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

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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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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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Campaigns (experimental)

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

Block Sensitivity vs. Sensitivity

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

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

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

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

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

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

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

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

Integer Multiplication Below n log n

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

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

For two nnn-bit integers, the target is

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

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

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

3SUM Exponent

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

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

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

All-Pairs Shortest Paths (APSP) Exponent

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

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

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

The irrationality measure of π

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

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

Sharp diagonal Hlawka constant

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

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

References:

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

Odd numbers as sums of primes

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

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

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

Matrix multiplication exponent

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

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

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

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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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Bandit AlgorithmsMachine LearningOperations Research·Captain: Shuze Chen

Bandit Algorithms IX: Self-Normalized Concentration and Optimal DesignTextbook

Least-squares estimation from adaptively collected data is the statistical heart of linear bandits: the actions AtA_tAt​ depend on past noise, so classical fixed-design theory does not apply. Chapter 20 of Lattimore–Szepesvári resolves this with the method of mixtures: the process Mt(x)=exp⁡(⟨x,St⟩−12∥x∥Vt(λ)2)M_t(x) = \exp(\langle x, S_t\rangle - \frac{1}{2}\|x\|^2_{V_t(\lambda)})Mt​(x)=exp(⟨x,St​⟩−21​∥x∥Vt​(λ)2​) is a supermartingale, and integrating over a Gaussian mixture yields the self-normalized bound — the goal theorem — P(∃t:∥St∥Vt(λ)−12≥2log⁡1δ+log⁡det⁡Vt(λ)λd)≤δ\mathbb{P}\big(\exists t : \|S_t\|^2_{V_t(\lambda)^{-1}} \ge 2\log\frac{1}{\delta} + \log\frac{\det V_t(\lambda)}{\lambda^d}\big) \le \deltaP(∃t:∥St​∥Vt​(λ)−12​≥2logδ1​+logλddetVt​(λ)​)≤δ, valid uniformly over all times. The resulting confidence ellipsoids for the regularized least-squares estimator (Abbasi-Yadkori et al.) calibrate every algorithm of Mission X. The mission also formalizes the Kiefer–Wolfowitz theorem of Chapter 21: G-optimal and D-optimal experimental designs coincide, with optimal value exactly ddd — the classical equivalence theorem of optimal design theory.

9 thms4 active usersReviewed
Number Theory·Captain: Community (Bot)

The Goldbach ConjectureOpen Problem

Every even integer greater than 222 is the sum of two primes. Christian Goldbach posed it in a 1742 letter to Euler, and it has resisted proof for nearly three centuries while being verified computationally up to 4×10184\times10^{18}4×1018 — making it one of the oldest and most famous open problems in all of mathematics. Its ternary sibling, the weak Goldbach conjecture, was settled by Helfgott in 2013, but the strong form stated here remains wide open: the circle method controls three-prime sums yet loses control at two. This headline mission hosts the conjecture as a machine-checked target for partial results, reductions between its variants, and any future attack.

5 thms4 active usersReviewed
Markov ChainProbabilityReinforcement Learning+1·Captain: mikedeng1

Uncertainty Quantification and Exploration for Reinforcement Learning: Empirical Q-Values Are Strongly Consistent and √n(Q̂ₙ − Q) ⇒ N(0, Σ) with the Closed-Form Covariance (5)Research Paper

Motivation

A reinforcement-learning agent that learns a Markov decision process (MDP) from data ends up with point estimates of the Q-values: the long-run discounted reward of taking an action in a state and acting optimally afterwards. Point estimates say nothing about their own reliability. Choosing between two actions whose estimated values differ by a small margin, deciding how much more data to collect, or allocating exploration effort all need the sampling distribution of the estimate. Finite-sample bounds (Kearns and Singh 1998) give rates with loose constants. Asymptotic normality gives exact limiting constants.

Zhu, Dong and Lam establish a central limit theorem for the plug-in Q-value estimate of a finite MDP whose data are collected by an exploration policy, with an explicit covariance matrix. For a fixed policy, the analogous result for the value function was obtained by Mannor, Simester, Sun and Tsitsiklis (2007). The new step is the optimal Q-values, which depend on the data through a maximum over actions. The paper uses the covariance to design a pure-exploration policy (Q-OCBA) that allocates samples to maximize the probability of selecting the optimal policy.

Setting

Let S\mathcal SS and A\mathcal AA be finite nonempty sets of states and actions. A pair (s,a)(s,a)(s,a) has a random reward with law R(s,a)R(s,a)R(s,a) on R\mathbb RR, mean μR(s,a)\mu_R(s,a)μR​(s,a) and variance σR2(s,a)\sigma^2_R(s,a)σR2​(s,a), and moves to state kkk with probability P(k∣s,a)P(k\mid s,a)P(k∣s,a). The discount factor is γ∈[0,1)\gamma\in[0,1)γ∈[0,1). The Bellman operator is

Tr,P′(Q)(s,a)=r(s,a)+γ∑k∈SP′(k∣s,a)max⁡a′Q(k,a′),\mathcal T_{r,P'}(Q)(s,a)=r(s,a)+\gamma\sum_{k\in\mathcal S}P'(k\mid s,a)\max_{a'}Q(k,a'),Tr,P′​(Q)(s,a)=r(s,a)+γk∈S∑​P′(k∣s,a)a′max​Q(k,a′),

and the Q-values are its fixed point Q=TμR,P(Q)Q=\mathcal T_{\mu_R,P}(Q)Q=TμR​,P​(Q), with V∗(s)=max⁡aQ(s,a)V^*(s)=\max_aQ(s,a)V∗(s)=maxa​Q(s,a).

Data are collected by an exploration policy π(a∣s)\pi(a\mid s)π(a∣s). Starting from some state, the agent repeatedly takes at∼π(⋅∣st)a_t\sim\pi(\cdot\mid s_t)at​∼π(⋅∣st​), observes rt∼R(st,at)r_t\sim R(s_t,a_t)rt​∼R(st​,at​), and moves to st+1∼P(⋅∣st,at)s_{t+1}\sim P(\cdot\mid s_t,a_t)st+1​∼P(⋅∣st​,at​). The state-action pairs then form a Markov chain with transition matrix P~π((s,a),(s′,a′))=P(s′∣s,a)π(a′∣s′)\tilde P^\pi((s,a),(s',a'))=P(s'\mid s,a)\pi(a'\mid s')P~π((s,a),(s′,a′))=P(s′∣s,a)π(a′∣s′). From nnn observations, the plug-in estimates are the sample mean reward μ^R,n(s,a)\hat\mu_{R,n}(s,a)μ^​R,n​(s,a) and the empirical transition frequencies P^n(k∣s,a)\hat P_n(k\mid s,a)P^n​(k∣s,a) at each pair, with fixed initial values at unvisited pairs. The estimate Q^n\hat Q_nQ^​n​ is the fixed point of Tμ^R,n,P^n\mathcal T_{\hat\mu_{R,n},\hat P_n}Tμ^​R,n​,P^n​​.

The standing assumptions are:

  • Assumption 1: finite reward variances, with rewards independent of the next state given (s,a)(s,a)(s,a).
  • Assumption 2: every state has a unique optimal action a∗(s)a^*(s)a∗(s).
  • Assumption 3: P~π\tilde P^\piP~π is irreducible. Its stationary distribution www is then positive and equals the long-run visit frequency of each pair.

Formalization targets

Goal: Theorem 1

Under Assumptions 1–3, Q^n→Q\hat Q_n\to QQ^​n​→Q almost surely, and

n(Q^n−Q)⇒N(0,Σ),Σ=(I−γP~π∗)−1W−1(DR+γ2DQ)((I−γP~π∗)−1)T.\sqrt n(\hat Q_n-Q)\Rightarrow\mathcal N(0,\Sigma),\qquad \Sigma=(I-\gamma\tilde P^{\pi^*})^{-1}W^{-1}(D_R+\gamma^2D_Q)\big((I-\gamma\tilde P^{\pi^*})^{-1}\big)^T.n​(Q^​n​−Q)⇒N(0,Σ),Σ=(I−γP~π∗)−1W−1(DR​+γ2DQ​)((I−γP~π∗)−1)T.

Here P~π∗((s,a),(s′,a′))=P(s′∣s,a)1(a′=a∗(s′))\tilde P^{\pi^*}((s,a),(s',a'))=P(s'\mid s,a)\mathbb 1(a'=a^*(s'))P~π∗((s,a),(s′,a′))=P(s′∣s,a)1(a′=a∗(s′)), and WWW, DRD_RDR​, DQD_QDQ​ are diagonal with entries w(s,a)w(s,a)w(s,a), σR2(s,a)\sigma^2_R(s,a)σR2​(s,a) and (V∗)TΣPs,aV∗(V^*)^T\Sigma_{P_{s,a}}V^*(V∗)TΣPs,a​​V∗. The matrix ΣPs,a\Sigma_{P_{s,a}}ΣPs,a​​ is the multinomial covariance of P(⋅∣s,a)P(\cdot\mid s,a)P(⋅∣s,a). The covariance is part of the statement: the paper's subsequent results (Corollary 1, Q-OCBA) use it.

Milestones (the proof of Theorem 1, App. A.1)

  1. (22): [μ^R,n,P^n]→[μR,P][\hat\mu_{R,n},\hat P_n]\to[\mu_R,P][μ^​R,n​,P^n​]→[μR​,P] almost surely.
  2. 1n#{t≤n:(st,at)=(i,j)}→w(i,j)\frac1n\#\{t\le n:(s_t,a_t)=(i,j)\}\to w(i,j)n1​#{t≤n:(st​,at​)=(i,j)}→w(i,j) almost surely.
  3. (23): n([μ^R,n,P^n]−[μR,P])⇒N(0,ΣR,P)\sqrt n([\hat\mu_{R,n},\hat P_n]-[\mu_R,P])\Rightarrow\mathcal N(0,\Sigma_{R,P})n​([μ^​R,n​,P^n​]−[μR​,P])⇒N(0,ΣR,P​), where ΣR,P=diag⁡(W−1DR,DP)\Sigma_{R,P}=\operatorname{diag}(W^{-1}D_R,D_P)ΣR,P​=diag(W−1DR​,DP​) and DPD_PDP​ is block diagonal with blocks ΣPs,a/w(s,a)\Sigma_{P_{s,a}}/w(s,a)ΣPs,a​​/w(s,a).
  4. I−γP~′I-\gamma\tilde P'I−γP~′ is invertible for every stochastic P′P'P′ and every Q′Q'Q′ with unique argmaxes.
  5. The fixed point ϕ(r′,P′)\phi(r',P')ϕ(r′,P′) is continuously differentiable at (μR,P)(\mu_R,P)(μR​,P), with gradient (I−γP~π∗)−1[ I∣γblockdiag⁡((V∗)T) ](I-\gamma\tilde P^{\pi^*})^{-1}[\,I\mid\gamma\operatorname{blockdiag}((V^*)^T)\,](I−γP~π∗)−1[I∣γblockdiag((V∗)T)].
  6. Q^n→Q\hat Q_n\to QQ^​n​→Q almost surely.
  7. ∇ϕ ΣR,P ∇ϕT=Σ\nabla\phi\,\Sigma_{R,P}\,\nabla\phi^T=\Sigma∇ϕΣR,P​∇ϕT=Σ.

Significance

The result. Theorem 1 gives asymptotically exact simultaneous confidence regions for all Q-values from one trajectory of exploration data. The closed form of Σ\SigmaΣ shows how each source of noise contributes: reward noise through DRD_RDR​, transition noise through DQD_QDQ​, the amount of data at each pair through W−1W^{-1}W−1, and propagation through the dynamics of the optimal policy through (I−γP~π∗)−1(I-\gamma\tilde P^{\pi^*})^{-1}(I−γP~π∗)−1. This decomposition is what makes Σ\SigmaΣ usable as an objective for allocating exploration effort, which the paper's Q-OCBA policy does. Corollary 1 (CLT for the optimal value V∗V^*V∗) is derived from it.

Formalizing it. The result is proved in the paper, but the proof cites its probabilistic core: a joint central limit theorem for empirical transition frequencies of an irreducible finite Markov chain (Trevezas and Limnios 2009, Proposition 3), together with the multivariate delta method. A machine-checked proof would also certify that the covariance formula, with its transposes and weights, is correct as printed. No Q-value CLT or Markov-chain CLT for empirical transition matrices is currently formalized on the platform. The existing Markov-chain CLTs there are scalar and assume uniform ergodicity.

Difficulty

The deterministic half (milestones 4, 5, 7) is linear algebra plus an implicit-function argument. The obstacle is that QQQ depends on (μR,P)(\mu_R,P)(μR​,P) through a maximum, which is not differentiable at ties. Assumption 2 removes ties at (μR,P)(\mu_R,P)(μR​,P), and differentiability holds only on a neighbourhood where the argmax stays the same.

The probabilistic half is harder. A natural first idea is to treat the visits to each pair as i.i.d. samples and apply the classical multivariate CLT. This fails because the number of visits is random and depends on the whole trajectory, and the samples at different pairs are dependent through the chain. The CLT (23) needs a martingale or regeneration argument for the Markov chain on state-action pairs. The chain is only assumed irreducible, so it may be periodic, and uniformly ergodic CLTs do not apply directly.

Formalization scope

  • Indexing and spaces. State-action pairs are indexed by S × A with Fintype, DecidableEq and Nonempty; the paper's flattening (i−1)ma+j(i-1)m_a+j(i−1)ma​+j is notation only. PPP, π\piπ and the initial state law are PMFs, and rewards are probability measures on R\mathbb RR with MemLp id 2 (Assumption 1).
  • Discount. 0≤γ<10\le\gamma<10≤γ<1 is pinned; the paper leaves it implicit.
  • Data law. The data form the Markov chain ((st,at),rt)((s_t,a_t),r_t)((st​,at​),rt​) on (S×A)×R(\mathcal S\times\mathcal A)\times\mathbb R(S×A)×R described in Setting, with law given by the published MarkovChainCLT.chainMeasure. Every initial state law is allowed. Time is 0-based.
  • Fixed points. The fixed point is the limit of value iteration (bellmanFix). It is the unique fixed point whenever the Bellman operator is a contraction, which covers every stochastic P′P'P′ and a neighbourhood of (μR,P)(\mu_R,P)(μR​,P).
  • Assumptions 2 and 3. Assumption 2 is a strict inequality Q(s,a)<Q(s,a∗(s))Q(s,a)<Q(s,a^*(s))Q(s,a)<Q(s,a∗(s)) for a≠a∗(s)a\ne a^*(s)a=a∗(s). Assumption 3 is ∀x,y ∃m, (P~π)m(x,y)>0\forall x,y\ \exists m,\ (\tilde P^\pi)^m(x,y)>0∀x,y ∃m, (P~π)m(x,y)>0, and www is bound by the stationarity equations.
  • Limits. The Gaussian limits are Mathlib's multivariateGaussian on EuclideanSpace, and convergence in distribution is TendstoInDistribution.

Trivializations ruled out.

  • Matrix.inv returns 000 on singular matrices, but I−γP~π∗I-\gamma\tilde P^{\pi^*}I−γP~π∗ is invertible under the pins, so Σ\SigmaΣ is not a junk zero.
  • multivariateGaussian returns a point mass for a non-positive-semidefinite matrix, but Σ\SigmaΣ and ΣR,P\Sigma_{R,P}ΣR,P​ are positive semidefinite.
  • A non-strict argmax (which would admit ties and the non-Gaussian limit of the paper's Theorem 2) is excluded.
  • Rewards and transitions live on one trajectory under one chain law, not on independent spaces.

Infrastructure. A complete development needs:

  • an ergodic theorem for finite irreducible Markov chains (milestone 2);
  • a multivariate Markov-chain CLT (milestone 3), which is reusable well beyond this mission;
  • the multivariate delta method and continuous mapping in TendstoInDistribution form;
  • differentiability of a contraction fixed point in parameters.

Contributions of any of these as standalone lemmas are welcome.

Not posed. Corollaries 1–2 and Theorems 2–6 of the paper (optimal-value and fixed-policy CLTs, non-unique optimal policies, constrained MDPs, Q-OCBA consistency, approximate value iteration, kernel representations) are not part of this mission.

Selected references

  • Y. Zhu, J. Dong, H. Lam, Uncertainty Quantification and Exploration for Reinforcement Learning, Operations Research, 2024; arXiv:1910.05471v3, 2022. https://arxiv.org/abs/1910.05471
  • S. Mannor, D. Simester, P. Sun, J. N. Tsitsiklis, Bias and Variance Approximation in Value Function Estimates, Management Science 53(2):308–322, 2007. https://doi.org/10.1287/mnsc.1060.0614
  • S. Trevezas, N. Limnios, Variance Estimation in the Central Limit Theorem for Markov Chains, Journal of Statistical Planning and Inference 139(7):2242–2253, 2009. https://www.sciencedirect.com/journal/journal-of-statistical-planning-and-inference/vol/139/issue/7
  • R. J. Serfling, Approximation Theorems of Mathematical Statistics, Wiley, 2009 (delta method). https://doi.org/10.1002/9780470316481
  • M. Kearns, S. Singh, Finite-Sample Convergence Rates for Q-Learning and Indirect Algorithms, Advances in Neural Information Processing Systems 11, 996–1002, 1998.
10 thms3 active usersReviewed
🏆Completed
CombinatoricsMachine LearningOperations Research+1·Captain: mikedeng1

The Power of Subsampling in Submodular Maximization: SampleGreedy is a (p+1)²/p-approximation for non-negative submodular maximization over p-extendible systemsResearch Paper

Motivation

Many selection problems in machine learning and operations research ask for a set of items that maximizes a utility with diminishing returns, subject to a combinatorial feasibility constraint: summarizing a collection of images or documents, placing sensors, recommending a diverse set of products, or choosing a set of edges that forms a matching. Diminishing returns is submodularity; the feasibility constraints in these examples (matroids, intersections of matroids, matchings, knapsack-type systems) are instances of ppp-extendible systems, a class introduced by Mestre (ESA 2006). Many useful objectives, such as graph cuts and diversity-regularized utilities, are non-monotone: adding an item can lower the value.

The greedy algorithm has a long history for this problem class. Fisher, Nemhauser and Wolsey (1978, doi:10.1007/BFb0121195) showed that greedy gives a (p+1)(p+1)(p+1)-approximation for monotone submodular objectives over ppp-systems, a class that contains ppp-extendible systems. For non-monotone objectives, the known greedy-based algorithms ran the greedy algorithm repeatedly. Gupta, Roth, Schoenebeck and Talwar (WINE 2010) obtained roughly 3p3p3p, Mirzasoleiman et al. (2016) roughly 2p2p2p, and Feldman, Harshaw and Karbasi (COLT 2017) p+O(p)p + O(\sqrt p)p+O(p​), each with Ω(nkp)\Omega(nkp)Ω(nkp) or Ω(nkp)\Omega(nk\sqrt p)Ω(nkp​) oracle queries. Harshaw, Kazemi, Feldman and Karbasi (arXiv:2104.02772; Mathematics of Operations Research, 2022) showed that a single random subsampling of the ground set, followed by one run of the plain greedy algorithm, gives a (p+1)2/p(p+1)^2/p(p+1)2/p-approximation for non-negative submodular objectives with expected O(n+nk/p)O(n + nk/p)O(n+nk/p) oracle calls. This mission formalizes that guarantee.

Setting

Let N\mathcal NN be a finite ground set of size nnn, with a fixed linear order u1<⋯<unu_1 < \dots < u_nu1​<⋯<un​ that is used only to break ties. A set function is a map f:2N→Rf : 2^{\mathcal N} \to \mathbb Rf:2N→R. The marginal gain of uuu at SSS is f(u∣S)=f(S∪{u})−f(S)f(u \mid S) = f(S \cup \{u\}) - f(S)f(u∣S)=f(S∪{u})−f(S).

  • fff is submodular if f(A∪{e})−f(A)≥f(B∪{e})−f(B)f(A \cup \{e\}) - f(A) \ge f(B \cup \{e\}) - f(B)f(A∪{e})−f(A)≥f(B∪{e})−f(B) whenever A⊆BA \subseteq BA⊆B and e∉Be \notin Be∈/B; monotone if A⊆BA \subseteq BA⊆B implies f(A)≤f(B)f(A) \le f(B)f(A)≤f(B); linear if the submodular inequality always holds with equality.
  • A predicate I\mathcal II on subsets is an independence system if ∅∈I\emptyset \in \mathcal I∅∈I and I\mathcal II is closed under taking subsets. It is ppp-extendible if for all A⊆BA \subseteq BA⊆B in I\mathcal II and every e∉Ae \notin Ae∈/A with A∪{e}∈IA \cup \{e\} \in \mathcal IA∪{e}∈I there is Y⊆B∖AY \subseteq B \setminus AY⊆B∖A with ∣Y∣≤p|Y| \le p∣Y∣≤p and (B∖Y)∪{e}∈I(B \setminus Y) \cup \{e\} \in \mathcal I(B∖Y)∪{e}∈I.

The problem is max⁡S∈If(S)\max_{S \in \mathcal I} f(S)maxS∈I​f(S) for non-negative submodular fff; OPT denotes a maximizer.

SampleGreedy with sampling probability qqq keeps each element independently with probability qqq, giving a sample N′\mathcal N'N′. It then starts from S=∅S = \emptysetS=∅ and repeatedly adds the element u∈N′u \in \mathcal N'u∈N′ of largest marginal gain among those with S∪{u}∈IS \cup \{u\} \in \mathcal IS∪{u}∈I and f(u∣S)>0f(u \mid S) > 0f(u∣S)>0, ties broken by the fixed order, until no such element is left. Its expected value is

Eq[f(S)]=∑N′⊆Nq∣N′∣(1−q)n−∣N′∣ f(SampleGreedy(N′)).\mathbb E_q[f(S)] = \sum_{\mathcal N' \subseteq \mathcal N} q^{|\mathcal N'|}(1-q)^{n-|\mathcal N'|}\, f\big(\mathrm{SampleGreedy}(\mathcal N')\big).Eq​[f(S)]=N′⊆N∑​q∣N′∣(1−q)n−∣N′∣f(SampleGreedy(N′)).

For the analysis the paper introduces Algorithm 2, which runs greedy over the whole ground set, flips a qqq-coin for each chosen element, and maintains a set OOO (initially OPT), removal sets OuO_uOu​, snapshots SuS_uSu​ and indicators XuX_uXu​ ("uuu was considered") and YuY_uYu​.

Formalization targets

Goal: Theorem 1 (p. 7)

For non-negative submodular fff, a ppp-extendible system with p≥1p \ge 1p≥1, and every T∈IT \in \mathcal IT∈I: SampleGreedy's output is always independent, and $$f(T) \le \frac{(p+1)^2}{p},\mathbb E_{1/(p+1)}[f(S)], \qquad f(T) \le (p+1),\mathbb E_{1/(p+1)}[f(S)] \ \text{if fff is monotone},

f(T) \le p,\mathbb E_{1/p}[f(S)] \ \text{if fff is linear}.$$

Milestones

In attack order: Lemma 3 (p. 8, already Proved on the platform: a random set whose elements each appear with probability at most qqq keeps a (1−q)(1-q)(1−q) fraction of g(∅)g(\emptyset)g(∅) in expectation); Lemma 4 (p. 10, SampleGreedy and Algorithm 2 have the same output law); Lemma 5 (p. 11, invariants of Algorithm 2); Lemma 6 (p. 12, f(S)≥f(S∪OPT)−∑u∣Ou∖S∣ f(u∣Su)f(S) \ge f(S\cup \mathrm{OPT}) - \sum_u |O_u \setminus S|\, f(u\mid S_u)f(S)≥f(S∪OPT)−∑u​∣Ou​∖S∣f(u∣Su​)); Lemma 7 (p. 13, inequality (5)); Lemma 8 (p. 14); the display of §4.1.1 (p. 14); Lemma 9 (p. 15, linear objectives); Lemma 10 (p. 16, inequality (7)).

Significance

The result shows that one random subsample plus one greedy pass beats the repeated-greedy algorithms for non-monotone objectives over ppp-extendible systems, both in ratio and in query count, and matches the classical p+1p+1p+1 for monotone objectives. Since no polynomial-query algorithm achieves a ratio better than p+1/2p + 1/2p+1/2 for this problem (Feldman, Harshaw and Karbasi 2017, Theorem 4), the ratio (p+1)2/p=p+2+1/p(p+1)^2/p = p + 2 + 1/p(p+1)2/p=p+2+1/p is nearly tight. The proof technique, which couples the subsampled algorithm with an auxiliary algorithm that flips coins only for the elements it considers, is reused in the paper's streaming algorithm and in later subsampling-based algorithms.

The result is proved on paper; no machine-checked version is known. A formalization would give a checked analysis of a randomized greedy algorithm over an abstract independence system, including the coupling of two random processes, which is the step that informal proofs usually treat most briefly. It would also give reusable definitions of ppp-extendible systems and of greedy runs with explicit tie-breaking. The mission also records a defect of the printed text: Lemma 9 as printed is false for linear functions with f(∅)>0f(\emptyset) > 0f(∅)>0, so it is stated here with f(∅)=0f(\emptyset) = 0f(∅)=0.

Difficulty

The obvious argument would analyze SampleGreedy directly, but there the sample and the greedy path are entangled: which element is chosen next depends on the whole sample. The analysis instead goes through Algorithm 2, and the hard step is Lemma 4, an exact equality of output laws. Its proof needs both algorithms to break ties identically and the coins to be fixed in advance. After that, the expectation bounds of Lemmas 7, 8 and 10 condition on the history up to the iteration in which a given element is considered, and the coin of that element is independent of that history. In the finite-sum encoding this conditioning becomes a combinatorial regrouping of the 2n2^n2n coin outcomes, which has to be carried out explicitly. Lemma 6 requires a disjointness argument for the sets Ou∖SO_u \setminus SOu​∖S across the whole run.

Formalization scope

The ground set is a Fintype α with a LinearOrder α, which is the paper's tie-breaking order (p. 10). Set functions are Finset α → ℝ, and I\mathcal II is a predicate Finset α → Prop. The parameter ppp is a natural number with p≥1p \ge 1p≥1. Submodularity is the published lattice form NonmonotoneSubmod.Shared.Submodular (f(S∪T)+f(S∩T)≤f(S)+f(T)f(S\cup T)+f(S\cap T)\le f(S)+f(T)f(S∪T)+f(S∩T)≤f(S)+f(T)), equivalent on finite ground sets to the paper's (1). The while loops run for exactly nnn iterations, which is enough because each effective iteration adds or considers a new element. Expectations are exact finite sums over the 2n2^n2n samples or coin outcomes. Algorithm 2's coins are a fixed bit set, and its line 6 is one fixed minimum-cardinality choice. "α\alphaα-approximation" for a randomized algorithm is read, as in the paper's proof, as E[f(S)]≥f(OPT)/α\mathbb E[f(S)] \ge f(\mathrm{OPT})/\alphaE[f(S)]≥f(OPT)/α, stated against every independent TTT. Linear means (1) with equality and allows f(∅)≠0f(\emptyset) \neq 0f(∅)=0, except in Lemma 9, which adds f(∅)=0f(\emptyset)=0f(∅)=0. The oracle-count clause O(nk/p)O(nk/p)O(nk/p) of Theorem 1 is not formalized.

Trivializing encodings are excluded. The expected value is a sum over the greedy runs on each sample, with the sample as the greedy pool (not the whole ground set followed by a filter). The weights sum to 1. The comparison set is always assumed independent. The ratio (p+1)2/p(p+1)^2/p(p+1)2/p is real division. A sanity file checks that the output on a sample differs from the output on the whole ground set.

A complete development needs the greedy run's invariants, the coupling of Lemma 4, and the regrouping of finite sums over coin outcomes by the history before a given element is considered. The last of these is reusable for any analysis of an algorithm that flips independent coins. Proofs of any milestone, and alternative proofs of Lemma 4, are welcome.

Selected references

  • C. Harshaw, E. Kazemi, M. Feldman, A. Karbasi, The Power of Subsampling in Submodular Maximization, Mathematics of Operations Research, 2022; preprint arXiv:2104.02772v1, 2021. https://arxiv.org/abs/2104.02772
  • M. Feldman, C. Harshaw, A. Karbasi, Greed is Good: Near-Optimal Submodular Maximization via Greedy Optimization, COLT, 2017. https://arxiv.org/abs/1704.01652
  • N. Buchbinder, M. Feldman, J. Naor, R. Schwartz, Submodular Maximization with Cardinality Constraints, SODA, 2014. https://doi.org/10.1137/1.9781611973402.106
  • M. L. Fisher, G. L. Nemhauser, L. A. Wolsey, An analysis of approximations for maximizing submodular set functions – II, Mathematical Programming Study 8, 1978. https://doi.org/10.1007/BFb0121195
  • J. Mestre, Greedy in Approximation Algorithms, ESA, 2006. https://doi.org/10.1007/11841036_49
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Quantum InformationRepresentation TheoryStatistics·Captain: mikedeng1

Parallel Treatment of Estimation of SU(2) and Phase Estimation: with a Reference System, n = 2d − 1 Uses of an Unknown SU(2) Matrix Reach Worst-Case Error sin²(π/(2d+2)), so n²·Error → π²Research Paper

Motivation

Two parties who do not share a reference frame can align one by sending quantum systems through an unknown rotation. Mathematically, a device applies an unknown matrix g∈SU(2)g\in\mathrm{SU}(2)g∈SU(2) to each of nnn qubits, and the task is to estimate ggg from one measurement on the output. How fast the smallest achievable error falls with nnn is a basic question of quantum metrology and quantum statistics: classical repetition gives order 1/n1/n1/n, and entangled inputs can do better.

Masahito Hayashi's paper (arXiv:quant-ph/0407053v3) shows that, with the right input, estimating an SU(2) action reduces exactly to the phase-estimation problem solved by Bužek, Derka and Massar. The reduction yields an error of order 1/n21/n^21/n2 with the explicit constant π2\pi^2π2.

Timeline.

  • 1999. Bužek, Derka and Massar (quant-ph/9808042) determine the optimal phase estimate (the "quantum clock"), with error ≅π2/(4n2)\cong\pi^2/(4n^2)≅π2/(4n2).
  • 2001. Acín, Jané and Vidal (quant-ph/0012015) study optimal estimation of SU(2) dynamics.
  • 2002. Fujiwara (doi:10.1103/PhysRevA.65.012316) shows that a reference system reduces the error for a single use of ggg.
  • 2003–2004. Bagan, Baig and Muñoz-Tapia (quant-ph/0303019) and Chiribella, D'Ariano, Perinotti and Sacchi (quant-ph/0405095) obtain 1/n21/n^21/n2 scaling for reference-frame alignment.
  • 2004. Hayashi (this paper) gives the reduction to phase estimation.
  • 2005. Chiribella, D'Ariano and Sacchi (quant-ph/0506267) prove that the error is optimal among all measurements in a general group framework.

Setting

Let SU(2)\mathrm{SU}(2)SU(2) be the group of 2×22\times22×2 complex unitary matrices of determinant one, and let μ\muμ be its invariant (Haar) probability measure. The cost of reporting g^\hat gg^​ when the truth is ggg is

d(g,g^)=1−∣12Tr⁡(g−1g^)∣2.d(g,\hat g)=1-\Big|\tfrac12\operatorname{Tr}(g^{-1}\hat g)\Big|^2 .d(g,g^​)=1−​21​Tr(g−1g^​)​2.

For each j≥1j\ge1j≥1, let VjV^jVj be the jjj-dimensional irreducible representation of SU(2)\mathrm{SU}(2)SU(2) on a space Hj\mathcal H_jHj​. If ggg has eigenvalues e±iθ/2e^{\pm i\theta/2}e±iθ/2, its character is

χj(g)=Tr⁡Vgj=sin⁡(jθ/2)sin⁡(θ/2)=Uj−1(Re⁡Tr⁡g/2),\chi_j(g)=\operatorname{Tr}V^j_g=\frac{\sin(j\theta/2)}{\sin(\theta/2)}=U_{j-1}\big(\operatorname{Re}\operatorname{Tr}g/2\big),χj​(g)=TrVgj​=sin(θ/2)sin(jθ/2)​=Uj−1​(ReTrg/2),

where UmU_mUm​ is the Chebyshev polynomial of the second kind.

For n=2d−1n=2d-1n=2d−1 uses of ggg with a reference system on which ggg does not act, the paper works on

⨁k=1dH2k⊗H2k,R,Ug=⨁kVg2k⊗I.\bigoplus_{k=1}^d\mathcal H_{2k}\otimes\mathcal H_{2k,R},\qquad U_g=\bigoplus_k V^{2k}_g\otimes I .k=1⨁d​H2k​⊗H2k,R​,Ug​=k⨁​Vg2k​⊗I.

Its ingredients are:

  • Input. xx⃗=⨁kxk xE2kx_{\vec x}=\bigoplus_kx_k\,x^{2k}_Exx​=⨁k​xk​xE2k​, where x∈Cdx\in\mathbb C^dx∈Cd satisfies ∑k∣xk∣2=1\sum_k|x_k|^2=1∑k​∣xk​∣2=1 and xE2k=vec⁡(I)/2kx^{2k}_E=\operatorname{vec}(I)/\sqrt{2k}xE2k​=vec(I)/2k​ is maximally entangled.
  • Measurement. For a Hermitian T=(tk,l)≥0T=(t_{k,l})\ge0T=(tk,l​)≥0 with tk,k=1t_{k,k}=1tk,k​=1,
MT(dg^)=Ug^(∑k,ltk,l ∣(2k)xE2k⟩⟨(2l)xE2l∣)Ug^† μ(dg^).M^T(d\hat g)=U_{\hat g}\Big(\sum_{k,l}t_{k,l}\,|(2k)x^{2k}_E\rangle\langle(2l)x^{2l}_E|\Big)U_{\hat g}^\dagger\,\mu(d\hat g).MT(dg^​)=Ug^​​(k,l∑​tk,l​∣(2k)xE2k​⟩⟨(2l)xE2l​∣)Ug^​†​μ(dg^​).
  • Error at a fixed true ggg.
Dg(M,x)=∫d(g,g^) Tr⁡M(dg^) Ug∣xx⃗⟩⟨xx⃗∣Ug†.\mathcal D_g(M,x)=\int d(g,\hat g)\,\operatorname{Tr}M(d\hat g)\,U_g|x_{\vec x}\rangle\langle x_{\vec x}|U_g^\dagger .Dg​(M,x)=∫d(g,g^​)TrM(dg^​)Ug​∣xx​⟩⟨xx​∣Ug†​.

The method value of an input is v(x)=12(1−∑k=1d−1∣xk∣∣xk+1∣)v(x)=\frac12\big(1-\sum_{k=1}^{d-1}|x_k||x_{k+1}|\big)v(x)=21​(1−∑k=1d−1​∣xk​∣∣xk+1​∣).

Formalization targets

Goal: exact error, attained optimum, and the constant π2\pi^2π2

The goal theorem has four parts.

  1. For every ddd, irreducible representations of dimensions 2,4,…,2d2,4,\dots,2d2,4,…,2d with the Weyl characters exist.
  2. For every unit xxx and every admissible TTT, MTM^TMT is a POVM, and at every true ggg
Dg(MT,x)=12∑k∣xk∣2tk,k−14∑k=1d−1Re⁡(xk‾xk+1tk,k+1+xk+1‾xktk+1,k) ≥ v(x).\mathcal D_g(M^T,x)=\tfrac12\sum_k|x_k|^2t_{k,k}-\tfrac14\sum_{k=1}^{d-1}\operatorname{Re}\big(\overline{x_k}x_{k+1}t_{k,k+1}+\overline{x_{k+1}}x_kt_{k+1,k}\big)\ \ge\ v(x).Dg​(MT,x)=21​k∑​∣xk​∣2tk,k​−41​k=1∑d−1​Re(xk​​xk+1​tk,k+1​+xk+1​​xk​tk+1,k​) ≥ v(x).

Equality holds for the phase-aligned TTT, tk,l=xk∣xk∣xl∣xl∣‾t_{k,l}=\frac{x_k}{|x_k|}\overline{\frac{x_l}{|x_l|}}tk,l​=∣xk​∣xk​​∣xl​∣xl​​​. 3. For d≥1d\ge1d≥1, min⁡∥x∥=1v(x)=sin⁡2π2d+2\displaystyle\min_{\|x\|=1}v(x)=\sin^2\frac{\pi}{2d+2}∥x∥=1min​v(x)=sin22d+2π​, and the minimum is attained. 4.

lim⁡d→∞(2d−1)2sin⁡2π2d+2=π2.\lim_{d\to\infty}(2d-1)^2\sin^2\frac{\pi}{2d+2}=\pi^2 .d→∞lim​(2d−1)2sin22d+2π​=π2.

Milestones

  • (15) Weyl integration over SU(2)\mathrm{SU}(2)SU(2).
  • (12) The single-irrep integral ∫d(I,g^)∣χj∣2 dμ=34\int d(I,\hat g)|\chi_j|^2\,d\mu=\frac34∫d(I,g^​)∣χj​∣2dμ=43​ for j=1j=1j=1 and 12\frac1221​ for j≥2j\ge2j≥2.
  • (13) ∫d(I,g^)χ2kχ2l‾ dμ=12δk,l−14δk,l−1−14δk−1,l\int d(I,\hat g)\chi_{2k}\overline{\chi_{2l}}\,d\mu=\frac12\delta_{k,l}-\frac14\delta_{k,l-1}-\frac14\delta_{k-1,l}∫d(I,g^​)χ2k​χ2l​​dμ=21​δk,l​−41​δk,l−1​−41​δk−1,l​.
  • Schur orthogonality. A published theorem.
  • Normalization. MTM^TMT integrates to the identity.
  • (14) The exact error formula, its lower bound and equality.
  • (11) Bužek's optimum sin⁡2π2(n+2)\sin^2\frac{\pi}{2(n+2)}sin22(n+2)π​ in exact form.

Significance

The result. The error of a covariant SU(2) measurement on this space equals, coefficient by coefficient, the error of a covariant phase measurement. Eq. (13) says that the SU(2) character integral has the same tridiagonal kernel as the phase-estimation identity (7). Optimizing the input therefore becomes the largest-eigenvalue problem for a path graph, and that problem has a closed-form solution. With n=2d−1n=2d-1n=2d−1 uses, the protocol reaches error sin⁡2(π/(n+3))∼π2/n2\sin^2(\pi/(n+3))\sim\pi^2/n^2sin2(π/(n+3))∼π2/n2. This beats the 1/n1/n1/n rate of independent uses, and the paper gives the explicit constant. Chiribella, D'Ariano and Sacchi later showed that v(x)v(x)v(x) is optimal over all measurements; the present paper does not prove that.

Formalizing it. No part of this computation is machine-checked yet:

  • the Weyl integration formula for SU(2)\mathrm{SU}(2)SU(2);
  • the character integrals (12)–(13);
  • the covariant-POVM normalization;
  • the exact error identity;
  • the eigenvalue optimum and its limit.

The paper's own displays contain slips: the conjugation in (8), (9) and (14), the j=1j=1j=1 value on p. 9, the coefficients of the expansion on p. 10, and a quoted Bužek vector that is not the minimizer. A checked development fixes these.

Difficulty

The obvious route through (13) is to "expand the product of characters and keep the constant and cos⁡θ\cos\thetacosθ, cos⁡2θ\cos2\thetacos2θ terms", as p. 10 does. That route needs the Weyl integration formula. Mathlib has the Haar measure but no Weyl integration formula for SU(2)\mathrm{SU}(2)SU(2), no compactness instance on Matrix.specialUnitaryGroup, and no classification of its irreducible representations.

The reduction from the operator integral in (14) to the scalar integral (13) needs two further facts: Schur orthogonality on each pair of blocks, and the invariance of μ\muμ to move from g^\hat gg^​ to g−1g^g^{-1}\hat gg−1g^​.

The optimum over inputs is a Perron–Frobenius problem for a path graph. It is easy to state with ≅\cong≅, but in exact form it needs the attained eigenvector ak∝sin⁡(π(k+1)/(d+1))a_k\propto\sin(\pi(k+1)/(d+1))ak​∝sin(π(k+1)/(d+1)), not the vector the paper quotes.

Formalization scope

Representations.

  • SU(2)\mathrm{SU}(2)SU(2) is Matrix.specialUnitaryGroup (Fin 2) ℂ.
  • The pinned Mathlib has no topological-group, compactness or measurable instances on it, so these are instance hypotheses (IsTopologicalGroup, CompactSpace, MeasurableSpace with BorelSpace).
  • μ\muμ is any left- and right-invariant probability measure dg.
  • Irreducible representations are the published BasedIrreps (based, continuous, unitary, irreducible), indexed k=0,…,d−1k=0,\dots,d-1k=0,…,d−1 for H2,…,H2d\mathcal H_2,\dots,\mathcal H_{2d}H2​,…,H2d​.
  • A spin family requires dimension 2(k+1)2(k+1)2(k+1) and the Weyl character U2k+1(Re⁡Tr⁡g/2)U_{2k+1}(\operatorname{Re}\operatorname{Tr}g/2)U2k+1​(ReTrg/2). The character hypothesis is a true property of every such representation and is what the paper uses on p. 9.
  • The space, action and input are the published CanonicalIndex, canonicalAction and canonicalInput (with identity block unitaries).

Measurement and error.

  • Measurements are DensityPOVMs: a reference measure and a PSD operator density integrating to III.
  • The cost is the published bellCost.
  • Probabilities are Re⁡Tr⁡\operatorname{Re}\operatorname{Tr}ReTr.
  • The error is pointwise in the true ggg, as in the paper, not Haar-averaged.
  • In (14) the term with x0x_0x0​ is absent.
  • The zero coefficient gets phase 111.

Ruled-out trivializations.

  • The irreducible representations are hypothesized, so clause 1 of the goal asserts that a spin family exists.
  • TTT must be positive semidefinite with unit diagonal. Without the unit diagonal the seed is not normalized and the "error" can be made 000.
  • The error is not averaged over ggg.
  • The optimum is stated with IsLeast, not sInf or ⨅.

Infrastructure. The reusable parts beyond this mission are:

  • Weyl integration for SU(2)\mathrm{SU}(2)SU(2), together with the compactness and topological-group instances;
  • the characters of the irreducible representations;
  • existence of the spin-j/2j/2j/2 representations (for example the published polynomial irreps Gap48.P23.polynomialIrrep);
  • the path-graph eigenvalue problem.

Proofs of any milestone, and of these supporting facts, are welcome.

Related work on the platform. The Chiribella–D'Ariano–Sacchi items of the Next46.P36 series pose related but different statements:

  • optimalPOVM and minimumEigenvalueInput concern a general compact group, a Haar-averaged risk, and optimality over all measurements.
  • cartesianFrameOptimum concerns SU(2) without a reference system, with a different cost.

This mission reuses their definition layer and their Schur orthogonality theorem. It states Hayashi's own reference-assisted protocol, with its exact pointwise error and the limit π2\pi^2π2.

Not formalized. The following parts of the paper are out of scope:

  • the no-reference variant (pp. 8–9);
  • the even case n=2dn=2dn=2d;
  • §2's other phase-estimation results;
  • eqs. (16)–(17).

Selected references

  • M. Hayashi, Parallel Treatment of Estimation of SU(2) and Phase Estimation, arXiv:quant-ph/0407053v3 (2006). https://arxiv.org/abs/quant-ph/0407053
  • V. Bužek, R. Derka, S. Massar, Optimal Quantum Clocks, Phys. Rev. Lett. 82, 2207 (1999). https://arxiv.org/abs/quant-ph/9808042
  • G. Chiribella, G. M. D'Ariano, M. F. Sacchi, Optimal estimation of group transformations using entanglement, Phys. Rev. A 72, 042338 (2005). https://arxiv.org/abs/quant-ph/0506267
  • A. Fujiwara, Estimation of SU(2) operation and dense coding: an information geometric approach, Phys. Rev. A 65, 012316 (2002). https://doi.org/10.1103/PhysRevA.65.012316
  • A. Acín, E. Jané, G. Vidal, Optimal estimation of quantum dynamics, Phys. Rev. A 64, 050302 (2001). https://arxiv.org/abs/quant-ph/0012015
  • E. Bagan, M. Baig, R. Muñoz-Tapia, Entanglement-assisted alignment of reference frames using a dense covariant coding, Phys. Rev. A 69, 050303(R) (2004). https://arxiv.org/abs/quant-ph/0303019
  • G. Chiribella, G. M. D'Ariano, P. Perinotti, M. F. Sacchi, Efficient use of quantum resources for the transmission of a reference frame, Phys. Rev. Lett. 93, 180503 (2004). https://arxiv.org/abs/quant-ph/0405095
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EconomicsOperations ResearchProbability·Captain: mikedeng1

Capability Building in Sluggish Organizations: Under Myopic Adjustment the Lowest Long-Run Capability Is at Most 2μ − 1, Attained by a Perturbed Rest/High-Intensity CycleResearch Paper

Motivation

Organizations, athletes and students build capability gradually: a team can raise or lower its skill level only a little from one period to the next, while the demands placed on it can change abruptly. A trainer (a coach, a manager, a curriculum designer) who controls the sequence of demands, subject to a budget on their average intensity, wants to know which sequence leaves the trainee with the highest capability in the long run. Periodized training in sports, with alternating rest and high-intensity phases, is the familiar practical answer.

Eliaz and Spiegler (Management Science, 2023) model this as a trainer committing to a stochastic challenge process and an agent that adjusts sluggishly, by at most one unit per period. Their Proposition 1 shows that against a myopic sluggish agent, a budget of about μ\muμ on the average challenge can sustain a long-run capability of about 2μ2\mu2μ, nearly twice what a flexibly adjusting agent would keep, and that a slightly perturbed rest/high-intensity cycle achieves it. This mission formalizes Proposition 1.

Setting

A training program is a pair (P,f)(P, f)(P,f): a stochastic matrix PPP on a finite set of states SSS, irreducible, and an output function f:S→Nf : S \to \mathbb{N}f:S→N giving the challenge d=f(s)d = f(s)d=f(s) in each state. By irreducibility PPP has a unique invariant distribution λP\lambda_PλP​. The program is feasible for an integer μ≥1\mu \ge 1μ≥1 and a slack ε∈(0,1)\varepsilon \in (0,1)ε∈(0,1) if it satisfies the intensity constraint (1):

∑s∈SλP(s) f(s)≤μ+ε.\sum_{s \in S} \lambda_P(s)\, f(s) \le \mu + \varepsilon .s∈S∑​λP​(s)f(s)≤μ+ε.

The agent holds a non-negative integer capability mtm_tmt​. At each period t≥1t \ge 1t≥1 it observes the challenge dt=f(st)d_t = f(s_t)dt​=f(st​) and chooses mt∈{mt−1−1,mt−1,mt−1+1}m_t \in \{m_{t-1}-1, m_{t-1}, m_{t-1}+1\}mt​∈{mt−1​−1,mt−1​,mt−1​+1}, paying Ct=c mt+max⁡(0,dt−mt)C_t = c\,m_t + \max(0, d_t - m_t)Ct​=cmt​+max(0,dt​−mt​) with c∈(0,1)c \in (0,1)c∈(0,1). A myopic agent minimizes CtC_tCt​ period by period, which gives rule (2):

mt={mt−1+1dt>mt−1,mt−1dt=mt−1,max⁡{0,mt−1−1}dt<mt−1.m_t = \begin{cases} m_{t-1}+1 & d_t > m_{t-1},\\ m_{t-1} & d_t = m_{t-1},\\ \max\{0, m_{t-1}-1\} & d_t < m_{t-1}.\end{cases}mt​=⎩⎨⎧​mt−1​+1mt−1​max{0,mt−1​−1}​dt​>mt−1​,dt​=mt−1​,dt​<mt−1​.​

The pair (mt,st)(m_t, s_t)(mt​,st​) is then a Markov chain, the extended process: from (m,s)(m, s)(m,s) it moves to (g(m,f(s′)),s′)(g(m, f(s')), s')(g(m,f(s′)),s′) with probability P(s,s′)P(s,s')P(s,s′), where ggg is rule (2). The lowest long-run capability m∗m^*m∗ is the lowest value mtm_tmt​ takes beyond a sufficiently large ttt. On a finite chain a path is eventually absorbed in a recurrent class and visits all its states infinitely often, so m∗m^*m∗ is the minimum of mmm over that class.

Formalization targets

Goal: Proposition 1 (with ε<1/2\varepsilon < 1/2ε<1/2 in part (i))

(i) If ε<1/2\varepsilon < 1/2ε<1/2, then for every feasible program on every finite state set, every recurrent class of the extended process contains a state with

m≤2μ−1.m \le 2\mu - 1 .m≤2μ−1.

(ii) There is β0<1\beta_0 < 1β0​<1 such that for every β∈(β0,1)\beta \in (\beta_0, 1)β∈(β0​,1) the two-state program

P=(01β1−β) (states L,H),f(L)=0,f(H)=2μ,P = \begin{pmatrix} 0 & 1 \\ \beta & 1-\beta \end{pmatrix}\ (\text{states } L, H), \qquad f(L) = 0,\quad f(H) = 2\mu,P=(0β​11−β​) (states L,H),f(L)=0,f(H)=2μ,

is feasible, its extended process has exactly the recurrent states (2μ−1,L)(2\mu - 1, L)(2μ−1,L) and (2μ,H)(2\mu, H)(2μ,H), and every invariant distribution puts mass 11+β\frac{1}{1+\beta}1+β1​ on m=2μm = 2\mum=2μ and β1+β\frac{\beta}{1+\beta}1+ββ​ on m=2μ−1m = 2\mu - 1m=2μ−1; both tend to 12\tfrac1221​ as β→1\beta \to 1β→1.

Milestones

In attack order: uniqueness of the invariant distribution of an irreducible finite chain (§2, p. 7; already proved on the platform); the myopic best response (2); the extended process is a Markov chain whose invariant laws have state marginal λP\lambda_PλP​; every recurrent class carries an invariant law; Step 1, the balance identity (4), ∑X+λ(m,d)(m+1)=∑X−λ(m,d) m\sum_{X^+}\lambda(m,d)(m+1) = \sum_{X^-}\lambda(m,d)\,m∑X+​λ(m,d)(m+1)=∑X−​λ(m,d)m; Step 2, E(m)≤2(μ+ε)−∑X0λ(m,d) m\mathbb{E}(m) \le 2(\mu+\varepsilon) - \sum_{X^0}\lambda(m,d)\,mE(m)≤2(μ+ε)−∑X0​λ(m,d)m; Step 3, every invariant law charges a capability ≤2μ−1\le 2\mu - 1≤2μ−1; the two-state program's average intensity 2μ/(1+β)2\mu/(1+\beta)2μ/(1+β); and the recurrent states and invariant masses of its extended process.

Significance

The result separates two quantities a trainer might confuse: the average intensity of the demands, which the budget constrains, and the capability they sustain, which depends only on the sign of d−md - md−m under sluggish adjustment. Because the cardinal budget and the ordinal adjustment rule differ, alternating rest (d=0d = 0d=0) with high intensity (d=2μd = 2\mud=2μ) holds capability near 2μ2\mu2μ for an average cost near μ\muμ. Part (i) shows that no program, however many states it uses, does better, so the two-state periodized program is optimal for a myopic agent. The paper's second main result (Proposition 2, a forward-looking agent) is not part of this mission.

Formalizing it adds a machine-checked account of an argument whose printed version has two gaps (see Formalization scope): the bound in part (i) needs ε<1/2\varepsilon < 1/2ε<1/2, and the printed Step 3 reaches only 2μ2\mu2μ. The proposition is proved on paper; it has not been formalized. The finite-chain lemmas built along the way (an invariant law on every recurrent class, the marginal of an invariant law of a product-type chain, level-crossing balance for a skip-free coordinate) are reusable outside this paper.

Difficulty

The paper argues with long-run frequencies along a sample path. A formal proof has to replace that by invariant distributions of a finite chain on (m,s)(m, s)(m,s), whose recurrent classes need not be unique and whose invariant laws need not be unique either. The step from the average bound to the minimum is the delicate one: knowing that E(m)\mathbb{E}(m)E(m) is at most about 2μ2\mu2μ and that mmm is not constant only shows that the minimum is at most 2μ2\mu2μ. The bound 2μ−12\mu - 12μ−1 needs a finer use of the constraint, and it fails for ε>1/2\varepsilon > 1/2ε>1/2, so any argument that treats ε\varepsilonε as negligible without quantifying it cannot be completed.

Formalization scope

Lean represents the trainer's chain with the published mm_basic vocabulary (IsStochastic, IsStationary with row vectors πP=π\pi P = \piπP=π, Irreducible); uniqueness of λP\lambda_PλP​ is the proved MarkovMixing.exists_unique_stationary. Challenges and capabilities are natural numbers; max⁡{0,m−1}\max\{0, m-1\}max{0,m−1} and 2μ−12\mu - 12μ−1 use truncated subtraction (harmless since μ≥1\mu \ge 1μ≥1). Feasibility asks for some invariant distribution satisfying (1), which is λP\lambda_PλP​ by uniqueness. The extended process lives on Fin (M + 1) × S for a truncation level M≥max⁡sf(s)M \ge \max_s f(s)M≥maxs​f(s); the goal quantifies over every such MMM, which covers every initial capability m0m_0m0​. "Lowest long-run capability ≤K\le K≤K" is stated as: every recurrent state reaches a state with m≤Km \le Km≤K. In the two-state program index 0 is LLL and 1 is HHH. The limit "probability 12\tfrac1221​" is stated through the exact masses 11+β\frac{1}{1+\beta}1+β1​ and β1+β\frac{\beta}{1+\beta}1+ββ​, together with existence of an invariant law.

Part (i) is posed with ε<1/2\varepsilon < 1/2ε<1/2 because it is false for ε>1/2\varepsilon > 1/2ε>1/2. With μ=1\mu = 1μ=1, ε=3/5\varepsilon = 3/5ε=3/5, P=(017/81/8)P = \begin{pmatrix} 0 & 1 \\ 7/8 & 1/8\end{pmatrix}P=(07/8​11/8​), f(L)=0f(L) = 0f(L)=0, f(H)=3f(H) = 3f(H)=3: the invariant law is (7/15,8/15)(7/15, 8/15)(7/15,8/15), the average challenge is 8/5=μ+ε8/5 = \mu + \varepsilon8/5=μ+ε, and the only recurrent states of the extended process are (2,L)(2, L)(2,L) and (3,H)(3, H)(3,H), so the lowest long-run capability is 2>2μ−12 > 2\mu - 12>2μ−1. The paper states ε∈(0,1)\varepsilon \in (0,1)ε∈(0,1) but says it "can be arbitrarily close to zero" and treats it as negligible. Part (ii) holds for every ε∈(0,1)\varepsilon \in (0,1)ε∈(0,1). The printed Step 3 argument only yields 2μ2\mu2μ; a solver must supply the step to 2μ−12\mu - 12μ−1, and the milestone is posed in that corrected form.

The statements rule out the trivializing readings: part (i) ranges over every finite state set, every truncation level and every recurrent state (not a fixed SSS, not some class, not the minimum over transient states, which a low m0m_0m0​ would make trivial); part (ii) asserts feasibility, all β\betaβ in an interval up to 111, that the two named states are the only recurrent ones, and the masses together with existence of an invariant law, so no clause holds vacuously; and the extended kernel is stochastic because M≥max⁡fM \ge \max fM≥maxf.

Contributions welcome: proofs of the finite-chain milestones (they need only mm_basic and Mathlib's matrix library), the balance identity (4), and the corrected Step 3.

Selected references

  • K. Eliaz, R. Spiegler, Capability Building in Sluggish Organizations, Management Science, 2023; read in the authors' manuscript of March 28, 2022. https://doi.org/10.1287/mnsc.2022.4445
  • D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, American Mathematical Society, 2nd ed., 2017 (Chapter 1, invariant distributions of finite chains; source of mm_basic). https://doi.org/10.1090/mbk/107
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Bandit AlgorithmsMachine LearningOperations Research+1·Captain: mikedeng1

Dynamic Pricing with Unknown Non-Parametric Demand and Limited Price Changes: The SLPE Policy Has Regret O(√T log T log log T) on Its Concentration Event and Makes O(log log T) Price ChangesResearch Paper

Motivation

A retailer selling one product over TTT periods must choose a price each period without knowing how demand responds to price. Charging different prices reveals the demand curve but costs revenue, and in practice every price change has its own cost: relabelling, customer goodwill, contractual limits on repricing. Dynamic pricing with learning asks for policies whose cumulative revenue loss against the best fixed price, the regret, grows slowly in TTT, and recent work also asks that the policy change its price rarely.

The paper's literature review (pp. 3–5) frames the gap. For parametric demand, Broder (2011) gives an MLE-based policy with O~(T)\tilde O(\sqrt T)O~(T​) regret and O(log⁡T)O(\log T)O(logT) price changes, and Cheung, Simchi-Levi and Wang (2017) study limited price changes when demand is one of finitely many known curves. Non-parametric policies such as Besbes and Zeevi (2015) and the continuum-armed bandit algorithm of Agarwal et al. (2011) do not control price changes and incur at least O(log⁡T)O(\log T)O(logT) of them. Perakis and Singhvi (SSRN 3336949; published in Operations Research, doi:10.1287/opre.2020.0445) show that, under a two-point bandit feedback assumption borrowed from online convex optimisation (Agarwal and Dekel 2010, Nesterov 2011), a non-parametric policy can keep O~(T)\tilde O(\sqrt T)O~(T​) regret while changing its price only O(log⁡log⁡T)O(\log\log T)O(loglogT) times.

Setting

Prices lie in [0,1][0,1][0,1]. In period ttt the retailer charges ptp_tpt​ and observes demand

Yt=d(pt)+ϵt,Y_t=d(p_t)+\epsilon_t,Yt​=d(pt​)+ϵt​,

where ddd is an unknown smooth non-increasing demand curve and ϵt\epsilon_tϵt​ is noise. The revenue is r(p)=p d(p)r(p)=p\,d(p)r(p)=pd(p), maximised on [0,1][0,1][0,1] at a unique interior price p∗p^*p∗. The two performance measures are

R(T)=∑t=1T(r(p∗)−r(pt)),LPC(T)=1+∣{2≤t≤T: pt≠pt−1}∣.\mathcal R(T)=\sum_{t=1}^T\big(r(p^*)-r(p_t)\big),\qquad LPC(T)=1+\big|\{2\le t\le T:\ p_t\ne p_{t-1}\}\big|.R(T)=t=1∑T​(r(p∗)−r(pt​)),LPC(T)=1+​{2≤t≤T: pt​=pt−1​}​.

Assumption 1 asks for κ>0\kappa>0κ>0 with d(p∗)−κ(p−p∗)2≤−d′(p) p∗d(p^*)-\kappa(p-p^*)^2\le-d'(p)\,p^*d(p∗)−κ(p−p∗)2≤−d′(p)p∗; Assumption 2 asks that among the observations at two charged prices there is one pair with identical noise, and that the policy can identify it. K1K_1K1​ bounds ∣d(k)∣|d^{(k)}|∣d(k)∣ for k≤3k\le3k≤3.

The SLPE policy (Algorithm 1) runs in rounds i=1,2,…i=1,2,\dotsi=1,2,… with half-widths Δ1=12\Delta_1=\tfrac12Δ1​=21​, Δi+1=μΔi2\Delta_{i+1}=\mu\Delta_i^2Δi+1​=μΔi2​. Round iii charges piL=piM−Δip^L_i=p^M_i-\Delta_ipiL​=piM​−Δi​, piMp^M_ipiM​ and piH=piM+Δip^H_i=p^M_i+\Delta_ipiH​=piM​+Δi​ for ni=2ρ4log⁡T/Δi4n_i=2\rho^4\log T/\Delta_i^4ni​=2ρ4logT/Δi4​ periods each, starting from p1M=12p^M_1=\tfrac12p1M​=21​. It fits a two-piece linear demand estimate whose level is the average demand Dˉni(piM)\bar D_{n_i}(p^M_i)Dˉni​​(piM​) and whose slopes are finite differences of the two identical-noise pairs, maximises the estimated revenue on [piL,piH][p^L_i,p^H_i][piL​,piH​] to obtain p~i∗\tilde p^*_ip~​i∗​, and recentres: pi+1M=p~i∗p^M_{i+1}=\tilde p^*_ipi+1M​=p~​i∗​.

Formalization targets

Goal: Theorem 1 and Corollary 1

Under Assumption 1, the gradient condition ∣d′(p∗)∣≥(K1/24+κ/4)14+c/2|d'(p^*)|\ge(K_1/24+\kappa/4)\tfrac14+c/2∣d′(p∗)∣≥(K1​/24+κ/4)41​+c/2 with c>0c>0c>0, and

2>μ≥M=1c(1ρ2+K16+κ4)+K112+4κ,2>\mu\ge M=\tfrac1c\big(\tfrac1{\rho^2}+\tfrac{K_1}6+\tfrac\kappa4\big)+\tfrac{K_1}{12}+4\kappa,2>μ≥M=c1​(ρ21​+6K1​​+4κ​)+12K1​​+4κ,

there are constants C1,C2,C3C_1,C_2,C_3C1​,C2​,C3​ independent of TTT such that for every T≥3T\ge3T≥3, every noise realisation and every choice of the policy's tie-breaking and pair selection,

LPCSLPE(T)≤C3+3log⁡2(log⁡T),LPC^{SLPE}(T)\le C_3+3\log_2(\log T),LPCSLPE(T)≤C3​+3log2​(logT),

and, on every realisation where Assumption 2 and the concentration event ∣Dˉni(piM)−d(piM)∣≤Δi2/ρ2|\bar D_{n_i}(p^M_i)-d(p^M_i)|\le\Delta_i^2/\rho^2∣Dˉni​​(piM​)−d(piM​)∣≤Δi2​/ρ2 hold in each used round,

RSLPE(T)≤(C1+C2log⁡(log⁡T))Tlog⁡T.\mathcal R^{SLPE}(T)\le\big(C_1+C_2\log(\log T)\big)\sqrt T\log T .RSLPE(T)≤(C1​+C2​log(logT))T​logT.

Milestones

  1. Lemma 1 (p. 10): Assumption 1 gives p∗(d′(p)−d′(p∗))≤κ(p−p∗)2p^*(d'(p)-d'(p^*))\le\kappa(p-p^*)^2p∗(d′(p)−d′(p∗))≤κ(p−p∗)2.
  2. Lemma 2 (p. 11): d′′(p∗)=0d''(p^*)=0d′′(p∗)=0 with Lipschitz r′′r''r′′ and d′d'd′ gives the same inequality with κ=Ψ+Ψˉ+2K1\kappa=\Psi+\bar\Psi+2K_1κ=Ψ+Ψˉ+2K1​.
  3. Lemma 3 (p. 17): the identical-noise finite differences of round iii are within 12K1Δi2/12\tfrac12K_1\Delta_i^2/1221​K1​Δi2​/12 of d′d'd′ at the midpoints.
  4. Hoeffding step (pp. 19–20): P(∣Xˉn∣>Δ2/ρ2)≤1/T2\mathbb P(|\bar X_n|>\Delta^2/\rho^2)\le1/T^2P(∣Xˉn​∣>Δ2/ρ2)≤1/T2 for n≥2ρ4log⁡T/Δ4n\ge2\rho^4\log T/\Delta^4n≥2ρ4logT/Δ4 and sub-Gaussian noise with variance proxy at most 1/31/31/3.
  5. Lemma 4 (p. 17): ∣p∗−p~i∗∣≤MΔi2|p^*-\tilde p^*_i|\le M\Delta_i^2∣p∗−p~​i∗​∣≤MΔi2​ on the good event of rounds 1,…,i1,\dots,i1,…,i.
  6. Containment (p. 17): piL≤p∗≤piHp^L_i\le p^*\le p^H_ipiL​≤p∗≤piH​ on the good event of earlier rounds.
  7. Round count (p. 24): at most C+log⁡2(log⁡T)C+\log_2(\log T)C+log2​(logT) rounds start before TTT.

Significance

The result gives a non-parametric pricing policy whose number of price changes is doubly logarithmic, the same order as the number of batches needed in batched multi-armed bandits, while its regret is within log⁡Tlog⁡log⁡T\log T\log\log TlogTloglogT of the Ω(T)\Omega(\sqrt T)Ω(T​) lower bound of Keskin and Zeevi (2014). Its key estimate, Lemma 4, is a perturbation bound for the maximiser of a piecewise linear surrogate of a smooth revenue function; it applies wherever an optimum is located from noisy function values with matched-noise finite differences.

The theorem is proved on paper and, to the extent that can be determined, has no machine-checked proof. Formalizing it adds a continuum-armed pricing policy with an explicit price-change bound, and a checked version of an argument whose printed proof has gaps: a high-probability step that is false as printed, an inequality used two-sidedly that is assumed one-sidedly, and a logarithm base that does not match. Lemma 4 is posed as printed. It is supported numerically but its printed proof is incomplete, so a formal proof, or a counterexample, is itself new information.

Difficulty

The obvious argument for Lemma 4 compares the first-order condition of the surrogate with that of the true revenue. It fails as written: the surrogate's maximiser may sit at an endpoint of [piL,piH][p^L_i,p^H_i][piL​,piH​] or at the kink piMp^M_ipiM​, where no first-order condition holds, and the comparison needs a two-sided bound on d′(p)−d′(p∗)d'(p)-d'(p^*)d′(p)−d′(p∗) while Assumption 1 is one-sided and weighted by p∗p^*p∗. The regret bound then needs the induction that keeps p∗p^*p∗ inside every round's range, a careful treatment of the last round, which the horizon truncates, and the conversion of the doubly exponential decay of Δi\Delta_iΔi​ into a log⁡2log⁡T\log_2\log Tlog2​logT round count.

Formalization scope

Periods are 0-based and rounds 1-based. The demand is d : ℝ → ℝ, and p∗p^*p∗ is a parameter satisfying hypotheses, not a defined argmax. The noise is a single realisation ε : ℕ → ℝ, and the regret and the price-change count are numbers on it, with no expectation. The policy receives only T,μ,ρT,\mu,\rhoT,μ,ρ, an argmax selector (any rule returning a maximiser of a continuous function on an interval), a pair selector (four periods per round), and the observations d(p)+ϵtd(p)+\epsilon_td(p)+ϵt​ at the prices it charges. nin_ini​ is rounded up. The concentration event's probability is the separate Hoeffding milestone.

The following hypotheses and repairs are added and disclosed in each item:

  • Assumption 1 and the bound K1K_1K1​ are imposed on [−1,2][-1,2][−1,2], because SLPE can charge prices outside [0,1][0,1][0,1].
  • p∗<1p^*<1p∗<1, so that the optimum is interior.
  • Assumption 2 is a property of the realisation, not an almost-sure statement, because under i.i.d. continuous noise it has probability zero.
  • The Hoeffding step carries σ2≤1/3\sigma^2\le1/3σ2≤1/3 and T≥2T\ge2T≥2, since the printed 1−1/T21-1/T^21−1/T2 is false for σ≥1\sigma\ge1σ≥1.
  • The round count and Corollary 1 use log⁡2log⁡T\log_2\log Tlog2​logT; the printed natural-log bounds fail numerically (19 price changes against a printed bound of 15.8 at T=106T=10^6T=106).
  • The inner log⁡(T/(2μρ4log⁡T))\log(T/(2\mu\rho^4\log T))log(T/(2μρ4logT)) is replaced by log⁡T\log TlogT, which only changes the constants.
  • Lemma 1 is posed with Assumption 1's own κ\kappaκ, since the printed "∀p ∃κ\forall p\,\exists\kappa∀p∃κ" is trivial.

Four formalizations would make the goal trivial, and the statements rule each out: a policy that reads ddd or p∗p^*p∗, constants allowed to depend on TTT or on the realisation, an argmax or pair oracle not tied to the observations, and an Assumption 2 that no realisation can satisfy (zero noise with in-block pairs satisfies it, and a sanity check exhibits a full instance).

Theorem 2 (the relaxed Assumption 2A and Algorithm 2) is not part of the mission. A complete development needs Taylor's theorem with remainder, sub-Gaussian tail bounds (available as Mathlib's HasSubgaussianMGF and the platform theorem BanditAlgorithm.subgaussian_sample_mean_tail_bound), and bookkeeping for the round schedule. The schedule lemmas and the finite-difference bound are reusable beyond this paper. Proofs of any milestone are welcome, as is a counterexample to Lemma 4's constant.

Selected references

  • G. Perakis and D. Singhvi, Dynamic Pricing with Unknown Non-Parametric Demand and Limited Price Changes, SSRN 3336949 (PDF of 2020-07-03); published in Operations Research. https://ssrn.com/abstract=3336949, https://doi.org/10.1287/opre.2020.0445
  • O. Besbes and A. Zeevi, On the (Surprising) Sufficiency of Linear Models for Dynamic Pricing with Demand Learning, Management Science 61(4), 2015. https://doi.org/10.1287/mnsc.2014.2031
  • W. C. Cheung, D. Simchi-Levi and H. Wang, Dynamic Pricing and Demand Learning with Limited Price Experimentation, Operations Research 65(6), 2017. https://doi.org/10.1287/opre.2017.1629
  • N. B. Keskin and A. Zeevi, Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies, Operations Research 62(5), 2014. https://doi.org/10.1287/opre.2014.1294
  • A. Agarwal, D. P. Foster, D. Hsu, S. M. Kakade and A. Rakhlin, Stochastic Convex Optimization with Bandit Feedback, NeurIPS 2011. https://arxiv.org/abs/1107.1744
  • V. Perchet, P. Rigollet, S. Chassang and E. Snowberg, Batched Bandit Problems, Annals of Statistics 44(2), 2016. https://arxiv.org/abs/1505.00369
10 thms3 active usersReviewed
Linear algebraQuantum Error CorrectionQuantum Information·Captain: mikedeng1

Towards a Unified Framework for Approximate Quantum Error Correction: The Transpose Channel Corrects a Subsystem Code up to the Operator Norm of the PerturbationResearch Paper

Motivation

Quantum error correction protects quantum information from noise by storing it in a code and undoing the damage with a recovery operation. The textbook theory, the Knill–Laflamme conditions, characterizes codes that can be corrected perfectly. Real noise rarely admits perfect correction, and codes that are only approximately correctable can perform better than perfect ones: they can use fewer physical resources for a given target fidelity. Approximate quantum error correction (AQEC) asks for algebraic conditions that tell, from the noise and the code alone, how well a code can be corrected.

Mandayam and Ng (arXiv:1202.5139, Phys. Rev. A 2012) extend an earlier AQEC framework for subspace codes (Ng and Mandayam, arXiv:0909.0931, 2010) to subsystem codes, where information is stored in one tensor factor AAA of a subspace HA⊗HB\mathcal H_A\otimes\mathcal H_BHA​⊗HB​ and the factor BBB is a gauge whose state does not matter. Subsystem codes include noiseless subsystems and the Bacon–Shor family, and they are the natural setting for operator quantum error correction (Kribs, Laflamme and Poulin, arXiv:quant-ph/0412076, 2005).

Setting

The system space is H=HA⊗HB⊕K\mathcal H=\mathcal H_A\otimes\mathcal H_B\oplus\mathcal KH=HA​⊗HB​⊕K, with HA\mathcal H_AHA​, HB\mathcal H_BHB​ finite dimensional; PPP is the projector onto HAB=HA⊗HB\mathcal H_{AB}=\mathcal H_A\otimes\mathcal H_BHAB​=HA​⊗HB​ and PA,PBP_A,P_BPA​,PB​ the identities of the factors. The code C\mathcal CC is the set of all product states ρA⊗ρB\rho_A\otimes\rho_BρA​⊗ρB​, with ρA,ρB\rho_A,\rho_BρA​,ρB​ density operators.

The noise E\mathcal EE is a completely positive, trace-preserving (CPTP) map with Kraus operators E1,…,EN:HAB→HE_1,\dots,E_N:\mathcal H_{AB}\to\mathcal HE1​,…,EN​:HAB​→H:

E(ρ)=∑iEiρEi†,∑iEi†Ei=P.\mathcal E(\rho)=\sum_iE_i\rho E_i^\dagger,\qquad \sum_iE_i^\dagger E_i=P .E(ρ)=i∑​Ei​ρEi†​,i∑​Ei†​Ei​=P.

Write PE\mathcal P_{\mathcal E}PE​ for the support of E(P)=∑iEiEi†\mathcal E(P)=\sum_iE_iE_i^\daggerE(P)=∑i​Ei​Ei†​. A recovery is a CP map R:B(PE)→B(HAB)\mathcal R:\mathcal B(\mathcal P_{\mathcal E})\to\mathcal B(\mathcal H_{AB})R:B(PE​)→B(HAB​) that is trace preserving on PE\mathcal P_{\mathcal E}PE​.

The fidelity of states is F(ρ,σ)=trρ1/2σρ1/2F(\rho,\sigma)=\mathrm{tr}\sqrt{\rho^{1/2}\sigma\rho^{1/2}}F(ρ,σ)=trρ1/2σρ1/2​. The fidelity loss of the code state ρ\rhoρ under E\mathcal EE and R\mathcal RR compares the information in AAA before and after:

ηR{ρ}=1−F2(trB ρ, trB[(R∘E)(ρ)]).\eta_{\mathcal R}\{\rho\}=1-F^2\big(\mathrm{tr}_B\,\rho,\ \mathrm{tr}_B[(\mathcal R\circ\mathcal E)(\rho)]\big).ηR​{ρ}=1−F2(trB​ρ, trB​[(R∘E)(ρ)]).

The code is ϵ\epsilonϵ-correctable on AAA under E\mathcal EE when some recovery has ηR{ρ}≤ϵ\eta_{\mathcal R}\{\rho\}\le\epsilonηR​{ρ}≤ϵ for every ρ∈C\rho\in\mathcal Cρ∈C.

The transpose channel RP\mathcal R_PRP​ is the recovery with Kraus operators

RiP=P Ei† E(P)−1/2,R^P_i=P\,E_i^\dagger\,\mathcal E(P)^{-1/2},RiP​=PEi†​E(P)−1/2,

the inverse square root being taken on the support of E(P)\mathcal E(P)E(P).

Formalization targets

Goal: Corollary 3

Suppose that, for all i,ji,ji,j,

PEi†E(P)−1/2EjP=PA⊗Bij+Δij(12)PE_i^\dagger\mathcal E(P)^{-1/2}E_jP=P_A\otimes B_{ij}+\Delta_{ij}\qquad(12)PEi†​E(P)−1/2Ej​P=PA​⊗Bij​+Δij​(12)

with BijB_{ij}Bij​ operators on HB\mathcal H_BHB​ and Δij\Delta_{ij}Δij​ operators on HAB\mathcal H_{AB}HAB​. Then the transpose channel is a recovery, and for every ρ∈C\rho\in\mathcal Cρ∈C

ηRP{ρ}≤∥∑ijΔij†Δij∥,\eta_{\mathcal R_P}\{\rho\}\le\Big\|\sum_{ij}\Delta_{ij}^\dagger\Delta_{ij}\Big\|,ηRP​​{ρ}≤​ij∑​Δij†​Δij​​,

so C\mathcal CC is ϵ\epsilonϵ-correctable on AAA whenever ϵ≥∥∑ijΔij†Δij∥\epsilon\ge\|\sum_{ij}\Delta_{ij}^\dagger\Delta_{ij}\|ϵ≥∥∑ij​Δij†​Δij​∥ (operator norm). The statement holds for every choice of the operators BijB_{ij}Bij​; each choice determines Δij\Delta_{ij}Δij​ and gives a bound.

Theorem 2

Under (12), C\mathcal CC is ϵ\epsilonϵ-correctable on AAA for every ϵ≥ηP\epsilon\ge\eta_Pϵ≥ηP​, where

ηP=max⁡∣ψA,ϕB⟩⟨ϕB∣∑ij[⟨ψA∣Δij†Δij∣ψA⟩−⟨ψA∣Δij†∣ψA⟩⟨ψA∣Δij∣ψA⟩]∣ϕB⟩\eta_P=\max_{|\psi_A,\phi_B\rangle}\langle\phi_B|\sum_{ij}\Big[\langle\psi_A|\Delta^\dagger_{ij}\Delta_{ij}|\psi_A\rangle-\langle\psi_A|\Delta^\dagger_{ij}|\psi_A\rangle\langle\psi_A|\Delta_{ij}|\psi_A\rangle\Big]|\phi_B\rangleηP​=∣ψA​,ϕB​⟩max​⟨ϕB​∣ij∑​[⟨ψA​∣Δij†​Δij​∣ψA​⟩−⟨ψA​∣Δij†​∣ψA​⟩⟨ψA​∣Δij​∣ψA​⟩]∣ϕB​⟩

is the fidelity loss of the transpose channel. Theorem 2 is sharper than Corollary 3; the corollary trades sharpness for a quantity that is easy to compute.

Milestones

The milestones follow the paper's own steps: the pure-state form (5) of the fidelity; the reduction of the worst case over C\mathcal CC to pure product states; trace preservation of RP\mathcal R_PRP​ on PE\mathcal P_{\mathcal E}PE​; the trace-preservation identity of RP∘E\mathcal R_P\circ\mathcal ERP​∘E in terms of Bij,ΔijB_{ij},\Delta_{ij}Bij​,Δij​; the fidelity formula (14) on pure product states; Theorem 2; and the bound of the expression (13) by the operator norm.

Significance

When all Δij\Delta_{ij}Δij​ vanish, (12) is the paper's perfect-correction condition (Theorem 1), and the transpose channel is a perfect recovery. Corollary 3 quantifies the robustness of that statement: a perturbation of size ∥∑Δ†Δ∥\|\sum\Delta^\dagger\Delta\|∥∑Δ†Δ∥ costs at most that much fidelity loss, with an explicit recovery. This turns the search for approximate subsystem codes into a check of a matrix inequality, and it supplies the sufficient half of a characterization whose necessary half (near-optimality of the transpose channel) the paper establishes only in restricted scenarios.

Status: the results are proved in the paper, not formalized. Prove2Me's catalog has no statement of Theorem 2, Corollary 3, or of perfect-correction conditions for subsystem codes. This mission states the subsystem-code model in Lean, with mixed code states and a possibly singular E(P)\mathcal E(P)E(P), and poses each step of the paper's proof as a target. The reduction to pure states needs the joint concavity of the fidelity, which Mathlib does not have; a proof of it is reusable across quantum information theory.

Difficulty

Two steps resist a direct computation. First, the code contains mixed product states, while the fidelity formula (14) is available only for pure ones; the passage from one to the other is the joint concavity of FFF, a consequence of Uhlmann's theorem, not a linear-algebra identity. Second, E(P)\mathcal E(P)E(P) need not be invertible: E(P)−1/2\mathcal E(P)^{-1/2}E(P)−1/2 is a pseudo-inverse, the transpose channel is trace preserving only on PE\mathcal P_{\mathcal E}PE​, and the trace-preservation identity of RP∘E\mathcal R_P\circ\mathcal ERP​∘E needs that each EjE_jEj​ maps into PE\mathcal P_{\mathcal E}PE​. Arguments that treat E(P)−1/2\mathcal E(P)^{-1/2}E(P)−1/2 as an inverse are wrong in general.

Formalization scope

  • HAB\mathcal H_{AB}HAB​ is indexed by a × b with AAA first, matching ⊗ₖ and the published partial trace; H\mathcal HH is a separate finite type o. The noise's Kraus operators are rectangular matrices Matrix o (a × b) ℂ, so PPP, PAP_APA​, PBP_BPB​ are identity matrices and PA⊗BijP_A\otimes B_{ij}PA​⊗Bij​ is 1 ⊗ₖ B i j.
  • Vectors are a → ℂ, unit when star ψ ⬝ᵥ ψ = 1; ∣ψ⟩⟨ψ∣|\psi\rangle\langle\psi|∣ψ⟩⟨ψ∣ is vecMulVec ψ (star ψ).
  • Published definitions are reused: the fidelity (WildeQIT.fidelity =F2=F^2=F2, rootFidelity =F=F=F), the partial trace WildeQIT.partialTraceRight, the channel action PeresTerno.krausUpdate, density matrices PeresTerno.IsDensityMatrix, and the support inverse square root and support projector QReversal.NearOpt.invSqrt, supportProj.
  • A recovery is any finite Kraus family RkR_kRk​ from o to a × b with PE(∑kRk†Rk)PE=PE\mathcal P_{\mathcal E}(\sum_kR_k^\dagger R_k)\mathcal P_{\mathcal E}=\mathcal P_{\mathcal E}PE​(∑k​Rk†​Rk​)PE​=PE​. Full support of E(P)\mathcal E(P)E(P) is not assumed.
  • ϵ\epsilonϵ-correctability is the existence of a recovery with fidelity loss at most ϵ\epsilonϵ on every code state; it is equivalent to the paper's ϵ≥ηop\epsilon\ge\eta_{\mathrm{op}}ϵ≥ηop​ because the minimum defining ηop\eta_{\mathrm{op}}ηop​ is attained. "ϵ≥ηP\epsilon\ge\eta_Pϵ≥ηP​" is stated as a bound on the expression (13) at every pair of unit vectors, with no supremum.
  • The norm in (15) is the operator norm, Mathlib's Matrix.Norms.L2Operator; neither the entrywise sup norm nor the Frobenius norm.

The statements carry no smallness hypothesis on Δij\Delta_{ij}Δij​, quantify over all code states including mixed ones rather than over pure states only, and admit only recoveries that are trace preserving on PE\mathcal P_{\mathcal E}PE​; each of these restrictions would make the goal weaker or trivial.

Needed infrastructure: the continuous functional calculus identities for X−1/2XX−1/2X^{-1/2}XX^{-1/2}X−1/2XX−1/2 and for range inclusions of ∑iEiEi†\sum_iE_iE_i^\dagger∑i​Ei​Ei†​, Kronecker-product algebra, and joint concavity (or Uhlmann's theorem) for the fidelity. Proofs of any milestone, and general fidelity lemmas usable beyond this mission, are welcome.

Selected references

  • P. Mandayam and H. K. Ng, Towards a unified framework for approximate quantum error correction, Phys. Rev. A 86, 012335 (2012). arXiv:1202.5139 (version v2 is the one formalized).
  • H. K. Ng and P. Mandayam, Simple approach to approximate quantum error correction based on the transpose channel, Phys. Rev. A 81, 062342 (2010). arXiv:0909.0931
  • D. Kribs, R. Laflamme and D. Poulin, Unified and generalized approach to quantum error correction, Phys. Rev. Lett. 94, 180501 (2005). arXiv:quant-ph/0412076
  • E. Knill and R. Laflamme, Theory of quantum error-correcting codes, Phys. Rev. A 55, 900 (1997). arXiv:quant-ph/9604034
  • H. Barnum and E. Knill, Reversing quantum dynamics with near-optimal quantum and classical fidelity, J. Math. Phys. 43, 2097 (2002). arXiv:quant-ph/0004088
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🏆Completed
Convex OptimizationDiscrete GeometryOperations Research·Captain: mikedeng1

Mixed-Integer Convex Representability: Closed Rational MICP-Representable Sets Whose Convex Subsets Have Bounded Diameter Are Finite Unions of Compact Convex and Closed Periodic SetsResearch Paper

Which sets can a mixed-integer convex program model?

Mixed-integer convex programming (MICP) optimizes over sets described by convex constraints together with the requirement that some variables be integers. Modern solvers handle such problems routinely, so a modeler who wants to optimize over a nonconvex set S⊆RnS \subseteq \mathbb R^nS⊆Rn asks a basic question first: can SSS be written as the projection of the integer points of some closed convex set? This is the question of representability. For linear constraints with rational data it was settled by Jeroslow and Lowe in 1984: the rational MILP-representable sets are exactly the sets ⋃i=1kPi+intcone(U)\bigcup_{i=1}^k P_i + \mathrm{intcone}(U)⋃i=1k​Pi​+intcone(U) with rational polytopes PiP_iPi​ and a finite U⊆ZnU \subseteq \mathbb Z^nU⊆Zn, so each is bounded or periodic (Theorem 1.1 of arXiv:1706.05135v3). For general convex constraints no comparable description exists, and the class is much richer: it contains unbounded sets that are neither periodic nor finite unions of convex sets.

Timeline:

  • 1984, Jeroslow and Lowe characterize rational MILP-representable sets.
  • 1987, Jeroslow shows that a set is pure binary MICP-R if and only if it is a finite union of closed convex sets sharing a common recession cone.
  • 2018, Del Pia and Poskin characterize MICP-R sets under rational ellipsoidal restrictions on MMM.
  • 2017–2020, Lubin, Vielma and Zadik (arXiv:1706.05135v3, Mathematics of Operations Research 2022) give a binary characterization without recession-cone restrictions, a midpoint obstruction for the general case, and a structure theorem for rational MICP-representable sets, the subject of this mission.

Setting

Fix n,p,d∈Z+={0,1,2,… }n, p, d \in \mathbb Z_+ = \{0, 1, 2, \dots\}n,p,d∈Z+​={0,1,2,…} and write points of Rn+p+d\mathbb R^{n+p+d}Rn+p+d as (x,y,z)(x, y, z)(x,y,z). A closed convex set M⊆Rn+p+dM \subseteq \mathbb R^{n+p+d}M⊆Rn+p+d induces an MICP formulation of S⊆RnS \subseteq \mathbb R^nS⊆Rn when

x∈S  ⟺  ∃ y∈Rp, z∈Zd: (x,y,z)∈M.x \in S \iff \exists\, y \in \mathbb R^p,\ z \in \mathbb Z^d:\ (x, y, z) \in M.x∈S⟺∃y∈Rp, z∈Zd: (x,y,z)∈M.

SSS is MICP-R if such an MMM exists, and binary MICP-R if moreover every point of MMM with integer zzz has z∈{0,1}dz \in \{0,1\}^dz∈{0,1}d. The index set is I=projz(M)I = \mathrm{proj}_z(M)I=projz​(M), the projection of all of MMM, and the zzz-projected sets are Az={x:∃y, (x,y,z)∈M}A_z = \{x : \exists y,\ (x, y, z) \in M\}Az​={x:∃y, (x,y,z)∈M}.

The recession cone of a set CCC is C∞={r:x+λr∈C ∀x∈C, λ≥0}C_\infty = \{r : x + \lambda r \in C\ \forall x \in C,\ \lambda \ge 0\}C∞​={r:x+λr∈C ∀x∈C, λ≥0}. A set I⊆RdI \subseteq \mathbb R^dI⊆Rd is rationally unbounded if, for every d′d'd′ and every rational affine map z↦Az+bz \mapsto Az + bz↦Az+b into Rd′\mathbb R^{d'}Rd′, the image I′I'I′ is either bounded or has a nonzero integer recession direction. SSS is rational MICP-R if it has a formulation whose index set is rationally unbounded; in the polyhedral and ellipsoidal special cases, exact characterizations were obtained only under such rationality assumptions.

A set SSS is periodic if some u≠0u \ne 0u=0 satisfies x+λu∈Sx + \lambda u \in Sx+λu∈S for every x∈Sx \in Sx∈S and λ∈N={1,2,… }\lambda \in \mathbb N = \{1, 2, \dots\}λ∈N={1,2,…}. The diameter of C⊆RnC \subseteq \mathbb R^nC⊆Rn is D(C)=sup⁡{∥x−x′∥2:x,x′∈C}∈[0,∞]D(C) = \sup\{\|x - x'\|_2 : x, x' \in C\} \in [0, \infty]D(C)=sup{∥x−x′∥2​:x,x′∈C}∈[0,∞], and the MICP diameter of a formulation is DMICP(M)=sup⁡z∈I∩ZdD(Az)D_{\mathrm{MICP}}(M) = \sup_{z \in I \cap \mathbb Z^d} D(A_z)DMICP​(M)=supz∈I∩Zd​D(Az​).

Formalization targets

Goal: Theorem 5.1

If S⊆RnS \subseteq \mathbb R^nS⊆Rn is closed and rational MICP-R, and there is a real DDD with D(C)≤DD(C) \le DD(C)≤D for every convex C⊆SC \subseteq SC⊆S, then there are compact convex sets C1,…,Ck1C_1, \dots, C_{k_1}C1​,…,Ck1​​ and closed periodic sets S1,…,Sk2S_1, \dots, S_{k_2}S1​,…,Sk2​​ with

S=(⋃j=1k1Cj)∪(⋃i=1k2Si).S = \Bigl(\bigcup_{j=1}^{k_1} C_j\Bigr) \cup \Bigl(\bigcup_{i=1}^{k_2} S_i\Bigr).S=(j=1⋃k1​​Cj​)∪(i=1⋃k2​​Si​).

Milestones

The milestones follow the paper's proof (§6) in attack order:

  • Proposition 4.2: binary MICP-R sets are exactly finite unions of projections of nonempty closed convex sets, with the explicit lifted formulation (4.4).
  • Proposition 5.3 (finite-union clause): binary MICP-R sets are closed under finite unions.
  • Lemmas 6.3–6.7: the rational affine hull affZ(I)\mathrm{aff}_{\mathbb Z}(I)affZ​(I) and IZ=I∩affZ(I)I_{\mathbb Z} = I \cap \mathrm{aff}_{\mathbb Z}(I)IZ​=I∩affZ​(I); unimodular alignment; a flatness dichotomy; rational changes of integer variables; slicing an index set.
  • Lemma 6.1: S=S0∪⋃iSiS = S_0 \cup \bigcup_i S_iS=S0​∪⋃i​Si​ with S0S_0S0​ binary MICP-R and each SiS_iSi​ rationally formulated with an integer point in relint((Ii)Z)\mathrm{relint}((I_i)_{\mathbb Z})relint((Ii​)Z​).
  • Lemmas 6.8, 6.11–6.13: affine separation, width functions of the zzz-projected sets, relaxing an integer variable along a recession direction, and periodic directions.
  • Lemma 6.2: binary MICP-R, or nearly periodic, or a formulation with one integer variable fewer.
  • Proposition 6.1: S⊆S0∪⋃iTi⊆cl(S)S \subseteq S_0 \cup \bigcup_i T_i \subseteq \mathrm{cl}(S)S⊆S0​∪⋃i​Ti​⊆cl(S) with S0S_0S0​ binary MICP-R and each TiT_iTi​ nearly periodic.

Significance

Theorem 5.1 is the paper's structural result for rational MICP-R sets. It shows that the set {x∈Z:f(x2)∉(0.4,0.6)}\{x \in \mathbb Z : f(x\sqrt 2) \notin (0.4, 0.6)\}{x∈Z:f(x2​)∈/(0.4,0.6)}, f(t)=t−⌊t⌋f(t) = t - \lfloor t \rfloorf(t)=t−⌊t⌋, is not rational MICP-R although it is MICP-R, characterizes the compact rational MICP-R sets (for them binary variables suffice), and separates rational MICP from rational MILP on subsets of N\mathbb NN (Propositions 5.4, 5.5). It also gives modelers a necessary condition to check before attempting a formulation.

The results are proved on paper; none of them, and none of the representability notions, has a machine-checked formalization that we know of. The mission produces the definitional layer (formulations, index sets, rational unboundedness, MICP diameter, rational affine hulls) and the full chain of §6, which reuses general facts from convex analysis and the geometry of numbers: unimodular alignment of lattice subspaces, a flatness theorem, and separation of convex and concave functions.

Difficulty

The obvious induction removes integer variables one at a time by relaxing an unbounded integer direction. It breaks in two places. First, relaxing a direction rrr can merge the sets AzA_zAz​ along z+rRz + r\mathbb Rz+rR into a set of unbounded diameter; the proof must show that this happens only when the formulation is nearly periodic, which needs the width functions of Lemma 6.11 and the uniqueness of the asymptotic direction in Lemma 6.13. Second, slicing an index set by z1=iz_1 = iz1​=i can destroy rational unboundedness, so the slices must be built by rational shrinking maps (Lemma 6.7) and the integrality of IZI_{\mathbb Z}IZ​ must be maintained by a flatness argument (Lemma 6.5). Because the index set is a projection of a closed set, it need not be closed, and its plain recession cone differs from that of its closure; the argument has to work with non-closed convex sets throughout.

Formalization scope

Points xxx live in EuclideanSpace ℝ (Fin n), auxiliaries in Fin p → ℝ, integer variables in Fin d → ℝ with the lattice Zd\mathbb Z^dZd as the image of Fin d → ℤ. Closedness and convexity of MMM are part of "induces". Diameters are extended Euclidean diameters (Metric.ediam, value +∞+\infty+∞ on unbounded sets), and DMICPD_{\mathrm{MICP}}DMICP​ is valued in [0,∞][0, \infty][0,∞]. Rational affine maps are Q\mathbb QQ-matrices with Q\mathbb QQ-offsets; rational unboundedness quantifies over every target dimension d′d'd′. The recession cone is that of the set itself (the published Grunbaum2003.characteristicCone). Affine dimensions are integers with dim⁡∅=−1\dim \emptyset = -1dim∅=−1; relative interiors are intrinsicInterior; extended-real support functions use EReal. Coordinates are 000-based.

Three statements carry a disclosed change: Lemma 6.4 adds F∩Zd≠∅F \cap \mathbb Z^d \ne \emptysetF∩Zd=∅ (as printed it fails for {z1=1/2}\{z_1 = 1/2\}{z1​=1/2}), Lemma 6.7 adds dim⁡affZ(I)≥1\dim \mathrm{aff}_{\mathbb Z}(I) \ge 1dimaffZ​(I)≥1 (as printed it fails in dimension 000), and Lemma 6.12 reads the zzz-projected sets of the new formulation at integer indices.

Trivializing encodings are ruled out: the diameter is not Metric.diam (which is 000 on unbounded sets), rational unboundedness is not tested on I∞I_\inftyI∞​ alone, periodicity requires u≠0u \ne 0u=0, the index set is the projection of all of MMM, and k1,k2k_1, k_2k1​,k2​ are finite.

Contributions are welcome at every level: the binary characterization and the union lemma are self-contained; Lemmas 6.3–6.5 and 6.8 are reusable geometry-of-numbers and convex-analysis facts; proofs of Lemmas 6.1, 6.2 and Proposition 6.1 assemble them.

Selected references

  • M. Lubin, J. P. Vielma, I. Zadik, Mixed-integer convex representability, Mathematics of Operations Research, 2022; arXiv:1706.05135v3. https://arxiv.org/abs/1706.05135v3
  • R. G. Jeroslow, J. K. Lowe, Modeling with integer variables, Mathematical Programming Studies 22, 167–184, 1984 (reference [31] of arXiv:1706.05135v3).
  • R. G. Jeroslow, Representability in mixed integer programming, I: characterization results, Discrete Applied Mathematics 17(3), 223–243, 1987 (reference [32] of arXiv:1706.05135v3).
  • R. T. Rockafellar, Convex Analysis, Princeton University Press, 1970. https://doi.org/10.1515/9781400873173
  • A. Basu, M. Conforti, G. Cornuéjols, G. Zambelli, Maximal lattice-free convex sets in linear subspaces, Mathematics of Operations Research 35(3), 2010. https://doi.org/10.1287/moor.1100.0461
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Quantum Information·Captain: Goku

Quantum information can be negativeResearch Paper

Motivation

Given an unknown quantum state distributed over two systems, we determine how much quantum communication is needed to transfer the full state to one system. This communication measures the "partial information" one system needs conditioned on it's prior information. It turns out to be given by an extremely simple formula, the conditional entropy. In the classical case, partial information must always be positive, but we find that in the quantum world this physical quantity can be negative. If the partial information is positive, its sender needs to communicate this number of quantum bits to the receiver; if it is negative, the sender and receiver instead gain the corresponding potential for future quantum communication. We introduce a primitive "quantum state merging" which optimally transfers partial information. We show how it enables a systematic understanding of quantum network theory, and discuss several important applications including distributed compression, multiple access channels and multipartite assisted entanglement distillation (localizable entanglement). Negative channel capacities also receive a natural interpretation.

This mission is the statement-level formalization of Quantum information can be negative (arXiv:quant-ph/0505062v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

6 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Optimal state merging has signed cost S(A|B) (Unnumbered main result: optimal quantum state merging and negative information, PDF p. 2). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Application 1; Figure 2 and all-subset inequalities: An independently operational signed m-sender compression rate region with one decoder, local encoders, free classical messages, separate Bell input/output resources for every sender, and full purifying-reference reconstruction. (hard)
  • Application 2: noiseless coding with side information: A source-consistent definition of E_p(AU:R), including the correct purification/environment channel and one-copy versus regularized rate convention for the asserted one-way iff region. (source-ambiguity)
  • Application 3, equation (2): A two-coordinate signed quantum MAC transmission code with independent reference inputs, individually local encoders, one joint memoryless channel/decoder, explicitly charged sender-decoder Bell resources and the allowed classical messages. (hard)
  • Application 4, equation (3): An arbitrary-number-of-individually-local-helpers i.i.d. EPR-distillation protocol and its asymptotic rate threshold, without initial shared assistance or quantum helper collaboration. (hard)

Selected references

  • Quantum information can be negative, arXiv:quant-ph/0505062v1, https://arxiv.org/abs/quant-ph/0505062v1
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Quantum Information·Captain: Goku

Optimal quantum source coding with quantum information at the encoder and decoderResearch Paper

Motivation

Consider many instances of an arbitrary quadripartite pure state of four quantum systems ABCD. Alice holds the AC part of each state, Bob holds B, while D represents all other parties correlated with ABC. Alice is required to redistribute the C systems to Bob while asymptotically preserving the overall purity. We prove that this is possible using Q qubits of communication and E ebits of shared entanglement between Alice and Bob, provided that Q geq I(C;D|B)/2 and Q+E geq H(C|B), proving the optimality of the Luo-Devetak outer bound. The optimal qubit rate provides the first known operational interpretation of quantum conditional mutual information. We also show how our protocol leads to a fully operational proof of strong subadditivity and uncover a general organizing principle, in analogy to thermodynamics, that underlies the optimal rates.

This mission is the statement-level formalization of Optimal quantum source coding with quantum information at the encoder and decoder (arXiv:0706.2907v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

9 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 5 (Method of types): all simultaneous typical-projection bounds (Theorem 5 (Method of types): all simultaneous typical-projection bounds, PDF p. 4). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Theorem 1 (seed): exact quantum state-redistribution rate region: Source-preserving signed quantum/ebit redistribution achievability and exact operational region (hard)
  • Theorem 2: redistribution with generated qubits and ebits: Redistribution with separately generated forward identity channels and ebits (hard)
  • Theorem 3: redistribution with coherent communication: Redistribution with a coherently generated cobit channel (hard)
  • Theorem 4: robust one-shot redistribution protocol — source dimension defect: A uniquely specified normalized CPTP repair of the dimension-defective encoder in Theorem 4 (source-ambiguity)
  • Lemma 1 (Composition lemma [18]): Operational simulation of arbitrary finite resource bundles and their asymptotic composition (hard)
  • Lemma 2 (Cancellation lemma [18]): Operational resource addition/scaling and sublinear catalytic input (hard)
  • §V, unnumbered: optimal classical communication cost: Classical-only redistribution protocols with a finite entanglement trade (hard)
  • §I/§V, unnumbered: optimal successive redistribution: Composable two-step source-preserving redistribution and computed step costs (hard)
  • §V, unnumbered: pure bipartite source redistribution: Zero-rate redistribution with permitted sublinear communication (hard)
  • §V, unnumbered: flagged conditionally decoupled source cost: Flagged conditionally decoupled source construction and its operational cost (hard)
  • §V, unnumbered: redistribution with separate consumed and generated ebits: Source-preserving redistribution with distinct initial and final Bell resources (hard)

Selected references

  • Optimal quantum source coding with quantum information at the encoder and decoder, arXiv:0706.2907v2, https://arxiv.org/abs/0706.2907v2
20 thms3 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

On the von Neumann capacity of noisy quantum channelsResearch Paper

Motivation

We discuss the capacity of quantum channels for information transmission and storage. Quantum channels have dual uses: they can be used to transmit known quantum states which code for classical information, and they can be used in a purely quantum manner, for transmitting or storing quantum entanglement. We propose here a definition of the von Neumann capacity of quantum channels, which is a quantum mechanical extension of the Shannon capacity and reverts to it in the classical limit. As such, the von Neumann capacity assumes the role of a classical or quantum capacity depending on the usage of the channel. In analogy to the classical construction, this capacity is defined as the maximum von Neumann mutual entropy processed by the channel, a measure which reduces to the capacity for classical information transmission through quantum channels (the "Kholevo capacity") when known quantum states are sent. The quantum mutual entropy fulfills all basic requirements for a measure of information, and observes quantum data-processing inequalities. We also derive a quantum Fano inequality relating the quantum loss of the channel to the fidelity of the quantum code. The quantities introduced are calculated explicitly for the quantum "depolarizing" channel. The von Neumann capacity is interpreted within the context of superdense coding, and an "extended" Hamming bound is derived that is consistent with that capacity.

This mission is the statement-level formalization of On the von Neumann capacity of noisy quantum channels (arXiv:quant-ph/9609024v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

21 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is von Neumann capacity of the Pauli depolarizing channel (V.A, (5.18): von Neumann capacity of the Pauli depolarizing channel, PDF p. 11). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • VI.B, unnumbered weak-converse claim after (6.12): A fixed operational coding model, resource convention and rate unit, with a converse covering arbitrary degenerate/approximate block codes of fidelity tending to one. (source-ambiguity)

Selected references

  • On the von Neumann capacity of noisy quantum channels, arXiv:quant-ph/9609024v3, https://arxiv.org/abs/quant-ph/9609024v3
32 thms3 active usersReviewed
Quantum Information·Captain: Goku

"Squashed Entanglement" - An Additive Entanglement MeasureResearch Paper

Motivation

In this paper, we present a new entanglement monotone for bipartite quantum states. Its definition is inspired by the so-called intrinsic information of classical cryptography and is given by the halved minimum quantum conditional mutual information over all tripartite state extensions. We derive certain properties of the new measure which we call "squashed entanglement": it is a lower bound on entanglement of formation and an upper bound on distillable entanglement. Furthermore, it is convex, additive on tensor products, and superadditive in general. Continuity in the state is the only property of our entanglement measure which we cannot provide a proof for. We present some evidence, however, that our quantity has this property, the strongest indication being a conjectured Fannes type inequality for the conditional von Neumann entropy. This inequality is proved in the classical case.

This mission is the statement-level formalization of "Squashed Entanglement" - An Additive Entanglement Measure (arXiv:quant-ph/0308088v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

18 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Superadditivity and tensor-product additivity (§II, Proposition 4 (p.1 seed), PDF p. 3). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Selected references

  • "Squashed Entanglement" - An Additive Entanglement Measure, arXiv:quant-ph/0308088v3, https://arxiv.org/abs/quant-ph/0308088v3
29 thms3 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

Entanglement of Distillation and Conditional Mutual InformationResearch Paper

Motivation

In previous papers, we expressed the Entanglement of Formation in terms of Conditional Mutual Information (CMI). In this brief paper, we express the Entanglement of Distillation in terms of CMI.

This mission is the statement-level formalization of Entanglement of Distillation and Conditional Mutual Information (arXiv:quant-ph/0202144v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

9 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Common-cause classical laws have zero CMI (§2, Eq.(5), PDF p. 3). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • §4, Eq.(32); abstract p.1: A source-supported theorem connecting an independently defined operational entanglement-of-distillation rate to the proposed two-input functional (32). (source-ambiguity)

Results already in Mathlib

These results of the paper are already proved in Mathlib, so they are not open goals here: InformationTheory.klDiv_comp_right_le.

Selected references

  • Entanglement of Distillation and Conditional Mutual Information, arXiv:quant-ph/0202144v2, https://arxiv.org/abs/quant-ph/0202144v2
15 thms3 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

On the quantification of entanglement in infinite-dimensional quantum systemsResearch Paper

Motivation

We investigate entanglement measures in the infinite-dimensional regime. First, we discuss the peculiarities that may occur if the Hilbert space of a bi-partite system is infinite-dimensional, most notably the fact that the set of states with infinite entropy of entanglement is trace-norm dense in state space, implying that in any neighborhood of every product state there lies an arbitrarily strongly entangled state. The starting point for a clarification of this counterintuitive property is the observation that if one imposes the natural and physically reasonable constraint that the mean energy is bounded from above, then the entropy of entanglement becomes a trace-norm continuous functional. The considerations will then be extended to the asymptotic limit, and we will prove some asymptotic continuity properties. We proceed by investigating the entanglement of formation and the relative entropy of entanglement in the infinite-dimensional setting. Finally, we show that the set of entangled states is still trace-norm dense in state space, even under the constraint of a finite mean energy.

This mission is the statement-level formalization of On the quantification of entanglement in infinite-dimensional quantum systems (arXiv:quant-ph/0112064v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

13 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Proposition 10: no separable ball under a strict mean-energy bound (Proposition 10: no separable ball under a strict mean-energy bound (seed paper result), PDF p. 13). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Eq. (24): A valid source-supplied relative-entropy rate inequality under second-argument tensor-power approximation (source-ambiguity)
  • Eq. (27) and preceding identity: An unambiguous free-energy definition, entropy log base, inverse-temperature convention and correctly ordered Gibbs identity (source-ambiguity)

Selected references

  • On the quantification of entanglement in infinite-dimensional quantum systems, arXiv:quant-ph/0112064v3, https://arxiv.org/abs/quant-ph/0112064v3
21 thms3 active usersReviewed
Convex OptimizationOptimizationProbability·Captain: mikedeng1

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

Motivation

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

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

Setting

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

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

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

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

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

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

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

Formalization targets

Goal: Theorem 2

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

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

Milestones

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

Significance

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

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

Difficulty

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

Formalization scope

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

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

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

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

Selected references

  • Y. T. Lee and M.-C. Yue, Universal Barrier is n-Self-Concordant, Mathematics of Operations Research 46(3), 2021; arXiv:1809.03011v4. https://arxiv.org/abs/1809.03011
  • Yu. Nesterov and A. Nemirovski, Interior-Point Polynomial Algorithms in Convex Programming, SIAM, 1994. https://doi.org/10.1137/1.9781611970791
  • S. Bubeck and R. Eldan, The entropic barrier: a simple and optimal universal self-concordant barrier, COLT 2015; arXiv:1412.1587. https://arxiv.org/abs/1412.1587
  • M. Fradelizi and O. Guédon, The extreme points of subsets of s-concave probabilities and a geometric localization theorem, Discrete & Computational Geometry 31(2), 2004. https://doi.org/10.1007/s00454-003-2868-y
  • S. Brazitikos, A. Giannopoulos, P. Valettas and B.-H. Vritsiou, Geometry of Isotropic Convex Bodies, AMS, 2014. https://doi.org/10.1090/surv/196
16 thms3 active usersReviewed
Bandit AlgorithmsMachine LearningOperations Research+1·Captain: mikedeng1

An Optimal Policy for Dynamic Assortment Planning Under Uncapacitated Multinomial Logit Models: The Adaptive-Confidence Trisection Policy Has N-Independent Regret at Most C√TResearch Paper

Learning which products to offer

A retailer that sells NNN substitutable products must decide, for each arriving customer, which subset of products to display. Customer preferences are unknown at the start and have to be learned from purchases, while every suboptimal display costs revenue. This is dynamic assortment planning, a standard problem of revenue management in e-commerce and online advertising, and its learning version is a bandit problem whose arms are the 2N2^N2N subsets of products.

Under the multinomial logit (MNL) choice model the problem has been studied through the regret of a policy over TTT customers (Chen, Wang and Zhou, §2 and Table 1):

  • Rusmevichientong, Shen and Shmoys (2010) analysed the same revenue potential as this paper with a golden-ratio search; their bound involves log⁡N\log NlogN and needs a separability (gap) assumption between candidate assortments.
  • Sauré and Zeevi (2013) also cast MNL assortment learning as regret minimization.
  • Agrawal, Avadhanula, Goyal and Zeevi gave UCB and Thompson-sampling policies with regret O~(NT+N)\tilde O(\sqrt{NT} + N)O~(NT​+N) for assortments of capacity KKK.
  • Chen and Wang (2018) proved an Ω(NT)\Omega(\sqrt{NT})Ω(NT​) lower bound in the capacitated model when K≤N/4K \le N/4K≤N/4.

In the capacitated model the regret must grow with NNN. Chen, Wang and Zhou (arXiv:1805.04785v2, Mathematics of Operations Research 2021) show that without a capacity constraint it need not: a trisection policy achieves regret C1TC_1\sqrt TC1​T​ with a universal constant, and T/384\sqrt T/384T​/384 is a lower bound. This mission formalizes the upper bound.

Setting

There are NNN items with known revenues r1,…,rN∈[0,1]r_1,\dots,r_N \in [0,1]r1​,…,rN​∈[0,1] and unknown utilities v1,…,vN≥0v_1,\dots,v_N \ge 0v1​,…,vN​≥0; the no-purchase option has utility v0=1v_0 = 1v0​=1. In each period t=1,…,Tt = 1,\dots,Tt=1,…,T the retailer offers an assortment St⊆[N]S_t \subseteq [N]St​⊆[N], and the customer buys j∈Stj \in S_tj∈St​ with probability vj/(1+∑i∈Stvi)v_j/(1+\sum_{i\in S_t} v_i)vj​/(1+∑i∈St​​vi​) or buys nothing with probability 1/(1+∑i∈Stvi)1/(1+\sum_{i\in S_t} v_i)1/(1+∑i∈St​​vi​), independently of the past. The expected revenue of SSS is

R(S)=∑j∈Srjvj1+∑j∈Svj,R(S) = \frac{\sum_{j\in S} r_j v_j}{1 + \sum_{j\in S} v_j},R(S)=1+∑j∈S​vj​∑j∈S​rj​vj​​,

and the regret of a policy is Regret=E∑t=1TR(S∗)−R(St)\mathrm{Regret} = \mathbb E\sum_{t=1}^T R(S^*) - R(S_t)Regret=E∑t=1T​R(S∗)−R(St​), where S∗S^*S∗ maximizes RRR over all 2N2^N2N subsets.

The policy rests on two objects. The level set Lθ={i:ri≥θ}\mathcal L_\theta = \{i : r_i \ge \theta\}Lθ​={i:ri​≥θ} collects the items whose revenue is at least θ\thetaθ. The revenue potential F(θ)=R(Lθ)F(\theta) = R(\mathcal L_\theta)F(θ)=R(Lθ​) is a piecewise-constant function of one real variable. Its maximum is F∗=sup⁡θ≥0F(θ)F^* = \sup_{\theta \ge 0} F(\theta)F∗=supθ≥0​F(θ), its right limit is F(θ+)F(\theta^+)F(θ+), and θ∗\theta^*θ∗ denotes the fixed point θ∗=F(θ∗)=F∗\theta^* = F(\theta^*) = F^*θ∗=F(θ∗)=F∗.

The adaptive-confidence trisection policy keeps an interval [aτ,bτ][a_\tau, b_\tau][aτ​,bτ​], starting from [0,1][0,1][0,1]. In epoch τ\tauτ it forms the points xτ=23aτ+13bτx_\tau = \tfrac23 a_\tau + \tfrac13 b_\tauxτ​=32​aτ​+31​bτ​ and yτ=13aτ+23bτy_\tau = \tfrac13 a_\tau + \tfrac23 b_\tauyτ​=31​aτ​+32​bτ​, at distance ετ=yτ−xτ=13(23)τ\varepsilon_\tau = y_\tau - x_\tau = \tfrac13(\tfrac23)^\tauετ​=yτ​−xτ​=31​(32​)τ, and runs nτ=8⌈ετ−2ln⁡(8Tετ2)⌉n_\tau = 8\lceil\varepsilon_\tau^{-2}\ln(8T\varepsilon_\tau^2)\rceilnτ​=8⌈ετ−2​ln(8Tετ2​)⌉ inner iterations. Each inner iteration does two things:

  • while yτy_\tauyτ​ lies inside the current confidence interval [ℓ,u][\ell, u][ℓ,u] for F(yτ)F(y_\tau)F(yτ​), it explores: it offers Lyτ\mathcal L_{y_\tau}Lyτ​​, adds the revenue to the running sum ρt\rho_tρt​, and sets [ℓt,ut]=ρt/t±2ln⁡(8T/t)/t[\ell_t, u_t] = \rho_t/t \pm \sqrt{2\ln(8T/t)/t}[ℓt​,ut​]=ρt​/t±2ln(8T/t)/t​;
  • it then exploits by offering Laτ\mathcal L_{a_\tau}Laτ​​.

At the end of the epoch the policy sets bτ+1=yτb_{\tau+1} = y_\taubτ+1​=yτ​ if u<yτu < y_\tauu<yτ​, and aτ+1=xτa_{\tau+1} = x_\tauaτ+1​=xτ​ otherwise. The policy knows rrr and TTT but never vvv.

Formalization targets

Goal: Theorem 3

There is a universal constant C1>0C_1 > 0C1​>0 such that for every NNN, every horizon TTT, all vi≥0v_i \ge 0vi​≥0 and all ri∈[0,1]r_i \in [0,1]ri​∈[0,1], the adaptive-confidence trisection policy satisfies

E∑t=1TR(S∗)−R(St)≤C1T.\mathbb E\sum_{t=1}^T R(S^*) - R(S_t) \le C_1\sqrt T.Et=1∑T​R(S∗)−R(St​)≤C1​T​.

No gap condition and no bound on vvv is assumed. The constant is left unspecified, as in the paper.

Milestones

  • Structure of FFF. Lemma 1 (revenue-ordered optimality), Corollary 1 (F∗=R(S∗)F^* = R(S^*)F∗=R(S∗)), Lemma 2 (the fixed point, under F∗>0F^* > 0F∗>0), the jump identity (S4)/(S8), and Lemmas 3–4 (FFF is below the diagonal to the right of θ∗\theta^*θ∗ and above it to the left).
  • Concentration. Hoeffding's inequality (Lemma 15, already proved on the platform), the uniform inequality with growing confidence levels (Lemma 8, (11)), and the two tail bounds (S32) and (S33) used in the proof of Lemma 10.
  • Recursion. With ψτω(α,β)\psi^\omega_\tau(\alpha,\beta)ψτω​(α,β) the expected regret of epochs τ,…,τ0\tau,\dots,\tau_0τ,…,τ0​ conditioned on the relative position of aτa_\tauaτ​, bτb_\taubτ​ and θ∗\theta^*θ∗ ((14)): Lemma 11 (Case 3, ψτ3≤αT\psi^3_\tau \le \alpha Tψτ3​≤αT), Lemma 9 (Case 1) and Lemma 10 (Case 2).

Significance

Theorem 3, together with the lower bound of Theorem 4, settles the minimax regret of uncapacitated MNL assortment learning at Θ(T)\Theta(\sqrt T)Θ(T​), independent of the number of products. The policy uses no estimate of the individual utilities, and its cost per period is one level-set offer, so it applies to catalogues where NNN is large compared with TTT. The structural lemmas on the revenue potential (Lemmas 1–4) are standard tools for MNL assortment problems and are reusable by other missions on static and dynamic assortment optimization. Lemma 8 is a MOSS-style concentration inequality whose confidence level grows with the sample size; it is the device that removes the log⁡T\sqrt{\log T}logT​ factor of the paper's baseline bound (Theorem 2).

The result is proved in the paper and is not presented as open; no machine-checked proof of any part of it is known. The platform has the MNL model, the UCB policy of Agrawal et al. (whose bound depends on NNN) and Hoeffding's inequality, but no level-set or trisection analysis. A formal proof would also check the paper's argument, whose printed slips are recorded in the scope section.

Difficulty

The regret concerns a stateful algorithm whose epochs end at random times: an inner iteration takes two periods while exploration is active and one afterwards, and the policy's internal state must be recomputed from the purchase history alone. The obvious argument fixes a confidence level 1/T21/T^21/T2, bounds each epoch's regret on the event that all confidence intervals hold, and sums a geometric series. That argument loses a log⁡T\sqrt{\log T}logT​ factor, and it is the paper's own Theorem 2. Removing the factor needs confidence levels that weaken as data accumulate. A failure is then no longer rare enough to be ignored, so the analysis has to track its cost. This is done by a recursion on conditional expected regrets across three cases (interval to the right of, containing, or to the left of θ∗\theta^*θ∗), in which a wrong decision in one epoch passes to another case with controlled probability. Within an epoch, the purchases made while exploring a level set must be shown to behave like i.i.d. samples with mean F(yτ)F(y_\tau)F(yτ​), although the number of explorations is itself random.

Formalization scope

  • Model. The model is the published MNLBandit.UCB.Setting with every subset admissible: histories are sequences of choices in Option (Fin N) (none = no purchase), policies are deterministic functions of the past choices, and expectations are finite sums over histories. Items and periods are 0-based in Lean; epochs and inner iterations are as on the page.
  • Policy. The policy is defined exactly. Confidence radius 2ln⁡(8T/t)/t\sqrt{2\ln(8T/t)/t}2ln(8T/t)/t​ (δ = 1/T in (12)); nτ=max⁡(1,8⌈(yτ−xτ)−2ln⁡(8T(yτ−xτ)2)⌉)n_\tau = \max(1, 8\lceil(y_\tau-x_\tau)^{-2}\ln(8T(y_\tau-x_\tau)^2)\rceil)nτ​=max(1,8⌈(yτ​−xτ​)−2ln(8T(yτ​−xτ​)2)⌉); trisection weights 2/3,1/32/3, 1/32/3,1/3; the update b←yτb \leftarrow y_\taub←yτ​ if and only if u<yτu < y_\tauu<yτ​; exploitation of Laτ\mathcal L_{a_\tau}Laτ​​ in every inner iteration; exploration only while ℓ≤yτ≤u\ell \le y_\tau \le uℓ≤yτ​≤u.
  • Conventions.
    • The max⁡(1,⋅)\max(1,\cdot)max(1,⋅) matters only for tiny TTT, where the printed nτn_\taunτ​ is 000.
    • The empty assortment is allowed (§3 asks St≠∅S_t \neq \varnothingSt​=∅; R(∅)=0R(\varnothing) = 0R(∅)=0).
    • §3's ri>0r_i > 0ri​>0 is relaxed to Theorem 3's ri∈[0,1]r_i \in [0,1]ri​∈[0,1].
    • FFF is defined on all of R\mathbb RR, and F(θ+)F(\theta^+)F(θ+) is Mathlib's Function.rightLim.
    • θ∗\theta^*θ∗ is defined as F∗F^*F∗.
    • ψ\psiψ is a ratio of finite sums and is 000 on a conditioning event of probability 000.
    • Every O(⋅)O(\cdot)O(⋅) and ≲\lesssim≲ is an existential constant chosen before all other quantities.
  • Added hypotheses. Lemma 2 assumes F∗>0F^* > 0F∗>0, which its proof uses. Lemmas 9 and 10 and (S33) assume T≥25T \ge 25T≥25 and that epoch τ\tauτ can start (∑τ′<τnτ′<T\sum_{\tau'<\tau} n_{\tau'} < T∑τ′<τ​nτ′​<T); without these, log⁡(Tε2)\log(T\varepsilon^2)log(Tε2) can be negative.
  • Repairs. Two printed statements are repaired.
    • (S32) is stated with exp⁡{−nτΔ2/2}\exp\{-n_\tau\Delta^2/2\}exp{−nτ​Δ2/2}, which its printed justification gives; the printed exp⁡{−nτΔ2}\exp\{-n_\tau\Delta^2\}exp{−nτ​Δ2} fails on an explicit instance.
    • Lemma 9 sums from τ′=τ\tau' = \tauτ′=τ, as its proof does, with exponent nτ′n_{\tau'}nτ′​ and the deterministic last epoch τˉ(T)\bar\tau(T)τˉ(T) as upper limit.
  • Ruled out. Three formalizations would make the goal trivial, and none is admissible: a policy that receives vvv (it could offer S∗S^*S∗ in every period); a constant C1C_1C1​ that depends on TTT, NNN or the instance (the regret is at most TTT); and an abstract "trisection oracle" with assumed guarantees in place of the algorithm above.
  • Not included. Theorem 4 (the T/384\sqrt T/384T​/384 lower bound) and its Lemmas 12–14 are not part of the mission, and neither are Theorem 2 and its Lemmas 5–7 (the baseline policy) or Proposition 1.
  • Contributions welcome. Lemmas 1–4 need only finite sums; Lemma 8 and (S32)/(S33) need Hoeffding's inequality and a union bound over sample sizes; the reduction of exploration purchases to i.i.d. samples is reusable for other level-set policies.

Selected references

  • X. Chen, Y. Wang, Y. Zhou, An Optimal Policy for Dynamic Assortment Planning Under Uncapacitated Multinomial Logit Models, arXiv:1805.04785v2, 2019; Mathematics of Operations Research 46(4), 2021. https://arxiv.org/abs/1805.04785
  • S. Agrawal, V. Avadhanula, V. Goyal, A. Zeevi, MNL-Bandit: A Dynamic Learning Approach to Assortment Selection, Operations Research 67(5), 2019. https://arxiv.org/abs/1706.03880
  • X. Chen, Y. Wang, A note on tight lower bound for MNL-bandit assortment selection models, Operations Research Letters 46(5), 534–537, 2018.
  • P. Rusmevichientong, Z.-J. M. Shen, D. B. Shmoys, Dynamic Assortment Optimization with a Multinomial Logit Choice Model and Capacity Constraint, Operations Research 58(6), 2010. https://doi.org/10.1287/opre.1100.0866
  • D. Sauré, A. Zeevi, Optimal Dynamic Assortment Planning with Demand Learning, Manufacturing & Service Operations Management 15(3), 2013. https://doi.org/10.1287/msom.2013.0429
  • K. Talluri, G. van Ryzin, Revenue Management Under a General Discrete Choice Model of Consumer Behavior, Management Science 50(1), 2004. https://doi.org/10.1287/mnsc.1030.0147
  • J.-Y. Audibert, S. Bubeck, Minimax Policies for Adversarial and Stochastic Bandits, COLT 2009.
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Algorithmic Game TheoryOperations ResearchProbability·Captain: mikedeng1

A Classical Search Game in Discrete Locations: for any optimal hiding strategy, the searcher has an optimal strategy mixing at most n Gittins search sequences that each break all ties by one orderResearch Paper

Motivation

An object is hidden in one of nnn boxes. Each search of box iii costs time tit_iti​, and if the object is there it is found with probability qiq_iqi​, independently of all earlier searches. When the searcher knows the probabilities pip_ipi​ with which the object was placed, the problem has a classical index solution. Norris (1962), Bram (1963), Blackwell (reported by Matula, 1964), Black (1965) and Ross (1983) showed that it is optimal to search, at every step, a box maximizing the current Gittins index pi(1−qi)miqi/tip_i(1-q_i)^{m_i}q_i/t_ipi​(1−qi​)mi​qi​/ti​, where mim_imi​ is the number of failed searches of box iii so far. Ross also showed the converse: only such sequences are optimal.

The adversarial version replaces the known prior by a hider who chooses the box to maximize the expected time to detection, while the searcher minimizes it. Because overlook is possible, a pure search strategy must be an infinite sequence of boxes. This zero-sum search game goes back to Bram (1963) for unit search times, and it belongs to the search games against an evader in a stationary search space surveyed in Book 1 of Alpern and Gal (2003).

Timeline.

  • Bram (1963): for unit search times ti=1t_i=1ti​=1, an optimal search strategy exists, and optimal hiding strategies put positive probability on every box.
  • Roberts and Gittins (1978): for n=2n=2n=2 and unit search times, an optimal hiding strategy under certain conditions.
  • Gittins (1989), Proposition 8.5: for n=2n=2n=2 and t1=t2=1t_1=t_2=1t1​=t2​=1, there is an optimal search strategy that randomizes between just two simple search sequences. The argument does not extend directly to n≥3n\ge3n≥3.
  • Clarkson, Lin and Glazebrook (arXiv 2021; Mathematics of Operations Research, 2023): for arbitrary nnn and arbitrary search times ti>0t_i>0ti​>0:
    • an optimal search strategy exists;
    • for every optimal hiding strategy p∗p^*p∗, some optimal search strategy mixes at most nnn Gittins search sequences against p∗p^*p∗, each of which breaks every tie by one and the same ordering.

Setting

There are nnn boxes with search times ti>0t_i>0ti​>0 and detection probabilities qi∈(0,1)q_i\in(0,1)qi​∈(0,1).

Pure strategies. A pure strategy of the hider is a box. A pure strategy of the searcher is a search sequence ξ=(ξ0,ξ1,… )∈C={1,…,n}∞\xi=(\xi_0,\xi_1,\dots)\in\mathcal C=\{1,\dots,n\}^\inftyξ=(ξ0​,ξ1​,…)∈C={1,…,n}∞. If the hider is in box iii, the expected time to detection is

Vi(ξ)=∑m≥0tξm(1−qi)Ni(m)∈[0,∞],V_i(\xi)=\sum_{m\ge0}t_{\xi_m}(1-q_i)^{N_i(m)}\in[0,\infty],Vi​(ξ)=m≥0∑​tξm​​(1−qi​)Ni​(m)∈[0,∞],

where Ni(m)N_i(m)Ni​(m) is the number of searches of box iii among the first mmm.

Mixed strategies. A hiding strategy is a probability vector ppp in the simplex P\mathcal PP. A search strategy is a probability mass function η\etaη on C\mathcal CC, and Vi(η)=∑ξη(ξ)Vi(ξ)V_i(\eta)=\sum_\xi\eta(\xi)V_i(\xi)Vi​(η)=∑ξ​η(ξ)Vi​(ξ). Against a sequence ξ\xiξ, a hiding strategy ppp earns the hider ∑ipiVi(ξ)\sum_ip_iV_i(\xi)∑i​pi​Vi​(ξ).

Value and optimal strategies. The value is

v∗=sup⁡p∈P inf⁡ξ∈C ∑i=1npiVi(ξ).v^*=\sup_{p\in\mathcal P}\ \inf_{\xi\in\mathcal C}\ \sum_{i=1}^np_iV_i(\xi).v∗=p∈Psup​ ξ∈Cinf​ i=1∑n​pi​Vi​(ξ).

A hiding strategy is optimal if it attains v∗v^*v∗. A search strategy η\etaη is optimal if Vi(η)≤v∗V_i(\eta)\le v^*Vi​(η)≤v∗ for every box iii.

Gittins search sequences. Cp\mathcal C_pCp​, the set of Gittins search sequences against ppp, consists of the sequences that always search a box of maximal Gittins index.

Tie-breaking by one ordering. A permutation σ∈Sn\sigma\in S_nσ∈Sn​ lists the boxes in order of preference. ξσ,p\xi_{\sigma,p}ξσ,p​ is the Gittins search sequence against ppp that, whenever several boxes have maximal index, searches the one σ\sigmaσ lists first. Then

C^p={ξσ,p:σ∈Sn}\widehat{\mathcal C}_p=\{\xi_{\sigma,p}:\sigma\in S_n\}Cp​={ξσ,p​:σ∈Sn​}

has at most n!n!n! elements, whereas Cp\mathcal C_pCp​ can be uncountable.

Formalization targets

Goal: Theorem 10 (p. 20)

For every optimal hiding strategy p∗p^*p∗ there is a search strategy η∗\eta^*η∗ with

Vi(η∗)≤v∗(i=1,…,n),supp⁡η∗⊆F⊆C^p∗,∣F∣≤n.V_i(\eta^*)\le v^*\quad(i=1,\dots,n),\qquad \operatorname{supp}\eta^*\subseteq F\subseteq\widehat{\mathcal C}_{p^*},\quad |F|\le n.Vi​(η∗)≤v∗(i=1,…,n),suppη∗⊆F⊆Cp∗​,∣F∣≤n.

The goal fixes no constants. It asserts that an optimal search strategy exists, and that one can be found among mixtures of at most nnn elements of C^p∗\widehat{\mathcal C}_{p^*}Cp∗​.

Milestones, in attack order

  • The Blackwell–Ross index theorem (§3.1, p. 6): Cp\mathcal C_pCp​ is exactly the set of pure strategies that optimally counter ppp. This is already proved on the platform and is reused.
  • Proposition 2 (p. 7): optimal search strategies mix only sequences in ⋂p∈P∗Cp\bigcap_{p\in\mathcal P^*}\mathcal C_p⋂p∈P∗​Cp​.
  • Proposition 3 [1.] (p. 7): optimal hiding strategies are interior.
  • Lemma 15 (p. 41): Sp={V(ξ):ξ∈Cp}\mathcal S_p=\{V(\xi):\xi\in\mathcal C_p\}Sp​={V(ξ):ξ∈Cp​} is closed for interior ppp.
  • Lemmas 16 and 17 (pp. 42, 44): continuity of x↦V(ξ(r,x))x\mapsto V(\xi(r,x))x↦V(ξ(r,x)) at non-tie and at tie points.
  • Closedness of Sˉ(ϵ)\bar S(\epsilon)Sˉ(ϵ) (Appendix A, pp. 40, 46–49).
  • Lemmas 4 and 5 (p. 10), on the perturbed game G(ϵ)G(\epsilon)G(ϵ).
  • Theorem 6 (p. 11): the goal with Cp∗\mathcal C_{p^*}Cp∗​ in place of C^p∗\widehat{\mathcal C}_{p^*}Cp∗​.
  • Lemma 9 (p. 15): for interior ppp, Conv⁡(Sp)=Conv⁡(S^p)\operatorname{Conv}(\mathcal S_p)=\operatorname{Conv}(\widehat{\mathcal S}_p)Conv(Sp​)=Conv(Sp​).

Significance

The result. In GGG the searcher's pure strategy space is uncountable, so the existence of an optimal search strategy is not automatic. The standard theory of semi-finite games gives only ϵ\epsilonϵ-optimal strategies. Theorem 6 settles existence for general search times. Theorem 10 reduces the search for an optimal strategy to the finite set C^p∗\widehat{\mathcal C}_{p^*}Cp∗​.

The paper's computational section builds on this reduction. For interior ppp, optimality of ppp in GGG is equivalent to optimality in the finite n×∣C^p∣n\times|\widehat{\mathcal C}_p|n×∣Cp​∣ matrix game, which a linear program solves (Proposition 11). This is also the basis of the paper's bounding algorithm. Theorem 10 extends Gittins' two-box, unit-time Proposition 8.5 to any number of boxes and arbitrary search times.

Formalizing it. The results are proved on paper. To our knowledge none is machine-checked. The Blackwell–Ross index theorem is the only ingredient already proved on the platform. This mission formalizes:

  • the model, with payoffs that may be infinite;
  • the passage to the perturbed game G(ϵ)G(\epsilon)G(ϵ);
  • the closedness of the payoff sets, which the paper proves by a delicate continuity analysis at tie points;
  • the convex-hull reduction from Cp\mathcal C_pCp​ to C^p\widehat{\mathcal C}_pCp​.

Difficulty

The obvious route to existence is the S\mathcal SS-game argument of Blackwell and Girshick: if the set of payoff vectors {V(ξ)}\{V(\xi)\}{V(ξ)} is closed, the infimum over its convex hull is attained, and Carathéodory gives a mixture of at most nnn points. For general search times no such closedness argument is available for GGG itself: its payoff vectors are unbounded, and a sequence that neglects a box has an infinite coordinate. The paper therefore restricts to Gittins sequences against hiding strategies bounded away from the boundary, and adds pseudo-strategies that dominate everything near the boundary. Closedness of the resulting set rests on the continuity of x↦V(ξ(r,x))x\mapsto V(\xi(r,x))x↦V(ξ(r,x)). This map is discontinuous at tie points in general and is continuous only along the cones P(p,Σ)\mathcal P(p,\Sigma)P(p,Σ) (Lemma 17).

For Theorem 10, the natural idea is that every Gittins sequence is a mixture of the ξσ,p\xi_{\sigma,p}ξσ,p​. That is false pathwise. Lemma 9 replaces it with a statement about extreme points of Conv⁡(Sp)\operatorname{Conv}(\mathcal S_p)Conv(Sp​).

Formalization scope

Representation.

  • Boxes are Fin n and searches are 0-indexed (ξ : ℕ → Fin n).
  • Hiding strategies range over the whole stdSimplex ℝ (Fin n), boundary included.
  • Mixed search strategies are PMF (ℕ → Fin n).
  • Every payoff lives in [0,∞][0,\infty][0,∞] (ℝ≥0∞).
  • The value is the hider's max-inf (1). Searcher optimality means Vi(η)≤v∗V_i(\eta)\le v^*Vi​(η)≤v∗ for all iii, so Theorems 6 and 10 include the minimax equality the paper takes from Ferguson.
  • Cp\mathcal C_pCp​ and the hider's payoff reuse the published AllocationIndices search-problem definitions, with cost ttt. Blackwell's theorem is the published AllocationIndices.search_index_optimal.

Tie-breaking.

  • A permutation is read as position ↦ box.
  • A tie-breaking rule r∈Rr\in\mathcal Rr∈R is a sequence of permutations, and rkr_krk​ is used at search kkk. The paper indexes rrr by encountered tie instead. Both rule spaces generate exactly Cp\mathcal C_pCp​, and constant rules give ξσ,p\xi_{\sigma,p}ξσ,p​ in both.
  • Constructing ξσ,p\xi_{\sigma,p}ξσ,p​ needs [NeZero n], which is implied by the simplex being nonempty.

Real vectors. Sp\mathcal S_pSp​, S^p\widehat{\mathcal S}_pSp​ and Sˉ(ϵ)\bar S(\epsilon)Sˉ(ϵ) are real vectors, obtained via toReal. They are used only for interior ppp, where every coordinate is finite.

Trivializing readings, all excluded. None of the following is used:

  • real-valued payoffs, under which neglecting a box would cost 000;
  • a hider optimality that does not attain the value;
  • a searcher optimality measured against the searcher's own infimum;
  • a C^p\widehat{\mathcal C}_pCp​ not built from the index rule (3);
  • a "mixture" with unbounded support (the support lies in a finite set of at most nnn sequences);
  • a G(ϵ)G(\epsilon)G(ϵ) without the pseudo-strategies ζi(ϵ)\zeta_i(\epsilon)ζi​(ϵ) paying Mi(ϵ)M_i(\epsilon)Mi​(ϵ).

Infrastructure and contributions. A complete development needs:

  • Blackwell–Girshick's S\mathcal SS-game theorem for closed payoff sets;
  • Carathéodory's theorem (Mathlib convexHull_eq_union) and Krein–Milman (Mathlib closure_convexHull_extremePoints);
  • compactness of R\mathcal RR as a product of finite sets;
  • tail estimates for VVV along Gittins sequences.

The S\mathcal SS-game theorem and the semi-finite minimax theorem are reusable well beyond search games. Proofs of any milestone, and of these general tools as separate lemmas, are welcome.

Selected references

  • J. Clarkson, K. Y. Lin, K. D. Glazebrook, A Classical Search Game in Discrete Locations, Mathematics of Operations Research, 2023; preprint arXiv:2103.09310v1, 2021. https://arxiv.org/abs/2103.09310
  • D. Blackwell, M. A. Girshick, Theory of Games and Statistical Decisions, Wiley, 1954.
  • J. Bram, A 2-player N-region search game, IRM-31, Operations Evaluation Group, Center for Naval Analyses, 1963.
  • S. M. Ross, Introduction to Stochastic Dynamic Programming, Academic Press, 1983.
  • J. C. Gittins, Multi-armed Bandit Allocation Indices, Wiley, 1989.
  • D. M. Roberts, J. C. Gittins, The search for an intelligent evader: strategies for searcher and evader in the two-region problem, Naval Research Logistics Quarterly 25(1):95–106, 1978.
  • S. Alpern, S. Gal, The Theory of Search Games and Rendezvous, Kluwer, 2003.
  • T. S. Ferguson, A Course in Game Theory, World Scientific, 2020.
  • J. C. Gittins, K. D. Glazebrook, R. Weber, Multi-armed Bandit Allocation Indices, 2nd ed., Wiley, 2011. https://doi.org/10.1002/9780470980033
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Operations ResearchOptimizationStatistics·Captain: mikedeng1

Offline Pricing and Demand Learning with Censored Data: a data-driven pricing problem is identifiable if and only if the optimistic and pessimistic prices coincideResearch Paper

Pricing from censored sales data

A retailer who sets a price for a product with limited inventory usually learns about demand from past sales. When the shelf runs empty, sales record the inventory level rather than the demand. Demand above the stock is lost and never observed. This demand censoring is pervasive in retail and inventory data, and it biases naive estimators of demand curves (Besbes and Muharremoglu, Management Science 2013; Ban, Operations Research 2020). Bu, Simchi-Levi and Wang (SSRN 3619625; Management Science, doi:10.1287/mnsc.2022.4382) ask a basic question about offline (historical) data. The retailer has censored sales at a few past prices and must choose a single new price. When can it, with enough data, guarantee near-optimal revenue no matter what the unobserved part of the demand distribution looks like? The paper answers this exactly, and gives an algorithm that achieves the guarantee whenever it is achievable.

Setting

The retailer has y≥0y \ge 0y≥0 units of inventory and chooses a price ppp in a known interval [p‾,pˉ]⊂(0,∞)[\underline p, \bar p] \subset (0,\infty)[p​,pˉ​]⊂(0,∞). Demand is linear: D(p)=ξ−bpD(p) = \xi - bpD(p)=ξ−bp, where the base demand ξ\xiξ is random with c.d.f. FξF_\xiFξ​, and the price sensitivity bbb lies in a known interval [b‾,bˉ]⊂(0,∞)[\underline b, \bar b] \subset (0,\infty)[b​,bˉ]⊂(0,∞). Demand is nonnegative almost surely at every feasible price. Sales are min⁡{D(p),y}\min\{D(p), y\}min{D(p),y}, and under a c.d.f. FFF of ξ\xiξ the expected revenue is RF(p)=p EF[min⁡{ξ−bp,y}]R_F(p) = p\,\mathbb E_F[\min\{\xi - bp, y\}]RF​(p)=pEF​[min{ξ−bp,y}].

Offline data. K≥2K \ge 2K≥2 different historical prices pi∈[p‾,pˉ]p_i \in [\underline p, \bar p]pi​∈[p​,pˉ​] were used with inventories yiy_iyi​. At pair iii there are NiN_iNi​ independent censored sales Sij=min⁡{ξij−bpi, yi}S^j_i = \min\{\xi^j_i - bp_i,\ y_i\}Sij​=min{ξij​−bpi​, yi​}. The data size is N=min⁡iNiN = \min_i N_iN=mini​Ni​. A value of ξ\xiξ is observable only below the observable boundary λ=max⁡i{yi+bpi}\lambda = \max_i\{y_i + bp_i\}λ=maxi​{yi​+bpi​}. Write γ=P[ξ<λ]\gamma = \mathbb P[\xi < \lambda]γ=P[ξ<λ], which is assumed positive. Assumption 1 asks that, below λ\lambdaλ, ξ\xiξ is either discrete with finitely many atoms or has a density, with a slope or density lower bound g‾>0\underline g > 0g​>0.

Ambiguity set. No amount of censored data reveals FξF_\xiFξ​ on [λ,∞)[\lambda,\infty)[λ,∞). The set of distributions consistent with the data is F={F:F(x)=Fξ(x) ∀x<λ}\mathcal F = \{F : F(x) = F_\xi(x)\ \forall x < \lambda\}F={F:F(x)=Fξ​(x) ∀x<λ}. The optimistic and pessimistic revenues are Rmax⁡(p)=max⁡F∈FRF(p)R_{\max}(p) = \max_{F\in\mathcal F} R_F(p)Rmax​(p)=maxF∈F​RF​(p) and Rmin⁡(p)=min⁡F∈FRF(p)R_{\min}(p) = \min_{F\in\mathcal F} R_F(p)Rmin​(p)=minF∈F​RF​(p). Their largest maximizers on [p‾,pˉ][\underline p,\bar p][p​,pˉ​] are the optimistic price pmax⁡∗p^*_{\max}pmax∗​ and the pessimistic price pmin⁡∗p^*_{\min}pmin∗​. With pF∗p^*_FpF∗​ the largest maximizer of RFR_FRF​, the worst-case revenue loss of a price ppp is max⁡F∈F{RF(pF∗)−RF(p)}\max_{F\in\mathcal F}\{R_F(p^*_F) - R_F(p)\}maxF∈F​{RF​(pF∗​)−RF​(p)}.

Identifiability. A data-driven algorithm maps the censored data and the public inputs (yyy, the two intervals, the pairs (pi,yi)(p_i, y_i)(pi​,yi​)) to a feasible price pAp^{\mathcal A}pA. The problem is identifiable (Definition 1) if some algorithm satisfies lim⁡N→∞P[max⁡F∈F{RF(pF∗)−RF(pA)}<ε]=1\lim_{N\to\infty}\mathbb P[\max_{F\in\mathcal F}\{R_F(p^*_F) - R_F(p^{\mathcal A})\} < \varepsilon] = 1limN→∞​P[maxF∈F​{RF​(pF∗​)−RF​(pA)}<ε]=1 for every ε>0\varepsilon > 0ε>0.

Formalization targets

Goal: Theorem 1

The problem is identifiable if and only if

pmax⁡∗=pmin⁡∗.p^*_{\max} = p^*_{\min}.pmax∗​=pmin∗​.

The Lean goal states this in three parts, for every instance satisfying the standing assumptions:

  1. the paper's algorithm D2ACD (Algorithm 1) always prices in [p‾,pˉ][\underline p,\bar p][p​,pˉ​], and if pmax⁡∗=pmin⁡∗p^*_{\max} = p^*_{\min}pmax∗​=pmin∗​ it satisfies the near-optimality limit;
  2. if pmax⁡∗≠pmin⁡∗p^*_{\max} \ne p^*_{\min}pmax∗​=pmin∗​, every feasible price has worst-case loss at least
γb(γ+1)2 (pmax⁡∗−pmin⁡∗)2>0;\frac{\gamma b}{(\sqrt\gamma+1)^2}\,(p^*_{\max} - p^*_{\min})^2 > 0;(γ​+1)2γb​(pmax∗​−pmin∗​)2>0;
  1. identifiable   ⟺  pmax⁡∗=pmin⁡∗\iff p^*_{\max} = p^*_{\min}⟺pmax∗​=pmin∗​.

Milestones

  • Structure of the robust revenues. Concavity and projection (Proposition 1); closed forms of Rmax⁡R_{\max}Rmax​, Rmin⁡R_{\min}Rmin​ with the extremal distributions (Proposition 2); pmin⁡∗≤pF∗≤pmax⁡∗p^*_{\min} \le p^*_F \le p^*_{\max}pmin∗​≤pF∗​≤pmax∗​ (Proposition 3); the worst-case loss equals max⁡{Rmax⁡(pmax⁡∗)−Rmax⁡(p), Rmin⁡(pmin⁡∗)−Rmin⁡(p)}\max\{R_{\max}(p^*_{\max}) - R_{\max}(p),\ R_{\min}(p^*_{\min}) - R_{\min}(p)\}max{Rmax​(pmax∗​)−Rmax​(p), Rmin​(pmin∗​)−Rmin​(p)} (Proposition 7); the lower bound on the minimax loss Δ\DeltaΔ (Proposition 6).
  • Concentration. Hoeffding (Lemma A.1, already proved on the platform), Dvoretzky–Kiefer–Wolfowitz for an arbitrary c.d.f. (Lemma A.2), and a uniform deviation bound for bounded monotone functions (Lemma A.3).
  • Analysis of D2ACD. Consistency of the sensitivity estimate b^\hat bb^ (Lemma 1), of the empirical revenue (Lemma D.1) and of the empirical uncensored fraction (Lemma D.2). Uniform convergence of the empirical robust revenues (Lemma 2). The sample-complexity bound N(ε,δ)=Cε−2log⁡(8K/δ)N(\varepsilon,\delta) = C\varepsilon^{-2}\log(8K/\delta)N(ε,δ)=Cε−2log(8K/δ) with the paper's explicit constant CCC (Theorem 2).

Significance

Theorem 1 separates censored-data pricing problems into two classes. In identifiable ones, more data eventually yields near-optimal prices. In the others, a positive loss persists however large the sample, and the right benchmark is the minimax loss Δ\DeltaΔ. The criterion is checkable in terms of two robust optimization problems, the maximax and the maximin. The constructive half comes with an algorithm that uses only observable data and has sample complexity O(ε−2log⁡(1/δ))O(\varepsilon^{-2}\log(1/\delta))O(ε−2log(1/δ)), matching data-driven newsvendor results without censoring (Levi, Perakis and Uichanco, Operations Research 2015).

The results are proved in the paper. None of them, and none of the model, is formalized. The mission formalizes the model, the ambiguity set, the algorithm and the full chain of the proof. It includes two concentration inequalities not yet available in Lean in the needed form: DKW with Massart's constant for distributions with atoms, and a uniform bound over monotone function classes.

Difficulty

The algorithm sees only the censored data. A proof that silently uses bbb or FξF_\xiFξ​ to pick the price does not establish the theorem. The obvious estimator of bbb, least squares on observed sales, is biased by censoring. D2ACD instead regresses empirical quantiles at the level γ^min⁡\hat\gamma_{\min}γ^​min​, below which the data are uncensored. Its analysis needs a lower bound on the slope of the c.d.f. (Assumption 1), and a uniform-in-price comparison of piecewise empirical revenues whose breakpoint p~^\hat{\tilde p}p~​^​ is itself random. On the other side, the lower bound requires the exact extremal distributions in F\mathcal FF. The optimistic one sends the unobserved mass beyond every relevant demand level. The pessimistic one puts it at the boundary λ\lambdaλ.

Formalization scope

Representation. c.d.f.s are probability measures on R\mathbb RR. F∈FF \in \mathcal FF∈F means agreement with FξF_\xiFξ​ on every half-line (−∞,x](-\infty, x](−∞,x], x<λx < \lambdax<λ, so an atom at λ\lambdaλ is allowed. Rmax⁡R_{\max}Rmax​, Rmin⁡R_{\min}Rmin​, the worst-case loss and Δ\DeltaΔ are defined as suprema and infima. Their attainment is part of the milestones, so no statement is true through a junk value. "max⁡{arg⁡max⁡}\max\{\arg\max\}max{argmax}" is the supremum of the set of maximizers. The data are base-demand samples ξij\xi^j_iξij​ under the product law, mapped to censored sales. An algorithm is a function of the sample sizes and the censored sales for fixed public inputs. Failure probabilities are outer measures. The limit N→∞N \to \inftyN→∞ is over all sample-size vectors with min⁡iNi→∞\min_i N_i \to \inftymini​Ni​→∞.

Standing assumptions and disclosed choices. The data equation is Sij=min⁡{ξij−bpi,yi}S^j_i = \min\{\xi^j_i - bp_i, y_i\}Sij​=min{ξij​−bpi​,yi​}; the page drops bbb once. The continuous branch of Assumption 1 bounds the density on [ℓ,λ)[\ell, \lambda)[ℓ,λ), with ℓ\ellℓ a lower bound of the support. The printed [0,λ)[0,\lambda)[0,λ) contradicts nonnegative demand together with γ>0\gamma > 0γ>0. The historical prices are pairwise different, as the text says. The finite-sample statements (Lemmas 1, 2, Theorem 2) are made on the data assumption γ^i>0\hat\gamma_i > 0γ^​i​>0 for all iii, as on p. 10; the goal is not. In D2ACD, b^\hat bb^ is the clamp of the least-squares slope to [b‾,bˉ][\underline b, \bar b][b​,bˉ], which is the arg min of line 9. Ties go to the largest price and the least index. The output is p‾\underline pp​ when some sample is empty.

Trivializing readings ruled out. Definition 1 fixes the instance before asking for an algorithm, so a constant algorithm returning pmax⁡∗p^*_{\max}pmax∗​ witnesses the bare equivalence. For that reason the goal names D2ACD, a definition taking only the public inputs and the censored sales, and states the quantitative lower bound for the other direction. Two sanity instances, one discrete and one uniform, satisfy every standing assumption, so the hypotheses are not vacuous.

Contributions welcome. Proofs of any milestone. The concentration lemmas A.2 and A.3 are reusable well beyond this mission. Propositions 1–3, 6 and 7 are deterministic convex-analysis arguments about the two robust revenue curves and are a natural starting point.

Selected references

  • J. Bu, D. Simchi-Levi, L. Wang, Offline Pricing and Demand Learning with Censored Data, Management Science, 2022 (SSRN 3619625, PDF of 2021-08-23). https://ssrn.com/abstract=3619625, https://doi.org/10.1287/mnsc.2022.4382
  • P. Massart, The tight constant in the Dvoretzky–Kiefer–Wolfowitz inequality, Annals of Probability 18(3), 1990. https://doi.org/10.1214/aop/1176990746
  • W. Hoeffding, Probability inequalities for sums of bounded random variables, Journal of the American Statistical Association 58, 1963. https://doi.org/10.1080/01621459.1963.10500830
  • O. Besbes, A. Muharremoglu, On implications of demand censoring in the newsvendor problem, Management Science 59(6), 1407–1424, 2013.
  • G.-Y. Ban, Confidence intervals for data-driven inventory policies with demand censoring, Operations Research 68(2), 309–326, 2020.
  • R. Levi, G. Perakis, J. Uichanco, The data-driven newsvendor problem: new bounds and insights, Operations Research 63(6), 2015.
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Complexity TheoryOperations ResearchProbability·Captain: mikedeng1

Bayesian Decision Making in Groups is Hard: In the Vertex-Cover Reduction, Small and Large Covers Force Opposite Exponentially Concentrated Beliefs at Time TwoResearch Paper

Motivation

Models of Bayesian social learning describe agents in a network who each receive a private signal about an unknown state of the world, observe the actions of their neighbours over time, and act optimally given everything they have seen. They are used in economics, operations research and the study of collective decision making to ask whether groups aggregate dispersed information, and they presuppose that every agent can carry out the Bayesian update. Hązła, Jadbabaie, Mossel and Rahimian (arXiv:1705.04770, Operations Research 2021) show that this presupposition fails in general: already at the second round of interaction, computing a Bayesian agent's action is NP-hard (their Theorem 1). The proof is a reduction from approximate VERTEX-COVER. This mission formalizes the mathematical core of that reduction: in the network built from a graph, the belief of one designated agent at time two is pushed to opposite extremes by graphs with small vertex covers and by graphs whose vertex covers are all large.

Setting

A finite set of agents is given, and every agent iii has a neighbourhood Ni\mathcal N_iNi​ of agents whose actions she observes, with i∈Nii \in \mathcal N_ii∈Ni​. The state is θ∈{0,1}\theta \in \{0,1\}θ∈{0,1}, drawn from the uniform prior ν(0)=ν(1)=12\nu(0) = \nu(1) = \tfrac12ν(0)=ν(1)=21​. Agent iii receives a private signal si∈{0,1}s_i \in \{0,1\}si​∈{0,1} with law Pi,θ\mathbb P_{i,\theta}Pi,θ​; conditionally on θ\thetaθ the signals are independent, so a signal profile sss has probability Pθ(s)=∏iPi,θ(si)\mathbb P_\theta(s) = \prod_i \mathbb P_{i,\theta}(s_i)Pθ​(s)=∏i​Pi,θ​(si​).

At every time t=0,1,2,…t = 0, 1, 2, \dotst=0,1,2,… agent iii knows her own signal and the actions aj,τa_{j,\tau}aj,τ​ of all j∈Nij \in \mathcal N_ij∈Ni​ at times τ<t\tau < tτ<t. Her information set Ii,t(s)\mathcal I_{i,t}(s)Ii,t​(s) is the set of profiles s′s's′ that agree with sss in sis_isi​ and in all those actions. Her belief is the posterior (4)

μi,t(θ)=ν(θ)∑s′∈Ii,tPθ(s′)∑θ′ν(θ′)∑s′∈Ii,tPθ′(s′),\mu_{i,t}(\theta) = \frac{\nu(\theta)\sum_{s' \in \mathcal I_{i,t}} \mathbb P_\theta(s')}{\sum_{\theta'} \nu(\theta')\sum_{s' \in \mathcal I_{i,t}} \mathbb P_{\theta'}(s')},μi,t​(θ)=∑θ′​ν(θ′)∑s′∈Ii,t​​Pθ′​(s′)ν(θ)∑s′∈Ii,t​​Pθ​(s′)​,

and in the binary action model (utility 1(a=θ)\mathbf 1(a = \theta)1(a=θ)) her action ai,ta_{i,t}ai,t​ is the more likely state, with ties broken towards 000. Actions at time ttt depend on information sets at time ttt, which depend on actions at earlier times, so all of these are defined together by recursion on ttt. The log-belief ratio is ϕi,t=log⁡(μi,t(1)/μi,t(0))\phi_{i,t} = \log(\mu_{i,t}(1)/\mu_{i,t}(0))ϕi,t​=log(μi,t​(1)/μi,t​(0)).

The reduction network for a simple graph GGG with nnn vertices and mmm edges has n+m+2n + m + 2n+m+2 agents: a vertex agent τv\tau_vτv​ for each vertex, observing only herself, with Pτ,1(1)=pˉ=0.4\mathbb P_{\tau,1}(1) = \bar p = 0.4Pτ,1​(1)=pˉ​=0.4 and Pτ,0(1)=p‾=0.3\mathbb P_{\tau,0}(1) = \underline p = 0.3Pτ,0​(1)=p​=0.3; an edge agent εe\varepsilon_eεe​ for each edge e={u,w}e = \{u,w\}e={u,w}, observing τu\tau_uτu​, τw\tau_wτw​ and herself, with an uninformative signal; an agent κ\kappaκ observing only herself; and the agent iii, with an uninformative signal, observing κ\kappaκ and all edge agents. With qˉ(α)=pˉα(1−pˉ)1−α\bar q(\alpha) = \bar p^\alpha(1-\bar p)^{1-\alpha}qˉ​(α)=pˉ​α(1−pˉ​)1−α, q‾(α)=p‾α(1−p‾)1−α\underline q(\alpha) = \underline p^\alpha(1-\underline p)^{1-\alpha}q​(α)=p​α(1−p​)1−α and q~(α)=log⁡(qˉ(α)/q‾(α))\tilde q(\alpha) = \log(\bar q(\alpha)/\underline q(\alpha))q~​(α)=log(qˉ​(α)/q​(α)), agent κ\kappaκ's signal is chosen so that

λκ(0)=log⁡Pκ,1(0)Pκ,0(0)=−n2(q~(0.998)+q~(0.999)).\lambda_\kappa(0) = \log\frac{\mathbb P_{\kappa,1}(0)}{\mathbb P_{\kappa,0}(0)} = -\frac n2\bigl(\tilde q(0.998) + \tilde q(0.999)\bigr).λκ​(0)=logPκ,0​(0)Pκ,1​(0)​=−2n​(q~​(0.998)+q~​(0.999)).

Agent iii's observed history is: every edge agent announces aε,1=1a_{\varepsilon,1} = 1aε,1​=1, and κ\kappaκ announces aκ,0=0a_{\kappa,0} = 0aκ,0​=0.

Formalization targets

Goal: Theorem 6, belief clauses (p. 27)

There are c>0c > 0c>0 and NNN such that for every n≥Nn \ge Nn≥N, every graph GGG on nnn vertices, every admissible signal structure of κ\kappaκ, and every signal profile producing the observed history:

G has a vertex cover of size≤0.85n  ⟹  μi,2(1)<e−cn,G \text{ has a vertex cover of size} \le 0.85n \implies \mu_{i,2}(1) < e^{-cn},G has a vertex cover of size≤0.85n⟹μi,2​(1)<e−cn, every vertex cover of G has size≥0.999n  ⟹  μi,2(0)<e−cn.\text{every vertex cover of } G \text{ has size} \ge 0.999n \implies \mu_{i,2}(0) < e^{-cn}.every vertex cover of G has size≥0.999n⟹μi,2​(0)<e−cn.

The constant ccc is not fixed: the paper writes exp⁡(−Ω(n))\exp(-\Omega(n))exp(−Ω(n)).

Milestones

  1. Example 1, (3), p. 8: time-zero actions reveal informative signals, and ϕi,1=∑j∈Niλj\phi_{i,1} = \sum_{j \in \mathcal N_i}\lambda_jϕi,1​=∑j∈Ni​​λj​.
  2. Fact 1, p. 28: aε,1=1a_{\varepsilon,1} = 1aε,1​=1 iff one of the edge's endpoints has signal 111.
  3. Fact 2, p. 28: the vertices with signal 111 form a vertex cover iff all edge agents announce 111.
  4. (12), p. 29: ϕi,2\phi_{i,2}ϕi,2​ is the log-ratio of ∑Σ^pˉ∣Σ^∣(1−pˉ)n−∣Σ^∣\sum_{\hat\Sigma}\bar p^{|\hat\Sigma|}(1-\bar p)^{n-|\hat\Sigma|}∑Σ^​pˉ​∣Σ^∣(1−pˉ​)n−∣Σ^∣ and ∑Σ^p‾∣Σ^∣(1−p‾)n−∣Σ^∣\sum_{\hat\Sigma}\underline p^{|\hat\Sigma|}(1-\underline p)^{n-|\hat\Sigma|}∑Σ^​p​∣Σ^∣(1−p​)n−∣Σ^∣ over vertex covers Σ^\hat\SigmaΣ^, plus λκ(0)\lambda_\kappa(0)λκ​(0).
  5. (13), p. 29: in the NO case, ϕi,2>n2(q~(0.999)−q~(0.998))\phi_{i,2} > \frac n2(\tilde q(0.999) - \tilde q(0.998))ϕi,2​>2n​(q~​(0.999)−q~​(0.998)).
  6. Theorem 7, pp. 29–30: Pr⁡{∑ksk≥αn}≤exp⁡(−nDKL(α∥p))\Pr\{\sum_k s_k \ge \alpha n\} \le \exp(-nD_{KL}(\alpha\|p))Pr{∑k​sk​≥αn}≤exp(−nDKL​(α∥p)) for i.i.d. Bernoulli(ppp) and p≤α≤1p \le \alpha \le 1p≤α≤1.
  7. (16), p. 30: P1{∣Σ∣>0.998n}≤exp⁡(−nDKL(0.998∥0.4))<0.41n\mathbb P_1\{|\Sigma| > 0.998n\} \le \exp(-nD_{KL}(0.998\|0.4)) < 0.41^nP1​{∣Σ∣>0.998n}≤exp(−nDKL​(0.998∥0.4))<0.41n.
  8. (17), p. 30: a set of at most 0.85n0.85n0.85n vertices has P1\mathbb P_1P1​-probability at least qˉ(0.85)n>0.42n\bar q(0.85)^n > 0.42^nqˉ​(0.85)n>0.42n.
  9. (18), p. 30: in the YES case, ϕi,2<nq~(0.998)+log⁡(1+(0.41/0.42)n)−n2(q~(0.999)+q~(0.998))\phi_{i,2} < n\tilde q(0.998) + \log(1 + (0.41/0.42)^n) - \frac n2(\tilde q(0.999) + \tilde q(0.998))ϕi,2​<nq~​(0.998)+log(1+(0.41/0.42)n)−2n​(q~​(0.999)+q~​(0.998)).

Significance

Theorem 6 is the step that turns a statement about vertex covers into a statement about beliefs. Together with the NP-hardness of distinguishing graphs with a vertex cover of size 0.85n0.85n0.85n from graphs with no vertex cover smaller than 0.999n0.999n0.999n (Theorem 5, from Khot, Minzer and Safra's proof of the 2-to-2 games theorem), it shows that no polynomial-time algorithm computes the time-two action of a Bayesian agent unless P = NP, and that even approximating the belief is hard, since the two cases differ by exponentially small versus exponentially close to one. This sets a limit on rational-agent models of social learning as descriptions of behaviour and motivates bounded-rationality alternatives.

The result is proved in the paper; to the best of current knowledge it has not been formalized. The mission produces a machine-checked model of Bayesian group decision making on a network, with information sets defined by recursion on time, reusable for other results about Bayesian learning on graphs, and a finite Chernoff bound in Kullback–Leibler form. The NP-hardness itself is not part of the mission: it needs a model of computation and inherits its hardness from a cited theorem.

Difficulty

The model's information sets are defined by a recursion in which every agent simulates what every neighbour could have seen. The first obstacle is to compute the time-two information set of agent iii in closed form: one must check that the actions of agent iii and κ\kappaκ at earlier times, and of the edge agents at time zero, carry no additional information, and that the edge agents' time-one actions reveal exactly whether the vertex signals form a vertex cover. Then the posterior becomes a ratio of two weighted counts of vertex covers. A naive bound comparing the two sums term by term does not separate the YES and NO cases, because the sums are dominated by different covers; in the YES case the large covers must be discarded using a tail bound whose exponent beats the likelihood of a single small cover, which is where the constants 0.41<0.420.41 < 0.420.41<0.42 enter.

Formalization scope

States, signals and actions are Bool (false = 0). A network is BinNet (neighbourhoods with i∈Nii \in \mathcal N_ii∈Ni​, and Pi,θ(1)\mathbb P_{i,\theta}(1)Pi,θ​(1)); post, mapAct, infoSet, act, logBelief are (4), the MAP action with ties to 000, Ii,t\mathcal I_{i,t}Ii,t​, ai,ta_{i,t}ai,t​ and ϕi,t\phi_{i,t}ϕi,t​. Information sets contain the conjunct si′=sis'_i = s_isi′​=si​ from the history of (1). The reduction network is vcNet G k₀ k₁ for G : SimpleGraph (Fin n), on the agent type Agent n G (vertex agents, edge agents indexed by G.edgeSet, iAg, kap), with kθ=Pκ,θ(0)k_\theta = \mathbb P_{\kappa,\theta}(0)kθ​=Pκ,θ​(0) quantified over all pairs in (0,1)(0,1)(0,1) with log⁡(k1/k0)=λκ(0)\log(k_1/k_0) = \lambda_\kappa(0)log(k1​/k0​)=λκ​(0). Vertex covers are Mathlib's SimpleGraph.IsVertexCover. Decimals are exact rationals; 0.85n0.85n0.85n, 0.998n0.998n0.998n, 0.999n0.999n0.999n are compared as real numbers. Probabilities of events on the vertex signals are written as finite sums of p∣C∣(1−p)n−∣C∣p^{|C|}(1-p)^{n-|C|}p∣C∣(1−p)n−∣C∣ over subsets CCC. DKLD_{KL}DKL​ is the published bernoulliRelativeEntropy. nnn is the number of graph vertices, not of agents.

The goal is about the model's own posterior on the model's own information set, for every profile on which the model's actions produce the history; it is not stated about a hand-written ratio of sums, which would skip the model. The constants ccc and NNN are quantified before the graph and before κ\kappaκ's parameters, so they cannot depend on the instance. The complexity clauses of Theorem 6 (a polynomial-time reduction, the bounds (9)) and Theorem 1's NP-hardness are not formalized.

Contributions welcome: closed-form computations of early information sets in the model, the finite Chernoff bound (Theorem 7; the published Proved MassartDKW.Binom.comment_3 is the strict-tail Cramér–Chernoff bound for binomial n p), and the numerical inequalities of (16) and (17).

Selected references

  • J. Hązła, A. Jadbabaie, E. Mossel, M. A. Rahimian, Bayesian Decision Making in Groups is Hard, arXiv:1705.04770v4, 2019; Operations Research 69(2), 2021. https://arxiv.org/abs/1705.04770
  • S. Khot, D. Minzer, M. Safra, Pseudorandom sets in Grassmann graph have near-perfect expansion, FOCS 2018. https://doi.org/10.1109/FOCS.2018.00062
  • P. Massart, The tight constant in the Dvoretzky–Kiefer–Wolfowitz inequality, Annals of Probability 18(3), 1990. https://doi.org/10.1214/aop/1176990746
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CombinatoricsGraph TheoryOperations Research·Captain: mikedeng1

The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP: The Circlet Inequality Is Valid and Facet-Defining for the Symmetric TSP Polytope When 4 Divides nResearch Paper

Motivation

The symmetric traveling salesman polytope STSP(n)STSP(n)STSP(n) is the convex hull of the incidence vectors of all Hamiltonian cycles of the complete graph KnK_nKn​. Minimizing a linear cost over it is the traveling salesman problem, and polyhedral methods for the TSP (cutting planes, branch and cut, LP relaxations and their integrality gaps) depend on linear inequalities that are valid for STSP(n)STSP(n)STSP(n) and, ideally, define its facets. Known facet classes include the comb, clique-tree, path and crown inequalities; Naddef's survey (Naddef 2007) collects them.

Circulant TSP instances are those whose edge costs depend only on the edge's length around a circle of nnn equally spaced cities. Gutekunst and Williamson (SIAM J. Discrete Math. 2019) showed that the subtour LP has integrality gap exactly 222 on circulant instances; the witnessing family of LP solutions is cut off by several known facets, but not robustly under small modifications. They conjectured an inequality, now called the circlet inequality, that would cut off the whole family. The paper of this mission (arXiv:2012.12363v1) proves that conjecture and shows the inequality is facet defining when 4∣n4\mid n4∣n. Its coefficients are themselves circulant, a property shared among classical facets only by the crown inequalities of Naddef and Rinaldi (Math. Oper. Res. 1992).

Timeline. 2019: Gutekunst and Williamson characterize the subtour LP gap on circulant instances and conjecture Inequality (2). 2020: Gutekunst and Williamson prove validity (Theorem 3.1) and the facet property (Theorem 5.1) for 4∣n4\mid n4∣n, and compute the inequality's strength.

Setting

Fix nnn cities 1,…,n1,\dots,n1,…,n, edges EEE of KnK_nKn​, and d=n/2d=n/2d=n/2. The length of the edge {i,j}\{i,j\}{i,j} is

ℓi,j=min⁡{∣i−j∣, n−∣i−j∣},\ell_{i,j}=\min\{|i-j|,\ n-|i-j|\},ℓi,j​=min{∣i−j∣, n−∣i−j∣},

an integer in {1,…,d}\{1,\dots,d\}{1,…,d}. For a vector x∈REx\in\mathbb R^Ex∈RE and 1≤i≤d1\le i\le d1≤i≤d, ti=∑{s,t}∈E: ℓs,t=ixs,tt_i=\sum_{\{s,t\}\in E:\ \ell_{s,t}=i}x_{s,t}ti​=∑{s,t}∈E: ℓs,t​=i​xs,t​ is the total weight on edges of length iii. A Hamiltonian cycle HHH visits every city once and returns; its incidence vector χH∈{0,1}E\chi_H\in\{0,1\}^EχH​∈{0,1}E marks its nnn edges, and

STSP(n)=conv⁡{χH: H a Hamiltonian cycle on Kn}.STSP(n)=\operatorname{conv}\{\chi_H:\ H\text{ a Hamiltonian cycle on }K_n\}.STSP(n)=conv{χH​: H a Hamiltonian cycle on Kn​}.

For 4∣n4\mid n4∣n the circlet coefficients are ci=ic_i=ici​=i for odd iii and ci=d−ic_i=d-ici​=d−i for even iii (for n=12n=12n=12: 1,4,3,2,5,01,4,3,2,5,01,4,3,2,5,0), and the circlet inequality is

∑i=1dciti ≥ n−2.(2)\sum_{i=1}^{d} c_i t_i\ \ge\ n-2. \tag{2}i=1∑d​ci​ti​ ≥ n−2.(2)

An inequality is valid for STSP(n)STSP(n)STSP(n) if every point of STSP(n)STSP(n)STSP(n) satisfies it, and facet defining if moreover the face F={x∈STSP(n): ∑iciti(x)=n−2}F=\{x\in STSP(n):\ \sum_i c_it_i(x)=n-2\}F={x∈STSP(n): ∑i​ci​ti​(x)=n−2} has dim⁡F=dim⁡STSP(n)−1\dim F=\dim STSP(n)-1dimF=dimSTSP(n)−1.

In the Lean development, cities are Fin n, a Hamiltonian cycle is an ordering π : Equiv.Perm (Fin n), its incidence vector is MetricTSP.tourVec π, STSP n is the convex hull of these vectors, lenCount n i x is tit_iti​, coeff n i is cic_ici​ and circletForm n x is ∑i=1dciti\sum_{i=1}^{d}c_it_i∑i=1d​ci​ti​.

Formalization targets

Goal: Theorem 5.1

For every positive nnn with 4∣n4\mid n4∣n:

∀x∈STSP(n): ∑i=1dciti(x)≥n−2,andSTSP(n)∩{∑i=1dciti=n−2} is a facet of STSP(n).\forall x\in STSP(n):\ \sum_{i=1}^{d}c_it_i(x)\ge n-2,\qquad\text{and}\qquad STSP(n)\cap\Big\{\textstyle\sum_{i=1}^{d}c_it_i=n-2\Big\}\ \text{is a facet of } STSP(n).∀x∈STSP(n): i=1∑d​ci​ti​(x)≥n−2,andSTSP(n)∩{∑i=1d​ci​ti​=n−2} is a facet of STSP(n).

Validity: Theorem 3.1

Every Hamiltonian cycle on nnn cities, 4∣n4\mid n4∣n, satisfies (2). The proof is by minimal counterexample and runs through the milestones Claim 3.2 (the base case n=4n=4n=4), Lemma 3.3 (a violating cycle has t1+2td>n+2t_1+2t_d>n+2t1​+2td​>n+2), Lemma 3.4 (a minimal violating cycle contains none of three local edge patterns), and the window count t1+2td=T1+⋯+Tdt_1+2t_d=T_1+\dots+T_dt1​+2td​=T1​+⋯+Td​ with Tu≤2T_u\le 2Tu​≤2.

The technical lemma: contraction

Lemma 3.4 is proved by contracting four vertices of a cycle containing one of the patterns and showing the cost drops by at least 444: Claims 4.1 and 4.2 (symmetries), Proposition 4.3 (surviving edges never get more expensive), Propositions 4.4 and 4.5 (the five contracted edges), and the resulting contraction step.

The facet property

The dimension dim⁡STSP(n)=n(n−3)/2\dim STSP(n)=n(n-3)/2dimSTSP(n)=n(n−3)/2 (cited on p. 19 from Naddef and Rinaldi, Theorem 3.7), and a family of n(n−3)/2n(n-3)/2n(n−3)/2 tight Hamiltonian cycles with linearly independent incidence vectors.

Significance

The circlet inequality is a facet of STSP(n)STSP(n)STSP(n) whose coefficients depend only on edge length, so it is invariant under rotation of the city labels. It resolves the circulant TSP conjecture of Gutekunst and Williamson and removes from the subtour LP every member of the canonical family of solutions that witnesses the integrality gap 222 on circulant instances, a class of TSP instances for which relatively little is known. Since any relabelling of the cities gives another valid inequality, it supplies on the order of n!n!n! facets of STSP(n)STSP(n)STSP(n). The validity proof also gives a self-contained example of a minimal-counterexample argument by vertex contraction, a technique common in polyhedral combinatorics.

The result is proved in the paper; it has not been formalized. This mission produces machine-checked statements of the validity theorem, the facet theorem, and every intermediate result their proofs use, together with a reusable formal model of STSP(n)STSP(n)STSP(n), edge lengths on a cycle, and facets of polytopes built from tour incidence vectors. The dimension of STSP(n)STSP(n)STSP(n) is a classical cited result that, to the best of current knowledge, has no formal proof either; it is included as a target in its own right.

Difficulty

Validity is not a local statement. A Hamiltonian cycle may use edges of any length, and the coefficients alternate between iii and d−id-id−i with parity, so no edge-by-edge or degree-by-degree bound works: the inequality is tight on cycles that mix lengths 111, ddd and one other length. The paper's argument needs the global structure of the cycle twice, once to rule out the patterns of Figure 4 in a minimal counterexample (where a parity argument on a four-group quotient graph handles the hardest equality case of Proposition 4.5) and once to count windows. The contraction step requires checking that the contracted object is again a Hamiltonian cycle and tracking costs on two different vertex sets with different moduli nnn and n−4n-4n−4.

For the facet half, exhibiting the tight tours is explicit, but proving the linear independence of n(n−3)/2n(n-3)/2n(n−3)/2 incidence vectors for all nnn and proving the dimension of STSP(n)STSP(n)STSP(n) are substantial linear-algebra arguments. The paper's own justification of independence for the first family is inaccurate (a length-ddd edge is shared by two rotations), so a correct argument has to be supplied.

Formalization scope

  • Cities are Fin n with 0-based labels; lengths and costs depend only on label differences, so the shift from 1,…,n1,\dots,n1,…,n changes nothing. The contraction results (Propositions 4.3–4.5, the contraction step) use the paper's 1-based labels in ℕ, with integer lengths and costs, and refer to a cycle's edges through the label of each vertex (v↦v+1v\mapsto v+1v↦v+1).
  • STSP(n)STSP(n)STSP(n) lives in Fin n → Fin n → ℝ (ordered pairs); the incidence vector is symmetric with zero diagonal, and affine dimension is the same as in RE\mathbb R^ERE. tit_iti​ counts each unordered edge once.
  • "Facet" is the published Disjunctive.Polarity.IsFacet (extreme, nonempty, dimension one less), and the goal conjoins validity, since a face of codimension one is also cut out by the reversed inequality.
  • Added hypotheses: 0<n0<n0<n throughout (for n=0n=0n=0 the polytope is a point and the facet claim fails); n≥8n\ge 8n≥8 in the contraction step and in Tu≤2T_u\le 2Tu​≤2, where the paper derives it from Claim 3.2. "Feasible TSP input" in Theorem 3.1 is a Hamiltonian cycle; validity on all of STSP(n)STSP(n)STSP(n) is part of the goal. Claims 4.1 and 4.2, which the paper states about counterexamples, are stated in the stronger form their proofs give (a relabelled cycle with the same circlet value).
  • The goal cannot be trivialized: validity is asserted on the whole polytope, the face is required nonempty, and its dimension is compared with that of STSP(n)STSP(n)STSP(n), which is itself pinned down by a separate milestone. Lemmas 3.3 and 3.4 have hypotheses that no cycle satisfies once Theorem 3.1 holds; they are stated as printed, and the contraction step carries their non-vacuous content for an explicit contracted vector.
  • Infrastructure needed: incidence vectors of Hamiltonian cycles and relabellings of them, contraction of a cycle, affine dimension of convex hulls of finite point sets. The model of STSP(n)STSP(n)STSP(n) and the dimension result are reusable for any facet result on the TSP polytope. Proofs of any milestone, and alternative routes to the goal, are welcome.

Selected references

  • S. C. Gutekunst, D. P. Williamson, The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP, arXiv:2012.12363v1, 2020; Mathematics of Operations Research, 2023. https://arxiv.org/abs/2012.12363
  • S. C. Gutekunst, D. P. Williamson, Characterizing the integrality gap of the subtour LP for the circulant traveling salesman problem, SIAM Journal on Discrete Mathematics 33(4) (2019) 2452–2478. https://doi.org/10.1137/18M1167784
  • D. Naddef, G. Rinaldi, The crown inequalities for the symmetric traveling salesman polytope, Mathematics of Operations Research 17(2) (1992) 308–326. https://doi.org/10.1287/moor.17.2.308
  • D. Naddef, Polyhedral theory and branch-and-cut algorithms for the symmetric TSP, in: G. Gutin, A. P. Punnen (eds.), The Traveling Salesman Problem and its Variations, Springer, 2007, 29–116. https://doi.org/10.1007/0-306-48213-4_2
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Group TheoryQuantum InformationTheoretical Computer Science·Captain: mikedeng1

The Solovay-Kitaev algorithm: every gate in SU(d) is ε-approximated by a sequence of O(log^{ln 5/ln(3/2)}(1/ε)) gates from any instruction setResearch Paper

Motivation

A quantum computer executes a fixed, finite instruction set of gates, while quantum algorithms are written with arbitrary gates. Every algorithm must therefore be compiled: each gate UUU is replaced by a sequence of available instructions whose product approximates UUU. If an accuracy δ\deltaδ required sequences of length O(1/δ)O(1/\delta)O(1/δ), compiling an mmm-gate algorithm to overall accuracy ϵ\epsilonϵ would cost O(m2/ϵ)O(m^2/\epsilon)O(m2/ϵ) instructions, which would erase quadratic speed-ups such as Grover's search. The Solovay-Kitaev theorem says the cost is only polylogarithmic in 1/ϵ1/\epsilon1/ϵ, for every instruction set, and the Solovay-Kitaev algorithm finds the sequences efficiently. It is the standard justification for treating the choice of a universal gate set as immaterial in quantum complexity theory.

Timeline. Solovay announced the theorem for SU(2)SU(2)SU(2) in 1995 on an email list, without a subsequent paper. Kitaev outlined a proof for SU(d)SU(d)SU(d) in 1997 (Kitaev 1997), with an algorithm. Nielsen and Chuang's textbook (2000, Appendix 3) gave a detailed proof, and Kitaev, Shen and Vyalyi (2002) gave two algorithmic variants, one with sequence length O(log⁡3+δ(1/ϵ))O(\log^{3+\delta}(1/\epsilon))O(log3+δ(1/ϵ)). Dawson and Nielsen (2005, arXiv:quant-ph/0505030) gave the self-contained pedagogical account of the theorem and algorithm, for qubits and qudits, which this mission formalizes; their algorithm yields length O(log⁡ln⁡5/ln⁡(3/2)(1/ϵ))≈O(log⁡3.97(1/ϵ))O(\log^{\ln 5/\ln(3/2)}(1/\epsilon)) \approx O(\log^{3.97}(1/\epsilon))O(logln5/ln(3/2)(1/ϵ))≈O(log3.97(1/ϵ)).

Setting

Fix a dimension ddd. SU(d)SU(d)SU(d) is the group of d×dd \times dd×d complex unitary matrices of determinant 111, and U†=U−1U^\dagger = U^{-1}U†=U−1 is the adjoint. The distance between gates is the operator norm of their difference,

d(U,V)=∥U−V∥=sup⁡∥ψ∥=1∥(U−V)ψ∥.d(U, V) = \|U - V\| = \sup_{\|\psi\| = 1} \|(U - V)\psi\| .d(U,V)=∥U−V∥=∥ψ∥=1sup​∥(U−V)ψ∥.

A sequence S=g1,…,gmS = g_1, \dots, g_mS=g1​,…,gm​ of gates also denotes the unitary g1g2⋯gmg_1 g_2 \cdots g_mg1​g2​⋯gm​, and ∣S∣=m|S| = m∣S∣=m is its length; SSS is an ϵ\epsilonϵ-approximation to UUU when d(U,S)<ϵd(U, S) < \epsilond(U,S)<ϵ.

An instruction set for SU(d)SU(d)SU(d) (Definition 1) is a finite set G⊆SU(d)\mathcal G \subseteq SU(d)G⊆SU(d) such that

  1. g†∈Gg^\dagger \in \mathcal Gg†∈G for every g∈Gg \in \mathcal Gg∈G, and
  2. G\mathcal GG is universal: for every U∈SU(d)U \in SU(d)U∈SU(d) and every ϵ>0\epsilon > 0ϵ>0 some sequence of gates from G\mathcal GG is an ϵ\epsilonϵ-approximation to UUU.

The Solovay-Kitaev algorithm SK(U,n)\mathrm{SK}(U, n)SK(U,n) is a recursion of depth nnn. At depth 000 it returns a stored basic approximation of bounded length l0l_0l0​. At depth nnn it computes Un−1=SK(U,n−1)U_{n-1} = \mathrm{SK}(U, n-1)Un−1​=SK(U,n−1), decomposes Δ=UUn−1†\Delta = U U_{n-1}^\daggerΔ=UUn−1†​ approximately as a balanced group commutator VWV†W†VWV^\dagger W^\daggerVWV†W† with V,WV, WV,W close to the identity, and returns the concatenation Vn−1Wn−1Vn−1†Wn−1†Un−1V_{n-1} W_{n-1} V_{n-1}^\dagger W_{n-1}^\dagger U_{n-1}Vn−1​Wn−1​Vn−1†​Wn−1†​Un−1​ of five sequences computed at depth n−1n - 1n−1. The accuracies satisfy ϵn=c ϵn−13/2\epsilon_n = c\,\epsilon_{n-1}^{3/2}ϵn​=cϵn−13/2​ and the lengths ln=5 ln−1l_n = 5\, l_{n-1}ln​=5ln−1​.

Formalization targets

Goal: Theorem 1 with the exponent of Eq. (8)

For every instruction set G\mathcal GG for SU(d)SU(d)SU(d) there is C>0C > 0C>0 such that for every ϵ>0\epsilon > 0ϵ>0 and every U∈SU(d)U \in SU(d)U∈SU(d) some sequence SSS of gates from G\mathcal GG satisfies

∣S∣≤Cln⁡ ⁣(2+1ϵ)ln⁡5/ln⁡(3/2)andd(U,S)<ϵ.|S| \le C \ln\!\Big(2 + \frac1\epsilon\Big)^{\ln 5/\ln(3/2)} \quad\text{and}\quad d(U, S) < \epsilon .∣S∣≤Cln(2+ϵ1​)ln5/ln(3/2)andd(U,S)<ϵ.

Theorem 1 of the paper asserts length O(log⁡c(1/ϵ))O(\log^c(1/\epsilon))O(logc(1/ϵ)) for some ccc; the goal fixes c=ln⁡5/ln⁡(3/2)c = \ln 5/\ln(3/2)c=ln5/ln(3/2), the exponent the paper's algorithm attains (Eq. (8), and §5.1 for qudits). CCC is left unspecified, as in the paper.

Milestones

In attack order: the inverse-sequence fact (p. 3); d(I,eiH)≤∥H∥d(I, e^{iH}) \le \|H\|d(I,eiH)≤∥H∥ (p. 3); the base case, bounded-length ϵ0\epsilon_0ϵ0​-approximations (p. 5); Lemma 1, the error of an approximated group commutator (Eq. (14)); Lemma 2, a traceless Hermitian HHH is a commutator [F,G]=iH[F, G] = iH[F,G]=iH with ∥F∥,∥G∥≤d1/4((d−1)/2)1/2∥H∥\|F\|, \|G\| \le d^{1/4}((d-1)/2)^{1/2}\sqrt{\|H\|}∥F∥,∥G∥≤d1/4((d−1)/2)1/2∥H∥​; Lemma 3, d(eiFeiGe−iFe−iG,ei⋅i[F,G])≤c1δ3d(e^{iF}e^{iG}e^{-iF}e^{-iG}, e^{i \cdot i[F,G]}) \le c_1\delta^3d(eiFeiGe−iFe−iG,ei⋅i[F,G])≤c1​δ3; the logarithm of a gate near the identity (p. 12); the balanced approximate commutator in SU(d)SU(d)SU(d), Eq. (33); the recursion invariant of the algorithm (Eqs. (1)–(2), (15), (21)–(22)); the closed form of ϵn\epsilon_nϵn​ (Eq. (4)); and the depth/length trade-off (Eqs. (7)–(8)).

Significance

The result. Theorem 1 makes universality quantitative. Any two universal instruction sets simulate each other with polylogarithmic overhead, so the class of efficiently computable quantum functions does not depend on the gate set, and fault-tolerant architectures may restrict themselves to a small set of protected gates. The algorithm turns the existence statement into a compiler with polylogarithmic running time.

Formalizing it. The theorem is proved, and the paper's argument is complete apart from constants it declares "tedious … easy to supply". The paper is not machine-checked, and the platform has no SU(d)SU(d)SU(d) version: an open goal from Childs's lecture notes (QAlgorithms.Childs.solovayKitaev) concerns circuits of one- and two-qubit gates up to global phase with an unspecified exponent, and proved items cover SU(2)SU(2)SU(2) commutator estimates only. This mission produces the qudit statement with the explicit exponent ln⁡5/ln⁡(3/2)\ln 5/\ln(3/2)ln5/ln(3/2), the commutator estimates of Lemmas 1–3 in arbitrary dimension, and an explicit model of the recursion. The paper's constants are only approximate (c1≈4c_1 \approx 4c1​≈4, capprox≈8cgc′′c_{\mathrm{approx}} \approx 8c_{gc''}capprox​≈8cgc′′​); rigorous values are a welcome by-product.

Difficulty

The obvious argument, approximating UUU with ever longer sequences from a dense subgroup, gives no rate at all: density says nothing about how long sequences must be. The rate comes from an error-cancellation effect: if V,WV, WV,W are at distance O(ϵ)O(\sqrt\epsilon)O(ϵ​) from the identity and are approximated to accuracy ϵ\epsilonϵ, their group commutator is approximated to accuracy O(ϵ3/2)O(\epsilon^{3/2})O(ϵ3/2), better than the inputs (Lemma 1). Making this work needs (i) a decomposition of every gate close to the identity as an approximate balanced commutator in SU(d)SU(d)SU(d), which requires a matrix logarithm, the commutator representation of traceless Hermitian matrices (Lemma 2), and a third-order Baker-Campbell-Hausdorff estimate (Lemma 3); and (ii) a uniform base case, which needs compactness of SU(d)SU(d)SU(d) to turn pointwise universality into a single length bound l0l_0l0​. The paper's derivation of Eq. (33) also contains a sign slip: with [F,G]=iH[F, G] = iH[F,G]=iH the commutator approximates U†U^\daggerU† instead of UUU, which a formal proof must repair.

Formalization scope

Gates are elements of Matrix.specialUnitaryGroup (Fin d) ℂ; Lemma 1 is about matrices in the unitary group. The distance is the ℓ2\ell^2ℓ2 operator norm QAlgorithms.specNorm from the published definition QAlgorithms_Defs_Basic, never Mathlib's entrywise matrix norm. Sequences are lists, their unitary is the list product g1⋯gmg_1 \cdots g_mg1​⋯gm​, and the inverse sequence is the reversed list of inverses. Instruction sets are Finsets closed under inverses; universality is the paper's own gloss of Definition 1, part 3 ("for every UUU and ϵ>0\epsilon > 0ϵ>0 a product of gates from G\mathcal GG is an ϵ\epsilonϵ-approximation"). The exponential is NormedSpace.exp on complex matrices. The algorithm is a Lean function of two routines: a lookup basic and a decomposition gc, indexed by the recursion level because GC-Approx-Decompose's guarantee is relative to the current accuracy.

Conventions and additions, all disclosed in the items: log⁡(1/ϵ)\log(1/\epsilon)log(1/ϵ) becomes ln⁡(2+1/ϵ)\ln(2 + 1/\epsilon)ln(2+1/ϵ) so that bounds are meaningful for every ϵ>0\epsilon > 0ϵ>0 (same OOO-class); the paper's approximate constants (c1c_1c1​, cgc′c_{gc'}cgc′​, cgc′′c_{gc''}cgc′′​, capproxc_{\mathrm{approx}}capprox​) are existential and chosen before ϵ\epsilonϵ and UUU; the logarithm milestone adds tr⁡H=0\operatorname{tr} H = 0trH=0 (needed by Lemma 2) and ∥H∥<π\|H\| < \pi∥H∥<π (the proviso of p. 3); the identity d(I,eiH)=max⁡E2sin⁡(∣E∣/2)d(I, e^{iH}) = \max_E 2\sin(|E|/2)d(I,eiH)=maxE​2sin(∣E∣/2) is not stated, since as printed it fails for ∣E∣>π|E| > \pi∣E∣>π.

Trivializing formalizations are ruled out: G\mathcal GG must be closed under †\dagger† and SSS must consist of gates from G\mathcal GG; the constant CCC is quantified before ϵ\epsilonϵ and UUU, so it cannot depend on them; in the recursion invariant the base routine has a fixed length bound l0l_0l0​ and the decomposition routine is constrained by the accuracy bounds, not assumed to be exact.

Running time (Eqs. (3), (6), (9), O(log⁡2.71(1/ϵ))O(\log^{2.71}(1/\epsilon))O(log2.71(1/ϵ))) is out of scope: there is no machine model. Needed infrastructure: compactness of SU(d)SU(d)SU(d) (Mathlib has no instance at this revision), a principal logarithm near the identity, operator-norm estimates for products and exponentials, and spectral facts about Hermitian matrices. The commutator and exponential estimates are reusable beyond this mission. Proofs of any milestone, and sharper constants, are welcome.

Selected references

  • C. M. Dawson and M. A. Nielsen, The Solovay-Kitaev algorithm, Quantum Information and Computation 6(1), 2006; arXiv:quant-ph/0505030v2, 2005. https://arxiv.org/abs/quant-ph/0505030
  • A. Yu. Kitaev, Quantum computations: algorithms and error correction, Russian Mathematical Surveys 52(6), 1997. https://doi.org/10.1070/RM1997v052n06ABEH002155
  • A. Yu. Kitaev, A. H. Shen and M. N. Vyalyi, Classical and Quantum Computation, AMS Graduate Studies in Mathematics 47, 2002. https://doi.org/10.1090/gsm/047
  • M. A. Nielsen and I. L. Chuang, Quantum Computation and Quantum Information, Cambridge University Press, 2000, Appendix 3. https://doi.org/10.1017/CBO9780511976667
  • A. M. Childs, Lecture Notes on Quantum Algorithms, University of Maryland, Chapter 2. https://www.cs.umd.edu/~amchilds/qa/
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CombinatoricsDiscrete GeometryLinear Optimization+2·Captain: mikedeng1

Binary Extended Formulations and Sequential Convexification: Among All d-Hypercube Binarizations, the Logarithmic Binarization Has Minimum RankResearch Paper

Motivation

Mixed-integer programs often contain general integer variables x∈{0,…,k}x \in \{0, \dots, k\}x∈{0,…,k}. A standard modelling device replaces such a variable by ddd binary variables y∈{0,1}dy \in \{0,1\}^dy∈{0,1}d linked to xxx through a polytope, a binarization. Examples are the unary encoding, the "full" encoding with one indicator per value, and the logarithmic encoding x=∑i2i−1yix = \sum_i 2^{i-1} y_ix=∑i​2i−1yi​. Binarizations let cutting-plane and branching techniques built for 0/1 variables, such as lift-and-project and sequential convexification, act on general integer programs. Computational experience with such encodings is mixed. A logarithmic encoding uses the fewest variables, but it is not obvious that it should help or hurt the strength of the relaxation. Dash, Günlük and Hildebrand (Mathematical Programming 170, 2018) studied split cuts in binary extended formulations. Aprile, Conforti and Di Summa (arXiv:2106.00354, Mathematics of Operations Research, 2024) introduced a rank that measures how many convexification steps on the binary variables are needed to remove fractional values of xxx, and compared binarizations by it.

The underlying operation is Balas's sequential convexification (Balas, Discrete Applied Mathematics 89, 1998; doi:10.1016/S0166-218X(98)00136-X): for a polytope Q⊆[0,1]h×Rn−hQ \subseteq [0,1]^h \times \mathbb R^{n-h}Q⊆[0,1]h×Rn−h, replacing QQQ by conv⁡({x∈Q:xi=0}∪{x∈Q:xi=1})\operatorname{conv}(\{x \in Q : x_i = 0\} \cup \{x \in Q : x_i = 1\})conv({x∈Q:xi​=0}∪{x∈Q:xi​=1}) for i=1,…,hi = 1, \dots, hi=1,…,h in turn yields the convex hull of the mixed 0/1 points.

Setting

A point is written (x,y)∈R×Rd(x, y) \in \mathbb R \times \mathbb R^d(x,y)∈R×Rd. A polytope is the convex hull of finitely many points; V(P)V(P)V(P) is its vertex set and two vertices are adjacent when the segment joining them is a face of PPP. The skeleton sk⁡(P)\operatorname{sk}(P)sk(P) is the resulting graph.

For a polytope QQQ with some coordinates HHH restricted to [0,1][0,1][0,1], write Qxi=conv⁡({x∈Q:xi=0}∪{x∈Q:xi=1})Q_{x_i} = \operatorname{conv}(\{x \in Q : x_i = 0\} \cup \{x \in Q : x_i = 1\})Qxi​​=conv({x∈Q:xi​=0}∪{x∈Q:xi​=1}). The lift-and-project rank lpr⁡(Q)\operatorname{lpr}(Q)lpr(Q) is the least kkk such that some indices i1,…,ik∈Hi_1, \dots, i_k \in Hi1​,…,ik​∈H satisfy ((Qxi1)… )xik=conv⁡{x∈Q:xi∈{0,1} ∀i∈H}((Q_{x_{i_1}})\dots)_{x_{i_k}} = \operatorname{conv}\{x \in Q : x_i \in \{0,1\}\ \forall i \in H\}((Qxi1​​​)…)xik​​​=conv{x∈Q:xi​∈{0,1} ∀i∈H}.

A polytope B⊆R×[0,1]dB \subseteq \mathbb R \times [0,1]^dB⊆R×[0,1]d is a binarization of xxx in the range {0,…,k}\{0, \dots, k\}{0,…,k}, k≥1k \ge 1k≥1, if the xxx-values of its points with y∈{0,1}dy \in \{0,1\}^dy∈{0,1}d are exactly {0,…,k}\{0, \dots, k\}{0,…,k}. For a number fff let B(f)={(x,y)∈B:x=f}B(f) = \{(x,y) \in B : x = f\}B(f)={(x,y)∈B:x=f}. Given integers α1,…,αℓ\alpha_1, \dots, \alpha_\ellα1​,…,αℓ​ and points αj<xˉj<αj+1\alpha_j < \bar x^j < \alpha_j + 1αj​<xˉj<αj​+1, the rank of BBB is

rk⁡B(α1,…,αℓ)=lpr⁡(conv⁡(⋃jB(xˉj))),\operatorname{rk}_B(\alpha_1, \dots, \alpha_\ell) = \operatorname{lpr}\Big(\operatorname{conv}\Big(\bigcup_{j} B(\bar x^j)\Big)\Big),rkB​(α1​,…,αℓ​)=lpr(conv(j⋃​B(xˉj))),

with the lift-and-project rank taken with respect to y1,…,ydy_1, \dots, y_dy1​,…,yd​. It counts the yyy-convexifications needed to cut off every point of BBB whose xxx-value lies strictly between αj\alpha_jαj​ and αj+1\alpha_j + 1αj​+1 for some jjj.

BBB is a ddd-hypercube binarization if its vertices project onto {0,1}d\{0,1\}^d{0,1}d in the yyy-space and onto {0,…,2d−1}\{0, \dots, 2^d - 1\}{0,…,2d−1} in the xxx-space, so that the vertices of BBB correspond one-to-one to those of the ddd-cube, each with its own integer xxx-value. The logarithmic binarization is

BL(d)={(x,y)∈R×[0,1]d:x=∑i=1d2i−1yi}.B^L(d) = \Big\{(x,y) \in \mathbb R \times [0,1]^d : x = \sum_{i=1}^d 2^{i-1} y_i\Big\}.BL(d)={(x,y)∈R×[0,1]d:x=i=1∑d​2i−1yi​}.

Formalization targets

Goal: Theorem 4.23

For every ddd-hypercube binarization BBB and all α1,…,αℓ∈{0,…,2d−2}\alpha_1, \dots, \alpha_\ell \in \{0, \dots, 2^d - 2\}α1​,…,αℓ​∈{0,…,2d−2},

rk⁡B(α1,…,αℓ) ≥ rk⁡BL(α1,…,αℓ).\operatorname{rk}_B(\alpha_1, \dots, \alpha_\ell) \ \ge\ \operatorname{rk}_{B^L}(\alpha_1, \dots, \alpha_\ell).rkB​(α1​,…,αℓ​) ≥ rkBL​(α1​,…,αℓ​).

Milestones

The milestones follow the paper's development:

  • Balas's theorem (Theorem 2.1) and the set covering form of lpr⁡\operatorname{lpr}lpr (Observation 2.2).
  • The basic facts on binarizations: binary points are vertices (Observation 2.3), and the vertices of a fractional slice lie on edges crossing the slice (Lemma 4.3).
  • The set covering form of rk⁡B\operatorname{rk}_BrkB​ over the αj\alpha_jαj​-edges of sk⁡(B)\operatorname{sk}(B)sk(B) (Observation 4.8), and the comparison of sk⁡(B)\operatorname{sk}(B)sk(B) with sk⁡(πy(B))\operatorname{sk}(\pi_y(B))sk(πy​(B)) (Corollary 4.15).
  • For hypercube binarizations, the hypercube graph G(B)G(B)G(B) and its cuts give
rk⁡B(α1,…,αℓ)=d−fB(α1,…,αℓ)(Lemma 4.18, Corollary 4.19),\operatorname{rk}_B(\alpha_1,\dots,\alpha_\ell) = d - f_B(\alpha_1,\dots,\alpha_\ell)\quad\text{(Lemma 4.18, Corollary 4.19)},rkB​(α1​,…,αℓ​)=d−fB​(α1​,…,αℓ​)(Lemma 4.18, Corollary 4.19),

where fBf_BfB​ counts coordinate directions in which no edge of G(B)G(B)G(B) crosses any level αj\alpha_jαj​.

  • The arithmetic bound 2fB(α1,…,αℓ)∣αj+12^{f_B(\alpha_1,\dots,\alpha_\ell)} \mid \alpha_j + 12fB​(α1​,…,αℓ​)∣αj​+1 (Lemma 4.20).
  • The exact value fBL(α1,…,αℓ)=max⁡{t:2t∣αj+1 ∀j}f_{B^L}(\alpha_1,\dots,\alpha_\ell) = \max\{t : 2^t \mid \alpha_j + 1\ \forall j\}fBL​(α1​,…,αℓ​)=max{t:2t∣αj​+1 ∀j} (Lemma 4.21, Corollary 4.22).

Significance

The theorem gives a precise sense in which the logarithmic encoding is the best among all encodings of an integer variable whose binarization has the combinatorics of a cube. It is not only the most compact one: it also requires the fewest sequential convexification steps on the binary variables to remove any prescribed family of fractional xxx-intervals. Combined with Corollaries 4.19 and 4.22, it yields the explicit formula rk⁡BL(α1,…,αℓ)=d−max⁡{t:2t∣αj+1 ∀j}\operatorname{rk}_{B^L}(\alpha_1,\dots,\alpha_\ell) = d - \max\{t : 2^t \mid \alpha_j + 1\ \forall j\}rkBL​(α1​,…,αℓ​)=d−max{t:2t∣αj​+1 ∀j}. In particular, rk⁡BL(α)=d\operatorname{rk}_{B^L}(\alpha) = drkBL​(α)=d for every even α\alphaα. By Theorem 4.23 this extends to every hypercube binarization a result of Owen and Mehrotra (Operations Research 50, 2002) on the logarithmic encoding: convexifying all but one of the yyy-variables of BL(d)B^L(d)BL(d) does not ensure integrality of xxx.

The result is proved in the paper. No machine-checked version exists. The mission formalizes the vertex-and-edge view of sequential convexification that the paper's proofs rest on: Balas's theorem for V-polytopes, lift-and-project rank as a hitting set, and the hypercube graph of a binarization with its cut structure. Mathlib has convex hulls, extreme points and extreme subsets, but no face lattice of polytopes, no skeleton graph and no hypercube graph. Platform results on Balas's theorem exist only for H-polyhedra with explicit bound rows.

Difficulty

The comparison is between an arbitrary hypercube binarization and a specific one. Direct computation of lpr⁡\operatorname{lpr}lpr for an arbitrary BBB is not possible, because the polytope conv⁡(⋃jB(xˉj))\operatorname{conv}(\bigcup_j B(\bar x^j))conv(⋃j​B(xˉj)) depends on the whole edge structure of BBB, and the skeleton of a hypercube binarization need not be the cube graph: it can contain extra edges. The step that has to be bridged is from the lift-and-project rank of a polytope to a statement about cuts in the hypercube graph G(B)G(B)G(B). That requires the vertex description of sequential convexification, the location of vertices of fractional slices on edges of BBB, and the reduction from the skeleton sk⁡(B)\operatorname{sk}(B)sk(B) to the subgraph G(B)G(B)G(B). A natural first idea, comparing the polytopes BBB and BLB^LBL through an affine map, fails: a general hypercube binarization is not affine, and by Lemma 4.16 of the paper BLB^LBL is, up to symmetry, the only affine one.

Formalization scope

The Lean development fixes the following conventions.

  • A point (x,y)(x, y)(x,y) is p : Fin (d+1) → ℝ, with xxx = p 0 and yiy_iyi​ = p i.succ. Coordinates of yyy are indexed from 000, so the weight 2i−12^{i-1}2i−1 of BL(d)B^L(d)BL(d) is 2 ^ (i : ℕ).
  • Polytopes are convex hulls of finite sets, vertices are Set.extremePoints, and edges are the published Hirsch.Adj.
  • One convexification step and its iteration are the published Disjunctive.HigherDim.SplitConvexify and IteratedSplit.
  • lpr Q H is defined for any set H of 0/1 coordinates, with repetitions allowed in the sequence of convexified variables, as an sInf that Theorem 2.1 shows is attained.
  • The rank rk B xbar takes the fractional points xˉj\bar x^jxˉj as an argument. Every statement about it quantifies over all admissible choices, and in the goal the choices for BBB and BLB^LBL are independent.
  • The range {0,…,2d−2}\{0, \dots, 2^d - 2\}{0,…,2d−2} is written αj+2≤2d\alpha_j + 2 \le 2^dαj​+2≤2d, avoiding natural-number subtraction.
  • The cut condition δ(V0i)∩⋃jδ(Vαj)≠∅\delta(V^i_0) \cap \bigcup_j \delta(V_{\alpha_j}) \ne \emptysetδ(V0i​)∩⋃j​δ(Vαj​​)=∅ is expressed through pairs of vertices of BBB whose yyy-parts differ exactly in component iii.
  • Corollary 4.22 adds ℓ≥1\ell \ge 1ℓ≥1, since for ℓ=0\ell = 0ℓ=0 the maximum it names does not exist.
  • Only the second sentence of Observation 4.8 is formalized.

A formalization in which the rank of BLB^LBL is a junk value 000 (an empty set under sInf, or convexification over the wrong coordinates) would make the goal trivial. The definitions were checked against this: a sorry-free verification file proves rk⁡BL(1)(0)=1\operatorname{rk}_{B^L(1)}(0) = 1rkBL(1)​(0)=1 and that BL(1)B^L(1)BL(1) is a 111-hypercube binarization.

A complete development needs:

  • the vertex description of QxiQ_{x_i}Qxi​​ for V-polytopes;
  • faces and edges of polytopes, and the intersection of a polytope with a hyperplane;
  • the hypercube graph and its perfect matchings;
  • binary expansions and 222-adic valuations.

The polytope and edge results, including the vertex form of Balas's theorem, are reusable well beyond this paper. Contributions proving any milestone, or general lemmas on vertices of hyperplane sections and on projections of polytopes, are welcome.

Selected references

  • M. Aprile, M. Conforti, M. Di Summa, Binary extended formulations and sequential convexification, Mathematics of Operations Research, 2024; preprint arXiv:2106.00354v1. https://arxiv.org/abs/2106.00354
  • E. Balas, Disjunctive programming: Properties of the convex hull of feasible points, Discrete Applied Mathematics 89, 3–44, 1998. https://doi.org/10.1016/S0166-218X(98)00136-X
  • S. Dash, O. Günlük, R. Hildebrand, Binary extended formulations of polyhedral mixed-integer sets, Mathematical Programming 170(1), 207–236, 2018.
  • J. H. Owen, S. Mehrotra, On the value of binary expansions for general mixed-integer linear programs, Operations Research 50(5), 810–819, 2002.
  • M. Conforti, G. Cornuéjols, G. Zambelli, Integer Programming, Springer, 2014. https://doi.org/10.1007/978-3-319-11008-0
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CombinatoricsOperations ResearchOptimization·Captain: Shuze Chen

Submodular Maximization over Multiple Matroids via Generalized Exchange Properties: Polynomial approximation for monotone submodular maximizationResearch Paper

Motivation

Selecting a valuable subset subject to several simultaneous restrictions is a common combinatorial optimization problem. A facility may contribute less after nearby facilities have already been selected; a collection of observations may provide overlapping information. Such diminishing returns are captured by submodular objectives. Matroid constraints describe families of admissible selections that are closed under deletion and satisfy an exchange rule. Requiring a selection to satisfy several matroids permits overlapping restrictions on the same elements.

Lee, Sviridenko and Vondrák study this model with access to objective values and independence tests through oracles. Their main monotone guarantee is a polynomial approximation factor of 1/(k+δ)1/(k+\delta)1/(k+δ) for any fixed number k≥2k\ge2k≥2 of matroids and fixed δ>0\delta>0δ>0. The source compares this with the earlier 1/(k+1)1/(k+1)1/(k+1) greedy guarantee. This mission formalizes the published monotone result and its supporting exchange statements, with the constants and algorithmic quantifiers intact (Introduction and Theorem 3.1).

Setting

The ground set is a finite set NNN of nnn elements. A submodular function assigns a real number f(S)f(S)f(S) to every subset S⊆NS\subseteq NS⊆N and satisfies

f(A∪B)+f(A∩B)≤f(A)+f(B).f(A\cup B)+f(A\cap B)\le f(A)+f(B).f(A∪B)+f(A∩B)≤f(A)+f(B).

All objective values in the faithful source statements are nonnegative. For the headline theorem the function is also nondecreasing: A⊆BA\subseteq BA⊆B implies f(A)≤f(B)f(A)\le f(B)f(A)≤f(B). The empty set need not have value zero.

A matroid on NNN is a family of independent sets containing the empty set, closed under taking subsets, and satisfying augmentation: a smaller independent set can gain an element from a larger independent set while remaining independent. There are kkk such matroids, all on the same ground set. A set is common independent, or feasible, when it is independent in every one of them. The quantity OPT\mathrm{OPT}OPT is the maximum of fff over feasible subsets. This maximum exists even when NNN is empty, since there are finitely many subsets and the empty set is feasible.

An algorithm receives a value oracle for fff and one independence oracle for each matroid. A value query specifies a subset and returns its value; an independence query specifies a matroid and a subset and returns a yes-or-no answer. Real arithmetic and comparisons use the unit-cost oracle convention. No table of all objective values is supplied (Introduction, p. 795).

Formalization targets

The goal is the first sentence of Theorem 3.1. For each fixed k≥2k\ge2k≥2 and δ>0\delta>0δ>0, there must exist one finite oracle program and polynomial constants, depending only on those fixed parameters, such that on every instance it halts and returns a feasible set SSS with

f(S)≥OPTk+δ.f(S)\ge\frac{\mathrm{OPT}}{k+\delta}.f(S)≥k+δOPT​.

The time bound includes initialization, oracle queries, subset processing, unsuccessful searches, and output. It is not merely a bound on the number of improving moves (Theorem 3.1, p. 803).

The eleven supporting milestones follow the source's numbered statements. They cover perfect matching for equal-size independent sets; irreducible cycle covers; the independence consequence of a unique perfect matching; feasibility of irreducible cycles; feasible path and cycle covers; exact-cover addition; generalized Rota exchange; bounded-multiplicity exchange for independent sets; exact-cover removal; and exact and approximate local-search inequalities. The order follows the dependencies identified in §§1–3. The exact local-search bound is

(k+1p)f(S)≥f(S∪C)+(k−1+1p)f(S∩C),\left(k+\frac1p\right)f(S)\ge f(S\cup C)+\left(k-1+\frac1p\right)f(S\cap C),(k+p1​)f(S)≥f(S∪C)+(k−1+p1​)f(S∩C),

with a factor 1+ε1+\varepsilon1+ε on the left in the approximate version. Here p≥1p\ge1p≥1 is an integer, CCC is any feasible set, and the objective may be nonmonotone (Lemmas 3.1–3.2).

Significance

The approximation theorem gives a quantitative guarantee for general matroid intersections with a submodular objective. Restricting the constraints to partition matroids, or proving that a good set exists without a polynomial computation, would lose part of the result. The supporting exchange statements also describe how independent sets can be related when individual exchanges cannot simply be combined across constraints (§§2–3).

The mathematics is a published result; this mission asks for machine-checked proofs of its formal statements. The submodularity predicate is reused from an existing published definition. Lemma 2.1 is anchored to an existing Open bijective exchange theorem through a contraction and graph interpretation, rather than posed again. Open means that its proof remains a target. The remaining statements and the operational oracle model are local drafts, and compiling their statements does not prove them.

Difficulty

A chain of individually feasible swaps need not give a feasible simultaneous exchange. The source's distinction between an arbitrary directed cycle and an irreducible one therefore matters. Feasibility of a path or cycle also includes every eligible subpath, not just the whole vertex-set swap. Losing either distinction changes the supporting exchange results (Definitions 2.1–2.2).

Polynomial computation is a separate obligation from local-optimum quality. Literal Figure 1 admits infeasible singleton initialization when loops are present and nontermination at zero value under its non-strict update test. These issues are recorded as findings about the displayed routine, while the existential headline retains all inputs. Two further findings identify missing witness properties and an invalid intermediate path-count estimate in the printed analysis; they do not establish falsity of the numbered local-search inequalities. Proofs must resolve those obligations without importing them as assumptions (pp. 802–803).

Formalization scope

Lean represents NNN by Fin n, subsets by finite sets, objective values by real numbers, and matroids by Mathlib matroids with ground set equal to the whole finite type. Indexed families preserve repeated sets and repeated paths or cycles. Paths may consist of one vertex, cycles may have two vertices, and the cover multiplicity is 2s2^s2s, including s=0s=0s=0. There is no looplessness, normalization, positive-optimum, or equal-cardinality restriction on the headline inputs.

The algorithmic goal uses a finite register-machine language whose only input-dependent operations are the two types of oracle queries. An explicit halt and a bound on the full execution cost are conclusions. Definitions contain neither an approximation guarantee nor an assumed polynomial stopping bound. The terminal predicate for Figure 1 uses strict inequality because the printed update uses greater-than-or-equal. Empty and zero-value inputs belong to the headline theorem even though the literal terminal predicate need not describe them.

The stronger linear-objective sentence of Theorem 3.1, the nonmonotone algorithm of Theorem 4.1, and the tightness examples in §5 are outside this mission. No optional variants are posed. Contributions needed here include the source theorem proofs, the exchange adapter, and the operational algorithm witness and its accounting.

Selected references

  • Jon Lee, Maxim Sviridenko and Jan Vondrák, Submodular Maximization over Multiple Matroids via Generalized Exchange Properties, Mathematics of Operations Research 35(4), 795–806, 2010. Published journal article. All result numbering and page references use this artifact; PDF pages 1–12 correspond to printed pages 795–806.
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Algorithmic Game TheoryOperations Research·Captain: Shuze Chen

On the Existence of Pure Nash Equilibria in Weighted Congestion Games: Characterizing universal pure equilibrium existenceResearch Paper

Motivation

A system of users sharing resources may have no stable configuration: whenever the users settle on their choices, somebody may prefer to change. Weighted congestion games describe this question when different users place different demands on the resources they choose. Routing and scheduling provide examples, but the mathematical question here does not impose a particular network or scheduling structure. It asks which resource cost functions guarantee stability regardless of the finite population, its demands, and its feasible choices. Harks and Klimm give a classification of such functions in their 2012 paper, Theorem 5.1.

There are two distinct requirements. A stable configuration may exist even when some sequences of individually profitable moves cycle forever. Guaranteeing that every sequence terminates is generally stronger. The result identifies the continuous function classes for which these two universal guarantees coincide. The word “universal” matters: the assertion concerns all games generated by a class of costs, rather than the behavior of one specified game.

Setting

A weighted congestion game has a nonempty finite set of players NNN and a nonempty finite set of facilities FFF. Each player iii has a positive real demand did_idi​ and a nonempty finite collection SiS_iSi​ of available strategies. A strategy is a subset of facilities; it may itself be empty. A profile sss chooses one strategy si∈Sis_i\in S_isi​∈Si​ for every player. Facility fff has a real-valued cost function cfc_fcf​ defined on the nonnegative half-line. Its load and a player's private cost are

ℓf(s)=∑j: f∈sjdj,πi(s)=∑f∈sidicf(ℓf(s)).\ell_f(s)=\sum_{j:\,f\in s_j}d_j, \qquad \pi_i(s)=\sum_{f\in s_i}d_i c_f(\ell_f(s)).ℓf​(s)=j:f∈sj​∑​dj​,πi​(s)=f∈si​∑​di​cf​(ℓf​(s)).

Costs can have either sign, and the game model imposes no monotonicity. A pure Nash equilibrium is a profile sss satisfying πi(s)≤πi(ti,s−i)\pi_i(s)\le\pi_i(t_i,s_{-i})πi​(s)≤πi​(ti​,s−i​) for every feasible unilateral change tit_iti​. A strict improvement lowers the deviating player's cost. The finite improvement property, or FIP, excludes improvement cycles, equivalently infinite improvement paths in this finite profile space. These conventions follow §2 and Definition 2.1.

For any set CCC of cost functions, write G(C)\mathcal G(C)G(C) for all such games with cf∈Cc_f\in Ccf​∈C at every facility. The class is consistent if every game in G(C)\mathcal G(C)G(C) has a pure equilibrium, and FIP-consistent if every such game has the FIP. The class can be infinite or empty. In the results below, continuity always includes the endpoint zero. “Monotonic” means nondecreasing or nonincreasing, with the direction allowed to differ between functions.

Formalization targets

The goal is Theorem 5.1, p.427. For a set CCC of continuous functions, the following are equivalent:

C is consistent;C is FIP-consistent;C\text{ is consistent};\qquad C\text{ is FIP-consistent};C is consistent;C is FIP-consistent; [∀c∈C ∃ac,bc∈R ∀x≥0, c(x)=acx+bc]or[∃φ∈R ∀c∈C ∃ac,bc∈R ∀x≥0, c(x)=aceφx+bc].\left[\forall c\in C\ \exists a_c,b_c\in\mathbb R\ \forall x\ge0,\ c(x)=a_cx+b_c\right] \quad\text{or}\quad \left[\exists\varphi\in\mathbb R\ \forall c\in C\ \exists a_c,b_c\in\mathbb R\ \forall x\ge0,\ c(x)=a_ce^{\varphi x}+b_c\right].[∀c∈C ∃ac​,bc​∈R ∀x≥0, c(x)=ac​x+bc​]or[∃φ∈R ∀c∈C ∃ac​,bc​∈R ∀x≥0, c(x)=ac​eφx+bc​].

The exponential rate is shared by the entire class. No coefficient or rate is subject to a sign or nonzero restriction. The disjunction is inclusive, as printed in the theorem: classes of constant functions satisfy both alternatives.

Six source milestones support this target. Lemma 3.1 characterizes monotonicity by local right-hand comparisons with c(0)c(0)c(0). Lemma 3.2 supplies positive loads 0<x<y0<x<y0<x<y with either c(y−x)<c(y)<c(x)c(y-x)<c(y)<c(x)c(y−x)<c(y)<c(x) or the reversed inequalities. Lemma 3.4 asserts monotonicity of the integer hull with offsets

LZ(C)={x↦∑k=1Kakck(x+bk):ak∈Z, bk≥0, ck∈C}\mathcal L_{\mathbb Z}(C)=\left\{x\mapsto\sum_{k=1}^{K}a_kc_k(x+b_k):a_k\in\mathbb Z,\ b_k\ge0,\ c_k\in C\right\}LZ​(C)={x↦k=1∑K​ak​ck​(x+bk​):ak​∈Z, bk​≥0, ck​∈C}

under unrestricted consistency. Proposition 5.1 uses consistency for exactly three players to obtain monotonicity of both restricted hulls

LZ2(C)={a1c1+a2c2:a1,a2∈Z, c1,c2∈C},\mathcal L_{\mathbb Z}^2(C)=\{a_1c_1+a_2c_2:a_1,a_2\in\mathbb Z,\ c_1,c_2\in C\},LZ2​(C)={a1​c1​+a2​c2​:a1​,a2​∈Z, c1​,c2​∈C}, LZ3(C)={x↦a1c(x)+a2c(x+δ):a1,a2∈Z, c∈C, δ>0}.\mathcal L_{\mathbb Z}^3(C)=\{x\mapsto a_1c(x)+a_2c(x+\delta):a_1,a_2\in\mathbb Z,\ c\in C,\ \delta>0\}.LZ3​(C)={x↦a1​c(x)+a2​c(x+δ):a1​,a2​∈Z, c∈C, δ>0}.

Lemma 4.1 equates monotonicity of every integer combination of two continuous monotonic nonconstant functions with affine dependence between them. Lemma 5.1 equates monotonicity of the translated-function hull with each function being affine or exponential; its rate may depend on the function. The source locations are pp.422–427, §§3–5.

Significance

The classification separates structural guarantees from favorable individual instances. A class that fails the displayed alternatives cannot guarantee a pure equilibrium for every admissible game. Conversely, either alternative guarantees termination of strict improvement paths as well as equilibrium existence. This gives a precise answer to the unrestricted consistency question posed by Harks and Klimm, without imposing nonnegative or increasing costs.

The mathematical results are published results, not new conjectures. The remaining task is their machine-checked proof. This draft supplies compiled definitions and theorem statements; the seven theorem bodies remain proof targets. Its reusable components include the finite weighted game model, universal class predicates, and three different integer hulls. Published pure-equilibrium and improvement-path definitions are reused through their existing interfaces.

Difficulty

Monotonicity of individual resource costs does not settle the unrestricted problem. The selected statements impose conditions on combinations of functions, and those conditions distinguish the allowed class-wide structure. In particular, separate exponential representations for every member do not establish the common-rate alternative. Another logical obstacle is that an improvement cycle alone need not rule out an equilibrium elsewhere in a game's profile space. The source's nonexistence arguments must exclude every feasible equilibrium, not just exhibit cycling behavior. These distinctions are visible in §§3–5.

The findings accompanying this mission record local issues in printed proofs separately from their theorem statements. Such issues do not authorize stronger hypotheses or weaker conclusions in the faithful targets.

Formalization scope

Players and facilities are indexed by finite initial segments with strictly positive sizes. Strategies are finite subsets, and feasible strategies are subtypes of the specified nonempty families. This represents every finite game up to relabeling. Demands are strictly positive nonnegative reals, loads are finite sums, and private costs are ordinary reals. Payoff-maximizing published definitions receive the negative of the private cost. Finite profile spaces justify the equivalence of the published infinite-path FIP convention and the paper's cycle convention.

Consistency is defined by quantification over all admissible games; neither potentials nor the classification are included in admissibility. The hulls are constructed from integer coefficients and the stated translates, without selecting only their monotonic members. Continuity is imposed on the whole nonnegative domain. These choices exclude vacuous proxy models and restricted strategy classes. The empty class and constant functions remain included. No asymptotic estimates or extracted constants occur.

The twelve new definition items precede the seven theorem items, and the six numbered source milestones retain their provenance. No optional variant is posed. The independent two-player characterization and the network and singleton results are outside the mission. In particular, the correction notice on p.436 concerning finite rather than polynomial termination does not introduce an algorithmic target here. Contributions should complete the faithful statements and their needed supporting theory while preserving these conventions.

Selected references

  • Tobias Harks and Max Klimm, On the Existence of Pure Nash Equilibria in Weighted Congestion Games, Mathematics of Operations Research 37(3), 419–436, 2012. Published article and correction notice. All theorem numbering and quotations use this published artifact.
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