u∈supp+(x−y) there is v∈supp⁡−(x−y)v\in\operatorname{supp}^-(x-y)v∈supp−(x−y) with x−χu+χv, y+χu−χv∈Bx-\chi_u+\chi_v,\ y+\chi_u-\chi_v\in Bx−χu​+χv​, y+χu​−χv​∈B and ω(x)+ω(y)≤ω(x−χu+χv)+ω(y+χu−χv)\omega(x)+\omega(y)\le\omega(x-\chi_u+\chi_v)+\omega(y+\chi_u-\chi_v)ω(x)+ω(y)≤ω(x−χu​+χv​)+ω(y+χu​−χv​). Write ω[p](x)=ω(x)+⟨p,x⟩\omega[p](x)=\omega(x)+\langle p,x\rangleω[p](x)=ω(x)+⟨p,x⟩ and argmax⁡(g)\operatorname{argmax}(g)argmax(g) for the maximizers of ggg on BBB.

The support function of BBB is ψ∘(p)=min⁡{⟨p,x⟩∣x∈B}\psi^\circ(p)=\min\{\langle p,x\rangle\mid x\in B\}ψ∘(p)=min{⟨p,x⟩∣x∈B}. A positively homogeneous h:RV→Rh:\mathbb R^V\to\mathbb Rh:RV→R is "matroidal" if

  • (C1) X↦h(χX)X\mapsto h(\chi_X)X↦h(χX​) is supermodular, and
  • (C2) h(p)=∑j=1n(pj−pj+1) h(χVj)h(p)=\sum_{j=1}^n(p_j-p_{j+1})\,h(\chi_{V_j})h(p)=∑j=1n​(pj​−pj+1​)h(χVj​​) whenever V={v1,…,vn}V=\{v_1,\dots,v_n\}V={v1​,…,vn​} with p(v1)≥⋯≥p(vn)p(v_1)\ge\dots\ge p(v_n)p(v1​)≥⋯≥p(vn​), pj=p(vj)p_j=p(v_j)pj​=p(vj​), Vj={v1,…,vj}V_j=\{v_1,\dots,v_j\}Vj​={v1​,…,vj​}, pn+1=0p_{n+1}=0pn+1​=0.

The concave conjugate is ω∘(p)=min⁡{⟨p,x⟩−ω(x)∣x∈B}\omega^\circ(p)=\min\{\langle p,x\rangle-\omega(x)\mid x\in B\}ω∘(p)=min{⟨p,x⟩−ω(x)∣x∈B}, the concave closure is ω^(b)=inf⁡p{⟨p,b⟩−ω∘(p)}\hat\omega(b)=\inf_p\{\langle p,b\rangle-\omega^\circ(p)\}ω^(b)=infp​{⟨p,b⟩−ω∘(p)}, the subdifferential is ∂ω∘(p0)={b∣ω∘(p)−ω∘(p0)≤⟨p−p0,b⟩ ∀p}\partial\omega^\circ(p_0)=\{b\mid\omega^\circ(p)-\omega^\circ(p_0)\le\langle p-p_0,b\rangle\ \forall p\}∂ω∘(p0​)={b∣ω∘(p)−ω∘(p0​)≤⟨p−p0​,b⟩ ∀p}, and the localization of ω∘\omega^\circω∘ at p0p_0p0​ is L^(ω∘,p0)(p)=inf⁡{⟨p,b⟩∣b∈∂ω∘(p0)}\hat L(\omega^\circ,p_0)(p)=\inf\{\langle p,b\rangle\mid b\in\partial\omega^\circ(p_0)\}L^(ω∘,p0​)(p)=inf{⟨p,b⟩∣b∈∂ω∘(p0​)}.

Formalization targets

Goal: the Local Supermodularity Theorem (Theorem 5.3, corrected)

For ω\omegaω on a finite integral base set BBB,

ω satisfies (EXC)  ⟺  (ω=ω^ on B) and (L^(ω∘,p0) is "matroidal" for every p0∈RV).\omega\ \text{satisfies (EXC)}\iff\Big(\omega=\hat\omega\ \text{on}\ B\Big)\ \text{and}\ \Big(\hat L(\omega^\circ,p_0)\ \text{is "matroidal" for every}\ p_0\in\mathbb R^V\Big).ω satisfies (EXC)⟺(ω=ω^ on B) and (L^(ω∘,p0​) is "matroidal" for every p0​∈RV).

The printed Theorem 5.3 has only the second condition on the right. Its "only if" direction holds as printed; its "if" direction is false without the first condition, and a separate item of the mission states the counterexample: B={(2,0),(1,1),(0,2)}B=\{(2,0),(1,1),(0,2)\}B={(2,0),(1,1),(0,2)}, ω=(0,−10,0)\omega=(0,-10,0)ω=(0,−10,0).

Milestones

  1. Theorem 2.1: (B1) is equivalent to BBB being the integer points of an integral submodular (equivalently, supermodular) system, whose defining function is determined by BBB.
  2. Theorem 5.1: if B=ZV∩B‾B=\mathbb Z^V\cap\overline BB=ZV∩B, then BBB satisfies (B1) iff ψ∘\psi^\circψ∘ is "matroidal".
  3. Lemma 5.2: sums of "matroidal" functions are "matroidal".
  4. Theorem 4.4: (EXC) holds iff every argmax⁡(ω[p])\operatorname{argmax}(\omega[p])argmax(ω[p]) satisfies (B1).
  5. Eq. (5.12): L^(ω∘,p0)(p)=min⁡{⟨p,x⟩∣x∈argmax⁡(ω[−p0])}\hat L(\omega^\circ,p_0)(p)=\min\{\langle p,x\rangle\mid x\in\operatorname{argmax}(\omega[-p_0])\}L^(ω∘,p0​)(p)=min{⟨p,x⟩∣x∈argmax(ω[−p0​])}.

Significance

The result. Theorem 5.3 is the function-level version of Theorem 5.1. Condition (C1) is a supermodularity condition, so the theorem expresses (EXC) as "a collection of local supermodularity" properties of ω∘\omega^\circω∘, in the same way that (B1) corresponds to supermodularity of a support function. In the paper this characterization of the conjugate side underlies the Fenchel-type duality of Section 6, and more generally the conjugacy between M-concave and L-convex functions in discrete convex analysis.

The formalization. No part of this theory is formalized in Lean or on this platform: base sets, (EXC), "matroidal" functions and concave conjugates of functions on base sets are all new. The mission also corrects the published statement: the reduction from localizations to base sets needs every integer point of conv⁡(argmax⁡ ω[−p0])\operatorname{conv}(\operatorname{argmax}\,\omega[-p_0])conv(argmaxω[−p0​]) to be a maximizer, and the concave-closure condition supplies this. A machine-checked proof would settle both the corrected theorem and the counterexample. Theorem 2.1 and Lemma 5.2 are classical but have no formal proof either.

Difficulty

ω∘\omega^\circω∘ depends only on the concave closure ω^\hat\omegaω^, so any characterization of (EXC) through ω∘\omega^\circω∘ alone cannot see values of ω\omegaω below ω^\hat\omegaω^. That is why the goal needs the extra clause. The "only if" direction needs the full theory of Section 4: M-concave functions coincide with their concave closure, and all their maximizer sets are base sets. Theorem 5.1 needs the greedy algorithm on integral base polytopes, together with the fact that the base polytope of an integral supermodular function has integral vertices. Theorem 2.1 is the folklore statement that polyhedral and exchange descriptions agree, and the paper does not prove it. Eq. (5.12) needs the subdifferential of a finite minimum of affine functions to be the convex hull of the active gradients, stated globally rather than only near p0p_0p0​.

Formalization scope

Integer vectors are V → ℤ, real vectors V → ℝ, with [Fintype V] [DecidableEq V] [Nonempty V]. A finite subset of ZV\mathbb Z^VZV is a Finset (V → ℤ). A function on BBB is a total function (V → ℤ) → ℝ whose values off BBB are never used. The mission commits to the following readings:

  • Minima. ψ∘\psi^\circψ∘, ω∘\omega^\circω∘ are real infima over the finite set BBB, hence minima for nonempty BBB (every statement has BBB nonempty). ω^\hat\omegaω^ is a real infimum used only at points of BBB, where it is bounded below.
  • Localization. L^\hat LL^ is a real sInf over the subdifferential, defined by (5.8)–(5.9) exactly, not by the formula (5.12). Eq. (5.12) is stated with IsLeast, so it asserts attainment, not just the value.
  • (C2). It is required for every bijection Fin n ≃ V along which ppp is non-increasing. This is equivalent to "for some" such indexing. "Matroidal" includes positive homogeneity but not concavity.
  • Theorem 2.1. The page's "∀X⊂V\forall X\subset V∀X⊂V" is read as all X⊆VX\subseteq VX⊆V. The set functions are integer-valued, and "Moreover" is read strongly: every fff (resp. ggg) as in (b) (resp. (c)) equals the displayed max (resp. min).
  • Theorem 4.4. "argmax⁡(ω[p])‾\overline{\operatorname{argmax}(\omega[p])}argmax(ω[p])​ is an integral base polytope" is read as "argmax⁡(ω[p])\operatorname{argmax}(\omega[p])argmax(ω[p]) satisfies (B1)", following Lemma 4.3 and the proof of Theorem 5.3. The literal convex-hull reading makes the "if" direction false (same counterexample).
  • Theorem 5.1 keeps the page's hypothesis B=ZV∩B‾B=\mathbb Z^V\cap\overline BB=ZV∩B.

Trivializing formalizations are ruled out. Defining L^\hat LL^ by (5.12) would reduce the goal to Theorems 4.4 and 5.1. A "matroidal" without (C2) would be satisfied by support functions of non-base sets. An ω∘\omega^\circω∘ taken as a supremum would reverse the sign conventions.

The development needs: the greedy algorithm and integrality for integral base polytopes, supergradients of polyhedral concave functions, and the Section 4 results of the paper (concave closure of M-concave functions, Lemma 4.3). The base-set and "matroidal" layers can be reused beyond this mission. Proofs of any milestone, of the counterexample, and a proof of the "only if" direction on its own are all welcome.

Selected references

  • K. Murota, Convexity and Steinitz's exchange property, Advances in Mathematics 124 (1996), 272–311. https://doi.org/10.1006/aima.1996.0084
  • A. W. M. Dress, W. Wenzel, Valuated matroids: a new look at the greedy algorithm, Applied Mathematics Letters 3 (1990), 33–35.
  • S. Fujishige, Submodular Functions and Optimization, 2nd ed., Annals of Discrete Mathematics 58, Elsevier, 2005.
  • L. Lovász, Submodular functions and convexity, in Mathematical Programming: The State of the Art, Springer, 1983, 235–257. https://doi.org/10.1007/978-3-642-68874-4_10
  • K. Murota, Discrete Convex Analysis, SIAM, 2003. https://doi.org/10.1137/1.9780898718508
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Convexity and Steinitz's Exchange Property I: The Extension Theorem — M-Concavity Is Concave Extendability with Integral Base Polytope MaximizersResearch Paper

Motivation

Linear optimization over the bases of a matroid, over the integer points of a polymatroid, or over the flows of a network is well understood: the greedy algorithm is exact, the feasible sets are the integer points of polytopes described by submodular functions, and min-max theorems of Edmonds and Frank hold with integrality. Nonlinear objectives on the same sets are much less uniform. Valuated matroids (Dress and Wenzel, 1990; see Murota 2003) showed that a quantitative form of the Steinitz exchange axiom is exactly what keeps the greedy algorithm exact for a nonlinear weight. Kazuo Murota's paper Convexity and Steinitz's Exchange Property (Adv. Math. 124 (1996) 272–311) extends this exchange axiom from matroid bases to the integer points of arbitrary integral base polytopes, names the resulting functions M-concave, and proves that they are the discrete counterpart of concave functions. The paper is the starting point of discrete convex analysis (Murota, Discrete Convex Analysis, SIAM 2003), which is now used in auction theory (gross-substitutes valuations are M♮-concave), inventory and resource allocation, and combinatorial optimization.

This mission covers the first of the paper's three characterizations of M-concavity: the Extension Theorem (Theorem 4.6).

Setting

Let VVV be a finite nonempty set. For u∈Vu\in Vu∈V, χu∈ZV\chi_u\in\mathbb Z^Vχu​∈ZV is the characteristic vector of uuu. For x∈RVx\in\mathbb R^Vx∈RV, supp⁡+(x)={v∣x(v)>0}\operatorname{supp}^+(x)=\{v\mid x(v)>0\}supp+(x)={v∣x(v)>0}, supp⁡−(x)={v∣x(v)<0}\operatorname{supp}^-(x)=\{v\mid x(v)<0\}supp−(x)={v∣x(v)<0}, ∥x∥=∑v∣x(v)∣\|x\|=\sum_v|x(v)|∥x∥=∑v​∣x(v)∣, and ⟨p,x⟩=∑vp(v)x(v)\langle p,x\rangle=\sum_v p(v)x(v)⟨p,x⟩=∑v​p(v)x(v).

A finite integral base set is a finite nonempty B⊆ZVB\subseteq\mathbb Z^VB⊆ZV such that for x,y∈Bx,y\in Bx,y∈B and u∈supp⁡+(x−y)u\in\operatorname{supp}^+(x-y)u∈supp+(x−y) there is v∈supp⁡−(x−y)v\in\operatorname{supp}^-(x-y)v∈supp−(x−y) with x−χu+χv∈Bx-\chi_u+\chi_v\in Bx−χu​+χv​∈B (axiom (B1)). Examples are the incidence vectors of the bases of a matroid. Its convex hull B‾\overline BB is an integral base polytope; in general, an integral base polytope is the convex hull of some finite integral base set.

A function ω:B→R\omega:B\to\mathbb Rω:B→R satisfies the exchange property (EXC), and is called M-concave, if for all x,y∈Bx,y\in Bx,y∈B and u∈supp⁡+(x−y)u\in\operatorname{supp}^+(x-y)u∈supp+(x−y) there is v∈supp⁡−(x−y)v\in\operatorname{supp}^-(x-y)v∈supp−(x−y) with x−χu+χv∈Bx-\chi_u+\chi_v\in Bx−χu​+χv​∈B, y+χu−χv∈By+\chi_u-\chi_v\in By+χu​−χv​∈B and

ω(x)+ω(y)≤ω(x−χu+χv)+ω(y+χu−χv).\omega(x)+\omega(y)\le\omega(x-\chi_u+\chi_v)+\omega(y+\chi_u-\chi_v).ω(x)+ω(y)≤ω(x−χu​+χv​)+ω(y+χu​−χv​).

The local exchange property (EXCloc_{\mathrm{loc}}loc​) asks only, for x,y∈Bx,y\in Bx,y∈B with ∥x−y∥=4\|x-y\|=4∥x−y∥=4, for some u∈supp⁡+(x−y)u\in\operatorname{supp}^+(x-y)u∈supp+(x−y) and some v∈supp⁡−(x−y)v\in\operatorname{supp}^-(x-y)v∈supp−(x−y) with the same conclusion.

For p∈RVp\in\mathbb R^Vp∈RV, ω[p](x)=ω(x)+⟨p,x⟩\omega[p](x)=\omega(x)+\langle p,x\rangleω[p](x)=ω(x)+⟨p,x⟩, and argmax⁡(ω)={x∈B∣ω(x)≥ω(y) ∀y∈B}\operatorname{argmax}(\omega)=\{x\in B\mid\omega(x)\ge\omega(y)\ \forall y\in B\}argmax(ω)={x∈B∣ω(x)≥ω(y) ∀y∈B}. For any g:B→Rg:B\to\mathbb Rg:B→R, the concave conjugate is g∘(p)=min⁡x∈B(⟨p,x⟩−g(x))g^\circ(p)=\min_{x\in B}(\langle p,x\rangle-g(x))g∘(p)=minx∈B​(⟨p,x⟩−g(x)) and the concave closure is g^(b)=inf⁡p∈RV(⟨p,b⟩−g∘(p))\hat g(b)=\inf_{p\in\mathbb R^V}(\langle p,b\rangle-g^\circ(p))g^​(b)=infp∈RV​(⟨p,b⟩−g∘(p)), a concave function that is finite exactly on B‾\overline BB. A function ωˉ:B‾→R\bar\omega:\overline B\to\mathbb Rωˉ:B→R extends ω\omegaω if ωˉ=ω\bar\omega=\omegaωˉ=ω on BBB.

Formalization targets

Goal: the Extension Theorem (Theorem 4.6)

For a finite integral base set BBB and ω:B→R\omega:B\to\mathbb Rω:B→R,

ω satisfies (EXC)  ⟺  ∃ ωˉ:B‾→R concave, ωˉ∣B=ω, ∀p: argmax⁡B‾(ωˉ[p]) is an integral base polytope.\omega\ \text{satisfies (EXC)}\iff\exists\,\bar\omega:\overline B\to\mathbb R\ \text{concave},\ \bar\omega|_B=\omega,\ \forall p:\ \operatorname{argmax}_{\overline B}(\bar\omega[p])\ \text{is an integral base polytope}.ω satisfies (EXC)⟺∃ωˉ:B→R concave, ωˉ∣B​=ω, ∀p: argmaxB​(ωˉ[p]) is an integral base polytope.

Milestones

  • Lemma 3.2 (p. 282): under (EXCloc_{\mathrm{loc}}loc​), for y=x−χu0−χu1+χv0+χv1∈By=x-\chi_{u_0}-\chi_{u_1}+\chi_{v_0}+\chi_{v_1}\in By=x−χu0​​−χu1​​+χv0​​+χv1​​∈B, ωp(y)−ωp(x)≤max⁡(π00+π11,π01+π10)\omega_p(y)-\omega_p(x)\le\max(\pi_{00}+\pi_{11},\pi_{01}+\pi_{10})ωp​(y)−ωp​(x)≤max(π00​+π11​,π01​+π10​) with πij=ωp(x−χui+χvj)−ωp(x)\pi_{ij}=\omega_p(x-\chi_{u_i}+\chi_{v_j})-\omega_p(x)πij​=ωp​(x−χui​​+χvj​​)−ωp​(x) (−∞-\infty−∞ off BBB).
  • Theorem 3.1 (p. 282): (EXC)   ⟺  \iff⟺ (EXCloc_{\mathrm{loc}}loc​).
  • Theorem 2.2 (p. 280): (EXC) for ω\omegaω implies (EXC) for every ω[p]\omega[p]ω[p].
  • Lemma 4.3 (p. 285): under (EXC), argmax⁡(ω)\operatorname{argmax}(\omega)argmax(ω) is an integral base set.
  • Lemma 4.1 (p. 285): g^≥g\hat g\ge gg^​≥g on BBB; max⁡B‾g^=max⁡Bg\max_{\overline B}\hat g=\max_B gmaxB​g^​=maxB​g; argmax⁡(g^)=argmax⁡(g)‾\operatorname{argmax}(\hat g)=\overline{\operatorname{argmax}(g)}argmax(g^​)=argmax(g)​.
  • Lemma 4.2 (p. 285): (g[p0])∘(p)=g∘(p−p0)(g[p_0])^\circ(p)=g^\circ(p-p_0)(g[p0​])∘(p)=g∘(p−p0​) and (g[p0])∧=g^+⟨p0,⋅⟩(g[p_0])^\wedge=\hat g+\langle p_0,\cdot\rangle(g[p0​])∧=g^​+⟨p0​,⋅⟩ on B‾\overline BB.
  • Theorem 4.4 (p. 286): (EXC)   ⟺  \iff⟺ argmax⁡(ω[p])\operatorname{argmax}(\omega[p])argmax(ω[p]) is an integral base set for every ppp.
  • Lemma 4.5 (p. 288): under (EXC), ω^=ω\hat\omega=\omegaω^=ω on BBB.

Significance

The Extension Theorem identifies a combinatorial axiom with a convex-analytic property: M-concave functions are exactly the restrictions to lattice points of concave functions on the base polytope whose linear perturbations are all maximized on integral base polytopes. It is the reason the M-concave class supports a convex-analysis-style theory at all: local optimality implies global optimality, maximizers of linear perturbations are well behaved, and conjugacy (the paper's Theorems 5.3 and 6.4, separate missions of this series) can be developed. Theorem 3.1 on its own is widely used to verify M-concavity in applications, since it reduces the exchange axiom to pairs at distance four.

All results here were proved in 1996. To our knowledge none of them has a machine-checked proof; Mathlib has matroids on sets but no integral base sets in ZV\mathbb Z^VZV, no M-concave functions and no concave closure of a function on a finite set. A formal proof of this chain would be a first formal development of discrete convex analysis.

Difficulty

The equivalence of (EXC) with its local version (Theorem 3.1) is not a routine induction on ∥x−y∥\|x-y\|∥x−y∥: the exchange inequality for a far pair does not follow from the inequalities along a path of distance-4 pairs, because the exchange partner vvv must be chosen consistently with the prescribed uuu. For the "if" direction of Theorem 4.4, knowing that every maximizer set is an integral base set says nothing directly about the values of ω\omegaω at non-maximizing points; turning this global information on maximizers into the local inequality (EXCloc_{\mathrm{loc}}loc​) requires a supporting hyperplane of the concave closure at a well-chosen point and the integrality of the intersection of an integral base polytope with a box (a cited result on submodular systems). Theorem 4.6 then needs the concave closure to agree with ω\omegaω on BBB (Lemma 4.5), which fails for general ω\omegaω.

Formalization scope

All declarations live in the namespace SteinitzExchange.Extension. The ground set is a type V with [Fintype V] [DecidableEq V] [Nonempty V]; integer vectors are V → ℤ, real vectors V → ℝ, and toReal embeds the former into the latter. BBB is a Finset (V → ℤ). A function ω:B→R\omega:B\to\mathbb Rω:B→R is a total (V → ℤ) → ℝ whose values are only ever read at points required to be in BBB. B‾\overline BB is Mathlib's convexHull ℝ of the image of BBB. Pinned readings:

  1. Integral base polytope means the convex hull of a finite nonempty set satisfying (B1) (by the paper's Theorem 2.1 this is its meaning), not "a polytope with integer vertices".
  2. The concave closure is a real infimum; it is the paper's value on B‾\overline BB and a junk value 000 off B‾\overline BB (the paper's −∞-\infty−∞), so every statement uses it only on B‾\overline BB. argmax⁡(g^)\operatorname{argmax}(\hat g)argmax(g^​) and argmax⁡(ωˉ[p])\operatorname{argmax}(\bar\omega[p])argmax(ωˉ[p]) range over B‾\overline BB only; the concave conjugate is a minimum over the nonempty finite BBB.
  3. Lemma 3.2's maximum with −∞-\infty−∞ entries is stated as: for one of the two pairings both exchanged points lie in BBB and the bound holds for that pairing.
  4. Theorem 4.4 and Lemma 4.3 conclude that argmax⁡(ω[p])\operatorname{argmax}(\omega[p])argmax(ω[p]) is itself an integral base set. Read literally ("its convex hull is an integral base polytope") the "if" direction of Theorem 4.4 is false: B={(2,0),(1,1),(0,2)}B=\{(2,0),(1,1),(0,2)\}B={(2,0),(1,1),(0,2)} with ω=(0,−1,0)\omega=(0,-1,0)ω=(0,−1,0) is a counterexample. The paper's proof, its gloss in Lemma 4.3 and its use on p. 292 all take the integral-base-set reading. Theorem 4.6 needs no such adjustment and is stated as printed.
  5. Theorem 2.2 carries the standing assumption of §2.3 that ω\omegaω satisfies (EXC).

Trivializing formalizations are ruled out: the extension ωˉ\bar\omegaωˉ must agree with ω\omegaω on BBB and be concave on B‾\overline BB, the argmax is over B‾\overline BB and not over RV\mathbb R^VRV, and an integral base polytope is never empty.

A complete development needs basic facts on integral base sets (the equivalence of (B1) with the simultaneous exchange (B2), B=ZV∩B‾B=\mathbb Z^V\cap\overline BB=ZV∩B, and the paper's cited Theorem 2.1 relating them to submodular functions), the representation (4.3) of the concave closure as a maximum of convex combinations, and supporting hyperplanes of polyhedral concave functions. The layer of integral base sets and M-concave functions is reusable for the two other missions of this series and for any later formalization of discrete convex analysis; contributions of general-purpose lemmas about it are welcome.

Selected references

  • K. Murota, Convexity and Steinitz's exchange property, Advances in Mathematics 124 (1996) 272–311. https://doi.org/10.1006/aima.1996.0084
  • K. Murota, Discrete Convex Analysis, SIAM Monographs on Discrete Mathematics and Applications, 2003. https://doi.org/10.1137/1.9780898718508
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Number Theory·Captain: Lucas

Zudilin: one of ζ(5), ζ(7), ζ(9), ζ(11) is irrationalResearch Paper

Motivation

The Riemann zeta function at integers splits into two very different worlds. At even arguments Euler's formula ζ(2k)=(−1)k+1B2k(2π)2k/(2 (2k)!)\zeta(2k) = (-1)^{k+1} B_{2k} (2\pi)^{2k} / (2\,(2k)!)ζ(2k)=(−1)k+1B2k​(2π)2k/(2(2k)!) shows every ζ(2k)\zeta(2k)ζ(2k) is a rational multiple of π2k\pi^{2k}π2k, hence irrational and even transcendental. At odd arguments almost nothing is known. The single exception is ζ(3)\zeta(3)ζ(3), proved irrational by R. Apéry in 1978 (Astérisque 61 (1979), 11–13). For every other odd argument ζ(5),ζ(7),ζ(9),…\zeta(5), \zeta(7), \zeta(9), \dotsζ(5),ζ(7),ζ(9),… the arithmetic nature is open to this day: no individual value is known to be irrational.

What is known are localisation results, which assert that an irrational number occurs somewhere in a finite or infinite list of odd zeta values without saying where.

  • 2000 — T. Rivoal proves that infinitely many of ζ(3),ζ(5),ζ(7),…\zeta(3), \zeta(5), \zeta(7), \dotsζ(3),ζ(5),ζ(7),… are irrational; more precisely the dimension of the Q\mathbb{Q}Q-vector space spanned by 1,ζ(3),ζ(5),…,ζ(2k+1)1, \zeta(3), \zeta(5), \dots, \zeta(2k+1)1,ζ(3),ζ(5),…,ζ(2k+1) grows at least like 13log⁡k\tfrac{1}{3}\log k31​logk (C. R. Acad. Sci. Paris 331 (2000), 267–270).
  • 2001 — Rivoal, and independently W. Zudilin, prove that at least one of the nine numbers ζ(5),ζ(7),…,ζ(21)\zeta(5), \zeta(7), \dots, \zeta(21)ζ(5),ζ(7),…,ζ(21) is irrational.
  • 2001 — Zudilin sharpens the list to four numbers: at least one of ζ(5),ζ(7),ζ(9),ζ(11)\zeta(5), \zeta(7), \zeta(9), \zeta(11)ζ(5),ζ(7),ζ(9),ζ(11) is irrational (Uspekhi Mat. Nauk 56:4 (2001), 149–150; English translation, Russian Math. Surveys 56:4 (2001), 774–776). This is the mission's source and remains the sharpest known localisation among small odd zeta values.

Setting

All objects below are those of the source note, in its own notation.

Fix odd integers qqq and rrr with q≥r+4q \ge r + 4q≥r+4, and positive integers η0,η1,…,ηq\eta_0, \eta_1, \dots, \eta_qη0​,η1​,…,ηq​ subject to η1≤η2≤⋯≤ηq<η0/2\eta_1 \le \eta_2 \le \dots \le \eta_q < \eta_0/2η1​≤η2​≤⋯≤ηq​<η0​/2 and

η1+η2+⋯+ηq  ≤  η0⋅q−r2.(1)\eta_1 + \eta_2 + \dots + \eta_q \;\le\; \eta_0 \cdot \frac{q-r}{2}. \tag{1}η1​+η2​+⋯+ηq​≤η0​⋅2q−r​.(1)

For each integer n>0n > 0n>0 put h0=η0n+2h_0 = \eta_0 n + 2h0​=η0​n+2 and hj=ηjn+1h_j = \eta_j n + 1hj​=ηj​n+1 for j=1,…,qj = 1, \dots, qj=1,…,q, and consider the rational function

Rn(t):=(h0+2t)∏j=1r1(hj−1)!Γ(hj+t)Γ(1+t)⋅∏j=1r1(hj−1)!Γ(h0+t)Γ(1+h0−hj+t)×∏j=r+1q(h0−2hj)! Γ(hj+t)Γ(1+h0−hj+t)R_n(t) := (h_0 + 2t)\prod_{j=1}^{r}\frac{1}{(h_j-1)!}\frac{\Gamma(h_j+t)}{\Gamma(1+t)}\cdot\prod_{j=1}^{r}\frac{1}{(h_j-1)!}\frac{\Gamma(h_0+t)}{\Gamma(1+h_0-h_j+t)}\times\prod_{j=r+1}^{q}(h_0-2h_j)!\,\frac{\Gamma(h_j+t)}{\Gamma(1+h_0-h_j+t)}Rn​(t):=(h0​+2t)j=1∏r​(hj​−1)!1​Γ(1+t)Γ(hj​+t)​⋅j=1∏r​(hj​−1)!1​Γ(1+h0​−hj​+t)Γ(h0​+t)​×j=r+1∏q​(h0​−2hj​)!Γ(1+h0​−hj​+t)Γ(hj​+t)​

together with the linear form

Fn:=1(r−1)!∑t=0∞Rn(r−1)(t).(2)F_n := \frac{1}{(r-1)!}\sum_{t=0}^{\infty} R_n^{(r-1)}(t). \tag{2}Fn​:=(r−1)!1​t=0∑∞​Rn(r−1)​(t).(2)

Condition (1) gives Rn(t)=O(t−2)R_n(t) = O(t^{-2})Rn​(t)=O(t−2), so the series converges.

Two arithmetic quantities control the denominators of FnF_nFn​. Write DND_NDN​ for the least common multiple of 1,2,…,N1, 2, \dots, N1,2,…,N, put mj=max⁡{ηr, η0−2ηr+1, η0−η1−ηr+j}m_j = \max\{\eta_r,\ \eta_0 - 2\eta_{r+1},\ \eta_0 - \eta_1 - \eta_{r+j}\}mj​=max{ηr​, η0​−2ηr+1​, η0​−η1​−ηr+j​} for j=1,…,q−rj = 1, \dots, q-rj=1,…,q−r, and set

Φn:=∏η0n<p≤mq−rnpφ(n/p),\Phi_n := \prod_{\sqrt{\eta_0 n} < p \le m_{q-r} n} p^{\varphi(n/p)},Φn​:=η0​n​<p≤mq−r​n∏​pφ(n/p),

the product running over primes, where φ\varphiφ is the integer-valued, nonnegative, 111-periodic function

φ(x):=min⁡0≤y<1(∑j=1r(⌊y⌋+⌊η0x−y⌋−⌊y−ηjx⌋−⌊(η0−ηj)x−y⌋−2⌊ηjx⌋)+∑j=r+1q(⌊(η0−2ηj)x⌋−⌊y−ηjx⌋−⌊(η0−ηj)x−y⌋)).\varphi(x) := \min_{0 \le y < 1}\Big(\sum_{j=1}^{r}\big(\lfloor y\rfloor + \lfloor \eta_0 x - y\rfloor - \lfloor y - \eta_j x\rfloor - \lfloor(\eta_0-\eta_j)x-y\rfloor - 2\lfloor \eta_j x\rfloor\big) + \sum_{j=r+1}^{q}\big(\lfloor(\eta_0-2\eta_j)x\rfloor - \lfloor y - \eta_j x\rfloor - \lfloor(\eta_0-\eta_j)x-y\rfloor\big)\Big).φ(x):=0≤y<1min​(j=1∑r​(⌊y⌋+⌊η0​x−y⌋−⌊y−ηj​x⌋−⌊(η0​−ηj​)x−y⌋−2⌊ηj​x⌋)+j=r+1∑q​(⌊(η0​−2ηj​)x⌋−⌊y−ηj​x⌋−⌊(η0​−ηj​)x−y⌋)).

The growth of FnF_nFn​ is governed by the saddle points, the zeros of

(τ−η0)r(τ−η1)⋯(τ−ηq)−τr(τ−η0+η1)⋯(τ−η0+ηq),(\tau-\eta_0)^r(\tau-\eta_1)\cdots(\tau-\eta_q) - \tau^r(\tau-\eta_0+\eta_1)\cdots(\tau-\eta_0+\eta_q),(τ−η0​)r(τ−η1​)⋯(τ−ηq​)−τr(τ−η0​+η1​)⋯(τ−η0​+ηq​),

and by the auxiliary function

f0(τ)=rη0log⁡(η0−τ)+∑j=1q(ηjlog⁡(τ−ηj)−(η0−ηj)log⁡(τ−η0+ηj))−2∑j=1rηjlog⁡ηj+∑j=r+1q(η0−2ηj)log⁡(η0−2ηj).f_0(\tau) = r\eta_0\log(\eta_0-\tau) + \sum_{j=1}^{q}\big(\eta_j\log(\tau-\eta_j) - (\eta_0-\eta_j)\log(\tau-\eta_0+\eta_j)\big) - 2\sum_{j=1}^{r}\eta_j\log\eta_j + \sum_{j=r+1}^{q}(\eta_0-2\eta_j)\log(\eta_0-2\eta_j).f0​(τ)=rη0​log(η0​−τ)+j=1∑q​(ηj​log(τ−ηj​)−(η0​−ηj​)log(τ−η0​+ηj​))−2j=1∑r​ηj​logηj​+j=r+1∑q​(η0​−2ηj​)log(η0​−2ηj​).

Writing τ0\tau_0τ0​ for the zero with Im⁡τ0>0\operatorname{Im}\tau_0 > 0Imτ0​>0 of largest real part, the two competing constants of the method are

C0=−Re⁡f0(τ0),C1=rm1+m2+⋯+mq−r−(∫01φ(x) dψ(x)−∫01/mq−rφ(x) dxx2),C_0 = -\operatorname{Re} f_0(\tau_0), \qquad C_1 = rm_1 + m_2 + \dots + m_{q-r} - \Big(\int_0^1 \varphi(x)\,\mathrm{d}\psi(x) - \int_0^{1/m_{q-r}}\varphi(x)\,\frac{\mathrm{d}x}{x^2}\Big),C0​=−Ref0​(τ0​),C1​=rm1​+m2​+⋯+mq−r​−(∫01​φ(x)dψ(x)−∫01/mq−r​​φ(x)x2dx​),

with ψ\psiψ the logarithmic derivative of the gamma function.

Formalization targets

Goal

∃ a∈{5,7,9,11}:ζ(a)∉Q.\exists\, a \in \{5,7,9,11\}: \quad \zeta(a) \notin \mathbb{Q}.∃a∈{5,7,9,11}:ζ(a)∈/Q.

The goal fixes no witness: the statement is satisfied as soon as one of the four values is irrational, and remains the honest form of what the source proves. It is deliberately weaker than the (open) statement that each ζ(2k+1)\zeta(2k+1)ζ(2k+1) is irrational, and weaker than any claim identifying which of the four is irrational.

Route to the goal

The milestones follow the source's own numbering: Lemma 1 (the linear form and its denominators), the prime-number-theorem asymptotics of DmjnD_{m_j n}Dmj​n​, Lemma 2 (the saddle-point asymptotics of FnF_nFn​ for r=3r = 3r=3), the small-values criterion for display (4), Lemma 3 (the criterion C0>C1C_0 > C_1C0​>C1​), and the numerical verification of C0>C1C_0 > C_1C0​>C1​ at r=3r = 3r=3, q=13q = 13q=13, η0=91\eta_0 = 91η0​=91, η1=η2=η3=27\eta_1 = \eta_2 = \eta_3 = 27η1​=η2​=η3​=27, ηj=25+j\eta_j = 25 + jηj​=25+j for 4≤j≤134 \le j \le 134≤j≤13, where C0=227.58019641…C_0 = 227.58019641\ldotsC0​=227.58019641… and C1=226.24944266…C_1 = 226.24944266\ldotsC1​=226.24944266….

Significance

The result itself. Together with Apéry's theorem it gives the smallest list of small odd zeta values known to contain an irrational number, and it fixes the current record of the Ball–Rivoal hypergeometric method: the same machinery yields quantitative lower bounds for the dimension of the Q\mathbb{Q}Q-span of odd zeta values, and any improvement of the arithmetic factor Φn\Phi_nΦn​ or the saddle-point estimate propagates directly to those bounds.

Formalizing it. The result is proved mathematically; nothing here is open. What is missing is a machine-checked proof. Mathlib contains the Riemann zeta function, the gamma function, and the prime number theorem, but not Apéry's theorem, not the Ball–Rivoal construction, and not the Chudnovsky–Rukhadze–Hata arithmetic method. A complete development produces reusable infrastructure: integrality of very-well-poised hypergeometric sums, the φ\varphiφ/Φn\Phi_nΦn​ denominator-saving mechanism, saddle-point asymptotics for a Barnes-type complex integral, and the standard linear-form irrationality criterion.

Difficulty

The obvious route — exhibit explicit rational approximations to a single ζ(2k+1)\zeta(2k+1)ζ(2k+1) and estimate them — fails, and that failure is the content of the field: no construction is known that separates a single odd zeta value. Zudilin's construction instead produces one real sequence FnF_nFn​ that is simultaneously a Q\mathbb{Q}Q-linear form in 1,ζ(5),ζ(7),ζ(9),ζ(11)1, \zeta(5), \zeta(7), \zeta(9), \zeta(11)1,ζ(5),ζ(7),ζ(9),ζ(11); irrationality of some coefficient's argument then follows from the two-sided estimate, but the argument is blind to which one.

The three hard steps are independent of one another. First, integrality: the coefficients of FnF_nFn​ have denominators controlled by Dm1nrDm2n⋯Dmq−rnD_{m_1 n}^r D_{m_2 n}\cdots D_{m_{q-r}n}Dm1​nr​Dm2​n​⋯Dmq−r​n​, and the extra factor Φn\Phi_nΦn​ — a product of prime powers extracted from the φ\varphiφ-function — must be divided out; this is a delicate ppp-adic valuation count. Second, asymptotics: the exact exponential rate of ∣Fn∣|F_n|∣Fn​∣ comes from a complex integral over a vertical line, evaluated by the saddle-point method at a zero of a degree-161616 polynomial with no closed form. Third, the final comparison C0>C1C_0 > C_1C0​>C1​ is a numerical inequality between two transcendental-looking constants that must be certified rigorously, including a Stieltjes integral of a piecewise-constant function against the digamma function.

Formalization scope

Statements are formalized over the reals, with ζ(k)\zeta(k)ζ(k) for an integer k≥2k \ge 2k≥2 represented by the convergent series ∑n≥1n−k\sum_{n\ge 1} n^{-k}∑n≥1​n−k (zetaR); a bridging statement identifies it with Mathlib's riemannZeta at natural arguments, so the goal theorem may be stated with riemannZeta as it already is in the platform library. Admissible parameter sets are a structure carrying qqq, rrr, the sequence η\etaη, and the hypotheses of the source, so no theorem quantifies over parameters the source excludes. R is a real-valued function of a real variable built from Real.Gamma, and FnF_nFn​ is the tsum of its (r−1)(r-1)(r−1)-st iteratedDeriv at natural arguments; convergence is a separate milestone rather than a silent assumption, so that the value is not asserted to exist by fiat. φ\varphiφ is the infimum over y∈[0,1)y \in [0,1)y∈[0,1) of the integer-valued expression above, Φn\Phi_nΦn​ a finite product over primes p≤mq−rnp \le m_{q-r}np≤mq−r​n with η0n<p2\eta_0 n < p^2η0​n<p2 (the integer form of η0n<p\sqrt{\eta_0 n} < pη0​n​<p), and DND_NDN​ the Finset.lcm of 1,…,N1, \dots, N1,…,N. The Stieltjes integral ∫01φ dψ\int_0^1 \varphi\,\mathrm{d}\psi∫01​φdψ is written as ∫01φ(x)ψ′(x) dx\int_0^1 \varphi(x)\psi'(x)\,\mathrm{d}x∫01​φ(x)ψ′(x)dx, which agrees with the Riemann–Stieltjes integral because ψ\psiψ is continuously differentiable on (0,1](0,1](0,1]; f0f_0f0​ uses the principal branch of the complex logarithm.

The saddle point τ0\tau_0τ0​ is not defined by a choice function: every statement that mentions it takes it as a parameter together with the hypotheses "root of the polynomial", "positive imaginary part", "maximal real part among such roots", and the two side conditions Re⁡τ0<η0\operatorname{Re}\tau_0 < \eta_0Reτ0​<η0​ and Im⁡f0(τ0)∉πZ\operatorname{Im} f_0(\tau_0)\notin\pi\mathbb{Z}Imf0​(τ0​)∈/πZ of Lemma 2. No milestone is vacuous: for the concrete parameter set of the source such a τ0\tau_0τ0​ exists, with τ0≈87.479005+3.328207 i\tau_0 \approx 87.479005 + 3.328207\,iτ0​≈87.479005+3.328207i.

Contributions of any size are welcome, including partial infrastructure: ppp-adic valuation lemmas for products of factorials, asymptotics of Finset.lcm, saddle-point estimates, and interval-arithmetic machinery for the final numerical comparison.

Selected references

  • R. Apéry, Irrationalité de ζ(2)\zeta(2)ζ(2) et ζ(3)\zeta(3)ζ(3), Astérisque 61 (1979), 11–13. numdam
  • T. Rivoal, La fonction zêta de Riemann prend une infinité de valeurs irrationnelles aux entiers impairs, C. R. Acad. Sci. Paris Sér. I Math. 331 (2000), 267–270. doi:10.1016/S0764-4442(00)01624-4
  • T. Rivoal, Propriétés diophantiennes des valeurs de la fonction zêta de Riemann aux entiers impairs, Thèse de doctorat, Univ. de Caen, 2001.
  • W. V. Zudilin, One of the numbers ζ(5),ζ(7),ζ(9),ζ(11)\zeta(5), \zeta(7), \zeta(9), \zeta(11)ζ(5),ζ(7),ζ(9),ζ(11) is irrational, Uspekhi Mat. Nauk 56:4 (2001), 149–150. doi:10.4213/rm427
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Convex OptimizationOperations ResearchOptimization·Captain: naimengye

Robust Optimization X: Globalized Robust Counterparts of Uncertain Conic Problems (retired)Textbook

Motivation

A robust counterpart draws a hard line. Inside the uncertainty set the constraint must hold; outside it, nothing is promised — and in a real problem the perturbation does sometimes land outside. Chapter 3 answered this for linear problems with the globalized robust counterpart: keep the constraint exactly on the normal range Z\mathcal{Z}Z, and let it degrade at a controlled rate outside, proportionally to the distance from Z\mathcal{Z}Z. That mission published Proposition 3.2.1, which says the GRC of an uncertain linear inequality is equivalent to two ordinary robust counterparts.

Chapter 11 of Ben-Tal, El Ghaoui and Nemirovski, Robust Optimization (Princeton, 2009) does the same for conic constraints, and the move is not routine. The left hand side of a conic constraint is a vector, not a scalar, so "the constraint is violated by at most α dist(ζ,Z)\alpha \,\mathrm{dist}(\zeta, \mathcal{Z})αdist(ζ,Z)" has no direct meaning. What replaces it is the observation that a scalar inequality aTy−b≤0a^Ty - b \le 0aTy−b≤0 is the inclusion aTy−b∈Q≡R−a^Ty - b \in \mathbf{Q} \equiv \mathcal{R}_-aTy−b∈Q≡R−​, and that the violation is the distance from the left hand side to Q\mathbf{Q}Q. In that form the notion lifts verbatim, and the whole chapter follows.

Setting

Definition 11.1.2. Consider an uncertain convex constraint

[P0+∑ℓ=1LζℓPℓ]y−[p0+∑ℓ=1Lζℓpℓ] ∈ Q,(11.1.4)\Bigl[P^0 + \sum_{\ell=1}^L \zeta_\ell P^\ell\Bigr]y - \Bigl[p^0 + \sum_{\ell=1}^L \zeta_\ell p^\ell\Bigr] \ \in\ \mathbf{Q}, \tag{11.1.4}[P0+ℓ=1∑L​ζℓ​Pℓ]y−[p0+ℓ=1∑L​ζℓ​pℓ] ∈ Q,(11.1.4)

with Q⊆Rk\mathbf{Q} \subseteq \mathcal{R}^kQ⊆Rk nonempty, closed and convex. Let the perturbation space split as RL=RL1×⋯×RLS\mathcal{R}^L = \mathcal{R}^{L_1}\times\cdots\times\mathcal{R}^{L_S}RL=RL1​×⋯×RLS​, each factor carrying a normal range Zs\mathcal{Z}^sZs, a closed convex cone Ls\mathcal{L}^sLs and a norm ∥⋅∥s\|\cdot\|_s∥⋅∥s​, and let ∥⋅∥Q\|\cdot\|_{\mathbf{Q}}∥⋅∥Q​ be a norm on Rk\mathcal{R}^kRk. A candidate yyy is robust feasible with global sensitivities αs\alpha_sαs​ if

dist(P(y,ζ),Q) ≤ ∑s=1Sαs dist(ζs,Zs∣Ls)∀ ζ∈Z+L,(11.1.6)\mathrm{dist}\bigl(P(y,\zeta), \mathbf{Q}\bigr) \ \le\ \sum_{s=1}^S \alpha_s\, \mathrm{dist}(\zeta^s, \mathcal{Z}^s|\mathcal{L}^s) \qquad \forall\, \zeta \in \mathcal{Z} + \mathcal{L}, \tag{11.1.6}dist(P(y,ζ),Q) ≤ s=1∑S​αs​dist(ζs,Zs∣Ls)∀ζ∈Z+L,(11.1.6)

where dist(u,Q)=min⁡v∈Q∥u−v∥Q\mathrm{dist}(u,\mathbf{Q}) = \min_{v\in\mathbf{Q}}\|u - v\|_{\mathbf{Q}}dist(u,Q)=minv∈Q​∥u−v∥Q​ and dist(ζs,Zs∣Ls)=min⁡{∥ζs−v∥s:v∈Zs, ζs−v∈Ls}\mathrm{dist}(\zeta^s,\mathcal{Z}^s|\mathcal{L}^s) = \min\{\|\zeta^s - v\|_s : v \in \mathcal{Z}^s,\ \zeta^s - v \in \mathcal{L}^s\}dist(ζs,Zs∣Ls)=min{∥ζs−v∥s​:v∈Zs, ζs−v∈Ls}.

The object that makes the analysis work is the recessive cone of Q\mathbf{Q}Q (Definition 11.3.1): for any xˉ∈Q\bar x \in \mathbf{Q}xˉ∈Q,

Rec(Q)={h:xˉ+th∈Q  ∀t≥0},\mathrm{Rec}(\mathbf{Q}) = \{h : \bar x + th \in \mathbf{Q}\ \ \forall t \ge 0\},Rec(Q)={h:xˉ+th∈Q  ∀t≥0},

which does not depend on xˉ\bar xxˉ and is a nonempty closed convex cone.

Formalization targets

Goal — Proposition 11.3.3, the decomposition of the conic GRC

A candidate yyy is feasible for the GRC (11.1.6) if and only if it satisfies the system

(a)[P0+∑ℓζℓPℓ]y−[p0+∑ℓζℓpℓ]∈Q∀ζ∈Z=Z1×⋯×ZS,\text{(a)}\quad \Bigl[P^0 + \sum_\ell \zeta_\ell P^\ell\Bigr]y - \Bigl[p^0 + \sum_\ell \zeta_\ell p^\ell\Bigr] \in \mathbf{Q} \qquad \forall \zeta \in \mathcal{Z} = \mathcal{Z}^1\times \cdots\times\mathcal{Z}^S,(a)[P0+ℓ∑​ζℓ​Pℓ]y−[p0+ℓ∑​ζℓ​pℓ]∈Q∀ζ∈Z=Z1×⋯×ZS, (bs)dist(∑ℓ[Pℓy−pℓ](Esζs)ℓ, Rec(Q)) ≤ αs∀ζs∈Ls with ∥ζs∥s≤1,s=1,…,S.\text{(b}_s)\quad \mathrm{dist}\Bigl(\sum_{\ell} [P^\ell y - p^\ell](E_s\zeta^s)_\ell,\ \mathrm{Rec}(\mathbf{Q})\Bigr) \ \le\ \alpha_s \qquad \forall \zeta^s \in \mathcal{L}^s \text{ with } \|\zeta^s\|_s \le 1, \quad s = 1,\ldots,S .(bs​)dist(ℓ∑​[Pℓy−pℓ](Es​ζs)ℓ​, Rec(Q)) ≤ αs​∀ζs∈Ls with ∥ζs∥s​≤1,s=1,…,S.

Line (a) is the ordinary robust counterpart over the normal range. Each line (bs_ss​) is a bounded semi-infinite constraint — the perturbation ranges over the unit ball of a cone, not over an unbounded set — measuring the distance to the recessive cone rather than to Q\mathbf{Q}Q itself.

Supporting targets

(Def 11.3.1)Rec(Q) is independent of the base point and is a nonempty closed convex cone,\text{(Def 11.3.1)}\quad \mathrm{Rec}(\mathbf{Q}) \text{ is independent of the base point and is a nonempty closed convex cone},(Def 11.3.1)Rec(Q) is independent of the base point and is a nonempty closed convex cone, (Ex 11.3.2)Q bounded⇒Rec(Q)={0};Q a cone⇒Rec(Q)=Q;Rec{u:Au−b∈K}={h:Ah∈K},\text{(Ex 11.3.2)}\quad \mathbf{Q} \text{ bounded} \Rightarrow \mathrm{Rec}(\mathbf{Q}) = \{0\}; \quad \mathbf{Q} \text{ a cone} \Rightarrow \mathrm{Rec}(\mathbf{Q}) = \mathbf{Q}; \quad \mathrm{Rec}\{u : Au - b \in \mathbf{K}\} = \{h : Ah \in \mathbf{K}\},(Ex 11.3.2)Q bounded⇒Rec(Q)={0};Q a cone⇒Rec(Q)=Q;Rec{u:Au−b∈K}={h:Ah∈K}, (Prop 11.4.1)ΨΞ(M)=ΨΞ∗(M∗),Ψ(M)=max⁡{dist∥⋅∥F(Me,KF):e∈KE, ∥e∥E≤1}.\text{(Prop 11.4.1)}\quad \Psi_\Xi(\mathcal{M}) = \Psi_{\Xi_*}(\mathcal{M}^*), \qquad \Psi(\mathcal{M}) = \max\{\mathrm{dist}_{\|\cdot\|_F}(\mathcal{M}e, \mathbf{K}^F) : e \in \mathbf{K}^E,\ \|e\|_E \le 1\} .(Prop 11.4.1)ΨΞ​(M)=ΨΞ∗​​(M∗),Ψ(M)=max{dist∥⋅∥F​​(Me,KF):e∈KE, ∥e∥E​≤1}.

Significance

The goal is the chapter's structural result and it does exactly what Proposition 3.2.1 did one level down: it converts a single semi-infinite constraint over an unbounded perturbation set into a robust counterpart over the bounded normal range plus finitely many constraints over unit balls. That matters because every tractability result of Chapters 6 to 9 is about bounded uncertainty sets; without the decomposition none of them applies to a GRC.

The two halves of the decomposition are genuinely different objects. Line (a) is familiar. Lines (bs_ss​) are not: they measure the distance from a linear image of a ball to the recessive cone, and that is the function

Ψ(M)=max⁡{dist(Me,KF):e∈KE, ∥e∥E≤1}\Psi(\mathcal{M}) = \max\bigl\{\mathrm{dist}(\mathcal{M}e, \mathbf{K}^F) : e \in \mathbf{K}^E,\ \|e\|_E \le 1\bigr\}Ψ(M)=max{dist(Me,KF):e∈KE, ∥e∥E​≤1}

of §11.4, which is almost a norm on linear maps — nonnegative, positively homogeneous, subadditive, but neither symmetric nor strictly positive. Proposition 11.4.1 says this function is self-dual in the precise sense that Ψ\PsiΨ of a map with respect to a setup equals Ψ\PsiΨ of the adjoint map with respect to the dual setup: dual norms, dual cones, source and destination exchanged. That single identity is what lets every bound on Ψ\PsiΨ be computed on whichever side of the duality is tractable, and it is the engine of §11.4's tractability results.

The recessive cone results are the vocabulary. The one that earns its place is Rec{u:Au−b∈K}={h:Ah∈K}\mathrm{Rec}\{u : Au - b \in \mathbf{K}\} = \{h : Ah \in \mathbf{K}\}Rec{u:Au−b∈K}={h:Ah∈K}: the conic sets of this book are all of that form, so it says the recessive cone of every constraint in sight is computed by deleting the constant term.

Difficulty

The goal is an equivalence and the two directions are asymmetric.

Forward — GRC implies the system — is where the recessive cone is discovered rather than used. Fix ζˉ∈Z\bar\zeta \in \mathcal{Z}ζˉ​∈Z and ζs\zeta^sζs in the unit ball of Ls\mathcal{L}^sLs, and run ζi=ζˉ+i ζs\zeta_i = \bar\zeta + i\,\zeta^sζi​=ζˉ​+iζs out along the cone. The GRC bounds the distance to Q\mathbf{Q}Q by αsi\alpha_s iαs​i, so there are qi∈Qq_i \in \mathbf{Q}qi​∈Q with ∥P(y,ζˉ)+iΦ(y)Esζs−qi∥Q≤αsi\|P(y,\bar\zeta) + i\Phi(y)E_s\zeta^s - q_i\|_{\mathbf{Q}} \le \alpha_s i∥P(y,ζˉ​)+iΦ(y)Es​ζs−qi​∥Q​≤αs​i; the rescaled points qi/iq_i/iqi​/i stay bounded, and a limit point of them lies in Rec(Q)\mathrm{Rec}(\mathbf{Q})Rec(Q) by the limit characterization of the recessive cone. This is a genuine compactness argument, and it is why the recessive cone — not Q\mathbf{Q}Q — is what appears in lines (bs_ss​).

Backward is a decomposition-and-assemble: split each ζs=ζˉs+δs\zeta^s = \bar\zeta^s + \delta^sζs=ζˉ​s+δs with ζˉs∈Zs\bar\zeta^s \in \mathcal{Z}^sζˉ​s∈Zs, δs∈Ls\delta^s \in \mathcal{L}^sδs∈Ls realizing the distance, get a point of Q\mathbf{Q}Q from line (a) and a recession direction from each line (bs_ss​), and add them — using that Q+Rec(Q)⊆Q\mathbf{Q} + \mathrm{Rec}(\mathbf{Q}) \subseteq \mathbf{Q}Q+Rec(Q)⊆Q.

Proposition 11.4.1 is a chain of polarity identities: the polar of X+KX + KX+K is Xo∩(−K∗)X^o \cap (-K_*)Xo∩(−K∗​) for compact convex XXX containing the origin, the polar of a norm ball of radius α\alphaα is the dual-norm ball of radius 1/α1/\alpha1/α, and bipolarity. Each step is standard and the composition is not.

Formalization scope

Built on the module published by the third mission of this series, which carries the linear-case globalized robust counterpart and the dual cone. New here: norms as functions with their defining properties, dual norms, the two distances, the recessive cone, the conic GRC, and the function Ψ\PsiΨ.

Conventions committed to:

  • Norms are functions carrying an explicit predicate, not typeclass instances. Chapter 11 quantifies over arbitrary norms ∥⋅∥Q\|\cdot\|_{\mathbf{Q}}∥⋅∥Q​ and ∥⋅∥s\|\cdot\|_s∥⋅∥s​ on fixed coordinate spaces, and a statement must be able to range over them; a typeclass instance would fix one norm per type. IsNormOn bundles definiteness, absolute homogeneity and the triangle inequality, and nonnegativity follows from them.
  • The dual norm is a predicate, not a construction. ∥f∥∗=sup⁡{fTe:∥e∥≤1}\|f\|^* = \sup\{f^Te : \|e\| \le 1\}∥f∥∗=sup{fTe:∥e∥≤1} is asserted as a least upper bound of the set of values, so no supremum is taken on faith.
  • Distances are infima, not minima. The source writes min⁡\minmin, which is correct because the sets are closed; writing inf⁡\infinf avoids carrying an attainment proof into every statement, and agrees with the minimum whenever the source's own hypotheses hold.
  • The recessive cone is indexed by a base point. Definition 11.3.1 defines it at an arbitrary xˉ∈Q\bar x \in \mathbf{Q}xˉ∈Q and then asserts independence of the choice; that assertion is one of the published items, so the definition cannot presuppose it.
  • The perturbation is carried as a family of blocks, ζ=(ζ1,…,ζS)\zeta = (\zeta^1,\ldots,\zeta^S)ζ=(ζ1,…,ζS) with ζs∈RLs\zeta^s \in \mathcal{R}^{L_s}ζs∈RLs​, rather than as a single vector in RL\mathcal{R}^LRL together with the embeddings EsE_sEs​. This is the same data and removes the index bookkeeping of EsE_sEs​ from every statement.
  • Ψ\PsiΨ is a predicate on a real number, as for the dual norm and for the same reason.
  • §11.2 and §11.5 are out of scope: the definition of a tight safe approximation of a GRC and the worked analysis of nonexpansive dynamical systems. The first is a definition the chapter uses only to phrase §11.4's programme, the second an application.

Selected references

  • A. Ben-Tal, L. El Ghaoui and A. Nemirovski, Robust Optimization, Princeton University Press, 2009. Chapter 11, §§11.1, 11.3-11.4, pp. 281-294; Chapter 3 for the linear case. https://doi.org/10.1515/9781400831050
  • A. Ben-Tal, S. Boyd and A. Nemirovski, Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems, Mathematical Programming 107 (2006), 63-89. https://doi.org/10.1007/s10107-005-0679-z
  • R. T. Rockafellar, Convex Analysis, Princeton University Press, 1970. https://doi.org/10.1515/9781400873173
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CombinatoricsNumber Theory·Captain: aarontcao

The Komlos-Sulyok-Szemeredi bound: every finite set of reals has a Sidon subset of size c sqrt nResearch Paper

Call a set of reals a Sidon set when all its pairwise sums are distinct: if a+b=c+da + b = c + da+b=c+d with all four in the set, then {a,b}={c,d}\{a,b\} = \{c,d\}{a,b}={c,d}.

The goal. There is an absolute constant c>0c > 0c>0 such that every finite set XXX of positive reals contains a Sidon subset SSS with ∣S∣≥c∣X∣|S| \ge c\sqrt{|X|}∣S∣≥c∣X∣​.

This is the lower bound half of Erdos problem 530, which Riddell posed and which asks for the order of the largest guaranteed Sidon subset. That problem is open: it asks whether the guarantee is asymptotically N1/2N^{1/2}N1/2, and the constant is not known. What is settled is the order, by Komlos, Sulyok, and Szemeredi, Linear problems in combinatorial number theory, Acta Math. Acad. Sci. Hungar. 26 (1975) 113-121, as a case of a general theorem about linear equations. Erdos had previously observed the cube-root lower bound and the matching (1+o(1))N1/2(1+o(1))N^{1/2}(1+o(1))N1/2 upper bound from A={1,…,N}A = \{1, \dots, N\}A={1,…,N}. A second and much shorter proof is in Bailleul and Riblet, arXiv:2605.03181.

The exponent is the whole problem

A one-paragraph argument gives ∣S∣≥c∣X∣1/3|S| \ge c|X|^{1/3}∣S∣≥c∣X∣1/3: take a Sidon subset SSS of maximum size, and note that every xxx outside it satisfies x=c+d−bx = c + d - bx=c+d−b or x=(c+d)/2x = (c+d)/2x=(c+d)/2 for elements of SSS, so ∣X∣≤3∣S∣3|X| \le 3|S|^3∣X∣≤3∣S∣3.

That cube root is not a weak first attempt, it is the ceiling for any argument that only counts. An arithmetic progression of length nnn has additive energy of order n3n^3n3, so a probabilistic argument cannot see the difference between it and a generic set. Getting from 1/31/31/3 to 1/21/21/2 requires using the structure of the set, and that is what both published proofs do.

The idea both proofs share

Compress, then pigeonhole against a known Sidon set.

An arbitrary finite set of reals has no arithmetic to work with, so first move it into Z\mathbb{Z}Z: a finite set spans a finite dimensional Q\mathbb{Q}Q-vector space, and a generic rational functional separates its points while preserving every relation a+b=c+da + b = c + da+b=c+d. Then squeeze the resulting integers into an interval of length comparable to their number, keeping a constant fraction of them and keeping the property that a Sidon subset of the image lifts to one of the original. Finally intersect with a translate of the Erdos-Turan Sidon set, which has about N\sqrt{N}N​ elements inside {0,…,N−1}\{0, \dots, N-1\}{0,…,N−1}. A set of size Θ(n)\Theta(n)Θ(n) inside [1,n][1,n][1,n] meets some translate of a Sidon set of size n\sqrt{n}n​ in order n\sqrt{n}n​ points, and that intersection is Sidon.

The two proofs differ only in the compression step, and the mission carries both.

The two routes

The 1975 route compresses in four lemmas driven by a remainder map: choose a modulus qqq dividing no difference, dilate so that the remainders are small, and observe that a small remainder map preserves a+b=c+da + b = c + da+b=c+d. Finding the modulus needs a prime counting bound.

The 2026 route replaces all four with one averaging lemma over a real rotation parameter θ\thetaθ, keeping the elements whose fractional part of amθam\thetaamθ is below 1/21/21/2, where no carry occurs. No prime counting appears anywhere.

Notes on the formalization

Every item is stated in Mathlib primitives alone, so the mission needs no definition items. The Sidon condition, the Erdos-Turan construction, and the reduction relation of the 1975 route are all written out at each use.

The published 2026 proof finishes with Singer's 1938 covering of Z/(q2+q+1)Z\mathbb{Z}/(q^2+q+1)\mathbb{Z}Z/(q2+q+1)Z by q+1q+1q+1 Sidon sets. Mathlib has no perfect difference sets, so the mission uses averaging over translates instead. It does the same job at the same order and gives a worse constant, which costs nothing because the goal asserts only that some c>0c > 0c>0 exists.

Two lemmas of the 1975 paper are deliberately absent. A local formalization of Lemma 2 and Lemma 6 turned out to be false as stated, machine-checked in both cases, so neither is offered here as a milestone. Those are errors in that rendering rather than in the paper, and the 2026 route reaches the goal without either. Lemma 1' is absent for the same practical reason: the 2026 route does not need it.

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Analysis·Captain: Lucas

Rudin PMA IX: Functions of Several VariablesTextbook

Motivation

Chapter 9 of Walter Rudin's Principles of Mathematical Analysis (3rd edition, McGraw-Hill, 1976) develops the differential calculus of mappings f:Rn→Rm\mathbf{f} : \mathbb{R}^n \to \mathbb{R}^mf:Rn→Rm. The definition of the derivative changes character: it is no longer a number but a linear transformation f′(x)\mathbf{f}'(\mathbf{x})f′(x), the one that approximates the increment of f\mathbf{f}f to first order. Once that is in place, the chapter proves the two theorems that make nonlinear analysis possible: the inverse function theorem (Theorem 9.24), which says that a continuously differentiable map with invertible derivative at a point is locally invertible with a continuously differentiable inverse, and the implicit function theorem (9.28), which solves f(x,y)=0\mathbf{f}(\mathbf{x},\mathbf{y}) = 0f(x,y)=0 locally for x\mathbf{x}x in terms of y\mathbf{y}y.

The message of both is that a nonlinear map behaves locally like its linearization, provided that linearization is invertible and varies continuously.

This mission is the ninth in a series formalizing Rudin Chapters 1–11; it uses the completeness and compactness results of Missions II and IV and the mean value estimates of Mission V, and it prepares the change-of-variables machinery used in Mission X.

Setting

L(Rn,Rm)L(\mathbb{R}^n, \mathbb{R}^m)L(Rn,Rm) is the space of linear maps with the operator norm ∥A∥=sup⁡∣x∣≤1∣Ax∣\|A\| = \sup_{|x| \le 1} |Ax|∥A∥=sup∣x∣≤1​∣Ax∣. A map f\mathbf{f}f defined on an open E⊆RnE \subseteq \mathbb{R}^nE⊆Rn is differentiable at x\mathbf{x}x with derivative A∈L(Rn,Rm)A \in L(\mathbb{R}^n,\mathbb{R}^m)A∈L(Rn,Rm) if

lim⁡h→0∣f(x+h)−f(x)−Ah∣∣h∣=0,\lim_{\mathbf{h} \to 0} \frac{|\mathbf{f}(\mathbf{x}+\mathbf{h}) - \mathbf{f}(\mathbf{x}) - A\mathbf{h}|}{|\mathbf{h}|} = 0 ,h→0lim​∣h∣∣f(x+h)−f(x)−Ah∣​=0,

and f∈C′(E)\mathbf{f} \in \mathcal{C}'(E)f∈C′(E) — a C′C'C′-mapping — if it is differentiable on EEE and x↦f′(x)\mathbf{x} \mapsto \mathbf{f}'(\mathbf{x})x↦f′(x) is continuous. The partial derivative DjfiD_j f_iDj​fi​ is the derivative of t↦fi(x+tej)t \mapsto f_i(\mathbf{x} + t\mathbf{e}_j)t↦fi​(x+tej​) at t=0t = 0t=0. A map φ\varphiφ of a metric space into itself is a contraction if d(φ(x),φ(y))≤c d(x,y)d(\varphi(x),\varphi(y)) \le c\,d(x,y)d(φ(x),φ(y))≤cd(x,y) for some c<1c < 1c<1.

Formalization targets

Goal — inverse function theorem (Theorem 9.24)

Let f\mathbf{f}f be a C′C'C′-mapping of an open E⊆RnE \subseteq \mathbb{R}^nE⊆Rn into Rn\mathbb{R}^nRn and suppose f′(a)\mathbf{f}'(\mathbf{a})f′(a) is invertible at some a∈E\mathbf{a} \in Ea∈E. Then there are open sets U∋aU \ni \mathbf{a}U∋a and V∋f(a)V \ni \mathbf{f}(\mathbf{a})V∋f(a) such that

f∣U is injective,f(U)=V,g=(f∣U)−1∈C′(V).\mathbf{f}|_U \text{ is injective}, \qquad \mathbf{f}(U) = V, \qquad \mathbf{g} = (\mathbf{f}|_U)^{-1} \in \mathcal{C}'(V).f∣U​ is injective,f(U)=V,g=(f∣U​)−1∈C′(V).

Milestones

invertible operators form an open set; inversion is continuous(9.8)\text{invertible operators form an open set; inversion is continuous} \qquad (9.8)invertible operators form an open set; inversion is continuous(9.8) (g∘f)′(x)=g′(f(x)) f′(x)(9.15)(\mathbf{g}\circ\mathbf{f})'(\mathbf{x}) = \mathbf{g}'(\mathbf{f}(\mathbf{x}))\,\mathbf{f}'(\mathbf{x}) \qquad (9.15)(g∘f)′(x)=g′(f(x))f′(x)(9.15) differentiability gives all partial derivatives(9.17)\text{differentiability gives all partial derivatives} \qquad (9.17)differentiability gives all partial derivatives(9.17) ∥f′∥≤M on a convex E⇒∣f(b)−f(a)∣≤M∣b−a∣(9.19)\|\mathbf{f}'\| \le M \text{ on a convex } E \Rightarrow |\mathbf{f}(b)-\mathbf{f}(a)| \le M|b-a| \qquad (9.19)∥f′∥≤M on a convex E⇒∣f(b)−f(a)∣≤M∣b−a∣(9.19) f∈C′(E)  ⟺  the Djfi exist and are continuous(9.21)\mathbf{f} \in \mathcal{C}'(E) \iff \text{the } D_j f_i \text{ exist and are continuous} \qquad (9.21)f∈C′(E)⟺the Dj​fi​ exist and are continuous(9.21) a contraction of a complete metric space has a unique fixed point(9.23)\text{a contraction of a complete metric space has a unique fixed point} \qquad (9.23)a contraction of a complete metric space has a unique fixed point(9.23) implicit function theorem(9.28)\text{implicit function theorem} \qquad (9.28)implicit function theorem(9.28) D21f continuous at (a,b)⇒D12f(a,b)=D21f(a,b)(9.41)D_{21}f \text{ continuous at } (a,b) \Rightarrow D_{12}f(a,b) = D_{21}f(a,b) \qquad (9.41)D21​f continuous at (a,b)⇒D12​f(a,b)=D21​f(a,b)(9.41) differentiation under the integral sign(9.42)\text{differentiation under the integral sign} \qquad (9.42)differentiation under the integral sign(9.42)

Significance

The inverse function theorem is the local classification statement of differential calculus: it says that the only local obstruction to invertibility is degeneracy of the derivative, and it is the mechanism behind coordinate changes, the rank theorem (9.32), and the change-of-variables formula for integrals in Chapter 10. The implicit function theorem is its standard reformulation and is what makes level sets of smooth maps into manifolds. Theorem 9.21 is the practical criterion for the C′C'C′ hypothesis, since it reduces it to continuity of finitely many partial derivatives; Theorem 9.41 shows that the symmetry of second derivatives, though intuitive, requires a hypothesis; Theorem 9.19 is the several-variable substitute for the mean value theorem, whose equality form already failed in Chapter 5.

Mathlib has the Fréchet derivative, the inverse and implicit function theorems for Banach spaces, the Banach fixed-point theorem, and symmetry of second derivatives. This mission states the Rudin versions concretely in Rn\mathbb{R}^nRn — with the explicit open sets UUU and VVV and the inverse mapping produced as data, rather than through a bundled local homeomorphism — and so provides a bridge between the book's formulations and the library's.

Difficulty

The inverse function theorem is the first theorem in the book whose proof combines several chapters at once: the contraction principle (9.23) gives local surjectivity by solving f(x)=y\mathbf{f}(\mathbf{x}) = \mathbf{y}f(x)=y as a fixed point of x↦x+A−1(y−f(x))\mathbf{x} \mapsto \mathbf{x} + A^{-1}(\mathbf{y} - \mathbf{f}(\mathbf{x}))x↦x+A−1(y−f(x)); openness of the set of invertible operators (9.8) keeps the derivative invertible near a\mathbf{a}a; the mean value inequality (9.19) controls the error; and the continuity of inversion gives the C′C'C′ regularity of g\mathbf{g}g. The delicate point is that all estimates must hold uniformly on a neighbourhood chosen in advance, so the order in which the neighbourhoods are shrunk matters.

For Theorem 9.41 the trap is the hypothesis: continuity of D21fD_{21}fD21​f at the single point (a,b)(a,b)(a,b) is assumed, not continuity of both mixed partials on a neighbourhood; the conclusion is existence of D12fD_{12}fD12​f at that point, and it genuinely fails without some such hypothesis.

Formalization scope

Conventions fixed by this mission:

  • Euclidean spaces are EuclideanSpace ℝ (Fin n); linear maps are →L[ℝ] (continuous linear maps), which in finite dimension is the same as Rudin's L(Rn,Rm)L(\mathbb{R}^n,\mathbb{R}^m)L(Rn,Rm), with the operator norm.
  • Derivatives are HasFDerivAt, and the C′C'C′ condition is ContDiffOn ℝ 1.
  • Partial derivatives are stated as HasDerivAt of the line restriction t ↦ f (x + t • eⱼ) at t = 0, avoiding any coordinate-projection bookkeeping; eⱼ = EuclideanSpace.single j 1.
  • Invertibility of a derivative is Function.Bijective, which for a continuous linear map between finite-dimensional spaces is equivalent to the existence of a continuous linear inverse.
  • In 9.8 the inverse operator is supplied as a function inv constrained on the invertible operators, so that continuity of inversion can be stated without bundling.
  • Theorem 9.41 uses explicitly supplied partial derivative functions D1f, D2f, D21f, which is how Rudin states the hypotheses, and the conclusion asserts existence of D₁₂f at the point as a HasDerivAt statement.
  • Theorem 9.42 is stated for the Riemann–Stieltjes integral of Mission VI, matching Rudin's hypotheses α increasing and φ(·,t) ∈ ℛ(α).

Selected references

  • Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 9 (pp. 204–243).
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CombinatoricsGraph Theory·Captain: Gabewhigham

Conway's 99-graph problemOpen Problem

Motivation

A strongly regular graph with parameters (n,k,λ,μ)(n,k,\lambda,\mu)(n,k,λ,μ) is a finite simple graph on nnn vertices in which every vertex has exactly kkk neighbours, every pair of adjacent vertices has exactly λ\lambdaλ common neighbours, and every pair of non-adjacent vertices has exactly μ\muμ common neighbours. For most parameter tuples the elementary counting and integrality conditions already decide existence; the interesting cases are those that survive every known feasibility test and still resist construction. The tuple (99,14,1,2)(99,14,1,2)(99,14,1,2) is the smallest such case in the family λ=1\lambda = 1λ=1, μ=2\mu = 2μ=2, and its existence has been open for more than fifty years. John Horton Conway offered $1000 for a resolution, as one of five problems posed at the 2014 DIMACS conference on Challenges of Identifying Integer Sequences (Conway, Five $1,000 Problems (Update 2017)).

Timeline of the problem and of what is known about it:

  • 1969/1971 — the parameter set is raised by Norman Biggs in his Southampton lectures (Finite Groups of Automorphisms, LMS Lecture Note Series 6, p. 111).
  • 1973 — Berlekamp, van Lint and Seidel construct a strongly regular graph with parameters (243,22,1,2)(243,22,1,2)(243,22,1,2) as the coset graph of the perfect ternary Golay code, settling one of the five feasible parameter tuples in this family.
  • 1975 — the existence question appears as Problem 7 (attributed to J. J. Seidel) in R. K. Guy's problem list, The Geometry of Metric and Linear Spaces, Springer LNM 490, pp. 237–238; Conway had worked on it by then.
  • 1984 — H. A. Wilbrink, On the (99,14,1,2)(99,14,1,2)(99,14,1,2) strongly regular graph, shows that such a graph cannot be vertex-transitive: no group of automorphisms can act transitively on its 99 vertices.
  • 1988 — Brouwer and Neumaier, A remark on partial linear spaces of girth 5 with an application to strongly regular graphs, Combinatorica 8, 57–61.
  • 2004 — Makhnev and Minakova, On automorphisms of strongly regular graphs with λ=1\lambda=1λ=1, μ=2\mu=2μ=2, Discrete Math. Appl. 14(2), and 2011 — Behbahani and Lam, Strongly regular graphs with non-trivial automorphisms, Discrete Math. 311, 132–144: further restrictions on the possible automorphism groups.
  • 2014/2017 — Conway's prize offer publicises the problem.

No graph with these parameters has been found, and no non-existence proof is known.

Setting

Fix a finite vertex set VVV and a simple graph ggg on VVV (irreflexive, symmetric adjacency Adj\mathrm{Adj}Adj). For vertices v,wv,wv,w write N(v)={u:Adj(v,u)}N(v) = \{u : \mathrm{Adj}(v,u)\}N(v)={u:Adj(v,u)} for the neighbourhood of vvv and N(v)∩N(w)N(v)\cap N(w)N(v)∩N(w) for the set of common neighbours. The graph ggg is strongly regular with parameters (n,k,λ,μ)(n,k,\lambda,\mu)(n,k,λ,μ), written IsSRGWith g n k λ μ\mathrm{IsSRGWith}\ g\ n\ k\ \lambda\ \muIsSRGWith g n k λ μ, when

  • ∣V∣=n|V| = n∣V∣=n;
  • ∣N(v)∣=k|N(v)| = k∣N(v)∣=k for every vertex vvv;
  • ∣N(v)∩N(w)∣=λ|N(v)\cap N(w)| = \lambda∣N(v)∩N(w)∣=λ whenever vvv and www are adjacent;
  • ∣N(v)∩N(w)∣=μ|N(v)\cap N(w)| = \mu∣N(v)∩N(w)∣=μ whenever v≠wv \neq wv=w are non-adjacent.

The case λ=1\lambda = 1λ=1 says that every edge lies in exactly one triangle — equivalently, the neighbourhood of each vertex induces a perfect matching, so such graphs are locally linear. The case μ=2\mu = 2μ=2 says that every non-adjacent pair is the pair of opposite corners of exactly one 444-cycle. Conway's problem asks for (n,k)=(99,14)(n,k) = (99,14)(n,k)=(99,14) with these two local conditions.

Counting paths of length two from a fixed vertex gives k(k−λ−1)=(n−k−1)μk(k-\lambda-1) = (n-k-1)\muk(k−λ−1)=(n−k−1)μ, which for λ=1\lambda=1λ=1, μ=2\mu=2μ=2 reduces to 2n=k2+22n = k^2 + 22n=k2+2; with k=14k = 14k=14 this yields n=99n = 99n=99. Writing AAA for the adjacency matrix, III for the identity and JJJ for the all-ones matrix, strong regularity is equivalent to the matrix identity A2=kI+λA+μ(J−I−A)A^2 = kI + \lambda A + \mu(J - I - A)A2=kI+λA+μ(J−I−A), which for (99,14,1,2)(99,14,1,2)(99,14,1,2) reads A2+A=12I+2JA^2 + A = 12I + 2JA2+A=12I+2J; the eigenvalues of AAA other than k=14k=14k=14 are then 333 and −4-4−4, and integrality of their multiplicities (545454 and 444444) is one of the feasibility conditions that (99,14,1,2)(99,14,1,2)(99,14,1,2) passes.

Formalization targets

Goal

∃ α, ∃ g a simple graph on α,IsSRGWith g 99 14 1 2.\exists\ \alpha,\ \exists\ g \text{ a simple graph on } \alpha,\quad \mathrm{IsSRGWith}\ g\ 99\ 14\ 1\ 2 .∃ α, ∃ g a simple graph on α,IsSRGWith g 99 14 1 2.

The goal is Mathlib's own proof_wanted conway_99 in Mathlib/Combinatorics/SimpleGraph/StronglyRegular.lean, stated verbatim: existence of a finite type carrying a strongly regular graph with parameters (99,14,1,2)(99,14,1,2)(99,14,1,2). A resolution in either direction is welcome — a proof settles the existence half, and a proof of the negation settles the non-existence half; the platform records the two as proof and disproof of the same statement.

Supporting targets

2n=k2+2,k even,k∈{2,4,14,22,112,994}2n = k^2 + 2, \qquad k \text{ even}, \qquad k \in \{2,4,14,22,112,994\}2n=k2+2,k even,k∈{2,4,14,22,112,994}

for every strongly regular graph with λ=1\lambda = 1λ=1, μ=2\mu = 2μ=2: the counting identity, local linearity, and the integrality restriction that cuts the family down to five non-degenerate parameter tuples.

∃ g, IsSRGWith g 9 4 1 2,∃ g, IsSRGWith g 243 22 1 2\exists\, g,\ \mathrm{IsSRGWith}\ g\ 9\ 4\ 1\ 2, \qquad \exists\, g,\ \mathrm{IsSRGWith}\ g\ 243\ 22\ 1\ 2∃g, IsSRGWith g 9 4 1 2,∃g, IsSRGWith g 243 22 1 2

the two members of the family that are known to exist: the 3×33\times 33×3 rook's graph (the Paley graph on 999 vertices) and the Berlekamp–van Lint–Seidel graph.

∣E(g)∣=693,∣{triangles of g}∣=231,A2+A=12I+2J,g not vertex-transitive|E(g)| = 693, \qquad |\{\text{triangles of } g\}| = 231, \qquad A^2 + A = 12I + 2J, \qquad g \text{ not vertex-transitive}∣E(g)∣=693,∣{triangles of g}∣=231,A2+A=12I+2J,g not vertex-transitive

structural consequences for a hypothetical 999999-graph, the last one being Wilbrink's theorem.

Significance

A (99,14,1,2)(99,14,1,2)(99,14,1,2) graph, if it exists, is a locally linear graph of maximal density in its parameter range and a partial linear space of girth 555 with 999999 points and 231231231 lines of size 333; its existence would also produce new association schemes and new examples for the general classification of strongly regular graphs. A non-existence proof would be the first case in this family ruled out by anything other than the classical feasibility conditions, and would say something new about how far local conditions (λ=1\lambda=1λ=1, μ=2\mu=2μ=2) constrain global structure.

Nothing in this mission is presently formalized. Mathlib defines SimpleGraph.IsSRGWith, proves the counting identity IsSRGWith.param_eq, the complement rule IsSRGWith.compl, and the matrix identity IsSRGWith.matrix_eq, and records the 999999-graph problem as a proof_wanted. The supporting targets are of three kinds: results that are proved in the literature and only need formalizing (existence at (9,4,1,2)(9,4,1,2)(9,4,1,2) and (243,22,1,2)(243,22,1,2)(243,22,1,2); Wilbrink's non-vertex-transitivity; the integrality restriction on kkk); routine consequences that supply reusable infrastructure (edge and triangle counts, the spectral identity, evenness of kkk); and the goal itself, which is open mathematics.

Difficulty

The obvious approaches fail for concrete reasons. Exhaustive search is out of range: the graph has 693693693 edges among (992)=4851\binom{99}{2} = 4851(299​)=4851 pairs, and no isomorph-free generation of locally linear graphs on 999999 vertices is feasible. Algebraic constructions are blocked by Wilbrink's theorem — the graph cannot be vertex-transitive, so it is not a Cayley graph and cannot be produced by the group-theoretic constructions that yield most known strongly regular graphs, including the two that work at (9,4,1,2)(9,4,1,2)(9,4,1,2) and (243,22,1,2)(243,22,1,2)(243,22,1,2). On the non-existence side, every classical feasibility test (the counting identity, integrality of the eigenvalue multiplicities, the Krein conditions, the absolute bound) is passed by (99,14,1,2)(99,14,1,2)(99,14,1,2), so a proof of non-existence needs an argument that does not factor through the parameters alone.

Formalization scope

All statements are phrased with Mathlib's SimpleGraph.IsSRGWith on a Fintype vertex type with DecidableRel adjacency, and use Fintype.card, SimpleGraph.edgeFinset, SimpleGraph.cliqueFinset 3 (triangles as 333-cliques), SimpleGraph.adjMatrix over Z\mathbb{Z}Z, and graph isomorphisms g ≃g g for automorphisms. The goal quantifies over α : Type together with a Fintype α instance, so the vertex set is finite by construction and the empty type does not satisfy the cardinality clause; the statement is therefore not vacuously satisfiable. Note that Mathlib's definition constrains λ\lambdaλ only through pairs that are actually adjacent and μ\muμ only through pairs that are actually distinct and non-adjacent, so degenerate small graphs (the one-vertex graph, K3K_3K3​) do satisfy IsSRGWith with λ=1\lambda = 1λ=1, μ=2\mu = 2μ=2; the supporting statements carry the cardinality hypotheses (0<n0 < n0<n, 1<n1 < n1<n) that exclude them where needed, and the degenerate degree k=2k = 2k=2 is listed explicitly in the classification of feasible degrees.

Infrastructure a complete development needs, and which is reusable beyond this mission: interface lemmas for counting common neighbours in a strongly regular graph; the spectral theory of the adjacency matrix (multiplicities of the two non-principal eigenvalues, and their integrality), which is the missing ingredient for the classification of feasible degrees; a Lean construction of the perfect ternary Golay code and its coset graph, for the (243,22,1,2)(243,22,1,2)(243,22,1,2) case; and decision procedures for strong regularity of an explicitly given small graph, for the (9,4,1,2)(9,4,1,2)(9,4,1,2) case. Contributions to any of these are welcome, as are partial non-existence results (for instance, restrictions on automorphisms of prime order) submitted as separate statements.

Selected references

  • N. Biggs, Finite Groups of Automorphisms: Course Given at the University of Southampton, October–December 1969, London Mathematical Society Lecture Note Series 6, Cambridge University Press, 1971, p. 111.
  • E. R. Berlekamp, J. H. van Lint, J. J. Seidel, A strongly regular graph derived from the perfect ternary Golay code, in: A Survey of Combinatorial Theory, North-Holland, 1973, pp. 25–30.
  • R. K. Guy, Problems, in: The Geometry of Metric and Linear Spaces, Springer Lecture Notes in Mathematics 490, 1975, pp. 233–244 (Problem 7, J. J. Seidel, pp. 237–238). doi:10.1007/BFb0081147
  • H. A. Wilbrink, On the (99,14,1,2)(99,14,1,2)(99,14,1,2) strongly regular graph, in: Papers dedicated to J. J. Seidel, EUT Report 84-WSK-03, Eindhoven University of Technology, 1984, pp. 342–355. PDF
  • A. E. Brouwer, A. Neumaier, A remark on partial linear spaces of girth 5 with an application to strongly regular graphs, Combinatorica 8 (1988), 57–61. doi:10.1007/BF02122552
  • A. A. Makhnev, I. M. Minakova, On automorphisms of strongly regular graphs with λ=1\lambda=1λ=1, μ=2\mu=2μ=2, Discrete Mathematics and Applications 14 (2004), no. 2. doi:10.1515/156939204872374
  • M. Behbahani, C. Lam, Strongly regular graphs with non-trivial automorphisms, Discrete Mathematics 311 (2011), 132–144. doi:10.1016/j.disc.2010.10.005
  • J. H. Conway, Five $1,000 Problems (Update 2017), OEIS. PDF
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CombinatoricsOperations ResearchProbability·Captain: Shuze Chen

The Komlos ConjectureOpen Problem

Motivation

Discrepancy theory asks how evenly a collection of objects can be split into two parts. Its central open question is a conjecture of Komlós, first circulated in the 1980s: any finite family of vectors of Euclidean length at most one can be signed ±1\pm 1±1 so that the signed sum is bounded in every coordinate by a universal constant — independent of how many vectors there are and of the dimension they live in.

Timeline

  • 1963. Steinitz-type vector balancing questions circulate; Bárány and Grinberg later (1981) show any norm admits a dimension-dependent bound 2d2d2d, setting the theme: how much of the dependence on dimension is real?
  • 1981. Beck and Fiala (Discrete Appl. Math.) prove degree-ttt set systems have discrepancy at most 2t−12t - 12t−1, by the floating-colors argument, and conjecture O(t)O(\sqrt{t})O(t​).
  • 1980s. Komlós poses the vector form — unit ℓ2\ell^2ℓ2-norm columns, constant ℓ∞\ell^\inftyℓ∞ discrepancy — which implies the Beck–Fiala conjecture; it circulates through Spencer's Ten Lectures (1987) as the central open problem of the area.
  • 1985. Spencer (Trans. AMS) proves "six standard deviations suffice": discrepancy 6n6\sqrt{n}6n​ for nnn sets on nnn points, beating random signing via the partial-coloring method.
  • 1998. Banaszczyk (Random Struct. Algorithms) proves the Komlós bound O(log⁡n)O(\sqrt{\log n})O(logn​) by a recursive Gaussian-measure argument over convex bodies.
  • 2010–2016. The constructive era: Bansal (2010) makes Spencer algorithmic by SDP random walks, Lovett and Meka (2012) simplify, and Bansal, Dadush, and Garg (STOC 2016) give a polynomial-time algorithm matching Banaszczyk's bound.
  • 2023. Kunisky (SIAM J. Discrete Math.) constructs instances from unsatisfiable formulas with discrepancy approaching 1+21+\sqrt{2}1+2​ — the strongest lower bound on the conjectured constant.
  • 2025. Bansal and Jiang (arXiv:2508.03961) break the Banaszczyk barrier: O~((log⁡n)1/4)\tilde{O}((\log n)^{1/4})O~((logn)1/4) for Komlós, and the Beck–Fiala conjecture resolved for t≥log⁡2nt \ge \log^2 nt≥log2n — the first movement in nearly thirty years. The gap between 2.414…2.414\ldots2.414… and O~((log⁡n)1/4)\tilde{O}((\log n)^{1/4})O~((logn)1/4) is the conjecture.

Setting

Fix nnn vectors v1,…,vn∈Rmv_1, \dots, v_n \in \mathbb{R}^mv1​,…,vn​∈Rm with Euclidean norm ∥vi∥2≤1\lVert v_i \rVert_2 \le 1∥vi​∥2​≤1. A sign vector is an ε∈{−1,+1}n\varepsilon \in \{-1, +1\}^nε∈{−1,+1}n: one sign εi∈{±1}\varepsilon_i \in \{\pm 1\}εi​∈{±1} per vector. Writing vijv_{ij}vij​ for the jjj-th coordinate of the vector viv_ivi​, the discrepancy of the family under ε\varepsilonε is the largest coordinate, in absolute value, of the signed sum ∑iεivi\sum_i \varepsilon_i v_i∑i​εi​vi​ — that is, max⁡j≤m∣∑i≤nεivij∣\max_{j \le m} \lvert \sum_{i \le n} \varepsilon_i v_{ij} \rvertmaxj≤m​∣∑i≤n​εi​vij​∣, the ℓ∞\ell^\inftyℓ∞ norm of the signed sum. The Komlós property at constant KKK — KomlosBound K — says that every such family, in every nnn and every mmm, admits a sign vector with every coordinate of the signed sum at most KKK in absolute value.

Set systems embed as the special case of 0/10/10/1-incidence matrices: if AAA is an m×nm \times nm×n matrix of 000s and 111s in which every column has at most ttt ones (every element lies in at most ttt sets), the columns scaled by 1/t1/\sqrt{t}1/t​ have norm at most one, so the Komlós property gives discrepancy KtK\sqrt{t}Kt​ — the Beck–Fiala conjecture.

Formalization targets

Goal — the Komlós conjecture

∃ K∈R:every v1,…,vn∈Rm with ∥vi∥2≤1 admits ε∈{±1}n with max⁡j∣∑iεivij∣≤K.\exists\, K \in \mathbb{R}: \quad \text{every } v_1, \dots, v_n \in \mathbb{R}^m \text{ with } \lVert v_i\rVert_2 \le 1 \text{ admits } \varepsilon \in \{\pm 1\}^n \text{ with } \max_j \Big|\sum_i \varepsilon_i v_{ij}\Big| \le K.∃K∈R:every v1​,…,vn​∈Rm with ∥vi​∥2​≤1 admits ε∈{±1}n with jmax​​i∑​εi​vij​​≤K.

The goal fixes no value of KKK: any finite universal constant settles it, so the statement survives every improvement in the constant.

Milestones — the known ladder

Eight results over the same definitions: Beck–Fiala's 2t−12t - 12t−1 for degree-ttt set systems; Spencer's 6n6\sqrt{n}6n​ for nnn sets on nnn points; Banaszczyk's O(log⁡n)O(\sqrt{\log n})O(logn​) for the Komlós setting; its corollary O(tlog⁡n)O(\sqrt{t \log n})O(tlogn​) for set systems; the reduction "Komlós at KKK implies Beck–Fiala at KtK\sqrt{t}Kt​"; Kunisky's lower bound K≥1+2K \ge 1 + \sqrt{2}K≥1+2​; and the two 2025 Bansal–Jiang breakthroughs — O~((log⁡n)1/4)\tilde{O}((\log n)^{1/4})O~((logn)1/4) for the Komlós setting, and the Beck–Fiala conjecture's bound O(t)O(\sqrt{t})O(t​) in the regime t=Ω(log⁡2n)t = \Omega(\log^2 n)t=Ω(log2n).

Significance

The conjecture is the meeting point of the two main techniques of discrepancy theory — partial coloring and the Gaussian/convex-geometric method — and each further improvement has forced a new technique into existence. A proof would resolve the Beck–Fiala conjecture in full and sharpen the hereditary-discrepancy landscape; a disproof would break the widely-shared expectation that vector balancing is dimension-free. The problem is also a benchmark for algorithmic discrepancy: every known bound now has a polynomial-time counterpart, and the constructive tools built for it (random-walk roundings, spectral partial colorings) are used across approximation algorithms and ranging into differential privacy.

None of this literature is formalized anywhere; Mathlib has no discrepancy theory at all. The definitions here are elementary — finite sums, absolute values, one norm hypothesis — so the mission's entry cost is unusually low for an open-problem mission: the Beck–Fiala theorem and the scaling reduction are self-contained finite combinatorics, while Spencer and Banaszczyk each force a genuinely new proof technique (pigeonhole partial coloring; Gaussian measure on convex bodies) into Lean.

Difficulty

Random signs lose: they give Θ(n)\Theta(\sqrt{n})Θ(n​), not a constant, so the naive probabilistic argument is ruled out from the start. The Beck–Fiala argument caps discrepancy by degree, not by norm, and provably cannot be pushed below 2t−O(1)2t - O(1)2t−O(1) by its own bookkeeping. Partial coloring alone loses a logarithm through its iteration, and Banaszczyk's method is blocked at log⁡n\sqrt{\log n}logn​ by the Gaussian measure of the cube. The 2025 advance decouples the two methods but still pays iterated polylogarithmic factors. Nothing currently known contracts the remaining gap to a constant, and the lower bound says the constant, if it exists, is at least 1+21 + \sqrt{2}1+2​ — so any proof must handle instances strictly harder than the set-system case.

Formalization scope

The Lean model commits to: vectors as EuclideanSpace ℝ (Fin m), whose norm is the ℓ2\ell^2ℓ2 norm (the hypothesis ∥vi∥≤1\lVert v_i \rVert \le 1∥vi​∥≤1 reads ‖v i‖ ≤ 1); the ℓ∞\ell^\inftyℓ∞ conclusion written coordinatewise as ∀ j, |∑ i, ε i * v i j| ≤ K, avoiding any auxiliary sup-norm structure; sign vectors as real vectors with ε i = 1 ∨ ε i = -1; and set systems as matrices A : Fin m → Fin n → ℝ with an entrywise 0/10/10/1 hypothesis and column-degree counted by Set.ncard. Quantifier order matters everywhere: in KomlosBound K the constant is fixed before nnn and mmm — a KKK depending on nnn would make the statement the trivial n\sqrt{n}n​ bound. In beck_fiala the hypothesis t≥1t \ge 1t≥1 is required (the degree-000 system has discrepancy 0>2t−10 > 2t-10>2t−1 otherwise); the Banaszczyk-form bounds use log⁡(n+2)\log(n+2)log(n+2) so that the bound is positive already at n≤1n \le 1n≤1. In the Bansal–Jiang milestones the asymptotic O~\tilde{O}O~ and Ω\OmegaΩ are rendered by existential constants quantified before all instances: the hidden poly(log⁡log⁡n)\mathrm{poly}(\log\log n)poly(loglogn) factor becomes (log⁡log⁡(n+8))γ(\log\log(n+8))^{\gamma}(loglog(n+8))γ for some fixed γ>0\gamma > 0γ>0 (the inner shift +8+8+8 keeps the iterated logarithm positive), and the threshold t=Ω(log⁡2n)t = \Omega(\log^2 n)t=Ω(log2n) becomes C0log⁡2(n+2)≤tC_0 \log^2(n+2) \le tC0​log2(n+2)≤t for some fixed C0>0C_0 > 0C0​>0.

Welcome contributions: any milestone in any order — beck_fiala and komlos_implies_beck_fiala are self-contained finite arguments and the natural entry points; spencer_six_deviations and banaszczyk_bound each import a major technique; komlos_lower_bound needs an explicit construction and a case analysis over all sign vectors. Reusable infrastructure — partial colorings, Gaussian measure bounds for convex bodies, hereditary discrepancy — is welcome as platform theorems. The matrix Spencer conjecture, prefix discrepancy, and the Steinitz problem are related but deliberately left to future missions.

Selected references

  • J. Beck, T. Fiala, "Integer-making" theorems, Discrete Applied Mathematics 3 (1981). doi:10.1016/0166-218X(81)90022-6
  • J. Spencer, Six standard deviations suffice, Trans. Amer. Math. Soc. 289 (1985). doi:10.1090/S0002-9947-1985-0784009-0
  • W. Banaszczyk, Balancing vectors and Gaussian measures of n-dimensional convex bodies, Random Structures & Algorithms 12 (1998). doi link
  • N. Bansal, D. Dadush, S. Garg, An algorithm for Komlós conjecture matching Banaszczyk's bound, FOCS 2016 / SIAM J. Comput. arXiv:1605.02882
  • N. Bansal, H. Jiang, Decoupling via affine spectral-independence: Beck–Fiala and Komlós bounds beyond Banaszczyk, 2025. arXiv:2508.03961
  • D. Kunisky, The discrepancy of unsatisfiable matrices and a lower bound for the Komlós conjecture constant, SIAM J. Discrete Math. 37 (2023). arXiv:2111.02974
  • B. Chazelle, The Discrepancy Method, Cambridge University Press, 2000. author's page
24 thms7 active usersReviewed
Calculus of VariationsPure Mathematics·Captain: ShouqiaoWang

Orders of Harmonic Maps into Euclidean BuildingsResearch Paper

Motivation

Harmonic maps into singular nonpositively curved spaces arise in geometric analysis, rigidity theory, and the study of group actions on buildings. Near a point in the domain, their infinitesimal growth is measured by an order, obtained from an Almgren-type frequency quotient. For smooth targets that order is tied to familiar Taylor expansion data. Euclidean buildings are instead assembled from Euclidean apartments along reflection walls, so a map can branch through a singular link and a priori might exhibit a much less controlled spectrum of homogeneities. Breiner and Dees prove that, for maps from surfaces, this spectrum is discrete and is governed by the finite rotational Weyl group of the building. The mission formalizes their headline classification theorem, Theorem 1.1 of Breiner--Dees.

The discreteness matters because frequency information is a basic input to stratification and regularity arguments for singular harmonic maps. A finite list of possible denominators prevents homogeneities from accumulating arbitrarily and isolates rank-one behavior. The formal target makes explicit the nonconstant condition used by the source paper's tangent-map reduction. Without it, the usual numerator and denominator of the frequency quotient both vanish for a constant map, so its order is not defined.

Setting

A Euclidean Coxeter complex consists of Euclidean space together with an affine reflection group. Taking the linear parts of its affine isometries produces a finite rotational reflection group WWW. A Euclidean building of type WWW is a complete metric space covered by isometric Euclidean apartments whose overlaps are related by elements of the affine Weyl group; the atlas is required to contain the relevant geodesic segments, rays, and lines and to be maximal with these compatibility properties.

The domain is a connected open subset DDD of a complex one-dimensional manifold, hence a Riemann surface domain. The formalization uses a concrete Korevaar--Schoen-style metric Sobolev energy built from normalized local difference quotients and Lebesgue area in charts. A map u:D→Xu:D\to Xu:D→X is harmonic when it has finite local energy and minimizes that energy against competitors with the same trace. For x0∈Dx_0\in Dx0​∈D and small radii rrr, the energy and boundary moment determine a frequency quotient. When its limit exists with positive denominator, that limit is the order Ord⁡u(x0)\operatorname{Ord}_u(x_0)Ordu​(x0​).

Formalization targets

Main classification

For a nonconstant energy-minimizing harmonic map u:D→Xu:D\to Xu:D→X and any x0∈Dx_0\in Dx0​∈D, prove that the order is defined and that there are positive integers m,km,km,k such that

Ord⁡u(x0)=mk,k∣∣W∣.\operatorname{Ord}_u(x_0)=\frac{m}{k}, \qquad k\mid |W|.Ordu​(x0​)=km​,k∣∣W∣.

If the building has rank one, prove the sharper form

Ord⁡u(x0)=m2for some integer m≥2.\operatorname{Ord}_u(x_0)=\frac{m}{2} \qquad\text{for some integer }m\ge 2.Ordu​(x0​)=2m​for some integer m≥2.

The same theorem also records the small-scale energy and positive-boundary-moment facts needed for the order to be meaningful; these are conclusions, not assumptions supplied by a solver.

Significance

The result identifies a purely algebraic constraint on an analytic singularity invariant: every denominator divides the order of the finite rotational Weyl group. In rank one, where the target is a tree or an R\mathbb RR-tree, it recovers the half-integer spectrum and its lower bound. This converts an apparently continuous local invariant into a discrete one determined by the building type.

Formalizing the theorem requires reusable infrastructure that is largely absent from current Mathlib: concrete Euclidean-building atlases, metric-valued Sobolev energy, trace and boundary-moment constructions, harmonic energy minimization, frequency quotients, and homogeneous tangent-map interfaces. The paper theorem is proved in ordinary mathematics; the open task is to replace the single sorry in the target with a machine-checked Lean proof. A completed development would provide components useful for other singular-target harmonic-map and CAT(0) formalizations.

Difficulty

The target is not a direct consequence of treating the building as a Euclidean vector space. A harmonic map can cross apartment walls, and a single chart need not contain the image of a punctured neighborhood. The local problem must respect both metric energy and Weyl-group compatibility. Moreover, the frequency quotient is defined through limiting analytic quantities, while the conclusion is an exact rational arithmetic classification. Bridging those levels requires controlling tangent maps and the geometry of directions in the building rather than merely proving monotonicity of the frequency.

The rank-one clause is not obtained by substituting ∣W∣=2|W|=2∣W∣=2 into the general statement alone: it also asserts m≥2m\ge2m≥2. The formal proof therefore must preserve the nonconstant hypothesis and the positivity information that rules out the degenerate zero-order case.

Formalization scope

The Lean bundle fixes a complex one-dimensional manifold model for the source, a genuine complete metric target, a finite affine reflection group acting by Euclidean isometries, and an explicit building atlas. The rotational group WWW is the image of the affine group under taking linear parts, so ∣W∣|W|∣W∣ is not an arbitrary external number. The domain carries a point x0x_0x0​ and is nonempty by construction. The map is required to be nonconstant on the domain; this is the necessary explicit repair of the printed headline, whose later reduction theorem uses the same condition.

Energy, trace, boundary moment, frequency, and order are transparent definitions tied to the supplied geometry. In particular, the caller cannot choose a zero measure or an unrelated predicate to make the target vacuous. The theorem must establish finite small-scale energy, positivity of the boundary moment, existence of the frequency limit, and its classification. Solvers may contribute supporting files for metric Sobolev estimates, tangent-map compactness, homogeneous harmonic-map classification, or finite-reflection-group lemmas, provided they preserve the exact conventions in the definition bundle.

Selected references

  • Christine Breiner and Ben K. Dees, On the Possible Orders of Harmonic Maps into Euclidean Buildings, Calculus of Variations and Partial Differential Equations, 2026, Theorem 1.1 and Sections 2--4. DOI
  • Mikhail Gromov and Richard Schoen, Harmonic Maps into Singular Spaces and p-adic Superrigidity for Lattices in Groups of Rank One, Publications Mathématiques de l'IHÉS 76 (1992), 165--246. EuDML
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Bandit AlgorithmsMachine LearningOperations Research·Captain: Shuze Chen

Bandit Algorithms XIV: Bayesian Bandits, the Gittins Index and Thompson SamplingTextbook

The oldest bandit algorithm (Thompson, 1933) is also the most modern: sample a parameter from the posterior and act greedily. Chapters 34–36 of Lattimore–Szepesvári develop the Bayesian view in two crowning results. The Gittins index theorem: for infinite-horizon discounted Markov bandits, the seemingly intractable dynamic program is solved exactly by an index policy — each arm gets a retirement-value index computable arm-by-arm, and playing the largest index is Bayesian optimal. And the frequentist analysis of Thompson sampling — the goal theorem: with Gaussian posteriors, Thompson sampling on 1-subgaussian bandits achieves lim⁡n→∞Rn/log⁡n=∑i:Δi>02/Δi\lim_{n\to\infty} R_n/\log n = \sum_{i:\Delta_i>0} 2/\Delta_ilimn→∞​Rn​/logn=∑i:Δi​>0​2/Δi​, exactly asymptotically optimal, alongside the minimax-grade Rn≤Cknlog⁡nR_n \le C\sqrt{kn\log n}Rn​≤Cknlogn​. Together they explain why posterior sampling is both principled and practically dominant.

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Bandit AlgorithmsMachine LearningOperations Research·Captain: Shuze Chen

Bandit Algorithms XI: Lower Bounds for Stochastic Linear BanditsTextbook

Is the dnd\sqrt{n}dn​ regret of LinUCB (Mission X) an artifact of the algorithm or a law of nature? Chapters 24–25 of Lattimore–Szepesvári prove it is essentially unimprovable. On the unit ball there is a parameter θ\thetaθ with ∥θ∥22=d2/(48n)\|\theta\|_2^2 = d^2/(48n)∥θ∥22​=d2/(48n) forcing Rn≥dn163R_n \ge \frac{d\sqrt{n}}{16\sqrt{3}}Rn​≥163​dn​​ — the goal theorem — and the hypercube gives the same Ω(dn)\Omega(d\sqrt{n})Ω(dn​) rate. The asymptotic chapter is more striking still: for fixed finite action sets, the instance-optimal constant c(A,θ)c(\mathcal{A},\theta)c(A,θ) is characterized by an allocation program, and optimism itself is provably suboptimal — LinUCB and Thompson sampling cannot achieve it, because exploration must sometimes deliberately play actions optimism would never touch. These lower bounds define the targets for the entire linear-bandit literature.

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Bandit AlgorithmsMachine LearningOperations Research·Captain: Shuze Chen

Bandit Algorithms V: Adversarial Bandits and Exp3Textbook

What if the rewards are not random at all, but chosen by an adversary who knows your algorithm? Remarkably, a randomized learner can still compete with the best fixed arm in hindsight. Chapters 11–12 of Lattimore–Szepesvári develop the adversarial kkk-armed bandit: rewards xti∈[0,1]x_{ti} \in [0,1]xti​∈[0,1] are an arbitrary fixed matrix, the learner samples At∼PtA_t \sim P_tAt​∼Pt​, and regret is measured against max⁡i∑txti\max_i \sum_t x_{ti}maxi​∑t​xti​. The exponential-weights algorithm Exp3, fed by importance-weighted loss estimates X^ti=1−1{At=i}(1−Xt)/Pti\hat X_{ti} = 1 - \mathbb{1}\{A_t = i\}(1 - X_t)/P_{ti}X^ti​=1−1{At​=i}(1−Xt​)/Pti​, achieves Rn≤2nklog⁡kR_n \le \sqrt{2nk\log k}Rn​≤2nklogk​ — the goal theorem. The companion Exp3-IX, which deliberately biases its estimator, upgrades this to a bound holding with high probability rather than only in expectation. These results are the foundation of all adversarial online learning with partial feedback.

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Analysis·Captain: labuka

Derivative-Zero Chains: Uniform BoundsOpen Problem

Motivation

Differentiation replaces a polynomial's zeros by a smaller set of critical points. Repeating it produces a sequence of finite root sets, ending at one point. The derivative-zero-chain problem asks whether a single path can visit an actual zero in every set without accumulating a length that grows with the degree. The question concerns the geometry of polynomial differentiation, rather than numerical root finding: every point of the path must satisfy the appropriate polynomial equation.

Ingo Althöfer posed the uniform-length question and the specific bound four in his derivative-chain problem announcement. Earlier work on assignments between roots and critical points is described in Konrad Kaffka's 2012 thesis. The established geometry includes the Gauss–Lucas theorem and the stochastic and convex-order refinements proved by S. M. Malamud. These results provide reusable inputs; they do not by themselves establish a degree-independent chain-length bound.

Setting

A root list is a finite list a1,…,ana_1,\ldots,a_na1​,…,an​ of complex numbers, with repeated entries recording multiplicity and with n≥1n\ge1n≥1. It determines the monic polynomial

pa(X)=∏j=1n(X−aj).p_a(X)=\prod_{j=1}^{n}(X-a_j).pa​(X)=j=1∏n​(X−aj​).

For 1≤m≤n1\le m\le n1≤m≤n, define its degree-mmm row by Pm=Dn−mpaP_m=D^{n-m}p_aPm​=Dn−mpa​, where DDD is ordinary polynomial differentiation. A complete derivative-root chain chooses one complex number zmz_mzm​ from every row, satisfying Pm(zm)=0P_m(z_m)=0Pm​(zm​)=0. Its cost is the Euclidean length

L(z)=∑m=1n−1∣zm+1−zm∣.L(z)=\sum_{m=1}^{n-1}|z_{m+1}-z_m|.L(z)=m=1∑n−1​∣zm+1​−zm​∣.

The order runs from the degree-one row to the original polynomial. The first point is therefore the centroid of the original root slots. Reversing the path gives the same cost. All source roots are normalized to the closed unit disk. Degree one has a single point and zero cost; no derivative row is omitted.

Formalization targets

Goal: one constant for every degree

The mission's main goal is the weakest stable uniform assertion:

∃C≥0  ∀n≥1  ∀a∈Cn,(∀j, ∣aj∣≤1)⟹∃z,Pm(zm)=0 (1≤m≤n),L(z)≤C.\exists C\ge0\;\forall n\ge1\;\forall a\in\mathbb C^n,\quad \bigl(\forall j,\ |a_j|\le1\bigr)\Longrightarrow \exists z,\quad P_m(z_m)=0\ (1\le m\le n),\quad L(z)\le C.∃C≥0∀n≥1∀a∈Cn,(∀j, ∣aj​∣≤1)⟹∃z,Pm​(zm​)=0 (1≤m≤n),L(z)≤C.

The same real constant must work for all degrees and all root lists. It cannot depend on the polynomial or its degree. This target remains unproved in this development.

Stronger target and restricted classes

The stronger unrestricted milestone is the four-bound, L≤4L\le4L≤4. The original announcement asks for total path length at most CCC and specifically suggests C=4C=4C=4, so this is the corresponding stated target. Additional open milestones concern real-coefficient polynomials with at most two, three or four nonreal conjugate pairs, counting multiplicity. Their proposed bounds are respectively 333, strictly less than 7/27/27/2, and 444. These are explicit statements to prove or refute, not accepted consequences of a scalar estimate. Their real-coefficient hypotheses must not be transferred to the unrestricted goal.

Significance and current status

A uniform bound would control one compatible path through every nonconstant derivative row, even as the number of rows grows. It would give information beyond the containment of critical points in the convex hull of their parents. The stronger bound four specifies a quantitative target within the same problem.

The initial accepted development contained 52 proved theorem records and three definition bundles: derivative-chain foundations, root probability, and the finite Hermite model. All three bundles are now listed directly in this proposal. The six additional proved library references retain their original contributors and are separate from those initial 52 accepted proofs. They include standard mathematics, supporting lemmas, conditional constructions, overlapping formulations and restricted class results. This count is not a claim of 52 original discoveries. In particular the square-root baseline is already stated in the organizer-hosted report, while the explicit barycentric root weights and multiplicity-aware Rolle counting are available in Mathlib.

The accepted class results include the length bound 222 for real-coefficient unit-disk polynomials with at most one nonreal conjugate pair, and the bound (DQ+1)R(D_Q+1)R(DQ​+1)R for real-compressed polynomials XrQ(Xd)X^rQ(X^d)XrQ(Xd), where d≥2d\ge2d≥2, 0≤r<d0\le r<d0≤r<d, QQQ is real, and DQD_QDQ​ is its multiplicity-counted nonreal-root deficit. The compressed ray and pair-count bounds are corollaries within that family. The accepted cubic-cube theorem gives a complete chain for q3q^3q3, for any monic complex cubic qqq whose roots lie in a radius-RRR disk, with length at most 42R/34\sqrt2R/342​R/3, a common monotone orthonormal coordinate frame and a repeated source-root tail. These are restricted results, not solutions of the main goal.

Reusable public proof library

The proposal also references six existing public results: the real and multivariate martingale-coupling characterizations of convex order, the absolute-deviation and integrated-tail criteria, equality of means under multivariate convex order, and finite optimal-transport attainment and its triangle inequality. These are references to the original records, not duplicate submissions or claims of new proofs by this project. The five stochastic-order proofs are credited to Nickrobbins95 and the finite-transport proof to MKPynnic; theorem submitter and proof author can differ.

  • The transportation metric is an attained metric.
  • Theorem 3.A.2 — the absolute-deviation characterization of the convex order.
  • Theorem 3.A.4 — Strassen's martingale-coupling characterization of the convex order (corrected: finite means, random variables).
  • Theorem 3.A.1 — tail-integral characterizations of the convex order.
  • Eq. (7.A.5) — the multivariate convex order forces equal means.
  • Theorem 7.A.1 — martingale-coupling characterization of the multivariate convex order (corrected: finite means, random vectors).

These results are supporting inputs, not proofs of the derivative-chain goal. Applying the coupling results still requires a proved convex-order statement for the actual polynomial root laws, with the correct multiplicity weights and uniform marginals. Repeated root slots yield a pseudometric, so the finite metric theorem needs distinct locations with multiplicity weights. The default norm on a real coordinate function space is not automatically the complex Euclidean norm. Neither coupling existence nor separate short edges supplies a complete uniform-length chain without a further compatible selection argument.

Verified fourth and fifth powers of complex cubics

The fourth-power theorem and fifth-power theorem now have complete Lean proofs accepted by Prove2me. For every monic complex cubic whose roots lie in a disk of radius R≥0R\ge0R≥0, they construct compatible chains through all twelve or fifteen ordinary derivative rows, respectively, with length at most 42R/34\sqrt2R/342​R/3.

Both theorems retain the cubic centroid, one common monotone orthonormal coordinate frame and a final source-root suffix of four or five entries. Repeated roots, zero radius and degenerate centered coefficients are included. Neither statement assumes a supplied prefix or continuation theorem. The accepted cubic-cube result remains a separate restricted-class theorem; these three class results do not settle either unrestricted goal or arbitrary larger powers.

The fourth-power research source, fifth-power research source and their checkpoint archive preserve the original analytic work. The linked theorem records carry the accepted formal proofs and their proved dependency chains.

The public Lean proof archive contains 193 Lean files (182 proof modules and 11 dependencies), reproduction instructions and SHA-256 manifests. This is the complete local-proof snapshot prepared before the final server submission packaging; the accepted submissions and their dependency chains on Prove2me are the authoritative server-verified artifacts. The archive README and formal-proof metadata record the accepted status of both theorems. The original research files are preserved unchanged; their earlier Open notices describe the historical research snapshot.

Difficulty

Convex containment does not control the sum of successive movements. Choosing a short edge separately at each row also need not produce a compatible path: the endpoint of one choice must be the start of the next. The known general square-root bound grows with degree, so it does not answer the uniform question. A variance bound controls squared increments and cannot simply be read as a constant bound on their unsquared sum.

Repeated roots and collisions are genuine cases, not numerical exceptions. The accepted Hermite obstruction rules out a particular local variance-increment estimate; it does not refute the unrestricted chain-length questions. Likewise, accepted scalar and conditional lemmas establish only their displayed conclusions under their stated hypotheses. A proposed polynomial application must prove those hypotheses for the same actual chain.

Formalization scope

The Lean model uses Fin n → ℂ root slots, fromRoots for the product polynomial, row a m for the ordinary derivative row, IsChain for actual root membership and chainCost for the finite sum of complex norms. Positive degree, all nonconstant rows, source normalization and multiplicity counting are explicit. No root simplicity assumption or supplied short chain is permitted in the unrestricted goal. Real-coefficient and compressed-form restrictions belong only to their named class theorems.

The accepted proofs use Lean 4.33.1 and Mathlib revision 0df444a360eaa60ab8c11dca51a86af692955474. Existing declarations retain their identifiers and attribution. Generic convex-order and martingale-coupling results are reusable, but a citation to them does not prove the polynomial-specific uniform-root marginal property. Contributions are welcome on exact root-law adapters, compatible selection estimates and the listed open targets. Novelty and faithfulness to the stated problem should be assessed separately from successful Lean verification.

Selected references

  • Ingo Althöfer, Math with AI — Diary, derivative-chain problem announcement, 15 August 2026. Announcement.

  • A n−1\sqrt{n-1}n−1​ Bound for Chains of Zeros of Successive Derivatives, organizer-hosted report. Report.

  • Konrad Kaffka, Zuordnungen zwischen Nullstellen und kritischen Punkten von Polynomen, Diplomarbeit, Friedrich-Schiller-Universität Jena, 2012. Thesis.

  • S. M. Malamud, Inverse spectral problem for normal matrices and a generalization of the Gauss–Lucas theorem, Transactions of the American Mathematical Society 357 (2005), 4043–4064. Preprint.

  • Rajesh Pereira, Differentiators and the geometry of polynomials, Journal of Mathematical Analysis and Applications 285 (2003), 336–348. Article.

  • Thorsten Theobald and Timo de Wolff, Norms of Roots of Trinomials, 2015 preprint version. Trinomial geometry.

  • Public formalization reference package: 60 numbered records, including the three definitions, five open targets and 52 accepted proof sources. Statements, proofs and source conventions.

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Information TheoryOptimizationProbability+1·Captain: mikedeng1

Distributionally Robust Optimization: A Review: Variation²/4 ≤ Hellinger ≤ Kullback–Leibler ≤ J-Divergence, so the J, KL and Hellinger Balls of Radius ε Lie in the Variation Ball of Radius 2√εResearch Paper

Motivation

Distributionally robust optimization evaluates a decision against a set of plausible probability laws rather than against a single estimated law. A common way to specify that set is to choose a nominal law P0P_0P0​ and allow every law PPP whose discrepancy from P0P_0P0​ is below a radius ε\varepsilonε. Different discrepancies produce different ambiguity sets, so comparing them tells a modeler what one constraint guarantees about another. Rahimian and Mehrotra collect such constructions in their survey and state a chain of comparisons among variation, Hellinger, Kullback–Leibler, and J-divergences in Lemma 5.4 (arXiv:1908.05659v1, pp. 31, 34–35). The chain connects four common ways of controlling model error without requiring a finite outcome space or a common density chosen in advance.

The source is the 2019 arXiv v1 preprint of a survey. Its proof of Lemma 5.4 cites earlier work rather than giving a full derivation. The preprint also prints an additional J-to-χ2\chi^2χ2 comparison that is false; this mission isolates the part that holds for every pair of probability measures. The distinction matters when an ambiguity set is used to certify a bound under a different divergence: an inclusion based on the false link can certify laws that are outside the intended set.

Setting

Let (Ξ,F)(\Xi,\mathcal F)(Ξ,F) be a measurable space, and let M(Ξ,F)\mathfrak M(\Xi,\mathcal F)M(Ξ,F) be its probability measures. Given P1,P2∈M(Ξ,F)P_1,P_2\in\mathfrak M(\Xi,\mathcal F)P1​,P2​∈M(Ξ,F), a ϕ\phiϕ-divergence Dϕ(P1,P2)\mathfrak D^\phi(P_1,P_2)Dϕ(P1​,P2​) compares their densities using a function ϕ:[0,∞)→[0,∞]\phi:[0,\infty)\to[0,\infty]ϕ:[0,∞)→[0,∞] with ϕ(1)=0\phi(1)=0ϕ(1)=0. The paper assumes ϕ\phiϕ is convex. To account for measures that are not mutually absolutely continuous, take the common dominating measure ν=P1+P2\nu=P_1+P_2ν=P1​+P2​ and write p=dP1/dνp=dP_1/d\nup=dP1​/dν and q=dP2/dνq=dP_2/d\nuq=dP2​/dν. The integrand is qϕ(p/q)q\phi(p/q)qϕ(p/q) when q>0q>0q>0 and pϕ′(∞)p\phi'(\infty)pϕ′(∞) when q=0q=0q=0, where ϕ′(∞)=lim⁡t→∞ϕ(t)/t\phi'(\infty)=\lim_{t\to\infty}\phi(t)/tϕ′(∞)=limt→∞​ϕ(t)/t; a point with p=q=0p=q=0p=q=0 contributes zero (§5.1.2, p. 31).

Table 1 gives four generators used here:

ϕv(t)=∣t−1∣,ϕh(t)=(t−1)2,ϕkl(t)=tlog⁡t−t+1,ϕj(t)=(t−1)log⁡t.\phi_v(t)=|t-1|,\qquad \phi_h(t)=(\sqrt t-1)^2,\qquad \phi_{\mathrm{kl}}(t)=t\log t-t+1,\qquad \phi_j(t)=(t-1)\log t.ϕv​(t)=∣t−1∣,ϕh​(t)=(t​−1)2,ϕkl​(t)=tlogt−t+1,ϕj​(t)=(t−1)logt.

The first two divergences are the full L1L^1L1 variation discrepancy and the unhalved squared Hellinger discrepancy. In particular, Dϕv=2dTV\mathfrak D^{\phi_v}=2d_{\mathrm{TV}}Dϕv​=2dTV​, where dTVd_{\mathrm{TV}}dTV​ is the total variation distance defined later in the paper. The J generator has ϕj(0)=+∞\phi_j(0)=+\inftyϕj​(0)=+∞, understood as its limit at zero; ϕkl(0)=1\phi_{\mathrm{kl}}(0)=1ϕkl​(0)=1 under 0log⁡0=00\log0=00log0=0. The recession slopes of the four generators, in the displayed order, are 1,1,+∞,+∞1,1,+\infty,+\infty1,1,+∞,+∞ (Table 1, p. 31; §5.1.3, p. 35).

For a nominal probability measure P0P_0P0​ and a nonnegative radius ε\varepsilonε, equation (5.9) defines the ambiguity ball

Pϕ(P0;ε)={P∈M(Ξ,F):Dϕ(P,P0)≤ε}.\mathcal P^\phi(P_0;\varepsilon) =\{P\in\mathfrak M(\Xi,\mathcal F):\mathfrak D^\phi(P,P_0)\le\varepsilon\}.Pϕ(P0​;ε)={P∈M(Ξ,F):Dϕ(P,P0​)≤ε}.

Formalization targets

The three milestone comparisons are the valid initial part of (5.10), for every P,P0∈M(Ξ,F)P,P_0\in\mathfrak M(\Xi,\mathcal F)P,P0​∈M(Ξ,F):

14(Dϕv(P,P0))2≤Dϕh(P,P0)≤Dϕkl(P,P0)≤Dϕj(P,P0).\frac14\bigl(\mathfrak D^{\phi_v}(P,P_0)\bigr)^2 \le\mathfrak D^{\phi_h}(P,P_0) \le\mathfrak D^{\phi_{\mathrm{kl}}}(P,P_0) \le\mathfrak D^{\phi_j}(P,P_0).41​(Dϕv​(P,P0​))2≤Dϕh​(P,P0​)≤Dϕkl​(P,P0​)≤Dϕj​(P,P0​).

The middle comparison is also stated in footnote 18. The mission goal is the corrected Lemma 5.4: it joins these three comparisons to the resulting valid part of (5.11), for every nominal P0P_0P0​ and radius ε\varepsilonε:

Pϕj(P0;ε)⊆Pϕkl(P0;ε)⊆Pϕh(P0;ε)⊆Pϕv(P0;2ε).\mathcal P^{\phi_j}(P_0;\varepsilon) \subseteq\mathcal P^{\phi_{\mathrm{kl}}}(P_0;\varepsilon) \subseteq\mathcal P^{\phi_h}(P_0;\varepsilon) \subseteq\mathcal P^{\phi_v}(P_0;2\sqrt\varepsilon).Pϕj​(P0​;ε)⊆Pϕkl​(P0​;ε)⊆Pϕh​(P0​;ε)⊆Pϕv​(P0​;2ε​).

Each inclusion has the direction induced by the preceding divergence inequality: a stronger divergence constraint gives a smaller ball. The first comparison retains the paper's factor 1/41/41/4, and the final ball retains its radius 2ε2\sqrt\varepsilon2ε​ (Lemma 5.4, p. 34).

Significance

The result allows a J-divergence or KL-divergence ambiguity model to carry a simultaneous bound in Hellinger and full variation divergence. A Hellinger radius ε\varepsilonε yields the explicit variation radius 2ε2\sqrt\varepsilon2ε​; this makes the scale change visible when comparing two models built with different discrepancies. Without a general-measure statement, a finite-outcome approximation does not itself cover continuous laws or pairs with a singular component.

The paper presents the inequalities as known and cites sources for them. A finite-alphabet TV–Hellinger–KL chain and a general-measure KL–affinity bound already have machine-checked results in the platform catalog. The work here is to formalize the four generators with one shared general-measure divergence, close the remaining inequalities in that representation, and connect them to the ambiguity-ball inclusions. This also provides reusable definitions for other distributionally robust models that use the same divergence convention.

Difficulty

Writing the density ratio only with respect to P0P_0P0​ loses the part of PPP singular to P0P_0P0​. That would change both variation and Hellinger divergence and make the stated chain an unreliable comparison of the paper's objects. At the opposite boundary, PPP can vanish on a set that P0P_0P0​ charges. There the J generator must be infinite, although a direct use of a total real logarithm at zero can assign it an incorrect finite value. These two edge cases make an apparently routine pointwise comparison insufficient for the full measurable-space theorem.

Formalization scope

Lean represents PPP and P0P_0P0​ as ProbabilityMeasure Ξ on an arbitrary MeasurableSpace Ξ. It computes Radon–Nikodym densities relative to P+P0P+P_0P+P0​, evaluates the divergence with an extended nonnegative Lebesgue integral, and represents both divergence values and radii in ENNReal. The generic definition computes the recession slope as a limsup; for the four Table 1 generators this is the limit in the paper. The formal ambiguity ball contains probability measures only. A top radius is allowed by the type; the finite nonnegative radii are the paper's intended model parameters. The generic operation does not take a convexity certificate, but the four named generators are the only ones used in the theorem.

The formalization must not turn a nondominated pair into divergence zero or assign ϕj(0)=0\phi_j(0)=0ϕj​(0)=0: either choice changes the claimed chain. It must also retain the full variation divergence, without the half factor used for total variation distance. The definitions of the common-measure divergence, its four generators, and the ambiguity ball are intended for reuse. Contributions establishing properties of the recession slopes, comparison lemmas on arbitrary measurable spaces, and their ambiguity-set consequences are within scope.

The paper's final inequality in (5.10), Dϕj≤Dϕca2\mathfrak D^{\phi_j}\le\mathfrak D^{\phi_{\mathrm{ca}^2}}Dϕj​≤Dϕca2​, and the associated first inclusion in (5.11) are removed. They are false even on a two-point space: with P0=(1/2,1/2)P_0=(1/2,1/2)P0​=(1/2,1/2) and P=(0,1)P=(0,1)P=(0,1), J-divergence is +∞+\infty+∞ while the order-two χ\chiχ-divergence is 111. Thus PPP lies in the latter ball of radius 111 but outside the J ball of that radius. The source's footnote 18 separately notes an error in a cited Hellinger–KL comparison; the corrected Hellinger–KL inequality is retained (pp. 34–35).

Selected references

  • H. Rahimian and S. Mehrotra, Distributionally Robust Optimization: A Review, arXiv preprint arXiv:1908.05659v1, 2019. Preprint.
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Complexity TheoryTheoretical Computer Science·Captain: wurtle

Integer multiplication: κ = 0.000051016920170078 (community PR #62)Open Problem

Motivation

Multiplying two binary integers is a basic task in computational complexity. The relevant resource here is the number of individual steps made by a machine whose tapes can only be accessed through moving heads. Harvey and van der Hoeven established an O(nlog⁡n)O(n\log n)O(nlogn) bound in this model. The OpenAI manuscript proposes a positive saving in the exponent of the logarithm. Subsequent constructions explore larger savings. The formalization target is the complete computation and its time bound, including the analytic and implementation arguments needed to connect a finite construction to every input length.

Setting

A deterministic multitape Turing machine has a fixed finite alphabet, a fixed finite state set, and a fixed finite number of tapes. Each tape extends in one direction and has one head. A step reads the symbols under the heads, changes state, writes at those positions, and moves each head by at most one cell. The alphabet contains distinct blank, start-marker, zero, one, and separator symbols. Tape zero is the read-only input tape; tape one is the output tape; further tapes are available for work. The halting state freezes the configuration.

An input consists of two bit strings x,yx,yx,y of the same positive length nnn, separated by #\##. The strings are read most significant bit first, with leading zeros permitted. If val⁡(x)\operatorname{val}(x)val(x) denotes the represented natural number, the required output is exactly the 2n2n2n-bit binary representation of val⁡(x)val⁡(y)\operatorname{val}(x)\operatorname{val}(y)val(x)val(y), padded with leading zeros and followed by blanks. All tapes begin with a preserved start marker. Define L(n)=max⁡(⌈log⁡2n⌉,1)L(n)=\max(\lceil\log_2 n\rceil,1)L(n)=max(⌈log2​n⌉,1).

Target

The full target is

IntMul.KappaBound(0.000051016920170078).\mathrm{IntMul.KappaBound}(0.000051016920170078).IntMul.KappaBound(0.000051016920170078).

This asserts the existence of one machine that computes the exact product correctly for every positive input length, together with constants c>0c>0c>0 and n0n_0n0​ such that every pair of nnn-bit inputs, for n≥n0n\ge n_0n≥n0​ and n≥1n\ge1n≥1, halts within

c n L(n)1−0.000051016920170078c\,n\,L(n)^{1-0.000051016920170078}cnL(n)1−0.000051016920170078

steps. Constants, alphabet, states, and tape count are independent of the input length. The number is an exact real value. Larger κ\kappaκ gives a stronger asymptotic saving because L(n)≥1L(n)\ge1L(n)≥1.

This entry targets the reviewed PR #62 checkpoint, κ=0.000051016920170078=25508460085039/500000000000000000\kappa=0.000051016920170078=25508460085039/500000000000000000κ=0.000051016920170078=25508460085039/500000000000000000. The pinned repository attributes the selected construction to Avi Eisenberg’s interval strips and core-aware pair assembly, eumemic’s joint frame compiler, and Alejandro Zarzuelo Urdiales’s exact parameter refinement and scoped Lean certificates. Douglas Colkitt maintains the project and its integration. The checkpoint combines a bit network with 575-way branching and 137,151,806 physical roles with the retained complex construction. Its finite arithmetic checks do not prove the complete multiplication algorithm. The full theorem remains an open obligation.

Significance

A proof for any positive value would give a strict asymptotic improvement over nlog⁡nn\log nnlogn. Such an improvement would contradict the proposed Ω(nlog⁡n)\Omega(n\log n)Ω(nlogn) lower bound, while remaining consistent with the known upper bound. The tracked value concerns asymptotic growth; it does not measure the runtime of a practical implementation. No claim about a currently fastest implementation follows from a larger saving.

Formalizing the full target connects exact finite calculations to a uniform algorithm. The community repository explicitly treats the original framework and remaining all-size interfaces as assumptions of its current evidence. In this mission those steps must be proved before the goal can be marked Proved. They are not added as hypotheses that would weaken the full target. Earlier published theorem statements and finite certificates may be reused with their original attribution and proof status.

Difficulty

A finite network certificate can establish a concrete role count or a rational margin, but does not itself supply a machine for every input length. A complete proof must establish correctness of the recursive construction, admissibility of its parameters, precision and error guarantees, and the cost of moving data on tapes. Counts of algebraic operations alone do not account for this last resource. The difficult connection is between these separate contracts and the single uniform machine quantified by the goal.

Formalization scope

The goal imports the existing public Definitions.Def_IntMul_MultitapeModel bundle and uses IntMul.KappaBound directly. No alternative machine or cost model is introduced. Natural numbers describe input lengths, head positions, and step counts; real numbers describe the asymptotic constant and exponent. The real power has base at least one. Correctness is required even below the asymptotic threshold. Inputs of length zero and malformed inputs are outside the specified task.

The input and output conventions exclude a machine that merely decides a predicate about the product. The entire output tape must contain the required product and then blanks. Neither failure to halt nor correctness on a finite collection of test inputs meets the target. The work tapes and final head positions are unconstrained. Reusable contributions include machine composition with explicit costs, exact encodings, analytic estimates, and proofs that the finite certificates imply the contracts required by the recursive algorithm. Every such contribution should state its own assumptions and conclusion explicitly.

Selected references

  • D. Harvey and J. van der Hoeven, Integer multiplication in time O(n log n), Annals of Mathematics 193(2), 563–617 (2021). Paper.
  • OpenAI, Integer multiplication below n log n, preprint (23 September 2026), pinned manuscript revision adc7f1241b42e322a6451854ab7e4b4c146bf78a. Source.
  • D. Colkitt and community contributors, A sharper exponent for integer multiplication, research repository (2026), revision 56b66d58297deca1d7dd130247d720e960f77a37. Checkpoint and attribution.
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Complexity Theory·Captain: avi

Integer Multiplication in O(n (log n)^(1-κ)) TimeResearch Paper

Motivation

Schönhage and Strassen conjectured in 1971 that nlog⁡nn\log nnlogn is the optimal order of growth for multiplying two nnn-bit integers on a multitape Turing machine. Harvey and van der Hoeven proved the matching upper bound O(nlog⁡n)O(n\log n)O(nlogn) (Annals of Mathematics, 2021). In September 2026, a preprint by OpenAI, Integer multiplication below nlog⁡nn\log nnlogn, claimed that this bound can itself be beaten by a power of the logarithm, in the same model. If correct, the upper half of the conjecture's "Θ(nlog⁡n)\Theta(n\log n)Θ(nlogn)" is false. Two independent follow-up projects then increased the exponent saving κ\kappaκ by many orders of magnitude. This mission targets the strongest claimed saving and takes the earlier claims as milestones.

Timeline (multitape Turing model; all bounds are of the form O(n(lg⁡n)1−κ)O(n(\lg n)^{1-\kappa})O(n(lgn)1−κ)).

  • 2021: Harvey and van der Hoeven, κ=0\kappa=0κ=0, that is, O(nlog⁡n)O(n\log n)O(nlogn). Published and refereed.
  • 23 September 2026: OpenAI preprint, κ=2−182\kappa=2^{-182}κ=2−182 (Theorem 1 of the preprint). The preprint has not been refereed.
  • October 2026: D. Colkitt, integer-mult-bounds, a series of patches to the OpenAI manuscript with checked numerical certificates, reaching κ=2−30\kappa=2^{-30}κ=2−30. The project describes this as conditional on the OpenAI manuscript and as having had no independent review.
  • October 2026: S. Jain, integer-mult-kappa, building on both, reaching κ=3666565558019/1017≈3.67×10−5>2−15\kappa=3666565558019/10^{17}\approx3.67\times10^{-5}>2^{-15}κ=3666565558019/1017≈3.67×10−5>2−15 ("round six"). It is also stated to be conditional and unreviewed. Its numerical certificate is checked by computation in the Lean kernel, but the analytic facts behind that certificate are taken as premises.

Setting

A kkk-tape Turing machine, in the conventions of Montanaro's Computational Complexity lecture notes (§3, §3.4), has the following parts:

  • a finite alphabet containing a blank □\square□ and a start symbol ▹\triangleright▹;
  • a finite set of states with a start state START\mathrm{START}START and a distinct halting state HALT\mathrm{HALT}HALT;
  • k≥2k\ge2k≥2 tapes: a read-only input tape, an output tape, and k−2k-2k−2 work tapes. Each tape is infinite in one direction, has its own head, and holds ▹\triangleright▹ in its first cell and nowhere else.

In one step the machine reads the symbol under every head, writes a symbol under every head, moves each head by at most one cell (never left of ▹\triangleright▹), and changes state. Once in HALT\mathrm{HALT}HALT it stays there unchanged.

For x∈{0,1}nx\in\{0,1\}^nx∈{0,1}n (most significant bit first), val⁡(x)\operatorname{val}(x)val(x) is the integer that xxx represents, and bin⁡k(z)\operatorname{bin}_k(z)bink​(z) is the length-kkk binary representation of zzz. A machine computes the product if, for every n≥1n\ge1n≥1 and all x,y∈{0,1}nx,y\in\{0,1\}^nx,y∈{0,1}n, when started on input ▹ x#y\triangleright\,x\#y▹x#y it reaches HALT\mathrm{HALT}HALT with the output tape holding exactly ▹ bin⁡2n(val⁡(x)val⁡(y))\triangleright\,\operatorname{bin}_{2n}(\operatorname{val}(x)\operatorname{val}(y))▹bin2n​(val(x)val(y)) followed by blanks. Its running time T(n)T(n)T(n) is the largest number of steps on any pair of nnn-bit inputs. With lg⁡n=max⁡(⌈log⁡2n⌉,1)\lg n=\max(\lceil\log_2n\rceil,1)lgn=max(⌈log2​n⌉,1), define

KappaBound(κ)  ⟺  ∃ M computing the product with T(n)=O(n(lg⁡n)1−κ).\mathrm{KappaBound}(\kappa)\iff \exists\,M\text{ computing the product with }T(n)=O\big(n(\lg n)^{1-\kappa}\big).KappaBound(κ)⟺∃M computing the product with T(n)=O(n(lgn)1−κ).

Formalization targets

Goal

KappaBound ⁣(36665655580191017).\mathrm{KappaBound}\!\left(\tfrac{3666565558019}{10^{17}}\right).KappaBound(10173666565558019​).

Milestones: the earlier, weaker bounds

  1. KappaBound(0)\mathrm{KappaBound}(0)KappaBound(0): Harvey–van der Hoeven, Theorem 1.1. This is stated as a milestone of the companion mission, in the same machine model, and is referenced here.
  2. KappaBound(2−182)\mathrm{KappaBound}(2^{-182})KappaBound(2−182): OpenAI, Theorem 1.
  3. KappaBound(2−30)\mathrm{KappaBound}(2^{-30})KappaBound(2−30): Colkitt's ternary five-subset checkpoint.

Each milestone is implied by the goal, because (lg⁡n)1−κ(\lg n)^{1-\kappa}(lgn)1−κ decreases in κ\kappaκ. Each one is also a published claim in its own right and a natural intermediate formalization target. The κ=0\kappa=0κ=0 and κ=2−182\kappa=2^{-182}κ=2−182 constructions are the ones that the later claims rely on.

Significance

The result. Any κ>0\kappa>0κ>0 shows that nlog⁡nn\log nnlogn is not the optimal running time for multitape machines, which refutes the upper half of the Schönhage–Strassen conjecture as usually stated. The OpenAI preprint also derives the same bound for exact division and integer square roots (its Corollary 2). Larger values of κ\kappaκ quantify how far below nlog⁡nn\log nnlogn multiplication can go. The bound is a statement about growth rates, and the constants involved are astronomically large.

Formalizing it. None of the three positive-κ\kappaκ results has been refereed, and the two follow-ups explicitly depend on the OpenAI manuscript. Their written arguments, their computer-checked combinatorial certificates (rank sums, moment bounds, rational margins), and the full multiplication theorem have not been formally verified. Machine-checking any of the milestones would be the first independent confirmation of the corresponding claim. A formal disproof, or a formal identification of a gap, would be equally informative.

Difficulty

Fourier-based multiplication scans Θ(n)\Theta(n)Θ(n) stored bits at each of Θ(log⁡n)\Theta(\log n)Θ(logn) transform levels, so any algorithm that performs those levels one at a time pays Θ(nlog⁡n)\Theta(n\log n)Θ(nlogn) for data movement and arithmetic alone. Beating this requires both moving data and carrying out butterfly layers at cost o(Vlog⁡n)o(V\log n)o(Vlogn) on a tape that is accessed sequentially, where VVV is the stored volume. In the preprint this is done with recursive linear networks whose total number of smaller calls is strictly less than (number of roles) × (arity). The follow-ups improve κ\kappaκ by finding better networks and tighter parameter choices, all certified by large exact computations. Each claim therefore combines a long analytic argument, a Turing-machine implementation, and a finite certificate, and all three must be formalized.

Formalization scope

  • Machine model. The definitions are in IntMul_MultitapeModel, shared with the Harvey–van der Hoeven mission, and follow the kkk-tape conventions of Montanaro's lecture notes. Tapes begin with ▹\triangleright▹. There is a HALT\mathrm{HALT}HALT state that freezes the configuration. Tape 000 is a read-only input tape holding ▹ x#y\triangleright\,x\#y▹x#y, and tape 111 is the output tape, which must hold exactly ▹\triangleright▹, then the product bits, then blanks. Running time is the number of steps until HALT\mathrm{HALT}HALT.
  • The bound. As in the notes' definition of O(⋅)O(\cdot)O(⋅): there are c>0c>0c>0 and n0n_0n0​ with T(n)≤c n(lg⁡n)1−κT(n)\le c\,n(\lg n)^{1-\kappa}T(n)≤cn(lgn)1−κ for n≥n0n\ge n_0n≥n0​, and correctness is required for every n≥1n\ge1n≥1. Following the papers, nnn is the length of each operand. The exponent 1−κ1-\kappa1−κ is a real power of a number that is at least 111.
  • No trivial solutions. A machine that fails to halt, or halts with a wrong output, on any well-formed input fails the definition. A proof must exhibit one fixed machine for all nnn.
  • Infrastructure needed: Turing-machine composition with cost accounting; the Harvey–van der Hoeven reduction; the Nussbaumer synthetic transforms; the interchange and butterfly-layer networks of the preprint, with their rank and moment certificates; and the parameter assembly. The machine library and the certificate-checking infrastructure can be reused in other complexity missions.
  • Welcome contributions: formal verification of the published certificates; formalization of the preprint's linear-network propositions; and machine-checked counterexamples to any step.

Selected references

  • OpenAI, Integer multiplication below nlog⁡nn\log nnlogn, preprint, 23 September 2026. https://github.com/openai/math/blob/main/preprints/Integer-multiplication-below-n-log-n-September-23-2026/paper.pdf
  • D. Colkitt, A sharper exponent for integer multiplication (integer-mult-bounds), research draft, 2026. https://github.com/CrocSwap/integer-mult-bounds
  • S. Jain, Integer multiplication: a conditional witness above 2−152^{-15}2−15 (integer-mult-kappa), research draft, 2026. https://github.com/Swapnil-jain/integer-mult-kappa
  • D. Harvey, J. van der Hoeven, Integer multiplication in time O(nlog⁡n)O(n\log n)O(nlogn), Annals of Mathematics 193(2), 563–617, 2021. https://doi.org/10.4007/annals.2021.193.2.4
  • A. Schönhage, V. Strassen, Schnelle Multiplikation großer Zahlen, Computing 7, 281–292, 1971. https://doi.org/10.1007/BF02242355
  • H. J. Nussbaumer, Fast polynomial transform algorithms for digital convolution, IEEE Transactions on Acoustics, Speech, and Signal Processing 28(2), 205–215, 1980. https://doi.org/10.1109/TASSP.1980.1163372
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Algorithmic Game TheoryOperations ResearchProbability·Captain: mikedeng1

Worst-Case Equilibria II: On Two Links with Speeds s₁ ≤ s₂ ≤ φs₁ Some Nash Equilibrium Has Expected Makespan 1 + s₂/(s₁ + s₂) Times the Optimum, Reaching φ at s₂ = φs₁Research Paper

Motivation

When many independent users share a network, each routes its own traffic to minimize its own delay, and nobody optimizes the system as a whole. Koutsoupias and Papadimitriou asked how much this lack of coordination can cost: how far the social cost of a Nash equilibrium can be from the social optimum, in the worst case. Their paper Worst-case equilibria (STACS 1999; journal version 2009, doi:10.1016/j.cosrev.2009.04.003) introduced this ratio, later named the price of anarchy, and studied it on the simplest network: parallel links between one source and one destination. The ratio has since become a standard measure of the inefficiency of equilibria in routing, scheduling and auctions (see Chapters 17–20 of Nisan, Roughgarden, Tardos and Vazirani, Algorithmic Game Theory, 2007).

Most of the paper concerns links of equal capacity. Its last result, Theorem 4, turns to two links of different speeds and shows that unequal speeds make equilibria worse: the worst-case ratio rises from 3/23/23/2 for two identical links to the golden ratio φ=(1+5)/2≈1.618\varphi=(1+\sqrt5)/2\approx1.618φ=(1+5​)/2≈1.618.

Timeline. 1999: Koutsoupias and Papadimitriou define the coordination ratio; for two identical links they prove it is exactly 3/23/23/2, and for two links with speeds they give the golden-ratio lower bound of Theorem 4. 2002–2003: Mavronicolas and Spirakis, Koutsoupias, Mavronicolas and Spirakis, and Czumaj and Vöcking determine the asymptotic order of the price of anarchy for mmm identical and for mmm related links (Czumaj–Vöcking, ACM TALG 2007).

Setting

There are nnn agents and mmm parallel links. Agent iii has an amount of traffic wi>0w_i>0wi​>0, and link jjj has a speed sj>0s_j>0sj​>0. A pure profile a=(a1,…,an)a=(a_1,\dots,a_n)a=(a1​,…,an​) sends each agent's whole traffic over one link aia_iai​. The load of link jjj is Lj(a)=∑k: ak=jwkL_j(a)=\sum_{k:\,a_k=j}w_kLj​(a)=∑k:ak​=j​wk​, and an agent on link jjj experiences the delay Lj(a)/sjL_j(a)/s_jLj​(a)/sj​.

A mixed strategy of agent iii is a probability distribution (pi1,…,pim)(p_i^1,\dots,p_i^m)(pi1​,…,pim​) over the links; the agents randomize independently. The expected cost of agent iii is its expected delay. A profile ppp is a Nash equilibrium if no agent can lower its expected cost by changing its own distribution. The expected traffic on link jjj is Mj=∑ipijwiM^j=\sum_i p_i^jw_iMj=∑i​pij​wi​, and the cost to agent iii of placing its traffic on link jjj is

cij=Mj+(1−pij) wisj.(8)c_i^j=\frac{M^j+(1-p_i^j)\,w_i}{s_j}. \tag{8}cij​=sj​Mj+(1−pij​)wi​​.(8)

The social cost of ppp is the expected makespan, the expected maximum delay over the links,

cost⁡(p)=∑a(∏ipiai)max⁡jLj(a)sj,\operatorname{cost}(p)=\sum_a\Big(\prod_i p_i^{a_i}\Big)\max_j\frac{L_j(a)}{s_j},cost(p)=a∑​(i∏​piai​​)jmax​sj​Lj​(a)​,

and opt⁡=min⁡amax⁡jLj(a)/sj\operatorname{opt}=\min_a\max_j L_j(a)/s_jopt=mina​maxj​Lj​(a)/sj​ is the optimal makespan over pure assignments. The price of anarchy is the largest ratio cost⁡(p)/opt⁡\operatorname{cost}(p)/\operatorname{opt}cost(p)/opt over instances and equilibria.

Formalization targets

Goal: Theorem 4 (PDF p. 6)

For two links with speeds 0<s1≤s2≤φs10<s_1\le s_2\le\varphi s_10<s1​≤s2​≤φs1​, there is an instance with positive traffic and a Nash equilibrium ppp with opt⁡>0\operatorname{opt}>0opt>0 and

cost⁡(p)=R⋅opt⁡,R=1+s2s1+s2;\operatorname{cost}(p)=R\cdot\operatorname{opt},\qquad R=1+\frac{s_2}{s_1+s_2};cost(p)=R⋅opt,R=1+s1​+s2​s2​​;

moreover R≤φR\le\varphiR≤φ on this range, and R=φR=\varphiR=φ when s2=φs1s_2=\varphi s_1s2​=φs1​.

Milestones

  1. (8): the expected delay of a pure deviation is cij=(Mj+(1−pij)wi)/sjc_i^j=(M^j+(1-p_i^j)w_i)/s_jcij​=(Mj+(1−pij​)wi​)/sj​.
  2. Support property (§2, applied with speeds): at an equilibrium each agent puts positive probability only on links minimizing cijc_i^jcij​, and its expected cost is ci=min⁡jcijc_i=\min_jc_i^jci​=minj​cij​.
  3. For s1≤s2s_1\le s_2s1​≤s2​, the probabilities p11=s12/(s2(s1+s2))p_1^1=s_1^2/(s_2(s_1+s_2))p11​=s12​/(s2​(s1​+s2​)) and p21=1−s22/(s1(s1+s2))p_2^1=1-s_2^2/(s_1(s_1+s_2))p21​=1−s22​/(s1​(s1​+s2​)) lie in [0,1][0,1][0,1] if and only if s2≤φs1s_2\le\varphi s_1s2​≤φs1​.
  4. With w1=s2w_1=s_2w1​=s2​, w2=s1w_2=s_1w2​=s1​, this profile is a Nash equilibrium.
  5. Its social cost is (s1+2s2)/(s1+s2)(s_1+2s_2)/(s_1+s_2)(s1​+2s2​)/(s1​+s2​).
  6. The instance has opt⁡=1\operatorname{opt}=1opt=1.
  7. R≤φR\le\varphiR≤φ, with equality at s2/s1=φs_2/s_1=\varphis2​/s1​=φ.

Significance

The result. Theorem 4 shows that the price of anarchy of parallel links depends on the heterogeneity of the links, not only on their number: two identical links have price of anarchy 3/23/23/2 (Theorems 1 and 3 of the paper), while two links of different speeds already reach φ\varphiφ. The setting is that of related (uniformly related) machines, the model in which Czumaj and Vöcking later proved the asymptotic order of the price of anarchy for mmm links.

Formalizing it. The result is proved on paper; this mission produces a machine-checked proof. Beyond the theorem, it yields reusable statements about mixed equilibria of load-balancing games on the published agt_games vocabulary: the closed form (8) of a pure deviation's expected cost and the support characterization of equilibria, both stated for any number of agents and links. A search of the Prove2Me catalog (October 2026) found no formalization of any part of this result.

Difficulty

The arithmetic of the instance is elementary, so the work lies in connecting the paper's computations to the definitions. The paper's notion of equilibrium quantifies over all mixed deviations, and its expected costs are sums over all mnm^nmn pure profiles; the proof reasons instead with the per-link costs cijc_i^jcij​ of (8) and the indifference of each agent between the links it uses. Turning that into a proof requires showing that an agent's expected cost is the pip_ipi​-weighted average of the cijc_i^jcij​ (linearity over independent randomization) and that the average over 222^222 outcomes reduces to the paper's four-term formula. A naive approach that checks only pure deviations does not give the equilibrium property directly; one must pass from pure to mixed deviations. The restriction s2≤φs1s_2\le\varphi s_1s2​≤φs1​ is not cosmetic: beyond it the second agent's probability is negative.

Formalization scope

The game is defined in WorstCaseEq.Speeds.Model on top of the published agt_games definitions (AGT.IsMixedNash, AGT.expectedPayoff, AGT.profileProb). These maximize payoffs, so an agent's payoff is minus its delay. Agents and links are Fin n and Fin m, indexed from 000, so the paper's links 1, 2 and agents 1, 2 are 0, 1. A mixed profile is a real matrix p i j; being a family of probability distributions is part of the Nash condition. Makespan, social cost and opt require at least one link (NeZero m).

The paper does not print the social cost for links with speeds; the computation in the proof of Theorem 4 uses the expected maximum of load divided by speed, and that is the definition. It is not the maximum of the expected loads, a smaller quantity. The page numbers cited are PDF page indices of the journal version (dated April 29, 2009), which prints no page numbers after page 1.

"The price of anarchy is at least RRR" is formalized as the existence of an instance and an equilibrium whose social cost equals RRR times a positive optimum. A quotient cost⁡/opt⁡\operatorname{cost}/\operatorname{opt}cost/opt is avoided because it takes the junk value 000 when opt⁡=0\operatorname{opt}=0opt=0, and the requirement opt⁡>0\operatorname{opt}>0opt>0 rules out degenerate witnesses with no traffic. The ratio conditions s2/s1≤φs_2/s_1\le\varphis2​/s1​≤φ and s2/s1=φs_2/s_1=\varphis2​/s1​=φ are written s2≤φs1s_2\le\varphi s_1s2​≤φs1​ and s2=φs1s_2=\varphi s_1s2​=φs1​ (equivalent since s1>0s_1>0s1​>0), and φ\varphiφ is Mathlib's Real.goldenRatio.

Contributions welcome: proofs of any milestone. Milestones 1 and 2 are general facts about mixed equilibria of weighted load-balancing games and are reusable beyond this mission.

Selected references

  • E. Koutsoupias and C. Papadimitriou, Worst-case equilibria, STACS 1999, LNCS 1563, pp. 404–413, doi:10.1007/3-540-49116-3_38; journal version, Computer Science Review 3(2), 2009, pp. 65–69, doi:10.1016/j.cosrev.2009.04.003.
  • A. Czumaj and B. Vöcking, Tight bounds for worst-case equilibria, ACM Transactions on Algorithms 3(1), 2007, doi:10.1145/1186810.1186814.
  • N. Nisan, T. Roughgarden, É. Tardos and V. Vazirani (eds.), Algorithmic Game Theory, Cambridge University Press, 2007, Chapter 20, doi:10.1017/CBO9780511800481.
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Graph TheoryMarkov ChainProbability·Captain: mikedeng1

Geometric Bounds for Eigenvalues of Markov Chains 3: Canonical Paths Give β₁ ≤ 1 − 1/(8η²) via Cheeger's InequalityResearch Paper

Why canonical paths matter

A finite Markov chain moves among states according to transition probabilities. Its second largest eigenvalue measures how slowly some variation in the starting state can disappear. Directly computing that eigenvalue is often difficult when the state space is large. A geometric bound can be more useful: choose a route between each ordered pair of states and measure how much weighted traffic the routes impose on each transition. Diaconis and Stroock present this route-based bound as Proposition 7 of their 1991 paper, following the canonical-path method of Jerrum and Sinclair (Diaconis–Stroock, §3B). It makes a spectral estimate depend on the geometry of chosen routes and the stationary weight of each edge.

The paper's purpose is to compare methods for bounding eigenvalues of reversible chains. Its earlier Poincaré estimate uses weighted path lengths. Proposition 7 instead passes through a bottleneck constant and Cheeger's inequality. These are different summaries of the same chain: one examines a system of paths, and the other examines flow across every cut. The comparison is useful on graphs where paths are easy to choose but the cut minimizing the bottleneck constant is not apparent (Diaconis–Stroock, pp. 52–55).

Finite reversible chains and directed path congestion

Let VVV be a finite state space with at least two states. A transition matrix PPP has entries P(x,y)≥0P(x,y)\geq 0P(x,y)≥0 and each row sums to one. It is irreducible when every state can be reached from every other state in some number of steps. A stationary distribution π\piπ is a nonnegative probability vector satisfying πP=π\pi P=\piπP=π. The chain is reversible when it satisfies detailed balance: π(x)P(x,y)=π(y)P(y,x)\pi(x)P(x,y)=\pi(y)P(y,x)π(x)P(x,y)=π(y)P(y,x). Write Q(x,y)=π(x)P(x,y)Q(x,y)=\pi(x)P(x,y)Q(x,y)=π(x)P(x,y) for the stationary edge flow. These are the standing assumptions of the paper's §1A, restated in §3B (Diaconis–Stroock, pp. 36, 54).

For every distinct ordered pair (x,y)(x,y)(x,y), choose a finite walk γxy\gamma_{xy}γxy​ from xxx to yyy. Every consecutive step (u,v)(u,v)(u,v) of the walk must have Q(u,v)>0Q(u,v)>0Q(u,v)>0. The walk may revisit a vertex or an edge; §3B places no no-repetition condition on these choices. An oriented edge is an ordered pair (u,v)(u,v)(u,v) with positive flow. A walk contains it when one of its consecutive steps traverses it in that direction. The canonical-path congestion of the chosen walk system Γ\GammaΓ is the paper's quantity

η(Γ)=max⁡e:Q(e)>01Q(e)∑x≠y: e∈γxyπ(x)π(y).\eta(\Gamma)=\max_{e:Q(e)>0}\frac{1}{Q(e)} \sum_{x\ne y:\,e\in\gamma_{xy}}\pi(x)\pi(y).η(Γ)=e:Q(e)>0max​Q(e)1​x=y:e∈γxy​∑​π(x)π(y).

The sum assigns weight π(x)π(y)\pi(x)\pi(y)π(x)π(y) to an ordered pair, once for each directed edge that its chosen walk uses. Irreducibility ensures that walks between different states exist. Under the mission's assumptions the positive-flow edge set is nonempty, so the maximum has its ordinary finite meaning (Diaconis–Stroock, (3.2), p. 54).

For a nonempty set S⊆VS\subseteq VS⊆V with π(S)≤12\pi(S)\leq\tfrac12π(S)≤21​, let Q(S×Sc)Q(S\times S^{\mathrm c})Q(S×Sc) be the total stationary flow from SSS to its complement. The bottleneck constant is

h=min⁡∅≠S⊆V, π(S)≤1/2Q(S×Sc)π(S).h=\min_{\varnothing\ne S\subseteq V,\,\pi(S)\leq 1/2} \frac{Q(S\times S^{\mathrm c})}{\pi(S)}.h=∅=S⊆V,π(S)≤1/2min​π(S)Q(S×Sc)​.

The denominator is positive under irreducibility. Write β1\beta_1β1​ for the largest eigenvalue of PPP other than the simple eigenvalue 111, and write λ1=1−β1\lambda_1=1-\beta_1λ1​=1−β1​ for the spectral gap. These conventions match §1A and equation (3.4) (Diaconis–Stroock, pp. 36, 56).

Formalization targets

The mission's goal is Proposition 7, for every valid choice of Γ\GammaΓ:

β1≤1−18η(Γ)2.\beta_1\leq 1-\frac{1}{8\eta(\Gamma)^2}.β1​≤1−8η(Γ)21​.

Its milestones record the source's cut argument: a selected walk from SSS to ScS^{\mathrm c}Sc crosses an oriented cut edge; the total pair weight obeys π(S)π(Sc)≤ηQ(S×Sc)\pi(S)\pi(S^{\mathrm c})\leq\eta Q(S\times S^{\mathrm c})π(S)π(Sc)≤ηQ(S×Sc); and consequently h≥1/(2η)h\geq 1/(2\eta)h≥1/(2η). The final milestone is the already formalized version of the paper's equation (3.4), h2/2≤λ1≤2hh^2/2\leq\lambda_1\leq 2hh2/2≤λ1​≤2h (Diaconis–Stroock, pp. 54, 56).

The companion result is the graph specialization (3.3). For simple random walk on a connected graph G=(V,E)G=(V,E)G=(V,E), let d∗d_*d∗​ be the maximum degree and let bbb be the maximum number of ordered-pair walks traversing an oriented edge. It gives

β1≤1−12(∣E∣d∗2b)2.\beta_1\leq 1-\frac12\left(\frac{|E|}{d_*^2b}\right)^2.β1​≤1−21​(d∗2​b∣E∣​)2.

This statement uses the exact displayed bound of Remark 3.1; the earlier sentence in that remark uses a different normalization of η\etaη (Diaconis–Stroock, p. 55).

What the bound supplies

The proposition converts any usable path system into an explicit spectral estimate. Once a graph or chain supplies paths whose edge loads can be bounded, the formula bounds β1\beta_1β1​ without diagonalizing PPP or finding the set that minimizes hhh. In the graph case, equation (3.3) expresses the estimate using only the edge count, maximum degree, and maximum directed path load. The paper compares that bound with its Poincaré bound on examples including cycles, cubes, and binary trees (Diaconis–Stroock, pp. 55–56).

Equation (3.4) already has a proved formalization in the published MarkovMixing library, under the same finite reversible-chain conventions. This mission adds the paper's path-congestion definition and cut estimates, then states the still-needed Proposition 7 and graph specialization against that library. The result is a reusable connection between a chosen family of walks and a chain's existing bottleneck and spectral objects.

Where the difficulty lies

The route load η\etaη concerns individual directed edges, whereas hhh takes a minimum over all admissible cuts. A single heavily loaded edge does not by itself identify the minimizing cut. The central difficulty is to control, for every cut at once, all weighted ordered pairs whose walks leave it. The direction of a crossing matters: Q(S×Sc)Q(S\times S^{\mathrm c})Q(S×Sc) counts edges directed out of SSS, and η\etaη must count traversals of those same orientations. Omitting an orientation or allowing negative unused edge flow would invalidate the intermediate cut estimate.

There is also a printed discrepancy. Proposition 6 on p. 52 displays a stronger upper bound on β1\beta_1β1​ than the inequality established in §3C. The mission uses equation (3.4), whose lower gap bound yields the 1/(8η2)1/(8\eta^2)1/(8η2) constant actually stated in Proposition 7 (Diaconis–Stroock, pp. 52, 54, 56).

Formalization scope

Lean represents the state space as a finite type, the chain as a real matrix, and the stationary distribution as a real function. It imports the published MarkovMixing definitions of stochasticity, irreducibility, stationarity, detailed balance, QQQ, hhh, β1\beta_1β1​, and simple random walk. A local definition represents each selected walk by its vertex list and derives directed edges from consecutive vertices. The hypothesis 2≤∣V∣2\leq |V|2≤∣V∣ makes β1\beta_1β1​ the paper's second eigenvalue and excludes the one-state junk value of the real supremum used in its definition. Positivity of η\etaη follows from the chain and walk assumptions; it is not inserted as an extra assumption.

The walk system is universally quantified: the theorem concerns every valid selection, rather than one favorable selection. The local definition ignores equal-endpoint choices because they do not cross any SSS-to-ScS^{\mathrm c}Sc cut; §3B mentions all ordered pairs, so this convention gives a slightly stronger target and is stated explicitly. The cut lemma retains stochasticity and nonnegative stationary weights to keep the flow of unused cut edges nonnegative. The graph companion derives its Markov-chain properties from connectedness rather than assuming them.

The shared vertex-list representation and the cut crossing statement can serve later path-based bounds. Contributions toward positivity and finiteness of congestion, the uniform cut estimate, the bottleneck estimate, and the graph specialization all fit the mission. A definition that forces η>0\eta>0η>0 by fiat, or a goal that assumes the bottleneck estimate or Cheeger's inequality, would erase the mathematical content.

Selected references

  • Persi Diaconis and Daniel Stroock, Geometric bounds for eigenvalues of Markov chains, Annals of Applied Probability 1(1):36–61, 1991. DOI.
  • David A. Levin, Yuval Peres, and Elizabeth L. Wilmer, Markov Chains and Mixing Times, American Mathematical Society, 2009, Chapter 13. Book PDF.
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Linear OptimizationOperations ResearchOptimization·Captain: mikedeng1

Revenue Management Under a General Discrete Choice Model of Consumer Behavior 2: Nesting by Fare Order Holds Iff Purchase Probability Increases and Mixtures of Complete Sets Majorize Incomplete SetsResearch Paper

Motivation

Airline and hotel revenue-management systems have traditionally been built around nesting by fare order: classes are ranked by price, and as capacity runs short the cheapest open class is closed first, so that the set of open fares is always a top segment {1,…,k}\{1, \dots, k\}{1,…,k} of the fare ladder. This structure is what makes booking limits, protection levels and bid-price controls work, and it is optimal in the classical independent-demand model of Lee and Hersh (1993), where each customer wants one specific class.

When customers instead choose among the classes on offer (buying down to a cheaper fare, or not buying at all when their preferred fare is closed), the optimal policy need not be nested by fare order. Talluri and van Ryzin (2001 working paper; Management Science 2004) formulate single-resource capacity control under a general discrete choice model and ask which choice models still have optimal policies nested by fare order. Their Theorem 2 answers this with a characterization in terms of the choice probabilities alone. The paper's later sections use it to show that the independent-demand and multinomial-logit models have the property; the mission on the multinomial-logit model in this series builds on that.

Setting

There are nnn fare products N={1,…,n}N = \{1, \dots, n\}N={1,…,n}, indexed so that r1≥r2≥⋯≥rn≥0r_1 \ge r_2 \ge \dots \ge r_n \ge 0r1​≥r2​≥⋯≥rn​≥0. A choice model assigns to every offer set S⊆NS \subseteq NS⊆N and product jjj a probability Pj(S)≥0P_j(S) \ge 0Pj​(S)≥0 that an arriving customer buys jjj when SSS is offered, with Pj(S)=0P_j(S) = 0Pj​(S)=0 for j∉Sj \notin Sj∈/S and purchase probability Q(S)=∑j∈SPj(S)≤1Q(S) = \sum_{j \in S} P_j(S) \le 1Q(S)=∑j∈S​Pj​(S)≤1; the remainder P0(S)=1−Q(S)P_0(S) = 1 - Q(S)P0​(S)=1−Q(S) is the probability of no purchase.

A set is complete if it has the form Ak={1,…,k}A_k = \{1, \dots, k\}Ak​={1,…,k}, k=0,1,…,nk = 0, 1, \dots, nk=0,1,…,n (with A0=∅A_0 = \emptysetA0​=∅), and incomplete otherwise. For values x1≥x2≥⋯≥xnx_1 \ge x_2 \ge \dots \ge x_nx1​≥x2​≥⋯≥xn​ (in the dynamic program, xj=rj−vx_j = r_j - vxj​=rj​−v for a marginal value of capacity vvv), consider the static problem

max⁡S⊆N∑j=1nxjPj(S).(9)\max_{S \subseteq N} \sum_{j=1}^n x_j P_j(S). \tag{9}S⊆Nmax​j=1∑n​xj​Pj​(S).(9)

The choice model has the nesting-by-fare-order property (Definition 4) if (i) QQQ is increasing, Q(S)≤Q(T)Q(S) \le Q(T)Q(S)≤Q(T) for S⊆TS \subseteq TS⊆T, and (ii) for every x1≥⋯≥xnx_1 \ge \dots \ge x_nx1​≥⋯≥xn​, problem (9) has an optimal solution that is complete. For convex weights α0,…,αn\alpha_0, \dots, \alpha_nα0​,…,αn​ write Pˉj(α)=∑k=0nαkPj(Ak)\bar P_j(\alpha) = \sum_{k=0}^n \alpha_k P_j(A_k)Pˉj​(α)=∑k=0n​αk​Pj​(Ak​) for the purchase probabilities of the corresponding randomized mixture of complete sets.

Formalization targets

Goal: Theorem 2 (p. 19)

The choice model has the nesting-by-fare-order property if and only if QQQ is increasing and, for every incomplete set TTT, there are convex weights α\alphaα such that

∑j=1iPˉj(α)≥∑j=1iPj(T)(i=1,…,n−1),∑j=1nPˉj(α)=∑j=1nPj(T).\sum_{j=1}^i \bar P_j(\alpha) \ge \sum_{j=1}^i P_j(T) \quad (i = 1, \dots, n-1), \qquad \sum_{j=1}^n \bar P_j(\alpha) = \sum_{j=1}^n P_j(T).j=1∑i​Pˉj​(α)≥j=1∑i​Pj​(T)(i=1,…,n−1),j=1∑n​Pˉj​(α)=j=1∑n​Pj​(T).

That is, some mixture of complete sets majorizes (P1(T),…,Pn(T))(P_1(T), \dots, P_n(T))(P1​(T),…,Pn​(T)) in fare order. Both directions are part of the goal, and the right-hand side contains no optimization over xxx.

Milestones (the paper's proof, in order)

  1. Condition (ii) of Definition 4 holds iff, for every incomplete TTT, the linear system (10)–(11) — values x1≥⋯≥xnx_1 \ge \dots \ge x_nx1​≥⋯≥xn​ and a scalar uuu with u<∑j∈TxjPj(T)u < \sum_{j \in T} x_j P_j(T)u<∑j∈T​xj​Pj​(T) and ∑j∈AkxjPj(Ak)≤u\sum_{j \in A_k} x_j P_j(A_k) \le u∑j∈Ak​​xj​Pj​(Ak​)≤u for all kkk — has no solution (p. 20).
  2. For one set TTT: (10)–(11) has no solution iff the dual system in (α,z)(\alpha, z)(α,z) is solvable (Farkas' lemma, p. 20).
  3. For one set TTT: eliminating zzz, the dual system is solvable iff the prefix-sum conditions above hold (pp. 20–21).
  4. A mixture satisfying the prefix-sum conditions earns at least as much as TTT in (9) for every x1≥⋯≥xnx_1 \ge \dots \ge x_nx1​≥⋯≥xn​ (pp. 19–20).

Companions

The paper remarks (p. 21) that the proof never uses completeness: the same characterization holds for any specified family of offer sets F1,…,FmF_1, \dots, F_mF1​,…,Fm​ in place of the complete sets. Example 2 (pp. 18–19) gives a three-product model, arising from a mixture of two customer types, in which the incomplete set {1,3}\{1, 3\}{1,3} is the unique maximizer of (9) at x=(400,100,50)x = (400, 100, 50)x=(400,100,50), so the property fails.

Significance

Theorem 2 turns a statement quantified over all value vectors xxx and all 2n2^n2n offer sets into a finite collection of linear feasibility problems, one per incomplete set, involving only the choice probabilities. Combined with the paper's Theorem 1 (the optimal policy offers nondominated sets, nested in capacity and time), it gives a checkable criterion for when a nested-by-fare-order booking-limit or bid-price policy is optimal under customer choice. The paper uses it to verify the property for the independent-demand model (Proposition 5) and the multinomial-logit model (Proposition 6), and the p. 21 remark makes it a tool to test conjectures that optimal offer sets come from another structured family.

The result is proved in the paper; the mission's contribution is a machine-checked version of the characterization and of each proof step, which are the reusable pieces for the follow-up mission on the multinomial-logit model. Farkas' lemma in inequality form is already formalized on the platform (LinearOptimization.farkas_inequality_form, referenced here); the theorem of this mission is not.

Difficulty

The argument is short on paper but the bookkeeping is where the content sits. The reduction of Definition 4(ii) to infeasibility of (10)–(11) needs care with ties: (9) only needs some complete optimum, so the system asks that TTT beat every complete set strictly, not that TTT be the unique optimum. The dual system must then be matched exactly to the primal: the multiplier of the ordering constraint xj≥xj+1x_j \ge x_{j+1}xj​≥xj+1​ enters two adjacent equations, the boundary multipliers z0z_0z0​ and znz_nzn​ are fixed at zero, and the inhomogeneous constraint on uuu is what forces ∑kαk=1\sum_k \alpha_k = 1∑k​αk​=1. A naive application of Farkas' lemma to the strict system, without homogenizing in uuu, gives the wrong normalization. The boundary case j=nj = nj=n is what produces the equality of totals rather than a further inequality, and the fare order of xxx is the only link between the prefix-sum conditions and revenue.

Formalization scope

Products are Fin n (product jjj is the element j−1j - 1j−1), offer sets are Finset (Fin n), probabilities are real. The choice-model axioms are the platform definition RevenueManagement.IsChoiceModel (Pj(S)≥0P_j(S) \ge 0Pj​(S)≥0 and Q(S)≤1Q(S) \le 1Q(S)≤1), reused by reference, together with the model's own standing convention Pj(S)=0P_j(S) = 0Pj​(S)=0 for j∉Sj \notin Sj∈/S (SupportedOn), which is needed because Pˉj\bar P_jPˉj​ and the totals sum over all products. The order x1≥⋯≥xnx_1 \ge \dots \ge x_nx1​≥⋯≥xn​ is Antitone x. The maximum in (9) is over all subsets of NNN.

Complete sets are AkA_kAk​ for k=0,…,nk = 0, \dots, nk=0,…,n, so A0=∅A_0 = \emptysetA0​=∅ is complete and the weights α\alphaα live on n+1n + 1n+1 sets. The page indexes the weights by k=1,…,nk = 1, \dots, nk=1,…,n; with A0A_0A0​ included the property is the one the paper's applications need (for the multinomial-logit model and all xj<0x_j < 0xj​<0 the unique optimum of (9) is ∅\emptyset∅), and the family companion contains the page's literal k=1,…,nk = 1, \dots, nk=1,…,n version as an instance. The prefix conditions are stated for i=0,…,n−1i = 0, \dots, n - 1i=0,…,n−1, where i=0i = 0i=0 is trivial.

A formalization that put an optimization over xxx on the right-hand side of the goal, or dropped condition (i) from either side, would be a restatement rather than the characterization; the goal's right-hand side mentions only the choice probabilities.

The development needs finite sums over Fin n, and a Farkas lemma (available on the platform). Proofs of the milestones and of the companions are welcome individually; the family version of the characterization is reusable for any conjectured family of optimal offer sets.

Selected references

  • K. Talluri, G. van Ryzin, Revenue management under a general discrete choice model of consumer behavior, working paper, October 21, 2001 (UPF Economics Working Paper 533); published in Management Science 50(1):15–33, 2004. https://doi.org/10.1287/mnsc.1030.0147
  • T. C. Lee, M. Hersh, A model for dynamic airline seat inventory control with multiple seat bookings, Transportation Science 27(3):252–265, 1993. https://doi.org/10.1287/trsc.27.3.252
  • A. W. Marshall, I. Olkin, B. C. Arnold, Inequalities: Theory of Majorization and Its Applications, 2nd ed., Springer, 2011. https://doi.org/10.1007/978-0-387-68276-1
  • K. Talluri, G. van Ryzin, The Theory and Practice of Revenue Management, Kluwer, 2004, §2.6.2. https://doi.org/10.1007/b139000
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Markov ChainProbability·Captain: mikedeng1

Geometric Bounds for Eigenvalues of Markov Chains 4: Variation Distance to Stationarity, 4‖Pⁿ(x,·) − π‖² ≤ ((1 − π(x))/π(x)) β_*²ⁿResearch Paper

Motivation

Markov chain Monte Carlo methods, card-shuffling schemes and randomized counting algorithms all run a Markov chain until its distribution is close to the stationary distribution. The quantity a user needs is a number of steps nnn after which Pn(x,⋅)P^n(x,\cdot)Pn(x,⋅) is within a prescribed variation distance of π\piπ. For reversible chains the standard way to get such a number is to bound the eigenvalues of the transition matrix and convert the eigenvalue bound into a variation distance bound.

P. Diaconis and D. Stroock, in Geometric bounds for eigenvalues of Markov chains (Ann. Appl. Probab. 1, 1991), prove geometric (path-counting) bounds on the second largest and the smallest eigenvalue of a reversible chain. Their §1D supplies the conversion step: Proposition 3 bounds the variation distance to stationarity, in discrete and in continuous time, by the eigenvalues. This mission formalizes that proposition. The eigenvalue bounds themselves are the subject of the other missions of this series.

Setting

Let XXX be a finite set with m=∣X∣m = |X|m=∣X∣ elements and P(x,y)P(x,y)P(x,y) the transition matrix of a Markov chain on XXX: P(x,y)≥0P(x,y)\ge 0P(x,y)≥0 and ∑yP(x,y)=1\sum_y P(x,y) = 1∑y​P(x,y)=1. The chain is irreducible if every state can be reached from every other state: for all x,yx,yx,y there is nnn with Pn(x,y)>0P^n(x,y) > 0Pn(x,y)>0. A probability distribution π\piπ on XXX is stationary if ∑xπ(x)P(x,y)=π(y)\sum_x \pi(x)P(x,y) = \pi(y)∑x​π(x)P(x,y)=π(y), and the chain is reversible with respect to π\piπ if

π(x)P(x,y)=π(y)P(y,x)for all x,y∈X.\pi(x)P(x,y) = \pi(y)P(y,x)\qquad\text{for all } x,y\in X.π(x)P(x,y)=π(y)P(y,x)for all x,y∈X.

For an irreducible chain π(x)>0\pi(x) > 0π(x)>0 for every xxx. Reversibility makes PPP a self-adjoint operator on L2(π)L^2(\pi)L2(π), so its eigenvalues are real; they are written

1=β0>β1≥β2≥⋯≥βm−1≥−1,1 = \beta_0 > \beta_1 \ge \beta_2 \ge \dots \ge \beta_{m-1} \ge -1,1=β0​>β1​≥β2​≥⋯≥βm−1​≥−1,

the strict inequality β0>β1\beta_0 > \beta_1β0​>β1​ coming from irreducibility. Put β∗=max⁡(β1,∣βm−1∣)\beta_* = \max(\beta_1, |\beta_{m-1}|)β∗​=max(β1​,∣βm−1​∣), the largest modulus of an eigenvalue other than 111.

The variation distance between probability distributions μ\muμ and π\piπ on XXX is

∥μ−π∥Var=max⁡A⊂X∣μ(A)−π(A)∣=12∑x∈X∣μ(x)−π(x)∣.\|\mu - \pi\|_{\mathrm{Var}} = \max_{A\subset X}|\mu(A) - \pi(A)| = \tfrac12\sum_{x\in X}|\mu(x)-\pi(x)|.∥μ−π∥Var​=A⊂Xmax​∣μ(A)−π(A)∣=21​x∈X∑​∣μ(x)−π(x)∣.

Pn(x,⋅)P^n(x,\cdot)Pn(x,⋅) is the distribution of the chain after nnn steps from xxx. The continuous-time chain jumps according to PPP at the times of a rate-one Poisson process, and has kernel

Pt(x,y)=e−t∑n=0∞tnn!Pn(x,y).P_t(x,y) = e^{-t}\sum_{n=0}^{\infty}\frac{t^n}{n!}P^n(x,y).Pt​(x,y)=e−tn=0∑∞​n!tn​Pn(x,y).

Formalization targets

Goal: Proposition 3, (1.9)

For every x∈Xx \in Xx∈X and every n∈Nn\in\mathbb Nn∈N,

4 ∥Pn(x,⋅)−π∥Var2  ≤  1−π(x)π(x) β∗2n.4\,\|P^n(x,\cdot)-\pi\|_{\mathrm{Var}}^2 \;\le\; \frac{1-\pi(x)}{\pi(x)}\,\beta_*^{2n}.4∥Pn(x,⋅)−π∥Var2​≤π(x)1−π(x)​β∗2n​.

Milestones

The steps of the paper's proof (p. 42), in order:

  1. the two expressions for ∥⋅∥Var\|\cdot\|_{\mathrm{Var}}∥⋅∥Var​ (p. 41), already proved on the platform;
  2. the reversibility identity 1π(x)P2n(x,x)=∑y(Pn(x,y))2/π(y)\frac{1}{\pi(x)}P^{2n}(x,x) = \sum_y (P^n(x,y))^2/\pi(y)π(x)1​P2n(x,x)=∑y​(Pn(x,y))2/π(y);
  3. the Cauchy–Schwarz bound 4∥Pn(x,⋅)−π∥Var2≤1π(x)P2n(x,x)−14\|P^n(x,\cdot)-\pi\|_{\mathrm{Var}}^2 \le \frac{1}{\pi(x)}P^{2n}(x,x) - 14∥Pn(x,⋅)−π∥Var2​≤π(x)1​P2n(x,x)−1;
  4. the orthogonal diagonalization of a reversible chain, already proved on the platform in the form Pt(x,y)/π(y)=∑jfj(x)fj(y)λjtP^t(x,y)/\pi(y) = \sum_j f_j(x)f_j(y)\lambda_j^tPt(x,y)/π(y)=∑j​fj​(x)fj​(y)λjt​ with (fj)(f_j)(fj​) orthonormal in L2(π)L^2(\pi)L2(π);
  5. the diagonal bound P2n(x,x)≤π(x)+β∗2n(1−π(x))P^{2n}(x,x) \le \pi(x) + \beta_*^{2n}(1-\pi(x))P2n(x,x)≤π(x)+β∗2n​(1−π(x)).

Companion: Proposition 3, (1.10)

For every x∈Xx\in Xx∈X and every t∈(0,∞)t\in(0,\infty)t∈(0,∞),

4 ∥Pt(x,⋅)−π∥Var2  ≤  1−π(x)π(x) exp⁡[−2(1−β1)t].4\,\|P_t(x,\cdot)-\pi\|_{\mathrm{Var}}^2 \;\le\; \frac{1-\pi(x)}{\pi(x)}\,\exp\bigl[-2(1-\beta_1)t\bigr].4∥Pt​(x,⋅)−π∥Var2​≤π(x)1−π(x)​exp[−2(1−β1​)t].

The paper gives no separate proof of (1.10); it says only that "the continuous time version can be proved by a virtually identical argument".

Significance

Inequality (1.9) is the step that turns an eigenvalue estimate into a mixing-time estimate: if β∗≤1−ε\beta_* \le 1 - \varepsilonβ∗​≤1−ε, then ∥Pn(x,⋅)−π∥Var≤δ\|P^n(x,\cdot)-\pi\|_{\mathrm{Var}} \le \delta∥Pn(x,⋅)−π∥Var​≤δ as soon as n≥12ε(log⁡14δ2+log⁡1−π(x)π(x))n \ge \frac{1}{2\varepsilon}\bigl(\log\frac{1}{4\delta^2} + \log\frac{1-\pi(x)}{\pi(x)}\bigr)n≥2ε1​(log4δ21​+logπ(x)1−π(x)​), up to the usual comparison log⁡(1/(1−ε))≥ε\log(1/(1-\varepsilon)) \ge \varepsilonlog(1/(1−ε))≥ε. The examples of the paper's Section 2 use Propositions 1 and 2 to bound β1\beta_1β1​ and βm−1\beta_{m-1}βm−1​, and this proposition to translate the bounds into a number of steps. Inequality (1.10) does the same for the continuous-time chain, where only β1\beta_1β1​ is needed because the continuous-time chain has no periodicity.

The result is classical and its proof is short; it is the ℓ2\ell^2ℓ2 (chi-square) bound on variation distance found in many textbooks, e.g. Levin, Peres and Wilmer, Markov Chains and Mixing Times, Chapter 12. As far as the platform's catalog shows, neither (1.9) nor (1.10) has a machine-checked proof. The platform already has the spectral decomposition of a reversible chain and the identity between the two forms of total variation, both proved; this mission links them to the variation distance bound in the exact form used by the geometric-bounds literature. The diagonal bound (milestone 5) and the reversibility identity (milestone 2) are reusable statements about reversible chains in their own right.

Difficulty

The Cauchy–Schwarz step and the reversibility identity are finite-sum manipulations. The difficulty is in the spectral step. One has to show that, apart from the eigenvalue 111 (whose eigenfunction is constant and contributes exactly π(x)\pi(x)π(x) to P2n(x,x)P^{2n}(x,x)P2n(x,x)), every eigenvalue in the decomposition has modulus at most β∗\beta_*β∗​, and that the remaining weights at xxx sum to 1−π(x)1-\pi(x)1−π(x). This uses that 111 is a simple eigenvalue, which needs irreducibility. Without irreducibility the bound fails. A second eigenvalue equal to 111 would contribute Γxw2\Gamma_{xw}^2Γxw2​ with no decay, while β∗\beta_*β∗​, a maximum over eigenvalues different from 111, does not see it.

A naive approach that bounds ∣Pn(x,y)−π(y)∣|P^n(x,y)-\pi(y)|∣Pn(x,y)−π(y)∣ entry by entry and sums gives a factor depending on ∣X∣|X|∣X∣ rather than on π(x)\pi(x)π(x); the point of (1.9) is that the constant is (1−π(x))/π(x)(1-\pi(x))/\pi(x)(1−π(x))/π(x) only. For (1.10) the matrix PtP_tPt​ is an infinite series in PPP, and the decomposition has to be carried through the series, each eigenvalue β\betaβ contributing e−2(1−β)te^{-2(1-\beta)t}e−2(1−β)t.

Formalization scope

The objects are the published MarkovMixing definitions (Levin–Peres–Wilmer layer): the chain is a real matrix P : Matrix V V ℝ on a Fintype V with IsStochastic P, MarkovMixing.Irreducible P, IsStationary P π (π is a probability vector with πP = π) and DetailedBalance P π. These four hypotheses are the paper's standing assumption of §1A; every statement of the mission carries all of them, and no other hypothesis.

  • ∥Pn(x,⋅)−π∥Var\|P^n(x,\cdot)-\pi\|_{\mathrm{Var}}∥Pn(x,⋅)−π∥Var​ is tvDist (rowDist P n x) π, the supremum over subsets; Pt(x,⋅)P_t(x,\cdot)Pt​(x,⋅) is heatKernel P t x.
  • β∗\beta_*β∗​ is lambdaStar P, the supremum of ∣λ∣|\lambda|∣λ∣ over real eigenvalues λ≠1\lambda \ne 1λ=1; β1\beta_1β1​ is lambdaTwo P, the supremum of real eigenvalues λ≠1\lambda\ne1λ=1. For an irreducible reversible chain these are the paper's max⁡(β1,∣βm−1∣)\max(\beta_1,|\beta_{m-1}|)max(β1​,∣βm−1​∣) and β1\beta_1β1​.
  • On a one-point space the eigenvalue sets are empty and both quantities are the junk value 000; both sides of (1.9) and (1.10) are then 000, so no hypothesis ∣X∣≥2|X|\ge 2∣X∣≥2 is added.
  • n∈Nn\in\mathbb Nn∈N includes n=0n = 0n=0, where (1.9) reads 4(1−π(x))2≤(1−π(x))/π(x)4(1-\pi(x))^2 \le (1-\pi(x))/\pi(x)4(1−π(x))2≤(1−π(x))/π(x), a true inequality. The time in (1.10) is strictly positive, as in the paper.
  • Positivity of π\piπ is not a hypothesis: it follows from irreducibility and stationarity.

A formalization that assumed milestone 3 or milestone 5 as a hypothesis of the goal, or that replaced β∗\beta_*β∗​ by a free parameter bounded by hypothesis, would trivialize the goal and is excluded.

Needed infrastructure: finite-dimensional spectral theory for self-adjoint operators on L2(π)L^2(\pi)L2(π) (available through the proved MarkovMixing.spectral_representation), simplicity of the eigenvalue 111 for irreducible chains, Cauchy–Schwarz for finite sums, and termwise manipulation of the Poisson series for (1.10). Proofs of any milestone, and of the simplicity of the top eigenvalue as a separate lemma, are welcome.

Selected references

  • P. Diaconis and D. Stroock, Geometric bounds for eigenvalues of Markov chains, Ann. Appl. Probab. 1(1):36–61, 1991. https://doi.org/10.1214/aoap/1177005980
  • D. A. Levin, Y. Peres and E. L. Wilmer, Markov Chains and Mixing Times, 2nd ed., American Mathematical Society, 2017 (Lemma 12.2, Proposition 4.2). https://doi.org/10.1090/mbk/107
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