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

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Campaigns (experimental)

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

Block Sensitivity vs. Sensitivity

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

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

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

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

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

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

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

≥ 2.131121719190Formalized record→≥ 2.15Open frontier
9 provers on it18 of 19 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→≤ 1.9202796Open frontier
4 provers on it7 of 8 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.

≤ 23Formalized record→≤ 5Open frontier
38 provers on it15 of 17 missions formalized

Matrix multiplication exponent

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

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

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

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

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Flows in Networks II: Maximal Flow Value as a Function of Two Arc CapacitiesTextbook

Why two capacities at a time

The value of a maximal flow is the basic output of network-flow models of transport, communication and supply systems. A planner who can enlarge the capacity of a link wants to know what the enlargement buys. For a single link the answer is simple. For two links it is a question about interaction: does enlarging one make enlarging the other more valuable (the links reinforce each other) or less valuable (they interfere)? L. S. Shapley answered it, and Ford and Fulkerson give his theorems and proofs in Section 13 of Chapter I of Flows in Networks. Any two arcs either always reinforce or always interfere, and in several positions the network's geometry alone decides which. These are early instances of supermodularity and submodularity of an optimal value in its parameters, a theme that later became central in parametric optimization and discrete convex analysis.

Setting

A network [N;A][N;\mathcal A][N;A] is a finite set NNN of nodes together with a set A\mathcal AA of ordered pairs (x,y)(x,y)(x,y) of distinct nodes, the arcs. The arc (x,y)(x,y)(x,y) has initial node xxx and terminal node yyy. There is at most one arc from xxx to yyy, but (x,y)(x,y)(x,y) and (y,x)(y,x)(y,x) may both be arcs. The nodes are split into a set SSS of sources, a disjoint set TTT of sinks, and the remaining intermediate nodes RRR. Each arc carries a capacity c(x,y)≥0c(x,y)\ge0c(x,y)≥0.

A flow from SSS to TTT is a function fff on the arcs with 0≤f(x,y)≤c(x,y)0\le f(x,y)\le c(x,y)0≤f(x,y)≤c(x,y) on every arc, and with conservation f(x,N)=f(N,x)f(x,N)=f(N,x)f(x,N)=f(N,x) at every intermediate node xxx. Here f(x,N)f(x,N)f(x,N) is the total flow on arcs leaving xxx and f(N,x)f(N,x)f(N,x) the total on arcs entering it. Its value is the net amount leaving the sources, v=f(S,N)−f(N,S)v=f(S,N)-f(N,S)v=f(S,N)−f(N,S). The maximal flow value vˉ\bar vvˉ is the largest value of a flow. A node set XXX containing every source and no sink determines the cut (X,Xˉ)(X,\bar X)(X,Xˉ), the set of arcs from XXX to its complement, with capacity c(X,Xˉ)c(X,\bar X)c(X,Xˉ), the sum of their capacities.

Fix two distinct arcs AiA_iAi​ and AjA_jAj​ and keep every other capacity fixed and finite. Write vˉi(ξ)\bar v_i(\xi)vˉi​(ξ) for the maximal flow value when c(Ai)c(A_i)c(Ai​) is replaced by ξ\xiξ, and vˉij(ξ,η)\bar v_{ij}(\xi,\eta)vˉij​(ξ,η) for the value when c(Ai)c(A_i)c(Ai​) and c(Aj)c(A_j)c(Aj​) are replaced by ξ\xiξ and η\etaη. These two capacities may also be ∞\infty∞, and then vˉ\bar vvˉ may be ∞\infty∞. For a rectangle with corners (ξ,η)(\xi,\eta)(ξ,η), (ξ+h,η)(\xi+h,\eta)(ξ+h,η), (ξ,η+k)(\xi,\eta+k)(ξ,η+k), (ξ+h,η+k)(\xi+h,\eta+k)(ξ+h,η+k) in the nonnegative quadrant, with hk≠0hk\neq0hk=0, the difference quotient is

qij=vˉij(ξ+h,η+k)−vˉij(ξ+h,η)−vˉij(ξ,η+k)+vˉij(ξ,η)hk.q_{ij}=\frac{\bar v_{ij}(\xi+h,\eta+k)-\bar v_{ij}(\xi+h,\eta)-\bar v_{ij}(\xi,\eta+k)+\bar v_{ij}(\xi,\eta)}{hk}.qij​=hkvˉij​(ξ+h,η+k)−vˉij​(ξ+h,η)−vˉij​(ξ,η+k)+vˉij​(ξ,η)​.

The interaction constant is

pij=vˉij(∞,∞)−vˉij(0,∞)−vˉij(∞,0)+vˉij(0,0),p_{ij}=\bar v_{ij}(\infty,\infty)-\bar v_{ij}(0,\infty)-\bar v_{ij}(\infty,0)+\bar v_{ij}(0,0),pij​=vˉij​(∞,∞)−vˉij​(0,∞)−vˉij​(∞,0)+vˉij​(0,0),

which may be +∞+\infty+∞, or indeterminate (∞−∞\infty-\infty∞−∞).

Formalization targets

Goal: Theorem 13.1, one sign

(∀ rectangles: qij≥0) ∨ (∀ rectangles: qij≤0).\Bigl(\forall\,\text{rectangles: } q_{ij}\ge0\Bigr)\ \lor\ \Bigl(\forall\,\text{rectangles: } q_{ij}\le0\Bigr).(∀rectangles: qij​≥0) ∨ (∀rectangles: qij​≤0).

The goal leaves the sign open. Which sign occurs depends on the whole network: in the book's Fig. 13.3, removing a third arc turns p12=1p_{12}=1p12​=1 into p12=−1p_{12}=-1p12​=−1.

Milestones

  1. Eq. (13.1). vˉ=min⁡{c(X,Xˉ):S⊆X, T∩X=∅}\bar v=\min\{c(X,\bar X): S\subseteq X,\ T\cap X=\emptyset\}vˉ=min{c(X,Xˉ):S⊆X, T∩X=∅}, the max-flow min-cut theorem for several sources and sinks.
  2. Eq. (13.2). vˉi(ξ)=min⁡[vˉi(0)+ξ, vˉi(∞)]\bar v_i(\xi)=\min[\bar v_i(0)+\xi,\ \bar v_i(\infty)]vˉi​(ξ)=min[vˉi​(0)+ξ, vˉi​(∞)] for ξ∈[0,∞]\xi\in[0,\infty]ξ∈[0,∞].
  3. Eq. (13.4). vˉij(ξ,η)=min⁡[vˉij(0,0)+ξ+η, vˉij(0,∞)+ξ, vˉij(∞,0)+η, vˉij(∞,∞)]\bar v_{ij}(\xi,\eta)=\min[\bar v_{ij}(0,0)+\xi+\eta,\ \bar v_{ij}(0,\infty)+\xi,\ \bar v_{ij}(\infty,0)+\eta,\ \bar v_{ij}(\infty,\infty)]vˉij​(ξ,η)=min[vˉij​(0,0)+ξ+η, vˉij​(0,∞)+ξ, vˉij​(∞,0)+η, vˉij​(∞,∞)].
  4. Corollary 13.2. If pij>0p_{ij}>0pij​>0 (including +∞+\infty+∞), qijq_{ij}qij​ is sometimes >0>0>0 and never <0<0<0. If pij=0p_{ij}=0pij​=0 or pijp_{ij}pij​ is indeterminate, qij≡0q_{ij}\equiv0qij​≡0. If pij<0p_{ij}<0pij​<0, qijq_{ij}qij​ is sometimes <0<0<0 and never >0>0>0.
  5. Theorem 13.3. qij≥0q_{ij}\ge0qij​≥0 when the terminal node of AiA_iAi​ is the initial node of AjA_jAj​. qij≤0q_{ij}\le0qij​≤0 when AiA_iAi​ and AjA_jAj​ share their initial node. qij≥0q_{ij}\ge0qij​≥0 when AiA_iAi​ starts at a source and AjA_jAj​ ends at a sink.
  6. Corollary 13.4. qij≤0q_{ij}\le0qij​≤0 when AiA_iAi​ and AjA_jAj​ share their terminal node, when both start at sources, or when both end at sinks.

Corollary 13.2 refines the goal by naming the sign. Theorem 13.3 and Corollary 13.4 fix the sign from positions alone.

Significance

Theorem 13.1 says that the cross effect of two capacities on the maximal flow value never changes sign. The marginal value of capacity on one arc is monotone in the capacity of the other, in a direction fixed once and for all by the network. Corollary 13.2 reduces that direction to a single number computed from four maximal-flow values at the corners 000 and ∞\infty∞. Theorem 13.3 and Corollary 13.4 show that some directions are forced by position: arcs in series reinforce, and arcs that compete at a common node interfere. These facts underlie sensitivity analysis of maximal flows. They are also the two-parameter case of the lattice and submodularity structure of minimal cuts.

The theorems were proved by Shapley and printed with proofs by Ford and Fulkerson (RAND, 1962). Their proofs argue from a picture of how the regions of linearity of vˉij\bar v_{ij}vˉij​ can sit in the quadrant (Fig. 13.2). No machine-checked proof of any statement of Section 13 exists on Prove2Me. Proved max-flow min-cut statements exist there for a single source and sink and in other conventions, and are related to milestone 1 rather than identical to it. Formalizing the section gives a checked account of the parametric behaviour of the maximal flow value. That includes the infinite capacities the section allows, and the indeterminate case of pijp_{ij}pij​, which a picture handles only informally.

Difficulty

The first idea is to read the sign off formula (13.4): vˉij\bar v_{ij}vˉij​ is the minimum of four affine functions, so its mixed second difference is determined by which pieces are active at the four corners of a rectangle. A minimum of four arbitrary affine functions, however, can have mixed differences of both signs. The claim depends on constraints that the four corner values satisfy because they come from one network, and on how the regions of linearity can meet. The book's proof uses a case analysis of these configurations: at most one diagonal boundary segment, and its slope fixed by pijp_{ij}pij​. Making that analysis rigorous, including the degenerate configurations where regions are empty or corner values are infinite, is the core of the goal and of Corollary 13.2.

Milestone 1 also has to be established in the several-source form, with arcs allowed to enter sources and to leave sinks, where the reduction to a single source and sink must respect flows whose sources have net inflow.

Formalization scope

Nodes form a finite type with decidable equality; arcs are a finite set of ordered pairs without loops; sources and sinks are disjoint finite sets, either of which may be empty (then vˉ≡0\bar v\equiv0vˉ≡0 and every statement holds trivially, as in the book). Capacities of the fixed arcs are finite nonnegative reals. The two varied capacities and every maximal flow value lie in [0,∞][0,\infty][0,∞] (ℝ≥0∞). A flow is a real function vanishing off the arcs, and the maximal flow value is the supremum of flow values in [0,∞][0,\infty][0,∞]. That supremum is taken over a nonempty set (the zero flow), so it is never a default value, and it is ∞\infty∞ exactly when flow values are unbounded. The maximal flow value is not defined as a minimum cut capacity; equality with the minimum cut is milestone 1.

The difference quotient is taken at finite real arguments over every rectangle with ξ,η,ξ+h,η+k≥0\xi,\eta,\xi+h,\eta+k\ge0ξ,η,ξ+h,η+k≥0 and hk≠0hk\neq0hk=0; hhh and kkk may be negative. The book prints the third term of (13.12) as vˉij(ξ,η+h)\bar v_{ij}(\xi,\eta+h)vˉij​(ξ,η+h). The rectangle the theorem names needs vˉij(ξ,η+k)\bar v_{ij}(\xi,\eta+k)vˉij​(ξ,η+k), which is the formalized quotient; with the printed term the claim already fails for two arcs in series. The constant pijp_{ij}pij​ is a four-way value (indeterminate, +∞+\infty+∞, −∞-\infty−∞, real), so ∞−∞\infty-\infty∞−∞ is never silently assigned a number.

"Of one sign" is formalized as one sign for all rectangles at once. The rectangle-by-rectangle reading, under which every real number is trivially ≥0\ge0≥0 or ≤0\le0≤0, is ruled out.

A complete development needs flows with several sources and sinks, cuts, and the max-flow min-cut theorem in that form; the definitions here are self-contained and reusable for any parametric max-flow statement. Contributions of the general piecewise-linear structure of vˉ\bar vvˉ in one or two capacities are welcome.

Selected references

  • L. R. Ford, Jr. and D. R. Fulkerson, Flows in Networks, The RAND Corporation, Report R-375-PR, 1962, Chapter I, §§7 and 13; published by Princeton University Press, 1962. https://doi.org/10.1515/9781400875184
  • L. R. Ford, Jr. and D. R. Fulkerson, Maximal flow through a network, Canadian Journal of Mathematics 8 (1956), 399–404. https://doi.org/10.4153/CJM-1956-045-5
  • D. M. Topkis, Minimizing a submodular function on a lattice, Operations Research 26 (1978), 305–321. https://doi.org/10.1287/opre.26.2.305
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CombinatoricsGraph TheoryLinear Optimization+1·Captain: Shuze Chen

Flows in Networks I: The Max Flow Min Cut TheoremTextbook

Motivation

The maximal flow problem asks how much of a commodity can be sent from one node of a network to another when every arc has a capacity. It was posed in the 1950s in the study of rail networks, and its answer, the max flow min cut theorem of L. R. Ford, Jr. and D. R. Fulkerson, became the organizing result of combinatorial optimization: the bottleneck of a network, a cheapest set of arcs separating the two terminals, has exactly the capacity of the best flow. Chapter I of Ford and Fulkerson's Flows in Networks is the canonical exposition. This mission formalizes Chapter I, §§1–9, in the RAND typescript of the book (Report R-375-PR, 1962), whose numbering is used throughout.

Timeline. Ford and Fulkerson proved the theorem in 1956 for undirected networks in an arc–chain formulation ("Maximal flow through a network", Canadian J. Math.); Elias, Feinstein and Shannon gave an independent proof the same year (IRE Trans. Inf. Theory). The book restates the theory for directed networks with node–arc flows, which is the form used in all later applications and the form formalized here.

Setting

A network [N;A][N; \mathcal A][N;A] is a finite set NNN of nodes together with a set A\mathcal AA of ordered pairs (x,y)(x, y)(x,y) of distinct nodes, the arcs. At most one arc leads from xxx to yyy, but both (x,y)(x, y)(x,y) and (y,x)(y, x)(y,x) may be arcs. Each arc has a capacity c(x,y)≥0c(x, y) \ge 0c(x,y)≥0, a real number. For node sets X,YX, YX,Y, (X,Y)(X, Y)(X,Y) is the set of arcs from XXX to YYY, and g(X,Y)g(X, Y)g(X,Y) is the sum of a function ggg over those arcs; Xˉ=N−X\bar X = N - XXˉ=N−X.

Fix two distinct nodes, the source sss and the sink ttt. A flow of value vvv from sss to ttt is a function fff on the arcs with 0≤f(x,y)≤c(x,y)0 \le f(x, y) \le c(x, y)0≤f(x,y)≤c(x,y) such that the net flow out of every node, ∑yf(x,y)−∑yf(y,x)\sum_{y} f(x, y) - \sum_{y} f(y, x)∑y​f(x,y)−∑y​f(y,x), is vvv at sss, −v-v−v at ttt, and 000 elsewhere. A flow is maximal if no flow has larger value. A node set XXX with s∈Xs \in Xs∈X, t∈Xˉt \in \bar Xt∈Xˉ determines the cut (X,Xˉ)(X, \bar X)(X,Xˉ) separating sss and ttt, of capacity c(X,Xˉ)c(X, \bar X)c(X,Xˉ); a minimal cut has least capacity.

A flow augmenting path with respect to fff is a sequence of distinct nodes from sss to ttt in which each consecutive pair is joined either by a forward arc with f<cf < cf<c or by a reverse arc with f>0f > 0f>0. The source set XXX of a flow is the smallest node set containing sss and closed under such steps; the sink set Yˉ\bar YYˉ is the smallest node set containing ttt and closed under such steps taken backwards. With lower bounds ℓ\ellℓ, 0≤ℓ≤c0 \le \ell \le c0≤ℓ≤c, the bounds 0≤f≤c0 \le f \le c0≤f≤c are replaced by ℓ≤f≤c\ell \le f \le cℓ≤f≤c.

Formalization targets

Goal: Theorem 5.1 (p. 19), the max flow min cut theorem

max⁡{v:there is a flow of value v from s to t}  =  min⁡{c(X,Xˉ):s∈X, t∈Xˉ},\max\{v : \text{there is a flow of value } v \text{ from } s \text{ to } t\} \;=\; \min\{c(X, \bar X) : s \in X,\ t \in \bar X\},max{v:there is a flow of value v from s to t}=min{c(X,Xˉ):s∈X, t∈Xˉ},

with both extrema attained. The goal fixes nothing beyond the book's hypotheses: any finite network, any nonnegative real capacities.

Milestones, in attack order

  1. Lemma 4.1 (p. 18): for every flow of value vvv and every cut, v=f(X,Xˉ)−f(Xˉ,X)≤c(X,Xˉ)v = f(X, \bar X) - f(\bar X, X) \le c(X, \bar X)v=f(X,Xˉ)−f(Xˉ,X)≤c(X,Xˉ).
  2. Corollary 5.2 (p. 22): a flow is maximal if and only if there is no flow augmenting path.
  3. Corollary 5.3 (p. 23): a cut is minimal if and only if every maximal flow saturates its forward arcs and leaves its backward arcs flowless.
  4. Corollary 5.4 (p. 23): if XXX and YYY give minimal cuts, so do X∪YX \cup YX∪Y and X∩YX \cap YX∩Y.
  5. Theorem 5.5 (p. 23): the source set of any maximal flow is contained in the source side of every minimal cut.
  6. Theorem 5.6 (p. 25): with strictly positive capacities, the minimal cut is unique if and only if the source-set cut and the sink-set cut have the same arcs.
  7. Theorem 8.1 (p. 34, integrity theorem): integral capacities admit an integral maximal flow.
  8. Theorem 9.2 (p. 39): with lower bounds ℓ\ellℓ, if a feasible fff exists, the minimal value of vvv equals max⁡X(ℓ(X,Xˉ)−c(Xˉ,X))\max_X \big(\ell(X, \bar X) - c(\bar X, X)\big)maxX​(ℓ(X,Xˉ)−c(Xˉ,X)).

Significance

The result itself. The theorem converts an optimization over a continuum of flows into a finite minimum over node sets, and the integrity theorem makes the conversion combinatorial. The later chapters of the book derive from these two results the supply–demand and circulation theorems, the König–Egerváry theorem, Menger's theorem, Dilworth's theorem and Hall's theorem on distinct representatives. Corollary 5.2 is the correctness criterion of every augmenting-path algorithm, and Corollaries 5.3–5.4 and Theorems 5.5–5.6 describe the lattice of minimal cuts that later work on parametric flows and cut enumeration uses.

Formalizing it. The theorem is proved, and several machine-checked versions exist on this platform in other conventions: FordFulkerson56.MinCut.minimal_cut_theorem (the 1956 undirected arc–chain form), AppliedComb.Flows.max_flow_min_cut and AppliedComb.Flows.integral_max_flow (networks without 2-cycles and without arcs into the source or out of the sink), LinearOptimization.max_flow_min_cut (positive extended-real capacities, parallel arcs), VanderbeiLP.Networks.max_flow_min_cut (value measured on a return arc), and the augmenting-path criteria GoldbergTarjan.Generic.max_flow_iff_no_augmenting_path and EdmondsKarp.ShortestPath.isMaxFlow_iff_no_augPath. None states the book's node–arc theorem for directed networks in which antiparallel arcs, arcs into the source and zero capacities are all allowed. This mission states it in exactly the book's conventions, together with the minimal-cut structure theory of §5 and the lower-bound form of §9, which have no platform counterpart.

Difficulty

The inequality "max flow ≤\le≤ min cut" holds for every pair of a flow and a cut and is routine. The difficulty is the reverse inequality together with attainment: the theorem asserts that a maximal flow exists, and this is not free over the reals. The labeling method of §8 need not terminate when capacities are irrational: the book gives a network in §8 where it converges to a flow of value one quarter of the maximum. So an argument that only runs the algorithm covers rational or integral data and leaves the general statement open. Theorems 5.5 and 5.6 add reasoning about inductively defined node sets and about arc sets rather than node sets: two different node sets can determine the same cut, which is why Theorem 5.6 compares arc sets and needs c>0c > 0c>0.

Formalization scope

Nodes are a Fintype with decidable equality; arcs a Finset (N × N) with no loops; capacities and flows functions N→N→RN \to N \to \mathbb RN→N→R, flows required to vanish off A\mathcal AA and to be nonnegative on it. Capacities are finite reals throughout. The source and sink are distinct (s≠ts \neq ts=t), the book's "two distinguished nodes". A cut is given by its node set XXX; where the book compares cuts (Theorem 5.6) the Lean compares the arc sets (X,Xˉ)(X, \bar X)(X,Xˉ). Every maximum and minimum is stated as attained (IsGreatest, IsLeast) or through explicit "maximal flow" and "minimal cut" predicates; no sSup or sInf appears. The source and sink sets are defined as intersections of all node sets closed under the book's rules (a), (b) and (a′), (b′), not through a reachability algorithm.

The statement admits a trivializing formalization that is ruled out here: defining the maximal flow value as the minimal cut capacity, or minimal cuts through flow values, or replacing c≥0c \ge 0c≥0 by c=0c = 0c=0; flows, cuts, maximality and minimality are each defined from the network alone.

Beyond the paper. Two variant items accompany the faithful statements. A strengthening of Corollary 5.3: one flow, not assumed maximal, that saturates (X,Xˉ)(X, \bar X)(X,Xˉ) and is zero on (Xˉ,X)(\bar X, X)(Xˉ,X) already makes the cut minimal and the flow maximal, since by Lemma 4.1 its value equals the cut capacity. A sharpness probe for Theorem 5.6: the statement with c>0c > 0c>0 weakened to c≥0c \ge 0c≥0, which the book's Fig. 5.2 shows to be false (two arcs, capacities 1 and 0, give two minimal cuts while the source-set and sink-set cuts coincide); a disproof is the sought outcome.

A complete development needs finite sums over arc sets and their splitting along N=X∪XˉN = X \cup \bar XN=X∪Xˉ (the identities (3.3)–(3.4)), compactness of the flow polytope or an augmenting-path argument, and an inductive closure argument for the source set. The network, flow and cut definitions are reusable by the rest of this series (circulations, dynamic flows, flow functions) and by any formalization of matching or connectivity theorems through flows. Proofs by either route, compactness or the labeling method with integrality, are welcome.

Selected references

  • L. R. Ford, Jr. and D. R. Fulkerson, Flows in Networks, The RAND Corporation, Report R-375-PR, 1962; Princeton University Press, 1962. https://doi.org/10.1515/9781400875184
  • L. R. Ford, Jr. and D. R. Fulkerson, Maximal flow through a network, Canadian Journal of Mathematics 8 (1956), 399–404. https://doi.org/10.4153/CJM-1956-045-5
  • P. Elias, A. Feinstein and C. E. Shannon, A note on the maximum flow through a network, IRE Transactions on Information Theory 2 (1956), 117–119. https://doi.org/10.1109/TIT.1956.1056816
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Flows in Networks III: The Circulation TheoremTextbook

Motivation

Many questions in operations research and combinatorics ask whether a system of linear inequalities on a network has a solution: can the demands at a set of warehouses be met from the supplies at a set of factories through roads of limited capacity; is there a nonnegative matrix with bounded entries whose row and column sums lie between given limits; can a periodic schedule be met when every activity has a minimum and a maximum rate. Chapter II of L. R. Ford, Jr. and D. R. Fulkerson's Flows in Networks (RAND Report R-375-PR, 1962; Princeton University Press, 1962, doi:10.1515/9781400875184) answers these questions by feasibility theorems: a system of flow constraints has a solution exactly when a family of inequalities, one for each set of nodes, holds.

The history in the chapter's first three sections is short. D. Gale proved the supply-demand theorem in 1957 (A theorem on flows in networks, Pacific J. Math. 7 (1957) 1073–1082). A. J. Hoffman proved the circulation theorem, with lower and upper bounds on every arc, in 1960 (Some recent applications of the theory of linear inequalities to extremal combinatorial analysis, Proc. Sympos. Appl. Math. 10, AMS, 1960), originally through the separation theorem for convex sets. Ford and Fulkerson derive all of these, and the two-sided variants, from the max flow min cut theorem of their Chapter I.

Setting

A network [N;A][N; \mathcal A][N;A] is a finite set NNN of nodes together with a set A\mathcal AA of ordered pairs (x,y)(x, y)(x,y) of distinct nodes, the arcs; there is at most one arc from xxx to yyy, but both (x,y)(x, y)(x,y) and (y,x)(y, x)(y,x) may be arcs. Each arc carries a real capacity c(x,y)≥0c(x, y) \ge 0c(x,y)≥0. For a real function ggg on the arcs and node sets X,Y⊆NX, Y \subseteq NX,Y⊆N,

g(X,Y)=∑(x,y)∈A, x∈X, y∈Yg(x,y),g(X, Y) = \sum_{(x, y) \in \mathcal A,\ x \in X,\ y \in Y} g(x, y),g(X,Y)=(x,y)∈A, x∈X, y∈Y∑​g(x,y),

so f(x,N)f(x, N)f(x,N) is the total of fff on arcs leaving xxx and f(N,x)f(N, x)f(N,x) the total on arcs entering xxx. For a node set XXX, Xˉ=N−X\bar X = N - XXˉ=N−X; for a node function aaa, a(X)=∑x∈Xa(x)a(X) = \sum_{x \in X} a(x)a(X)=∑x∈X​a(x).

In §§1–2 the nodes are partitioned into sources SSS, intermediate nodes RRR and sinks TTT (any of them may be empty). Sources carry a supply a(x)≥0a(x) \ge 0a(x)≥0, sinks a demand b(x)≥0b(x) \ge 0b(x)≥0. A function fff on the arcs is a feasible flow for the supply-demand problem when the net outflow f(x,N)−f(N,x)f(x, N) - f(N, x)f(x,N)−f(N,x) is at most a(x)a(x)a(x) at every source, zero at every intermediate node, the net inflow f(N,x)−f(x,N)f(N, x) - f(x, N)f(N,x)−f(x,N) is at least b(x)b(x)b(x) at every sink, and 0≤f≤c0 \le f \le c0≤f≤c on every arc.

In §3 there are no distinguished nodes. A lower bound function ℓ\ellℓ with 0≤ℓ≤c0 \le \ell \le c0≤ℓ≤c is given on the arcs, and a feasible circulation is a function fff on the arcs with

f(x,N)−f(N,x)=0  (x∈N),ℓ(x,y)≤f(x,y)≤c(x,y)  ((x,y)∈A).f(x, N) - f(N, x) = 0 \ \ (x \in N), \qquad \ell(x, y) \le f(x, y) \le c(x, y) \ \ ((x, y) \in \mathcal A).f(x,N)−f(N,x)=0  (x∈N),ℓ(x,y)≤f(x,y)≤c(x,y)  ((x,y)∈A).

Formalization targets

Goal: Hoffman's circulation theorem (Chapter II, Theorem 3.1, p. 26)

For a network with capacities ccc and lower bounds 0≤ℓ≤c0 \le \ell \le c0≤ℓ≤c, a feasible circulation exists if and only if

c(X,Xˉ)≥ℓ(Xˉ,X)for all X⊆N.c(X, \bar X) \ge \ell(\bar X, X) \quad \text{for all } X \subseteq N.c(X,Xˉ)≥ℓ(Xˉ,X)for all X⊆N.

Milestones

  1. Theorem 1.1 (p. 4), Gale's supply-demand theorem. The supply-demand constraints are feasible if and only if b(T∩Xˉ)−a(S∩Xˉ)≤c(X,Xˉ)b(T \cap \bar X) - a(S \cap \bar X) \le c(X, \bar X)b(T∩Xˉ)−a(S∩Xˉ)≤c(X,Xˉ) for every X⊆NX \subseteq NX⊆N.
  2. Corollary 1.2 (p. 7). They are feasible if and only if for every T′⊆TT' \subseteq TT′⊆T some flow respecting the supplies, conservation and capacities delivers fT′(N,T′)−fT′(T′,N)≥b(T′)f_{T'}(N, T') - f_{T'}(T', N) \ge b(T')fT′​(N,T′)−fT′​(T′,N)≥b(T′).
  3. Theorem 2.1 (p. 21). With two-sided bounds 0≤a≤a′0 \le a \le a'0≤a≤a′ on the net outflow at sources and 0≤b≤b′0 \le b \le b'0≤b≤b′ on the net inflow at sinks, feasibility holds if and only if, for all X⊆NX \subseteq NX⊆N,
c(X,Xˉ)≥b(T∩Xˉ)−a′(S∩Xˉ),c(X,Xˉ)≥a(S∩X)−b′(T∩X).c(X, \bar X) \ge b(T \cap \bar X) - a'(S \cap \bar X), \qquad c(X, \bar X) \ge a(S \cap X) - b'(T \cap X).c(X,Xˉ)≥b(T∩Xˉ)−a′(S∩Xˉ),c(X,Xˉ)≥a(S∩X)−b′(T∩X).
  1. Corollary 2.2 (p. 22). The two-sided system is feasible if and only if each of the two one-sided systems (lower bound at sources with upper bound at sinks; upper bound at sources with lower bound at sinks) is feasible.
  2. Corollary 2.3 (p. 23). For 0≤ai≤ai′0 \le a_i \le a'_i0≤ai​≤ai′​, 0≤bj≤bj′0 \le b_j \le b'_j0≤bj​≤bj′​, cij≥0c_{ij} \ge 0cij​≥0: if one m×nm \times nm×n matrix meets ai≤∑jfija_i \le \sum_j f_{ij}ai​≤∑j​fij​, ∑ifij≤bj′\sum_i f_{ij} \le b'_j∑i​fij​≤bj′​ and another meets ∑jfij≤ai′\sum_j f_{ij} \le a'_i∑j​fij​≤ai′​, bj≤∑ifijb_j \le \sum_i f_{ij}bj​≤∑i​fij​, both with 0≤fij≤cij0 \le f_{ij} \le c_{ij}0≤fij​≤cij​, then a single matrix meets all four row and column limits with 0≤fij≤cij0 \le f_{ij} \le c_{ij}0≤fij​≤cij​.
  3. Theorem 3.2 (p. 28). With node bounds a≤a′a \le a'a≤a′ (no sign condition) on the net inflow f(N,x)−f(x,N)f(N, x) - f(x, N)f(N,x)−f(x,N) at every node and arc bounds 0≤ℓ≤c0 \le \ell \le c0≤ℓ≤c, feasibility holds if and only if
c(X,Xˉ)≥ℓ(Xˉ,X)+max⁡ [a(Xˉ),−a′(X)]for all X⊆N.c(X, \bar X) \ge \ell(\bar X, X) + \max\,[a(\bar X), -a'(X)] \quad \text{for all } X \subseteq N.c(X,Xˉ)≥ℓ(Xˉ,X)+max[a(Xˉ),−a′(X)]for all X⊆N.

With a=a′=0a = a' = 0a=a′=0 this is the goal.

Significance

The circulation theorem is the most general of the chapter's feasibility criteria for directed networks: the supply-demand theorem, the existence of sss–ttt flows between lower and upper arc bounds (Chapter I, §9), and the transportation-matrix criterion of Corollary 2.3 all follow from it or from its extension, Theorem 3.2, by adjoining arcs, and the rest of Chapter II applies them to systems of distinct representatives and (0, 1)-matrices.

All results of the mission have been proved for more than sixty years. None of them, in this form, is formalized on Prove2Me: the platform has decomposition results for circulations and max flow min cut statements in other conventions, but no Gale or Hoffman feasibility criterion. The mission produces machine-checked versions of the six numbered results and the goal over one shared notion of network, in the book's notation.

Difficulty

Necessity is the routine half of every theorem. Sufficiency asks for a flow built from a family of 2∣N∣2^{|N|}2∣N∣ inequalities, one per node set, and constructing a flow arc by arc or node by node with local repairs gives no argument that the repairs stop or that all constraints hold at once. The statements also differ in ways that are easy to get wrong: §§1–2 bound the net outflow at sources but the net inflow at sinks, §3 bounds the net inflow everywhere, the node bounds of Theorem 3.2 carry no sign condition and may be negative, and Theorem 2.1 needs two inequalities per node set rather than one. Real-valued data rule out any argument by induction on integer flow values without a separate limiting step.

Formalization scope

Nodes form a Fintype with decidable equality; arcs are a Finset (N × N) with no loops; capacities and flows are real functions N→N→RN \to N \to \mathbb RN→N→R. A flow is required to vanish off A\mathcal AA, and every sum g(X,Y)g(X, Y)g(X,Y) runs over arcs only, so the values of ccc and ℓ\ellℓ off A\mathcal AA never matter. Supplies, demands and node bounds are real functions on all of NNN whose values enter only through sums over the sets the book names (S∩XˉS \cap \bar XS∩Xˉ, T∩XT \cap XT∩X, …). The partition S,R,TS, R, TS,R,T is three pairwise disjoint Finsets covering NNN. XXX ranges over all subsets of NNN, including ∅\emptyset∅ and NNN. Each section's sign convention is copied: §§1–2 bound the net outflow at sources and the net inflow at sinks, §3 bounds the net inflow. Corollary 2.3 is stated for real matrices indexed by Fin m × Fin n. All data are finite reals; no integrality is assumed.

Feasibility is always stated as the existence of a function on the arcs satisfying the book's displayed constraints. Defining feasibility through the cut condition itself, or through a linear-programming solver predicate, would make every theorem definitional and is ruled out.

Beyond the paper. One variant is posed beside the faithful goal: [Strengthened] Theorem 3.1, the circulation theorem for any real lower bound ℓ≤c\ell \le cℓ≤c without ℓ≥0\ell \ge 0ℓ≥0 (capacities stay nonnegative). The substitution g=f−ℓg = f - \ellg=f−ℓ reduces it to a supply-demand problem with nonnegative capacities c−ℓc - \ellc−ℓ, whose Gale condition is c(X,Xˉ)≥ℓ(Xˉ,X)c(X, \bar X) \ge \ell(\bar X, X)c(X,Xˉ)≥ℓ(Xˉ,X) regardless of the sign of ℓ\ellℓ; it implies the faithful statement.

A complete development needs Chapter I's max flow min cut theorem in some form (or the linear-programming duality theorem, or Farkas' lemma), the manipulation of arc sums over node sets, and the auxiliary-network constructions. The definitions of networks, arc sums and partitions are reusable by the later Chapter II missions. Proofs of any milestone, of the variant, and alternative proofs through LP duality are welcome.

Selected references

  • L. R. Ford, Jr. and D. R. Fulkerson, Flows in Networks, The RAND Corporation, Report R-375-PR, 1962; Princeton University Press, 1962. doi:10.1515/9781400875184
  • D. Gale, A theorem on flows in networks, Pacific Journal of Mathematics 7 (1957), 1073–1082. doi:10.2140/pjm.1957.7.1073
  • A. J. Hoffman, Some recent applications of the theory of linear inequalities to extremal combinatorial analysis, Proceedings of Symposia in Applied Mathematics 10, American Mathematical Society, 1960, 113–127.
  • L. R. Ford, Jr. and D. R. Fulkerson, Maximal flow through a network, Canadian Journal of Mathematics 8 (1956), 399–404. doi:10.4153/CJM-1956-045-5
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Lectures on Modern Convex Optimization X: Complexity of the Ellipsoid MethodTextbook

Motivation

A convex program whose objective and feasible set are known only through oracles, routines that answer queries about one point at a time, can still be solved to any prescribed accuracy with a number of queries bounded in advance. The ellipsoid method is the classical algorithm that achieves this. It was introduced for convex minimization by Yudin and Nemirovski (Ekonomika i Matematicheskie Metody, 1976) and by Shor (Cybernetics, 1977), and it became widely known when Khachiyan used it to prove that linear programming is solvable in polynomial time (Soviet Math. Dokl., 1979). Grötschel, Lovász and Schrijver turned the method into a general tool of combinatorial optimization, the equivalence of separation and optimization (Springer, 1988).

Ben-Tal and Nemirovski's Lectures on Modern Convex Optimization (SIAM 2001) present the method in §5.2 as the engine of their theorem that convex programs are polynomially solvable, and prove an explicit, fully quantified complexity bound for it, Theorem 5.2.1. This mission is the tenth of a series formalizing the book's main results and covers §5.2 (pp. 342–352).

Setting

Vectors are elements of Rn\mathbb R^nRn, n≥2n \ge 2n≥2, with the Euclidean norm ∥x∥2=xTx\|x\|_2 = \sqrt{x^Tx}∥x∥2​=xTx​. The problem is

min⁡x{f(x):x∈X⊂Rn}(5.2.9)\min_x\{f(x) : x \in X \subset \mathbb R^n\} \tag{5.2.9}xmin​{f(x):x∈X⊂Rn}(5.2.9)

where f:Rn→Rf : \mathbb R^n \to \mathbb Rf:Rn→R is convex and XXX is a closed, bounded, convex set with nonempty interior. Two radii r,R>0r, R > 0r,R>0 are known in advance (assumption A): XXX lies in the ball E0={x∣∥x∥2≤R}E_0 = \{x \mid \|x\|_2 \le R\}E0​={x∣∥x∥2​≤R} and contains some ball {x∣∥x−xˉ∥2≤r}\{x \mid \|x - \bar x\|_2 \le r\}{x∣∥x−xˉ∥2​≤r}, whose centre xˉ\bar xxˉ is not known.

The data are accessed through two oracles. A separation oracle for XXX answers a query xxx by "x∈Xx \in Xx∈X" when that holds, and otherwise returns a vector a≠0a \ne 0a=0 with aTx≥aTya^Tx \ge a^TyaTx≥aTy for all y∈Xy \in Xy∈X. A first order oracle for fff returns f(x)f(x)f(x) and a subgradient η\etaη of fff at xxx: f(y)≥f(x)+ηT(y−x)f(y) \ge f(x) + \eta^T(y - x)f(y)≥f(x)+ηT(y−x) for all yyy.

An ellipsoid is E(c,B)={c+Bu∣uTu≤1}E(c, B) = \{c + Bu \mid u^Tu \le 1\}E(c,B)={c+Bu∣uTu≤1} with Det⁡B≠0\operatorname{Det} B \ne 0DetB=0. For a≠0a \ne 0a=0, put p=BTa/aTBBTap = B^Ta/\sqrt{a^TBB^Ta}p=BTa/aTBBTa​ and

c+=c−1n+1Bp,B+=nn2−1B+(nn+1−nn2−1)(Bp)pT.c^+ = c - \frac{1}{n+1}Bp,\qquad B^+ = \frac{n}{\sqrt{n^2-1}}B + \Big(\frac{n}{n+1} - \frac{n}{\sqrt{n^2-1}}\Big)(Bp)p^T .c+=c−n+11​Bp,B+=n2−1​n​B+(n+1n​−n2−1​n​)(Bp)pT.

The ellipsoid method with accuracy ϵ>0\epsilon > 0ϵ>0 starts from c0=0c_0 = 0c0​=0, B0=RIB_0 = RIB0​=RI, L0=0L_0 = 0L0​=0. At step t=1,2,…t = 1, 2, \dotst=1,2,… it queries the separation oracle at ct−1c_{t-1}ct−1​. If a separator aaa is returned, the step is nonproductive, at=aa_t = aat​=a and Lt=Lt−1L_t = L_{t-1}Lt​=Lt−1​. Otherwise the step is productive: the first order oracle is queried at ct−1c_{t-1}ct−1​; a zero subgradient stops the method with result ct−1c_{t-1}ct−1​; a nonzero one becomes ata_tat​, and Lt=max⁡{Lt−1,R∥at∥2−atTct−1}L_t = \max\{L_{t-1}, R\|a_t\|_2 - a_t^Tc_{t-1}\}Lt​=max{Lt−1​,R∥at​∥2​−atT​ct−1​}. Then ct=ct−1+c_t = c_{t-1}^+ct​=ct−1+​, Bt=Bt−1+B_t = B_{t-1}^+Bt​=Bt−1+​ (computed from ata_tat​), ρt=∣Det⁡Bt∣1/n\rho_t = |\operatorname{Det} B_t|^{1/n}ρt​=∣DetBt​∣1/n, and the method stops if

ρtr<ϵLt+ϵ,(5.2.17)\frac{\rho_t}{r} < \frac{\epsilon}{L_t + \epsilon}, \tag{5.2.17}rρt​​<Lt​+ϵϵ​,(5.2.17)

returning the productive search point cτ−1c_{\tau-1}cτ−1​, τ≤t\tau \le tτ≤t, with the smallest value of fff. Finally Var⁡R(f)=max⁡E0f−min⁡E0f\operatorname{Var}_R(f) = \max_{E_0} f - \min_{E_0} fVarR​(f)=maxE0​​f−minE0​​f.

Formalization targets

Goal: Theorem 5.2.1 (p. 349)

For every accuracy ϵ>0\epsilon > 0ϵ>0, every separation oracle for XXX and every first order oracle for fff, the ellipsoid method terminates after no more than

N(ϵ)=Ceil⁡(2n2[ln⁡(Rr)+ln⁡(ϵ+Var⁡R(f)ϵ)])+1(5.2.18)N(\epsilon) = \operatorname{Ceil}\Big(2n^2\Big[\ln\Big(\frac Rr\Big) + \ln\Big(\frac{\epsilon + \operatorname{Var}_R(f)}{\epsilon}\Big)\Big]\Big) + 1 \tag{5.2.18}N(ϵ)=Ceil(2n2[ln(rR​)+ln(ϵϵ+VarR​(f)​)])+1(5.2.18)

steps, and its result x^\widehat xx satisfies

x^∈Xandf(x^)−min⁡Xf≤ϵ.(5.2.19)\widehat x \in X \quad\text{and}\quad f(\widehat x) - \min_X f \le \epsilon. \tag{5.2.19}x∈Xandf(x)−Xmin​f≤ϵ.(5.2.19)

Milestones

  • Statement (∗), case n>1n > 1n>1 (p. 344): the half-ellipsoid {x∈E(c,B)∣aTx≤aTc}\{x \in E(c,B) \mid a^Tx \le a^Tc\}{x∈E(c,B)∣aTx≤aTc} lies in E(c+,B+)E(c^+, B^+)E(c+,B+), and Vol⁡E(c+,B+)=(n/n2−1)n−1nn+1Vol⁡E(c,B)≤e−1/(2n)Vol⁡E(c,B)\operatorname{Vol}E(c^+,B^+) = (n/\sqrt{n^2-1})^{n-1}\frac{n}{n+1}\operatorname{Vol}E(c,B) \le e^{-1/(2n)}\operatorname{Vol}E(c,B)VolE(c+,B+)=(n/n2−1​)n−1n+1n​VolE(c,B)≤e−1/(2n)VolE(c,B).
  • Eq. (5.2.21) (p. 350): ρτ≤e−τ/(2n2)R\rho_\tau \le e^{-\tau/(2n^2)}Rρτ​≤e−τ/(2n2)R at every step performed.
  • Eq. (5.2.28) (p. 352): Lt≤Var⁡R(f)L_t \le \operatorname{Var}_R(f)Lt​≤VarR​(f) for every ttt.
  • Claim 2∗ (p. 350): whenever the method terminates, its result is well defined and is a feasible ϵ\epsilonϵ-solution.

Significance

Theorem 5.2.1 bounds the number of oracle calls by a quantity that depends only on the dimension, on ln⁡(R/r)\ln(R/r)ln(R/r) and on ln⁡(1+Var⁡R(f)/ϵ)\ln(1 + \operatorname{Var}_R(f)/\epsilon)ln(1+VarR​(f)/ϵ): the cost of each additional digit of accuracy is O(n2)O(n^2)O(n2) steps, whatever the instance. Each step costs one call of each oracle and O(n2)O(n^2)O(n2) arithmetic operations. This is the ingredient the book's Theorem 5.3.1 combines with polynomial computability to conclude that convex programs are polynomially solvable, and it is the reason semidefinite and conic quadratic programs, the subject of the earlier lectures, are tractable in theory. The bound is also explicit enough to be checked numerically, with no hidden constants.

On the formal side, the platform has machine-checked versions of related results in other forms: Bertsimas and Tsitsiklis's half-ellipsoid lemma with the weaker ratio e−1/(2(n+1))e^{-1/(2(n+1))}e−1/(2(n+1)) and polyhedral feasibility version, Bubeck's version for objectives bounded on XXX with a convergence-rate conclusion, and Shor's localization theorem. None of these is the book's method: its guesses LtL_tLt​, its stopping rule (5.2.17), the explicit step count (5.2.18), or the exact volume identity (5.2.14). A formal proof of Theorem 5.2.1 gives a machine-checked oracle complexity bound with a stopping rule computable from the run alone.

Difficulty

The book's description of the method runs to two pages; the central difficulty is the termination analysis, not the geometry. The volume of the ellipsoids decreases geometrically, but their diameters need not, so the search points ctc_tct​ need not converge, and the method cannot know how close it is to the optimum. A naive argument that the search points approach the optimum therefore fails, and the stopping test (5.2.17), which only sees ρt\rho_tρt​, rrr and the guesses LtL_tLt​, has to be related to the unknown optimality gap. The analysis must also cover runs in which no step was productive for a long time, and the possibility that the result is undefined. On the geometric side, (∗) requires the exact determinant of a rank-one update and the elementary but not immediate inequality (n/n2−1)n−1nn+1≤e−1/(2n)(n/\sqrt{n^2-1})^{n-1}\frac{n}{n+1} \le e^{-1/(2n)}(n/n2−1​)n−1n+1n​≤e−1/(2n). Reasoning about a recursively defined algorithm also means carrying invariants (the ellipsoid contains every point of XXX not yet cut off, Det⁡Bt≠0\operatorname{Det} B_t \ne 0DetBt​=0) through the induction.

Formalization scope

Vectors are Fin n → ℝ, matrices Matrix (Fin n) (Fin n) ℝ, and the Euclidean norm eucNorm x = √(x ⬝ᵥ x) is defined explicitly (Mathlib's norm on Fin n → ℝ is the sup norm). Volumes are MeasureTheory.volume on Fin n → ℝ, valued in ℝ≥0∞. The setting (5.2.9) with assumption A is the predicate IsBlackBoxProgram f X r R. The oracles are arbitrary functions of the query point satisfying (5.2.10) and (5.2.11); every theorem is quantified over all of them, and none sees the centre xˉ\bar xxˉ. The method is a function run from the number of steps performed to an outcome, running with the current ct,Bt,Ltc_t, B_t, L_tct​,Bt​,Lt​ and best productive point, or stopped with an optional result; TerminatesAt t res says the run stops exactly at step t≥1t \ge 1t≥1. max⁡E0f\max_{E_0} fmaxE0​​f and min⁡E0f\min_{E_0} fminE0​​f are reals given by IsGreatest/IsLeast, and min⁡Xf\min_X fminX​f is expressed by comparison with every point of XXX, so no supremum or infimum with a default value occurs. Ceil is Int.ceil and the step bound is compared in Z\mathbb ZZ. A statement about an arbitrary sequence of ellipsoids or an arbitrary "state" carrying no link to the run would trivialize the goal; here the ellipsoids, guesses and result are those the method constructs from the oracles' answers.

Beyond the paper. The book's statement (∗) also has a case n=1n = 1n=1, whose printed centre c−12Ba/∣Ba∣c - \frac12 Ba/|Ba|c−21​Ba/∣Ba∣ moves by 12\frac1221​ regardless of the segment's length; the containment fails for c=0c = 0c=0, B=4B = 4B=4, a=1a = 1a=1. The case is posed as printed (expected to be disproved) and as a corrected variant with centre c−12B (Ba/∣Ba∣)c - \frac12 B\,(Ba/|Ba|)c−21​B(Ba/∣Ba∣). Theorem 5.2.1 assumes n≥2n \ge 2n≥2 and is unaffected.

A complete development needs the determinant of a rank-one update (Matrix.det_add_replicateCol_mul_replicateRow), Lebesgue measure of linear images (MeasureTheory.Measure.addHaar_image_linearMap), the continuity of convex functions on Rn\mathbb R^nRn, and an induction over run. The ellipsoid update lemma and the oracle and method definitions are reusable for other cutting-plane methods. Proofs of individual milestones, in particular (∗), are welcome as separate contributions.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS/SIAM Series on Optimization, SIAM, 2001. doi:10.1137/1.9780898718829
  • D. B. Yudin, A. S. Nemirovski, Informational complexity and efficient methods for the solution of convex extremal problems, Ekonomika i Matematicheskie Metody 12 (1976), 357–369.
  • N. Z. Shor, Cut-off method with space extension in convex programming problems, Cybernetics 13 (1977), 94–96. doi:10.1007/BF01071394
  • L. G. Khachiyan, A polynomial algorithm in linear programming, Soviet Math. Doklady 20 (1979), 191–194. mathnet
  • M. Grötschel, L. Lovász, A. Schrijver, Geometric Algorithms and Combinatorial Optimization, Springer, 1988. doi:10.1007/978-3-642-97881-4
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Lectures on Modern Convex Optimization XI: Primal-Dual Path-Following for Semidefinite ProgrammingTextbook

Motivation

Semidefinite programming (SDP), the optimization of a linear function over the intersection of an affine subspace with the cone of positive semidefinite matrices, is the workhorse behind relaxations in combinatorial optimization, robust optimization and control. Its practical and theoretical tractability rests on interior point methods: algorithms that follow the central path, a curve of strictly feasible primal-dual pairs parametrized by a penalty parameter t>0t > 0t>0, along which the duality gap equals k/tk/tk/t. The polynomial-time analysis of these methods, due to Nesterov and Nemirovski (Interior-Point Polynomial Algorithms in Convex Programming, SIAM 1994) and, for the primal-dual SDP family considered here, to Monteiro and Zhang and others in the 1990s, reduces to one local statement: a single Newton-type update, started close to the path, lands close to the path again while the penalty parameter grows by a factor 1+Ω(k−1/2)1 + \Omega(k^{-1/2})1+Ω(k−1/2).

This mission formalizes that local statement in the form given by Ben-Tal and Nemirovski, Lectures on Modern Convex Optimization (SIAM 2001), Lecture 6, Theorem 6.5.2, for the whole family of primal-dual updates obtained from commutative scalings.

Setting

Let k≥1k \ge 1k≥1 and let Sk\mathbf S^kSk be the space of real symmetric k×kk\times kk×k matrices with the Frobenius inner product ⟨X,Y⟩F=Tr⁡(XY)\langle X, Y\rangle_F = \operatorname{Tr}(XY)⟨X,Y⟩F​=Tr(XY) and norm ∥A∥2=∑i,jAij2\|A\|_2 = \sqrt{\sum_{i,j}A_{ij}^2}∥A∥2​=∑i,j​Aij2​​. For X⪰0X \succeq 0X⪰0, X1/2X^{1/2}X1/2 is its positive semidefinite square root. Fix a linear subspace L⊆Sk\mathcal L \subseteq \mathbf S^kL⊆Sk, its orthogonal complement L⊥\mathcal L^\perpL⊥ in Sk\mathbf S^kSk, and B,C∈SkB, C \in \mathbf S^kB,C∈Sk. The primal-dual pair is

(P) min⁡X{Tr⁡(CX):X∈(L−B)∩S+k},(D) max⁡S{Tr⁡(BS):S∈(L⊥+C)∩S+k}.\text{(P)}\ \min_X\{\operatorname{Tr}(CX) : X \in (\mathcal L - B)\cap\mathbf S^k_+\},\qquad \text{(D)}\ \max_S\{\operatorname{Tr}(BS) : S \in (\mathcal L^\perp + C)\cap\mathbf S^k_+\}.(P) Xmin​{Tr(CX):X∈(L−B)∩S+k​},(D) Smax​{Tr(BS):S∈(L⊥+C)∩S+k​}.

XXX is strictly primal feasible if X∈L−BX \in \mathcal L - BX∈L−B and X≻0X \succ 0X≻0; SSS is strictly dual feasible if S∈L⊥+CS \in \mathcal L^\perp + CS∈L⊥+C and S≻0S \succ 0S≻0. For such a pair the duality gap is Tr⁡(CX)−Tr⁡(BS)+Tr⁡(CB)=Tr⁡(XS)\operatorname{Tr}(CX) - \operatorname{Tr}(BS) + \operatorname{Tr}(CB) = \operatorname{Tr}(XS)Tr(CX)−Tr(BS)+Tr(CB)=Tr(XS).

The distance of a pair X,S≻0X, S \succ 0X,S≻0 to the point of the central path with parameter ttt is

dist⁡((X,S),Z∗(t))=∥tX1/2SX1/2−I∥2,\operatorname{dist}((X,S), Z_*(t)) = \|tX^{1/2}SX^{1/2} - I\|_2 ,dist((X,S),Z∗​(t))=∥tX1/2SX1/2−I∥2​,

and the neighbourhood Nκ\mathcal N_\kappaNκ​ consists of the triples (t,X,S)(t, X, S)(t,X,S) with t>0t > 0t>0, X,SX, SX,S strictly feasible and distance at most κ\kappaκ.

The updating (U), with parameters κ,χ\kappa, \chiκ,χ, takes a strictly feasible pair (Xˉ,Sˉ)(\bar X, \bar S)(Xˉ,Sˉ) and

  1. sets tˉ=k/Tr⁡(XˉSˉ)\bar t = k/\operatorname{Tr}(\bar X\bar S)tˉ=k/Tr(XˉSˉ) and t+=(1−χ/k)−1 tˉt_+ = (1 - \chi/\sqrt k)^{-1}\,\bar tt+​=(1−χ/k​)−1tˉ;
  2. takes any Q≻0Q \succ 0Q≻0 such that QXˉQQ\bar XQQXˉQ and Q−1SˉQ−1Q^{-1}\bar SQ^{-1}Q−1SˉQ−1 commute;
  3. solves, for symmetric ΔX∈L\Delta X \in \mathcal LΔX∈L, ΔS∈L⊥\Delta S \in \mathcal L^\perpΔS∈L⊥, the linear system
Q[ΔX Sˉ+Xˉ ΔS]Q−1+Q−1[ΔS Xˉ+Sˉ ΔX]Q=2t+I−[QXˉSˉQ−1+Q−1SˉXˉQ];Q[\Delta X\,\bar S + \bar X\,\Delta S]Q^{-1} + Q^{-1}[\Delta S\,\bar X + \bar S\,\Delta X]Q = \tfrac{2}{t_+}I - [Q\bar X\bar SQ^{-1} + Q^{-1}\bar S\bar XQ];Q[ΔXSˉ+XˉΔS]Q−1+Q−1[ΔSXˉ+SˉΔX]Q=t+​2​I−[QXˉSˉQ−1+Q−1SˉXˉQ];
  1. returns X+=Xˉ+ΔXX_+ = \bar X + \Delta XX+​=Xˉ+ΔX, S+=Sˉ+ΔSS_+ = \bar S + \Delta SS+​=Sˉ+ΔS.

The choices Q=Xˉ−1/2Q = \bar X^{-1/2}Q=Xˉ−1/2, Q=Sˉ1/2Q = \bar S^{1/2}Q=Sˉ1/2 and the Nesterov–Todd scaling are all admissible in step 2.

Formalization targets

Goal: Theorem 6.5.2

If 0<χ≤κ≤0.10 < \chi \le \kappa \le 0.10<χ≤κ≤0.1 and the strictly feasible pair (Xˉ,Sˉ)(\bar X, \bar S)(Xˉ,Sˉ) satisfies ∥tˉ Xˉ1/2SˉXˉ1/2−I∥2≤κ\|\bar t\,\bar X^{1/2}\bar S\bar X^{1/2} - I\|_2 \le \kappa∥tˉXˉ1/2SˉXˉ1/2−I∥2​≤κ, then for every admissible QQQ the system of step 3 has exactly one solution, and

X+ and S+ are strictly feasible,t+=kTr⁡(X+S+),(t+,X+,S+)∈Nκ.X_+ \text{ and } S_+ \text{ are strictly feasible},\qquad t_+ = \frac{k}{\operatorname{Tr}(X_+S_+)},\qquad (t_+, X_+, S_+) \in \mathcal N_\kappa .X+​ and S+​ are strictly feasible,t+​=Tr(X+​S+​)k​,(t+​,X+​,S+​)∈Nκ​.

Milestones

The proof reduces to the case Q=IQ = IQ=I with Xˉ=Diag⁡(x)\bar X = \operatorname{Diag}(x)Xˉ=Diag(x), Sˉ=Diag⁡(s)\bar S = \operatorname{Diag}(s)Sˉ=Diag(s) and Tr⁡(XˉSˉ)=k\operatorname{Tr}(\bar X\bar S) = kTr(XˉSˉ)=k, and the milestones are the numbered facts of that reduced situation, with μ+=1−χk−1/2\mu_+ = 1 - \chi k^{-1/2}μ+​=1−χk−1/2 and ρ=χ2+κ2/(1−κ)\rho = \sqrt{\chi^2+\kappa^2}/(1-\kappa)ρ=χ2+κ2​/(1−κ):

  • (6.4.11): Tr⁡(X(tS−X−1)X(tS−X−1))=∥tX1/2SX1/2−I∥22\operatorname{Tr}(X(tS - X^{-1})X(tS - X^{-1})) = \|tX^{1/2}SX^{1/2} - I\|_2^2Tr(X(tS−X−1)X(tS−X−1))=∥tX1/2SX1/2−I∥22​.
  • Proposition 6.4.2, SDP case: dist⁡≤1\operatorname{dist} \le 1dist≤1 implies Tr⁡(XS)≤2k/t\operatorname{Tr}(XS) \le 2k/tTr(XS)≤2k/t.
  • Step 3∗: the reduced system ΔX⋅S+X⋅ΔS+ΔS⋅X+S⋅ΔX=2μ+I−2XS\Delta X\cdot S + X\cdot\Delta S + \Delta S\cdot X + S\cdot\Delta X = 2\mu_+I - 2XSΔX⋅S+X⋅ΔS+ΔS⋅X+S⋅ΔX=2μ+​I−2XS, ΔX∈L\Delta X \in \mathcal LΔX∈L, ΔS∈L⊥\Delta S \in \mathcal L^\perpΔS∈L⊥ has a unique solution.
  • (6.5.64)–(6.5.65): ∥X−1/2ΔXX−1/2∥2≤ρ\|X^{-1/2}\Delta XX^{-1/2}\|_2 \le \rho∥X−1/2ΔXX−1/2∥2​≤ρ and ∥X1/2ΔSX1/2∥2≤(1+κ)ρ\|X^{1/2}\Delta SX^{1/2}\|_2 \le (1+\kappa)\rho∥X1/2ΔSX1/2∥2​≤(1+κ)ρ.
  • 2∗(i)–(ii), (6.5.47), (6.5.66): X+,S+X_+, S_+X+​,S+​ are strictly feasible, Tr⁡(X+S+)=μ+k\operatorname{Tr}(X_+S_+) = \mu_+kTr(X+​S+​)=μ+​k, X+⪯(1+ρ)XX_+ \preceq (1+\rho)XX+​⪯(1+ρ)X.
  • (6.5.73): ∥μ+−1X+1/2S+X+1/2−I∥2≤ρ(1+ρ)1−χk−1/2[χk+ρ1−ρ+κ1−κ]\|\mu_+^{-1}X_+^{1/2}S_+X_+^{1/2} - I\|_2 \le \frac{\rho(1+\rho)}{1-\chi k^{-1/2}}\big[\frac{\chi}{\sqrt k} + \frac{\rho}{1-\rho} + \frac{\kappa}{1-\kappa}\big]∥μ+−1​X+1/2​S+​X+1/2​−I∥2​≤1−χk−1/2ρ(1+ρ)​[k​χ​+1−ρρ​+1−κκ​].
  • p. 421: for 0<χ≤κ≤0.10 < \chi \le \kappa \le 0.10<χ≤κ≤0.1 and every k≥1k \ge 1k≥1 the right-hand side of (6.5.73) is at most κ\kappaκ.

Significance

Theorem 6.5.2 is the step that turns the central path into an algorithm: once a pair in N0.1\mathcal N_{0.1}N0.1​ is known, iterating (U) keeps every iterate in N0.1\mathcal N_{0.1}N0.1​ and increases the penalty parameter by a constant factor every O(k)O(\sqrt k)O(k​) steps, so the duality gap Tr⁡(XS)≤2k/t\operatorname{Tr}(XS) \le 2k/tTr(XS)≤2k/t (Proposition 6.4.2) falls below ϵ\epsilonϵ after O(kln⁡(1/ϵ))O(\sqrt k\ln(1/\epsilon))O(k​ln(1/ϵ)) steps. The statement covers a whole family of search directions at once, including the Nesterov–Todd direction used by SDP solvers, and by Remark 6.5.2 it specializes to LP when all matrices are diagonal.

The result is classical and proved in the book; it has not been machine-checked. The platform has formalizations of central-path facts for LP and for inequality-form barrier problems, and open items on self-scaled short-step methods, but no statement about primal-dual Newton steps for SDP. A formal proof would supply reusable matrix-analysis infrastructure: Frobenius estimates through eigenvalues, the Löwner order under congruence, and unique solvability of Sylvester-type systems with subspace constraints.

Difficulty

The obvious approach, perturbation analysis of the Newton system in the original variables, does not close: the bound has to hold uniformly in the condition of Xˉ\bar XXˉ and Sˉ\bar SSˉ, and only the scaled quantities δX=X−1/2ΔXX−1/2\delta X = X^{-1/2}\Delta XX^{-1/2}δX=X−1/2ΔXX−1/2, δS=X1/2ΔSX1/2\delta S = X^{1/2}\Delta SX^{1/2}δS=X1/2ΔSX1/2 are controlled by κ\kappaκ and χ\chiχ. The reduction to Q=IQ = IQ=I with diagonal commuting Xˉ,Sˉ\bar X, \bar SXˉ,Sˉ has to be justified, including invariance of the distance under scaling and the change of the subspaces L\mathcal LL, L⊥\mathcal L^\perpL⊥ to QLQQ\mathcal LQQLQ, Q−1L⊥Q−1Q^{-1}\mathcal L^\perp Q^{-1}Q−1L⊥Q−1. Uniqueness uses the orthogonality Tr⁡(ΔXΔS)=0\operatorname{Tr}(\Delta X\Delta S) = 0Tr(ΔXΔS)=0 in an essential way. The final estimate passes from the scaled distance to the distance measured at the new point X+X_+X+​, which needs the Löwner bound X+⪯(1+ρ)XX_+ \preceq (1+\rho)XX+​⪯(1+ρ)X and monotonicity of the trace under congruence. The concluding numerical inequality holds for every k≥1k \ge 1k≥1, not only asymptotically.

Formalization scope

All matrices are Matrix (Fin k) (Fin k) ℝ with k≥1k \ge 1k≥1. L\mathcal LL is a Submodule ℝ of matrices with every element symmetric, and L⊥\mathcal L^\perpL⊥ is the set of symmetric SSS with Tr⁡(XS)=0\operatorname{Tr}(XS) = 0Tr(XS)=0 for all X∈LX \in \mathcal LX∈L, so the unknowns of the linear systems are symmetric. X1/2X^{1/2}X1/2 is Mathlib's CFC.sqrt (with open scoped MatrixOrder), positive (semi)definiteness is Matrix.PosDef/Matrix.PosSemidef, and the Frobenius norm is defined explicitly. The book's (P) comes from a conic problem min⁡{cTx:Ax−B⪰0}\min\{c^Tx : \mathcal Ax - B \succeq 0\}min{cTx:Ax−B⪰0} under Assumption A (A\mathcal AA injective) with L=Im⁡A\mathcal L = \operatorname{Im}\mathcal AL=ImA; every subspace is such an image, so the formal statements quantify over subspaces. The distance to the central path is defined by its SDP closed form (6.4.11), so no existence result for the central path is needed. The goal is stated for every admissible scaling QQQ, and "the system has a unique solution" is a separate conjunct from the properties of that solution, so the goal cannot hold vacuously through an unsolvable system. The milestones of the proof are stated in the book's reduced situation (diagonal Xˉ,Sˉ\bar X, \bar SXˉ,Sˉ, Q=IQ = IQ=I, Tr⁡(XˉSˉ)=k\operatorname{Tr}(\bar X\bar S) = kTr(XˉSˉ)=k) with all of its hypotheses.

Results of §§6.3–6.4 for general canonical cones (products of semidefinite and Lorentz cones with their barriers −ln⁡Det⁡X-\ln\operatorname{Det}X−lnDetX and −ln⁡(xTJx)-\ln(x^TJx)−ln(xTJx)), namely Propositions 6.3.1–6.3.2 and Theorems 6.4.1–6.4.2, and Theorem 6.5.1 (primal path-following), are not part of this mission: they need a calculus of canonical barriers on block-structured spaces. Proofs of any milestone, reusable lemmas on the Löwner order and the matrix square root, and a sorry-free proof of the numerical inequality are welcome.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS/SIAM Series on Optimization, SIAM, 2001, Lecture 6, §§6.4–6.5. https://doi.org/10.1137/1.9780898718829
  • Yu. Nesterov, A. Nemirovski, Interior-Point Polynomial Algorithms in Convex Programming, SIAM, 1994. https://doi.org/10.1137/1.9781611970791
  • Y. Zhang, On extending some primal–dual interior-point algorithms from linear programming to semidefinite programming, SIAM Journal on Optimization 8(2), 1998, 365–386. https://doi.org/10.1137/S1052623495296115
  • R. D. C. Monteiro, Primal–dual path-following algorithms for semidefinite programming, SIAM Journal on Optimization 7(3), 1997, 663–678. https://doi.org/10.1137/S1052623495293056
  • Yu. Nesterov, M. J. Todd, Self-scaled barriers and interior-point methods for convex programming, Mathematics of Operations Research 22(1), 1997, 1–42. https://doi.org/10.1287/moor.22.1.1
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Lectures on Modern Convex Optimization VIII: The Matrix Cube TheoremTextbook

Motivation

Many questions in robust control and robust optimization reduce to one test: does a whole family of symmetric matrices, generated by perturbing a nominal matrix along several directions at once, stay positive semidefinite? A linear system whose coefficients are only known to lie in intervals is a typical case. Showing that one quadratic Lyapunov function certifies stability of every member of such an interval matrix comes down to exactly this test. Ben-Tal and Nemirovski isolate it as the Matrix Cube problem. The problem is NP-hard (Ben-Tal & Nemirovski, On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty, SIAM J. Optim. 12 (2002)). They prove that a simple semidefinite sufficient condition is never far from exact. The gap is controlled by a universal factor that depends only on the ranks of the perturbation directions.

This mission formalizes that result as it appears in §4.4.3 of Lectures on Modern Convex Optimization (Ben-Tal & Nemirovski, SIAM 2001), pp. 189–197, together with the lemmas its proof uses and its application to interval Lyapunov stability.

Setting

Matrices are real. Sn\mathbf S^nSn is the space of symmetric n×nn\times nn×n matrices, S+n\mathbf S^n_+S+n​ its positive semidefinite cone, and X⪰YX\succeq YX⪰Y means X−Y∈S+nX-Y\in\mathbf S^n_+X−Y∈S+n​. For X∈SnX\in\mathbf S^nX∈Sn, λ(X)\lambda(X)λ(X) is its vector of eigenvalues, so ∥λ(X)∥1\|\lambda(X)\|_1∥λ(X)∥1​ is the sum of their absolute values.

Fix A0,A1,…,Am∈SnA_0,A_1,\dots,A_m\in\mathbf S^nA0​,A1​,…,Am​∈Sn with A0⪰0A_0\succeq0A0​⪰0. For a level ρ≥0\rho\ge0ρ≥0 the matrix cube is

Aρ={A0+∑i=1mziAi  :  ∥z∥∞≤ρ},\mathcal A_\rho=\Big\{A_0+\sum_{i=1}^m z_iA_i \;:\; \|z\|_\infty\le\rho\Big\},Aρ​={A0​+i=1∑m​zi​Ai​:∥z∥∞​≤ρ},

the image of the cube {∥z∥∞≤ρ}\{\|z\|_\infty\le\rho\}{∥z∥∞​≤ρ} under an affine map. The Matrix Cube problem asks for the largest ρ=R[A1,…,Am:A0]\rho=R[A_1,\dots,A_m:A_0]ρ=R[A1​,…,Am​:A0​] with Aρ⊂S+n\mathcal A_\rho\subset\mathbf S^n_+Aρ​⊂S+n​.

The system of LMIs (Sρ)(S_\rho)(Sρ​) in symmetric variables X1,…,XmX^1,\dots,X^mX1,…,Xm is

Xi⪰ρAi,Xi⪰−ρAi (i=1,…,m),∑i=1mXi⪯A0.X^i\succeq\rho A_i,\quad X^i\succeq-\rho A_i\ (i=1,\dots,m),\qquad \sum_{i=1}^mX^i\preceq A_0 .Xi⪰ρAi​,Xi⪰−ρAi​ (i=1,…,m),i=1∑m​Xi⪯A0​.

Its feasibility can be checked by semidefinite programming. The largest ρ\rhoρ for which it is solvable is ρ[A1,…,Am:A0]\rho[A_1,\dots,A_m:A_0]ρ[A1​,…,Am​:A0​], the optimal value of the semidefinite problem (4.4.45).

The approximation factor is the function

θ(k)=1min⁡{∫Rk∣α1u12+⋯+αkuk2∣ pk(u) du  :  α∈Rk, ∥α∥1=1},k≥1,\theta(k)=\frac{1}{\min\Big\{\int_{\mathbb R^k}|\alpha_1u_1^2+\cdots+\alpha_ku_k^2|\,p_k(u)\,du \;:\; \alpha\in\mathbb R^k,\ \|\alpha\|_1=1\Big\}},\qquad k\ge1,θ(k)=min{∫Rk​∣α1​u12​+⋯+αk​uk2​∣pk​(u)du:α∈Rk, ∥α∥1​=1}1​,k≥1,

where pk(u)=(2π)−k/2exp⁡{−uTu/2}p_k(u)=(2\pi)^{-k/2}\exp\{-u^Tu/2\}pk​(u)=(2π)−k/2exp{−uTu/2} is the standard Gaussian density on Rk\mathbb R^kRk. The relevant rank is μ=max⁡1≤i≤mRank⁡(Ai)\mu=\max_{1\le i\le m}\operatorname{Rank}(A_i)μ=max1≤i≤m​Rank(Ai​); A0A_0A0​ is not included.

For the application, A∗A^*A∗ is a stable n×nn\times nn×n matrix (all eigenvalues in the open left half-plane). D≠0D\neq0D=0 has nonnegative entries, and Uρ={A:∣Aij−Aij∗∣≤ρDij}\mathcal U_\rho=\{A:|A_{ij}-A^*_{ij}|\le\rho D_{ij}\}Uρ​={A:∣Aij​−Aij∗​∣≤ρDij​} is the interval matrix. (Ly[ρ])(\mathrm{Ly}[\rho])(Ly[ρ]) asks for X⪰IX\succeq IX⪰I with ATX+XA⪯−IA^TX+XA\preceq-IATX+XA⪯−I for all A∈UρA\in\mathcal U_\rhoA∈Uρ​, and R[A∗,D]R[A^*,D]R[A∗,D] is the supremum of the ρ≥0\rho\ge0ρ≥0 for which it is solvable. (A[ρ])(\mathrm A[\rho])(A[ρ]) is the analogue of (Sρ)(S_\rho)(Sρ​) for this cube. It uses matrix variables XXX and XijX^{ij}Xij for (i,j)∈D={Dij>0}(i,j)\in\mathcal D=\{D_{ij}>0\}(i,j)∈D={Dij​>0}, and ρ[A∗,D]\rho[A^*,D]ρ[A∗,D] is its supremum.

Formalization targets

Goal: the Matrix Cube Theorem (Theorem 4.4.1)

For all n,mn,mn,m, all A0⪰0A_0\succeq0A0​⪰0, all A1,…,Am∈SnA_1,\dots,A_m\in\mathbf S^nA1​,…,Am​∈Sn and all ρ≥0\rho\ge0ρ≥0:

(Sρ) not solvable ⟹ Aθ(μ)ρ⊄S+n,(S_\rho)\ \text{not solvable}\ \Longrightarrow\ \mathcal A_{\theta(\mu)\rho}\not\subset\mathbf S^n_+ ,(Sρ​) not solvable ⟹ Aθ(μ)ρ​⊂S+n​,

and

θ(k)≤πk2  (k≥1),θ(2)=π2.\theta(k)\le\frac{\pi\sqrt k}{2}\ \ (k\ge1),\qquad \theta(2)=\frac{\pi}{2}.θ(k)≤2πk​​  (k≥1),θ(2)=2π​.

Milestones, in attack order

  1. Proposition 4.4.5. If (Sρ)(S_\rho)(Sρ​) is solvable then Aρ⊂S+n\mathcal A_\rho\subset\mathbf S^n_+Aρ​⊂S+n​.
  2. Lemma 4.4.3. For W⪰0W\succeq0W⪰0 and A∈SnA\in\mathbf S^nA∈Sn,
max⁡U,V⪰0, U+V=WTr⁡([U−V]A)=max⁡X=XT, ∥λ(X)∥∞≤1Tr⁡(XW1/2AW1/2)=∥λ(W1/2AW1/2)∥1.\max_{U,V\succeq0,\,U+V=W}\operatorname{Tr}([U-V]A)=\max_{X=X^T,\ \|\lambda(X)\|_\infty\le1}\operatorname{Tr}(XW^{1/2}AW^{1/2})=\|\lambda(W^{1/2}AW^{1/2})\|_1 .U,V⪰0,U+V=Wmax​Tr([U−V]A)=X=XT, ∥λ(X)∥∞​≤1max​Tr(XW1/2AW1/2)=∥λ(W1/2AW1/2)∥1​.
  1. Lemma 4.4.4. For ξ∼N(0,In)\xi\sim\mathcal N(0,I_n)ξ∼N(0,In​) and A∈SnA\in\mathbf S^nA∈Sn: E{ξTAξ}=Tr⁡(A)\mathbf E\{\xi^TA\xi\}=\operatorname{Tr}(A)E{ξTAξ}=Tr(A) and E{∣ξTAξ∣}≥∥λ(A)∥1/θ(Rank⁡(A))\mathbf E\{|\xi^TA\xi|\}\ge\|\lambda(A)\|_1/\theta(\operatorname{Rank}(A))E{∣ξTAξ∣}≥∥λ(A)∥1​/θ(Rank(A)).
  2. Eq. (4.4.37). θ(k)≤πk/2\theta(k)\le\pi\sqrt k/2θ(k)≤πk​/2 for k≥1k\ge1k≥1, and θ(2)=π/2\theta(2)=\pi/2θ(2)=π/2.
  3. Corollary 4.4.1. If all Rank⁡(Ai)≤μ\operatorname{Rank}(A_i)\le\muRank(Ai​)≤μ, then
ρ[A1,…,Am:A0]≤R[A1,…,Am:A0]≤θ(μ) ρ[A1,…,Am:A0].\rho[A_1,\dots,A_m:A_0]\le R[A_1,\dots,A_m:A_0]\le\theta(\mu)\,\rho[A_1,\dots,A_m:A_0].ρ[A1​,…,Am​:A0​]≤R[A1​,…,Am​:A0​]≤θ(μ)ρ[A1​,…,Am​:A0​].
  1. Proposition 4.4.6. If (A[ρ])(\mathrm A[\rho])(A[ρ]) is solvable, its XXX-component solves (Ly[ρ])(\mathrm{Ly}[\rho])(Ly[ρ]). If it is not solvable, neither is (Ly[πρ/2])(\mathrm{Ly}[\pi\rho/2])(Ly[πρ/2]). Hence ρ[A∗,D]≤R[A∗,D]≤π2ρ[A∗,D]\rho[A^*,D]\le R[A^*,D]\le\frac\pi2\rho[A^*,D]ρ[A∗,D]≤R[A∗,D]≤2π​ρ[A∗,D].
  2. Lemma 4.4.5. ∥λ(fgT+gfT)∥1=2∥f∥2∥g∥2\|\lambda(fg^T+gf^T)\|_1=2\|f\|_2\|g\|_2∥λ(fgT+gfT)∥1​=2∥f∥2​∥g∥2​.

Significance

The result. Proposition 4.4.5 and Theorem 4.4.1 together bound the cube radius. It lies between the efficiently computable ρ[⋅]\rho[\cdot]ρ[⋅] and θ(μ)ρ[⋅]\theta(\mu)\rho[\cdot]θ(μ)ρ[⋅]. The factor is πμ/2\pi\sqrt\mu/2πμ​/2 in general, independent of nnn and mmm, and exactly π/2\pi/2π/2 when every perturbation has rank at most two. Rank two is the situation of interval matrices, of Lyapunov certificates for interval systems (Proposition 4.4.6), and of a re-derivation of Nesterov's π/2\pi/2π/2 theorem for quadratic maximization over the unit cube (pp. 200–201). The same estimate underlies tractable approximations of robust LMIs with box uncertainty in robust semidefinite optimization.

Formalizing it. The results are proved in the book. None of them, and nothing on the matrix cube, the function θ\thetaθ or interval Lyapunov stability, is machine-checked on the platform. The formalization adds three things: a checked definition of θ\thetaθ as a Gaussian integral; a checked proof of the constants πk/2\pi\sqrt k/2πk​/2 and π/2\pi/2π/2; and a checked bridge from semidefinite duality to a probabilistic rounding argument. The proof of Proposition 4.4.5 already has a sorry-free local check, which also exposed a sign slip in the printed proof.

Difficulty

The sufficient direction is elementary. The converse is not. Unsolvability of (Sρ)(S_\rho)(Sρ​) is a statement about a semidefinite program, and turning it into an explicit point zzz with ∥z∥∞≤θ(μ)ρ\|z\|_\infty\le\theta(\mu)\rho∥z∥∞​≤θ(μ)ρ and A0+∑ziAi⪰̸0A_0+\sum z_iA_i\not\succeq0A0​+∑zi​Ai​⪰0 needs three ingredients:

  • a strictly feasible conic duality argument, to obtain dual certificates;
  • an exact spectral identity (Lemma 4.4.3);
  • an averaging argument over a Gaussian direction, with a sharp lower bound on E∣ξTAξ∣\mathbf E|\xi^TA\xi|E∣ξTAξ∣ in terms of rank and trace norm.

Bounding coordinate by coordinate, or using a worst-case vertex of the cube, gives a factor that grows with mmm. The rank-dependent constant is what makes the theorem useful.

The constants need real analysis on Gaussian integrals. θ(2)=π/2\theta(2)=\pi/2θ(2)=π/2 requires an exact minimization of ∫∣θu12−(1−θ)u22∣p2(u) du\int|\theta u_1^2-(1-\theta)u_2^2|p_2(u)\,du∫∣θu12​−(1−θ)u22​∣p2​(u)du over θ∈[0,1]\theta\in[0,1]θ∈[0,1]. The bound πk/2\pi\sqrt k/2πk​/2 requires a symmetrization and an independence argument. Lemma 4.4.4 needs rotational invariance of the Gaussian measure and diagonalization inside an integral.

Formalization scope

  • Matrices are Matrix (Fin n) (Fin n) ℝ, and X⪰YX\succeq YX⪰Y is (X - Y).PosSemidef (which includes symmetry). The index i=1,…,mi=1,\dots,mi=1,…,m is Fin m, and ∥z∥∞≤ρ\|z\|_\infty\le\rho∥z∥∞​≤ρ is ∣zi∣≤ρ|z_i|\le\rho∣zi​∣≤ρ for every iii.
  • W1/2W^{1/2}W1/2 is CFC.sqrt W under MatrixOrder. Eigenvalues are Mathlib's IsHermitian.eigenvalues, used only through order-independent quantities.
  • Expectations under N(0,In)\mathcal N(0,I_n)N(0,In​) are Lebesgue integrals against the density pnp_npn​, which is how the book describes the distribution.
  • θ\thetaθ is the specific function (4.4.38), with the minimum as a real infimum, attained for k≥1k\ge1k≥1. The book leaves θ(0)\theta(0)θ(0) undefined. Lean's formula gives it the value 000, and no statement depends on it: where μ=0\mu=0μ=0 the hypotheses of Theorem 4.4.1 cannot hold, and Corollary 4.4.1 assumes μ≥1\mu\ge1μ≥1.
  • The radii R[⋅]R[\cdot]R[⋅], ρ[⋅]\rho[\cdot]ρ[⋅], R[A∗,D]R[A^*,D]R[A∗,D], ρ[A∗,D]\rho[A^*,D]ρ[A∗,D] are suprema in EReal, so +∞+\infty+∞ is represented. Ratios are stated in product form, for example R≤θ(μ)ρ[⋅]R\le\theta(\mu)\rho[\cdot]R≤θ(μ)ρ[⋅]. The "max" in (4.4.45) is stated as attained.
  • The level ρ≥0\rho\ge0ρ≥0 is a hypothesis, as in the book's setting. For negative ρ\rhoρ the cube is empty and the theorem fails.

A formalization that replaced θ\thetaθ by an arbitrary function satisfying (4.4.37), or set μ=max⁡0≤i≤m\mu=\max_{0\le i\le m}μ=max0≤i≤m​, or allowed ρ<0\rho<0ρ<0, would state a different (false or ill-posed) theorem; the statements here rule these out.

Infrastructure needed and reusable beyond this mission:

  • Gaussian integrals of quadratic forms on Rn\mathbb R^nRn and their rotation invariance;
  • the trace-norm identity of Lemma 4.4.3;
  • strict-feasibility semidefinite duality for the problem (4.4.39);
  • the spectrum of rank-two symmetric matrices.

Contributions of separate lemmas are welcome, for example monotonicity of θ\thetaθ or θ(1)=1\theta(1)=1θ(1)=1.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, SIAM/MPS Series on Optimization, 2001, §4.4.3. https://doi.org/10.1137/1.9780898718829
  • A. Ben-Tal, A. Nemirovski, On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty, SIAM Journal on Optimization 12(3), 2002. https://doi.org/10.1137/S1052623401384392
  • Yu. Nesterov, Semidefinite relaxation and nonconvex quadratic optimization, Optimization Methods and Software 9, 1998. https://doi.org/10.1080/10556789808805690
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Lectures on Modern Convex Optimization VII: The S-Lemma with Two Quadratic ConstraintsTextbook

Motivation

A homogeneous quadratic inequality xTBx≥0x^TBx \ge 0xTBx≥0 may hold at every point where other quadratic inequalities xTAix≥0x^TA_ix \ge 0xTAi​x≥0 hold. Deciding when this happens is the quadratic analogue of the question the Farkas lemma answers for linear inequalities. It is the core of robust optimization with ellipsoidal uncertainty, of absolute stability in control (where it is known as the S-procedure), and of trust-region and quadratically constrained programming. The answer one wants is a linear certificate: nonnegative multipliers λi\lambda_iλi​ with B⪰∑iλiAiB \succeq \sum_i \lambda_iA_iB⪰∑i​λi​Ai​, a condition that can be checked by semidefinite programming.

Lecture 4 of Ben-Tal and Nemirovski, Lectures on Modern Convex Optimization (SIAM, 2001, doi:10.1137/1.9780898718829), states the classical case and, in its exercises (§4.10.5), traces how far it extends:

  • V. A. Yakubovich (1971) proved the S-lemma: with one strictly feasible constraint, the certificate exists exactly when the implication holds.
  • L. L. Dines (1941) proved that the joint range {(xTAx,xTBx)}\{(x^TAx, x^TBx)\}{(xTAx,xTBx)} of two quadratic forms is convex.
  • B. T. Polyak (J. Optim. Theory Appl. 99, 1998, doi:10.1023/A:1021798932766) proved that for n≥3n \ge 3n≥3 the joint range of three forms is closed and convex once some linear combination of the matrices is positive definite. From this he derived an S-lemma with two constraints.
  • For three constraints, or without Polyak's hypotheses, the certificate can fail to exist even though the implication holds (Exercises 4.47, 4.54, 4.56 of the book).

Setting

Vectors are x∈Rnx \in \mathbb R^nx∈Rn and matrices are real n×nn\times nn×n. For a symmetric matrix AAA, the quadratic form is xTAxx^TAxxTAx. P⪰QP \succeq QP⪰Q means that P−QP - QP−Q is positive semidefinite, and P≻0P \succ 0P≻0 means PPP is positive definite. A quadratic inequality xTCx≥0x^TCx \ge 0xTCx≥0 is a consequence of a system xTAx≥0x^TAx \ge 0xTAx≥0, xTBx≥0x^TBx \ge 0xTBx≥0 if it holds at every x∈Rnx \in \mathbb R^nx∈Rn satisfying the system. The system is strictly feasible if some xˉ\bar xxˉ satisfies both inequalities strictly.

The inhomogeneous case uses f(x)=xTAx+2aTx+αf(x) = x^TAx + 2a^Tx + \alphaf(x)=xTAx+2aTx+α and g(x)=xTBx+2bTx+βg(x) = x^TBx + 2b^Tx + \betag(x)=xTBx+2bTx+β. For the topological steps, Sn−1S^{n-1}Sn−1 is the unit sphere of Rn\mathbb R^nRn. The projective space Pn−1P^{n-1}Pn−1 is Sn−1S^{n-1}Sn−1 with each eee identified with −e-e−e, and Φ:Sn−1→Pn−1\Phi : S^{n-1} \to P^{n-1}Φ:Sn−1→Pn−1 is the canonical projection.

Formalization targets

Goal: the two-constraint S-lemma, (SL.C) (pp. 306–307)

Let n≥3n \ge 3n≥3 and let A,B,CA, B, CA,B,C be symmetric matrices such that (i) some linear combination aA+bB+cCaA + bB + cCaA+bB+cC is positive definite and (ii) xˉTAxˉ>0\bar x^TA\bar x > 0xˉTAxˉ>0, xˉTBxˉ>0\bar x^TB\bar x > 0xˉTBxˉ>0 for some xˉ\bar xxˉ. Then

(∀x: xTAx≥0, xTBx≥0⇒xTCx≥0)  ⟺  ∃ λ,μ≥0: C⪰λA+μB.\Big(\forall x:\ x^TAx \ge 0,\ x^TBx \ge 0 \Rightarrow x^TCx \ge 0\Big) \iff \exists\, \lambda, \mu \ge 0:\ C \succeq \lambda A + \mu B.(∀x: xTAx≥0, xTBx≥0⇒xTCx≥0)⟺∃λ,μ≥0: C⪰λA+μB.

Milestones

  1. Proposition 4.3.4 (p. 176): if B⪰∑iλiAiB \succeq \sum_i\lambda_iA_iB⪰∑i​λi​Ai​ with λi≥0\lambda_i \ge 0λi​≥0, then xTAix≥0x^TA_ix \ge 0xTAi​x≥0 for all iii implies xTBx≥0x^TBx \ge 0xTBx≥0.
  2. Theorem 4.3.3, S-lemma (p. 176): if xˉTAxˉ>0\bar x^TA\bar x > 0xˉTAxˉ>0 for some xˉ\bar xxˉ, then xTBx≥0x^TBx \ge 0xTBx≥0 is a consequence of xTAx≥0x^TAx \ge 0xTAx≥0 iff B⪰λAB \succeq \lambda AB⪰λA for some λ≥0\lambda \ge 0λ≥0.
  3. Proposition 4.10.1, inhomogeneous S-lemma (p. 303): if f(xˉ)<0f(\bar x) < 0f(xˉ)<0 for some xˉ\bar xxˉ, then f≤0⇒g≤0f \le 0 \Rightarrow g \le 0f≤0⇒g≤0 holds iff g≤λfg \le \lambda fg≤λf on Rn\mathbb R^nRn for some λ≥0\lambda \ge 0λ≥0. Equivalently, as printed, iff (λα[λa−b]Tλa−bλA−B)⪰0\begin{pmatrix}\lambda\alpha & [\lambda a - b]^T\\ \lambda a - b & \lambda A - B\end{pmatrix} \succeq 0(λαλa−b​[λa−b]TλA−B​)⪰0 for some λ≥0\lambda \ge 0λ≥0. If moreover g(x)≥0g(x) \ge 0g(x)≥0 is strictly feasible, then λ>0\lambda > 0λ>0.
  4. Theorem 4.10.1, general Helly theorem (p. 305): a family of closed convex sets in Rn\mathbb R^nRn has a common point if every n+1n+1n+1 of them do and some finite subfamily has bounded intersection.
  5. (SL.B) (p. 305): if xˉTAxˉ>0\bar x^TA\bar x > 0xˉTAxˉ>0 for some xˉ\bar xxˉ and xTAx≥0x^TAx \ge 0xTAx≥0, x≠0x \ne 0x=0 imply xTBx>0x^TBx > 0xTBx>0, then B⪰λAB \succeq \lambda AB⪰λA for some λ≥0\lambda \ge 0λ≥0.
  6. Proposition 4.10.2 (p. 308): if any two points of Y⊂Sn−1Y \subset S^{n-1}Y⊂Sn−1 can be linked inside YYY to a common antipodal pair {y,−y}\{y, -y\}{y,−y}, then Φ(Y)\Phi(Y)Φ(Y) is path connected.
  7. Proposition 4.10.4 (p. 308): for n≥3n \ge 3n≥3 and a nonempty zero set Y={x∈Sn−1:xTQx=0}Y = \{x \in S^{n-1} : x^TQx = 0\}Y={x∈Sn−1:xTQx=0}, Y=−YY = -YY=−Y and Φ(Y)\Phi(Y)Φ(Y) is connected.
  8. (SL.D), Polyak's theorem (p. 307): for n≥3n \ge 3n≥3 and symmetric A1,A2,A3A_1, A_2, A_3A1​,A2​,A3​ with a positive definite linear combination, {(xTA1x,xTA2x,xTA3x):x∈Rn}\{(x^TA_1x, x^TA_2x, x^TA_3x) : x \in \mathbb R^n\}{(xTA1​x,xTA2​x,xTA3​x):x∈Rn} is closed and convex.

Significance

The S-lemma converts a semi-infinite family of quadratic implications into one linear matrix inequality. This is what makes robust counterparts of conic quadratic constraints with ellipsoidal uncertainty semidefinite-representable (Proposition 4.5.1 of the book), and it gives trust-region subproblems and quadratic programs with one constraint their exact semidefinite duals. The two-constraint version extends this exactness to problems with two quadratic constraints in dimension at least three. Polyak's convexity theorem is the structural fact behind it, and it is of independent use in the study of joint numerical ranges.

All statements are proved in the literature. On Prove2Me, the inhomogeneous S-procedure in another sign convention is proved (ConvexOptimization.s_procedure), as is the finite Helly theorem (FamousTheorems.helly_theorem). The homogeneous S-lemma is a special case of the former but is not stated on the platform. The infinite Helly theorem with the boundedness condition, Polyak's theorem, the projective-space connectedness facts and the two-constraint S-lemma have no machine-checked statement or proof there. Two statements beyond the book are posed alongside it (see Formalization scope).

Difficulty

The "if" directions are one line each. Every "only if" direction must produce multipliers from a pointwise implication, and there is no Farkas lemma for quadratic inequalities to do it. With two constraints a direct separation argument needs the joint range of three quadratic forms to be convex. That range is not convex in general, and it can fail to be convex for n=2n = 2n=2, so any argument has to use the dimension. The book's milestones for this step are topological: paths on spheres, quotients by the antipodal map, and connectedness in projective space. None of this is packaged for this use in Mathlib. Two printed details mislead a solver who follows the page. The matrix in Proposition 4.10.1 omits −β-\beta−β in its northwestern entry. The hint for (SL.C) (Exercise 4.48) asks for a positive definite combination θC−λA−μB\theta C - \lambda A - \mu BθC−λA−μB, where only semidefiniteness can be obtained. The proof of Theorem 4.3.3 also swaps the roles of DTADD^TADDTAD and DTBDD^TBDDTBD at one step.

Formalization scope

Vectors are Fin n → ℝ and matrices Matrix (Fin n) (Fin n) ℝ. The form xTAxx^TAxxTAx is x ⬝ᵥ (A *ᵥ x) and symmetry is Matrix.IsHermitian. ⪰0\succeq 0⪰0 and ≻0\succ 0≻0 are Mathlib's Matrix.PosSemidef and Matrix.PosDef, both of which include symmetry. The bordered (n+1)×(n+1)(n+1)\times(n+1)(n+1)×(n+1) matrix of Proposition 4.10.1 is indexed by Unit ⊕ Fin n with the scalar entry first, as printed. For Propositions 4.10.2 and 4.10.4, the sphere is Metric.sphere (0 : EuclideanSpace ℝ (Fin n)) 1. Pn−1P^{n-1}Pn−1 is its quotient by e∼±ee \sim \pm ee∼±e with the quotient topology (one definition item), which has the same topology as the book's metric min⁡{∥e+e′∥2,∥e−e′∥2}\min\{\|e+e'\|_2, \|e-e'\|_2\}min{∥e+e′∥2​,∥e−e′∥2​}. The book's linear connectedness, which allows the empty set, is stated pairwise. Every hypothesis of the page is an explicit binder. In particular, strict feasibility appears in every S-lemma variant, n≥3n \ge 3n≥3 appears in (SL.C), (SL.D) and Proposition 4.10.4, and the positive definite combination in (SL.C) involves all three of A,B,CA, B, CA,B,C with coefficients of any sign. The implication is quantified over all of Rn\mathbb R^nRn and the multipliers carry their sign constraints. Dropping (ii), or leaving λ,μ\lambda, \muλ,μ unconstrained, turns the goal into a statement that is false or trivial, and neither is the book's.

Beyond the paper. Two variants are posed beside the faithful items. One is a corrected Proposition 4.10.1 with northwestern entry λα−β\lambda\alpha - \betaλα−β: as printed, the matrix criterion fails for n=1n = 1n=1, f=x2−1f = x^2 - 1f=x2−1, g=x2−4g = x^2 - 4g=x2−4. The other is a sharpness probe of (SL.C) without n≥3n \ge 3n≥3, for which A=diag(1,−1)A = \mathrm{diag}(1,-1)A=diag(1,−1), B=(0110)B = \begin{pmatrix}0&1\\1&0\end{pmatrix}B=(01​10​), C=(011−2)C = \begin{pmatrix}0&1\\1&-2\end{pmatrix}C=(01​1−2​) is a counterexample; its disproof is the sought outcome.

Contributions welcome: the joint range of quadratic forms (Dines's theorem, Polyak's theorem), the projective space as a topological space, and infinite Helly-type intersection theorems. All are reusable beyond this chapter.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, SIAM, 2001. doi:10.1137/1.9780898718829
  • B. T. Polyak, Convexity of quadratic transformations and its use in control and optimization, J. Optim. Theory Appl. 99 (1998), 553–583. doi:10.1023/A:1021798932766
  • I. Pólik, T. Terlaky, A survey of the S-lemma, SIAM Review 49 (2007), 371–418. doi:10.1137/S003614450444614X
  • L. L. Dines, On the mapping of quadratic forms, Bull. Amer. Math. Soc. 47 (1941), 494–498. doi:10.1090/S0002-9904-1941-07494-X
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Lectures on Modern Convex Optimization IV: The Compliance of a Truss Is Conic Quadratic RepresentableTextbook

Motivation

Truss topology design asks for the stiffest elastic bar construction that can be built from a given set of potential bars with a given amount of material. It is one of the oldest test cases of structural optimization (Bendsøe and Sigmund, Topology Optimization, Springer 2003) and one of the main applications in Ben-Tal and Nemirovski's Lectures on Modern Convex Optimization (SIAM 2001). The quantity being minimized, the compliance of the truss under a load, is defined through the solution of a linear system and takes the value +∞+\infty+∞ when the structure cannot carry the load, so it is not obviously a convex function, let alone one a solver can handle. Lecture 1 of the book shows that the single-load problem happens to become a linear program. Section 3.4.3 explains why: the compliance, as a function of the bar volumes and of the load jointly, is conic quadratic representable, and its epigraph has an explicit description by second-order cone constraints. That description is what turns multiload designs, bounds on bar volumes and other variants into conic quadratic programs.

This mission is the fourth of a series formalizing the book's main results, and covers Lecture 3, §3.4.3 (pp. 120–128), together with Proposition 2.4.2 of Lecture 2, on which it relies.

Setting

A ground structure (n,m,B1,…,Bn)(n, m, B_1, \dots, B_n)(n,m,B1​,…,Bn​) consists of real m×kim \times k_im×ki​ matrices BiB_iBi​, i=1,…,ni = 1, \dots, ni=1,…,n (for a classical truss ki=1k_i = 1ki​=1 and BiB_iBi​ is the direction vector of bar iii). A truss is a vector t∈Rnt \in \mathbb R^nt∈Rn with t≥0t \ge 0t≥0 (the bar volumes) and a load is f∈Rmf \in \mathbb R^mf∈Rm. The bar-stiffness matrix is

A(t)=∑i=1ntiBiBiT,A(t) = \sum_{i=1}^n t_i B_i B_i^T,A(t)=i=1∑n​ti​Bi​BiT​,

and the compliance is

Complf(t)=12fTvwhere A(t)v=f,\mathrm{Compl}_f(t) = \tfrac12 f^Tv \quad\text{where } A(t)v = f,Complf​(t)=21​fTvwhere A(t)v=f,

with Complf(t)=+∞\mathrm{Compl}_f(t) = +\inftyComplf​(t)=+∞ when the equilibrium equation A(t)v=fA(t)v = fA(t)v=f has no solution; the value does not depend on which solution vvv is used. For ttt that are not nonnegative the compliance is extended by +∞+\infty+∞. The potential energy of the loaded truss is Ct,f(v)=12vTA(t)v−fTv\mathcal C_{t,f}(v) = \tfrac12 v^TA(t)v - f^TvCt,f​(v)=21​vTA(t)v−fTv.

The ice cream cone is Lk={x∈Rk:xk≥x12+⋯+xk−12}\mathbf L^k = \{x \in \mathbb R^k : x_k \ge \sqrt{x_1^2 + \dots + x_{k-1}^2}\}Lk={x∈Rk:xk​≥x12​+⋯+xk−12​​}. A set X⊂RNX \subset \mathbb R^NX⊂RN is conic quadratic representable (CQr) if there are finitely many inequalities Aj(x;u)−bj∈LmjA_j(x; u) - b_j \in \mathbf L^{m_j}Aj​(x;u)−bj​∈Lmj​, affine in xxx and in additional variables u∈Rlu \in \mathbb R^lu∈Rl, such that x∈Xx \in Xx∈X exactly when some uuu satisfies all of them; a function with values in R∪{+∞}\mathbb R \cup \{+\infty\}R∪{+∞} is CQr when its epigraph is. A linear vector inequality Ax−b∈KAx - b \in \mathbf KAx−b∈K is almost solvable if for every ε>0\varepsilon > 0ε>0 some b′b'b′ with ∥b′−b∥2<ε\|b' - b\|_2 < \varepsilon∥b′−b∥2​<ε makes Ax−b′∈KAx - b' \in \mathbf KAx−b′∈K solvable.

Formalization targets

Goal: Proposition 3.4.5 (p. 127)

For all t∈Rnt \in \mathbb R^nt∈Rn, f∈Rmf \in \mathbb R^mf∈Rm and τ∈R\tau \in \mathbb Rτ∈R, Complf(t)≤τ\mathrm{Compl}_f(t) \le \tauComplf​(t)≤τ (extended compliance) if and only if there are vectors si∈Rkis_i \in \mathbb R^{k_i}si​∈Rki​ with

(a) ∑i=1nBisi=f,(b) ∑i=1nsiTsi2ti≤τ,(c) t≥0,\text{(a)}\ \sum_{i=1}^n B_is_i = f, \qquad \text{(b)}\ \sum_{i=1}^n \frac{s_i^Ts_i}{2t_i} \le \tau, \qquad \text{(c)}\ t \ge 0,(a) i=1∑n​Bi​si​=f,(b) i=1∑n​2ti​siT​si​​≤τ,(c) t≥0,

where 0/0=00/0 = 00/0=0 and a/0=+∞a/0 = +\inftya/0=+∞ for a>0a > 0a>0. In particular, (t,f)↦Complf(t)(t, f) \mapsto \mathrm{Compl}_f(t)(t,f)↦Complf​(t) is CQr.

Milestones

  • Lemma 3.4.1 (p. 122): for a symmetric positive semidefinite AAA, the form 12vTAv−bTv\tfrac12 v^TAv - b^Tv21​vTAv−bTv is bounded below iff it attains its minimum iff Av=bAv = bAv=b is solvable; the minimizers are the solutions, and the minimum is −12bTv-\tfrac12 b^Tv−21​bTv.
  • Proposition 3.4.4 (p. 122): for t≥0t \ge 0t≥0, Complf(t)\mathrm{Compl}_f(t)Complf​(t) is finite iff Ct,f\mathcal C_{t,f}Ct,f​ is bounded below, and then −Complf(t)=min⁡vCt,f(v)-\mathrm{Compl}_f(t) = \min_v \mathcal C_{t,f}(v)−Complf​(t)=minv​Ct,f​(v).
  • Statement (O) (p. 124): with B(t)=2 [t1B1T;… ;tnBnT]B(t) = \sqrt2\,[\sqrt{t_1}B_1^T; \dots; \sqrt{t_n}B_n^T]B(t)=2​[t1​​B1T​;…;tn​​BnT​], the inequality 12vTA(t)v−fTv+τ≤0\tfrac12 v^TA(t)v - f^Tv + \tau \le 021​vTA(t)v−fTv+τ≤0 has no solution iff ∥(B(t)v; 1−fTv+τ)∥2≤1+fTv−τ\|(B(t)v;\ 1 - f^Tv + \tau)\|_2 \le 1 + f^Tv - \tau∥(B(t)v; 1−fTv+τ)∥2​≤1+fTv−τ has none.
  • Proposition 2.4.2 (pp. 61–62): for a pointed closed convex cone K\mathbf KK with nonempty interior, Ax−b∈KAx - b \in \mathbf KAx−b∈K is not almost solvable iff some λ∈K∗\lambda \in \mathbf K_*λ∈K∗​ has ATλ=0A^T\lambda = 0ATλ=0 and λTb>0\lambda^Tb > 0λTb>0 (with parts (i) and (ii)).
  • Statement (!!) (p. 125): for t≥0t \ge 0t≥0, Complf(t)<τ\mathrm{Compl}_f(t) < \tauComplf​(t)<τ iff the conic quadratic inequality above is not almost solvable.
  • Lemma 3.4.2 (p. 126): for t≥0t \ge 0t≥0, Complf(t)<τ\mathrm{Compl}_f(t) < \tauComplf​(t)<τ iff some λ∈Lk\lambda \in \mathbf L^kλ∈Lk has ATλ=0A^T\lambda = 0ATλ=0 and bTλ>0b^T\lambda > 0bTλ>0, for the explicit AAA, bbb of (3.4.49).
  • Lemma 3.4.3 (p. 127): for t≥0t \ge 0t≥0, Complf(t)<τ\mathrm{Compl}_f(t) < \tauComplf​(t)<τ iff some sis_isi​ satisfy ∑iBisi=f\sum_i B_is_i = f∑i​Bi​si​=f and ∑isiTsi/(2ti)<τ\sum_i s_i^Ts_i/(2t_i) < \tau∑i​siT​si​/(2ti​)<τ.

Significance

The proposition gives an explicit second-order cone description of the epigraph of the compliance, jointly in the design ttt and the load fff. Consequences: single-load, multiload and volume-constrained truss design problems become conic quadratic programs solvable by interior-point methods; the compliance is a convex function of (t,f)(t, f)(t,f); and the proposition contains a second variational principle (the reaction forces sis_isi​ minimize the stored energy subject to equilibrium, p. 128). It also explains the linear-programming formulation of Lecture 1.

The results are classical and proved in the book; none of them is machine-checked. A formalization adds checked statements of the variational principle for positive semidefinite quadratic forms, the conic theorem of the alternative for almost solvability, and a first instance of conic quadratic representability on the platform, with the 0/00/00/0 convention made explicit.

Difficulty

The compliance is defined through solvability of a singular linear system, so neither convexity nor any representation is visible from the definition. The equivalence in the goal must handle trusses with missing bars (ti=0t_i = 0ti​=0), where A(t)A(t)A(t) is singular and the convention a/0=+∞a/0 = +\inftya/0=+∞ matters, and loads outside the range of A(t)A(t)A(t), where the compliance is infinite. The book's route goes through a conic theorem of the alternative, which in the conic case characterizes only almost solvability, not solvability; passing from the strict epigraph to the non-strict one in the goal requires a separate attainment argument. A step-by-step translation must keep track of the perturbations of the right-hand side.

Formalization scope

Vectors are functions on finite index types (Fin m → ℝ, Fin n → ℝ, Fin (k i) → ℝ); the stacked inequality of (3.4.49) is indexed by the pairs (i,j)(i, j)(i,j), j<kij < k_ij<ki​, followed by two extra coordinates, the last of which is the distinguished coordinate of Lk\mathbf L^kLk. The compliance takes values in EReal: ⊤ exactly when A(t)v=fA(t)v = fA(t)v=f is unsolvable, and otherwise the real number 12fTv\tfrac12 f^Tv21​fTv; it only ever appears in comparisons with a real τ\tauτ. The convention 0/0=00/0 = 00/0=0, a/0=+∞a/0 = +\inftya/0=+∞ is encoded by requiring si=0s_i = 0si​=0 whenever ti=0t_i = 0ti​=0 together with Lean's real division; Lean's x/0=0x/0 = 0x/0=0 alone would let a missing bar carry any force, and this trivializing reading is ruled out. The CQr conclusion is not "some representation exists" in an unconstrained sense: it is a finite system of Lorentz-cone constraints Aj(x;u)−bj∈LmjA_j(x; u) - b_j \in \mathbf L^{m_j}Aj​(x;u)−bj​∈Lmj​, mj≥2m_j \ge 2mj​≥2, affine in the variables, exactly as on p. 86. Proposition 2.4.2 carries the book's standing assumptions: a pointed closed convex cone with nonempty interior, and Assumption A (full column rank of AAA, p. 53, in force by Remark 2.4.1).

Beyond the paper. One variant is posed: a strengthened Proposition 2.4.2 without Assumption A and on arbitrary finite index sets. Evidence: the systems involved depend on AAA only through its column space, so a basis of that space reduces the general case to the stated one. This is the form actually used on p. 126, where the matrix of (3.4.49) can fail Assumption A (for example t=0t = 0t=0, f=0f = 0f=0), a gap in the printed argument recorded as a finding.

Needed infrastructure: positive semidefinite quadratic forms and their minimization (Mathlib's Matrix.PosSemidef), dual cones and separation in finite dimension, the ice cream cone and its self-duality, and continuity of minimum values of quadratic forms under perturbation. The definitions of the Lorentz cone, CQr sets and functions, and almost solvability are reusable across the series. Proofs of individual milestones are welcome independently; Lemma 3.4.1 and statement (O) are self-contained.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS/SIAM Series on Optimization, SIAM, 2001. https://doi.org/10.1137/1.9780898718829
  • M. P. Bendsøe, O. Sigmund, Topology Optimization: Theory, Methods, and Applications, Springer, 2003. https://doi.org/10.1007/978-3-662-05086-6
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Lectures on Modern Convex Optimization II: The Conic Duality TheoremTextbook

Motivation

Linear, second-order cone and semidefinite programming are three instances of one format: minimize a linear objective subject to the requirement that an affine image of the decision vector lie in a fixed convex cone. Ben-Tal and Nemirovski's Lectures on Modern Convex Optimization (SIAM 2001) builds its whole treatment of modelling and algorithms on this conic programming format, and the first result it needs is a duality theorem for it. That theorem is what certifies optimality of a solution returned by an interior-point solver, what turns a robust or semidefinite reformulation into a tractable problem, and what every later lecture of the book uses when it passes to a dual problem. Conic duality in this form goes back to Nesterov and Nemirovski's monograph on interior-point methods (SIAM 1994); the Lagrangian form of the same phenomenon (Slater's condition) is the textbook version in Boyd and Vandenberghe (Cambridge 2004).

This mission is the second of a series formalizing the book's capstone results, and covers Lecture 2, §2.3–2.4.

Setting

Let K⊂Rm\mathbf K \subset \mathbb R^mK⊂Rm be a good cone: a nonempty set closed under addition and under multiplication by nonnegative reals (a convex cone), pointed (if a∈Ka \in \mathbf Ka∈K and −a∈K-a \in \mathbf K−a∈K then a=0a = 0a=0), closed, and with nonempty interior. Write a≥Kba \ge_{\mathbf K} ba≥K​b for a−b∈Ka - b \in \mathbf Ka−b∈K and a>Kba >_{\mathbf K} ba>K​b for a−b∈int⁡Ka - b \in \operatorname{int}\mathbf Ka−b∈intK. The dual cone is

K∗={λ∈Rm:λTa≥0  for all a∈K}.\mathbf K_* = \{\lambda \in \mathbb R^m : \lambda^T a \ge 0 \ \text{ for all } a \in \mathbf K\}.K∗​={λ∈Rm:λTa≥0  for all a∈K}.

Given an m×nm\times nm×n matrix AAA, b∈Rmb \in \mathbb R^mb∈Rm and c∈Rnc \in \mathbb R^nc∈Rn, the conic problem and its conic dual are

(CP)c∗=min⁡x{cTx∣Ax≥Kb},(D)b∗=max⁡λ{bTλ∣ATλ=c, λ≥K∗0}.\text{(CP)}\quad c^* = \min_x\{c^Tx \mid Ax \ge_{\mathbf K} b\}, \qquad \text{(D)}\quad b^* = \max_\lambda\{b^T\lambda \mid A^T\lambda = c,\ \lambda \ge_{\mathbf K_*} 0\}.(CP)c∗=xmin​{cTx∣Ax≥K​b},(D)b∗=λmax​{bTλ∣ATλ=c, λ≥K∗​​0}.

A point xxx is feasible for (CP) if Ax−b∈KAx - b \in \mathbf KAx−b∈K; (CP) is strictly feasible if Ax−b∈int⁡KAx - b \in \operatorname{int}\mathbf KAx−b∈intK for some xxx; it is bounded below if cTxc^TxcTx is bounded below on the feasible set (an infeasible problem counts as bounded below); it is solvable if some feasible xxx attains the infimum c∗c^*c∗. The same notions for (D) use ATλ=cA^T\lambda = cATλ=c, λ∈K∗\lambda \in \mathbf K_*λ∈K∗​, λ∈int⁡K∗\lambda \in \operatorname{int}\mathbf K_*λ∈intK∗​, and upper bounds. Throughout the book (from p. 53 on) Assumption A is in force: the columns of AAA are linearly independent.

Formalization targets

Goal: the conic duality theorem (Theorem 2.4.1, pp. 57–58)

Under the standing assumptions:

  1. (weak duality) cTx−bTλ≥0c^Tx - b^T\lambda \ge 0cTx−bTλ≥0 for every primal-dual feasible pair (x,λ)(x, \lambda)(x,λ);
  2. (3.a) if (CP) is bounded below and strictly feasible, then (D) is solvable and c∗=b∗c^* = b^*c∗=b∗;
  3. (3.b) if (D) is bounded above and strictly feasible, then (CP) is solvable and c∗=b∗c^* = b^*c∗=b∗;
  4. (4) if one of the problems is bounded and strictly feasible, a primal-dual feasible pair is optimal if and only if
bTλ=cTxand if and only ifλT(Ax−b)=0.b^T\lambda = c^Tx \qquad\text{and if and only if}\qquad \lambda^T(Ax - b) = 0.bTλ=cTxand if and only ifλT(Ax−b)=0.

Item 1 of the printed theorem (the dual of the dual is equivalent to the primal) is an informal equivalence of problems and is not part of the target.

Milestones

  • Theorem 2.3.1 (p. 52): K∗\mathbf K_*K∗​ is a closed convex cone; it is pointed if int⁡K≠∅\operatorname{int}K \ne \emptysetintK=∅; int⁡K∗≠∅\operatorname{int}K_* \ne \emptysetintK∗​=∅ if KKK is a closed convex pointed cone; and (K∗)∗=K(K_*)_* = K(K∗​)∗​=K for a closed convex cone KKK.
  • Proposition 2.3.1 (p. 52): the optimal value of (D) is a lower bound on that of (CP).
  • Theorem 2.4.2 (p. 58): two nonempty disjoint convex sets in Rm\mathbb R^mRm are separated by a nonzero linear functional.
  • Proposition 2.4.1 (p. 59): cTx−bTλ=(Ax−b)Tλc^Tx - b^T\lambda = (Ax - b)^T\lambdacTx−bTλ=(Ax−b)Tλ for every primal-dual feasible pair.
  • Corollary 2.4.1 (p. 60): if both problems are strictly feasible, both are solvable with equal optimal values, and zero gap and complementary slackness each characterize optimal pairs.
  • Proposition 2.4.2 (pp. 61–62): λ≥K∗0\lambda \ge_{\mathbf K_*} 0λ≥K∗​​0, ATλ=0A^T\lambda = 0ATλ=0, λTb>0\lambda^Tb > 0λTb>0 is solvable exactly when Ax−b≥K0Ax - b \ge_{\mathbf K} 0Ax−b≥K​0 is not almost solvable (not solvable for every arbitrarily small perturbation of bbb in ∥⋅∥2\|\cdot\|_2∥⋅∥2​).
  • Proposition 2.4.3 (p. 63): cTx≥dc^Tx \ge dcTx≥d follows from a strictly feasible Ax≥KbAx \ge_{\mathbf K} bAx≥K​b if and only if it is an admissible aggregation ATλ=cA^T\lambda = cATλ=c, λTb≥d\lambda^Tb \ge dλTb≥d, λ≥K∗0\lambda \ge_{\mathbf K_*} 0λ≥K∗​​0.

Beyond the book

One strengthened variant is posed beside the goal: items 2 and 3.a of Theorem 2.4.1 for every matrix AAA, without Assumption A (finding F3: the printed proof of 3.a never uses the rank of AAA). The faithful theorem remains the goal.

Significance

The theorem gives, for any of the cones used in practice (nonnegative orthant, Lorentz cones, positive semidefinite matrices and their products), the existence of a dual certificate of optimality and the absence of a duality gap under strict feasibility. The rest of the book uses it constantly: the conic-quadratic and semidefinite representations of Lectures 3–4, the S-lemma, the analysis of semidefinite relaxations and the primal-dual path-following method of Lecture 6 all pass to a dual problem through it. Propositions 2.4.2 and 2.4.3 are the conic analogues of the theorem on alternatives and the inhomogeneous Farkas lemma.

The result is classical and fully proved in the book. Related statements are machine-checked on the platform in other forms: a Lagrangian strong duality under a generalized Slater condition (ConvexOptimization.conic_slater_strong_duality), duality for equality-form conic quadratic programs (ConicQuadIPM.Homogeneous.*), and the bipolar theorem for proper cones. None of them is the pair (CP)/(D) of this book with attainment in both directions and the optimality conditions of item 4. The mission produces the book's statement and its supporting results as a coherent, reusable layer for the rest of the series.

Difficulty

Weak duality and the gap identity are one-line computations. The content lies in items 3.a and 3.b. The obvious attempt—copying the LP proof via Farkas' lemma—fails because the image of a nonpolyhedral cone under a linear map need not be closed, so a limit of dual certificates need not be a certificate. The book's Example 2.4.1 is strictly feasible and bounded below with optimal value 000 but no optimal solution, and Example 2.4.2 is solvable with an infeasible dual: any argument that does not use strict feasibility essentially is wrong. Separation is needed in finite dimension for convex sets that are neither open nor closed, which is not the form in which Mathlib states it, and item 3.b, which the book obtains from 3.a by symmetry, depends on the dual-cone facts of Theorem 2.3.1, including (K∗)∗=K(\mathbf K_*)_* = \mathbf K(K∗​)∗​=K and int⁡K∗≠∅\operatorname{int}\mathbf K_* \ne \emptysetintK∗​=∅.

Formalization scope

Vectors are Fin m → ℝ, matrices Matrix (Fin m) (Fin n) ℝ, inner products ⬝ᵥ; the topology is the product (Euclidean) topology. The cone properties, the dual cone, feasibility, strict feasibility, boundedness, optimal solutions and optimal values are explicit predicates in one definition file, ModernConvex.ConicDuality.ConicProblem. Optimal values are never a real-valued sInf/sSup: "vvv is the optimal value" is IsGLB/IsLUB of the set of feasible objective values, which no real satisfies for an infeasible or unbounded problem, and "c∗=b∗c^* = b^*c∗=b∗" is stated through an optimal solution whose value is the other problem's infimum or supremum. A formalization that dropped strict feasibility, or that expressed the optimal values as sInf/sSup with their junk value 000, would make the conic duality theorem either false or trivially true; the targets rule this out by stating attainment and value equality as explicit predicates. Assumption A is Function.Injective A.mulVec, an explicit hypothesis wherever the book has it in force, including Propositions 2.4.2–2.4.3 per the book's Remark 2.4.1.

Needed infrastructure: finite-dimensional separation of convex sets (Mathlib has geometric_hahn_banach_open and relatives for open sets; the nonopen finite-dimensional case goes through relative interiors), dual-cone facts (Mathlib's innerDualCone lives on inner-product spaces, while this mission works on Fin m → ℝ with the dot product), and closedness arguments for cones. The definitions and Theorem 2.3.1 are reusable by the later missions of this series. Proofs of individual milestones, and proofs or refutations of the variant, are welcome.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS/SIAM Series on Optimization, SIAM, 2001. https://doi.org/10.1137/1.9780898718829
  • Yu. Nesterov, A. Nemirovskii, Interior-Point Polynomial Algorithms in Convex Programming, SIAM Studies in Applied Mathematics, SIAM, 1994. https://doi.org/10.1137/1.9781611970791
  • S. Boyd, L. Vandenberghe, Convex Optimization, Cambridge University Press, 2004. https://web.stanford.edu/~boyd/cvxbook/
  • R. T. Rockafellar, Convex Analysis, Princeton University Press, 1970. https://doi.org/10.1515/9781400873173
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Lectures on Modern Convex Optimization III: The Convex Hull of Conic Quadratic Representable SetsTextbook

Motivation

Conic quadratic programs (second-order cone programs) minimize a linear objective subject to finitely many constraints of the form ∥Dx−d∥2≤pTx−q\|Dx - d\|_2 \le p^Tx - q∥Dx−d∥2​≤pTx−q. They are solved by interior-point methods in polynomial time, and a large share of convex models in engineering, statistics and robust optimization can be rewritten in this form. Whether a given convex problem can be so rewritten is a question about its feasible set and objective: can they be described by conic quadratic inequalities, possibly after adding auxiliary variables? Ben-Tal and Nemirovski answer this question in Lecture 3 of Lectures on Modern Convex Optimization (SIAM, 2001, doi:10.1137/1.9780898718829) with a calculus of conic quadratic representability: a list of elementary representable sets and functions together with operations that preserve representability, each operation producing an explicit representation from given ones. The same calculus underlies modelling tools such as CVX and YALMIP.

The more advanced operations in §3.3 — conic hulls, projective transformations, polars, Legendre transformations, convex hulls of unions and recessive cones — are only nearly representability-preserving: each holds exactly under a closedness or strict feasibility condition, and otherwise produces a set sandwiched between the target and its closure. The rule for convex hulls of unions is credited in the book to Nesterov.

Setting

For m≥2m \ge 2m≥2 the ice cream cone (Lorentz cone) is Lm={x∈Rm∣xm≥x12+⋯+xm−12}L^m = \{x \in \mathbb R^m \mid x_m \ge \sqrt{x_1^2 + \cdots + x_{m-1}^2}\}Lm={x∈Rm∣xm​≥x12​+⋯+xm−12​​}. Let K=Lm1×⋯×LmN\mathbf K = L^{m_1} \times \cdots \times L^{m_N}K=Lm1​×⋯×LmN​ be a direct product of ice cream cones, and write y≥K0y \ge_{\mathbf K} 0y≥K​0 for y∈Ky \in \mathbf Ky∈K and y>K0y >_{\mathbf K} 0y>K​0 for y∈int⁡Ky \in \operatorname{int}\mathbf Ky∈intK.

A set X⊂RnX \subset \mathbb R^nX⊂Rn is CQr (conic quadratic representable) if there are such a K\mathbf KK, a number ppp of additional variables and data A,B,bA, B, bA,B,b with

X={x∈Rn∣∃u∈Rp:Ax+Bu+b≥K0};X = \{x \in \mathbb R^n \mid \exists u \in \mathbb R^p : Ax + Bu + b \ge_{\mathbf K} 0\};X={x∈Rn∣∃u∈Rp:Ax+Bu+b≥K​0};

the system is a conic quadratic representation (CQR) of XXX. No rank condition is imposed on it. A function f:Rn→R∪{+∞}f : \mathbb R^n \to \mathbb R \cup \{+\infty\}f:Rn→R∪{+∞} is CQr when its epigraph Epi⁡{f}={(x,t)∣f(x)≤t}\operatorname{Epi}\{f\} = \{(x,t) \mid f(x) \le t\}Epi{f}={(x,t)∣f(x)≤t} is.

For X⊂RnX \subset \mathbb R^nX⊂Rn the mission uses the convex hull Conv⁡(X)\operatorname{Conv}(X)Conv(X) and its closure; the conic hull X+={(x,t):t>0, t−1x∈X}∪{0}⊂Rn+1X^+ = \{(x,t) : t > 0,\ t^{-1}x \in X\} \cup \{0\} \subset \mathbb R^{n+1}X+={(x,t):t>0, t−1x∈X}∪{0}⊂Rn+1 and its closure X^+\widehat X^+X+; the polar X∗={y∣yTx≤1 ∀x∈X}X_* = \{y \mid y^Tx \le 1\ \forall x \in X\}X∗​={y∣yTx≤1 ∀x∈X}; and the recessive cone Rec⁡(X)={h∣x+th∈X ∀x∈X,t≥0}\operatorname{Rec}(X) = \{h \mid x + th \in X\ \forall x \in X, t \ge 0\}Rec(X)={h∣x+th∈X ∀x∈X,t≥0}. For fff as above it uses the Legendre transformation f∗(y)=sup⁡x[yTx−f(x)]f_*(y) = \sup_x [y^Tx - f(x)]f∗​(y)=supx​[yTx−f(x)] and the projective transformation f^+\widehat f^+f​+, whose epigraph is the closure of {(x,t,s)∣s>0, s−1(x,t)∈Epi⁡{f}}\{(x,t,s) \mid s > 0,\ s^{-1}(x,t) \in \operatorname{Epi}\{f\}\}{(x,t,s)∣s>0, s−1(x,t)∈Epi{f}}.

Formalization targets

Goal: Proposition 3.3.5 (pp. 99–100)

Let X1,…,Xk⊂RnX_1, \dots, X_k \subset \mathbb R^nX1​,…,Xk​⊂Rn be nonempty convex CQr sets, Xi={x∣∃ui:Aix+Biui+bi≥Ki0}X_i = \{x \mid \exists u_i : A_ix + B_iu_i + b_i \ge_{\mathbf K_i} 0\}Xi​={x∣∃ui​:Ai​x+Bi​ui​+bi​≥Ki​​0}, and let

Y={x  ∣  ∃ξi,ti,ηi: Aiξi+Biηi+tibi≥Ki0, ti≥0 (i=1,…,k), ∑iξi=x, ∑iti=1}.Y = \Bigl\{x \;\Bigm|\; \exists \xi^i, t_i, \eta^i :\ A_i\xi^i + B_i\eta^i + t_ib_i \ge_{\mathbf K_i} 0,\ t_i \ge 0\ (i = 1,\dots,k),\ \textstyle\sum_i \xi^i = x,\ \sum_i t_i = 1\Bigr\}.Y={x​∃ξi,ti​,ηi: Ai​ξi+Bi​ηi+ti​bi​≥Ki​​0, ti​≥0 (i=1,…,k), ∑i​ξi=x, ∑i​ti​=1}.

Then

Conv⁡(⋃i=1kXi)⊂Y⊂cl⁡Conv⁡(⋃i=1kXi),\operatorname{Conv}\Bigl(\bigcup_{i=1}^k X_i\Bigr) \subset Y \subset \operatorname{cl}\operatorname{Conv}\Bigl(\bigcup_{i=1}^k X_i\Bigr),Conv(i=1⋃k​Xi​)⊂Y⊂clConv(i=1⋃k​Xi​),

and if (i) all XiX_iXi​ are closed and bounded, or (ii) Xi=Zi+WX_i = Z_i + WXi​=Zi​+W with ZiZ_iZi​ closed and bounded and WWW convex and closed, all three sets are equal and CQr.

Milestones

  1. Lemma 3.3.1 (p. 95): if Qv∈KQv \in \mathbf KQv∈K only when Qv=0Qv = 0Qv=0, then ∥Qv∥2≤C(1+∥Py+r∥2)\|Qv\|_2 \le C(1 + \|Py + r\|_2)∥Qv∥2​≤C(1+∥Py+r∥2​) on the solution set of Py+Qv+r≥K0Py + Qv + r \ge_{\mathbf K} 0Py+Qv+r≥K​0, and the projection {y∣∃v:Py+Qv+r≥K0}\{y \mid \exists v : Py + Qv + r \ge_{\mathbf K} 0\}{y∣∃v:Py+Qv+r≥K​0} is closed.
  2. Proposition 3.3.1 (p. 94): for nonempty CQr XXX, X+⊂X~+⊂X^+X^+ \subset \widetilde X^+ \subset \widehat X^+X+⊂X+⊂X+ with X~+={(x,t)∣t≥0,∃u:Ax+Bu+tb≥K0}\widetilde X^+ = \{(x,t) \mid t \ge 0, \exists u : Ax + Bu + tb \ge_{\mathbf K} 0\}X+={(x,t)∣t≥0,∃u:Ax+Bu+tb≥K​0}, with equality X~+=X^+\widetilde X^+ = \widehat X^+X+=X+ when Bu∈KBu \in \mathbf KBu∈K forces Bu=0Bu = 0Bu=0.
  3. Proposition 3.3.2 (p. 96): Epi⁡{f^+}={(x,t,s)∣s≥0,∃u:Ax+tp+Bu+sb≥K0}\operatorname{Epi}\{\widehat f^+\} = \{(x,t,s) \mid s \ge 0, \exists u : Ax + tp + Bu + sb \ge_{\mathbf K} 0\}Epi{f​+}={(x,t,s)∣s≥0,∃u:Ax+tp+Bu+sb≥K​0}.
  4. Proposition 3.3.3 (p. 97): under strict feasibility, X∗={y∣∃ξ:ATξ+y=0,BTξ=0,bTξ≤1,ξ≥K0}X_* = \{y \mid \exists \xi : A^T\xi + y = 0, B^T\xi = 0, b^T\xi \le 1, \xi \ge_{\mathbf K} 0\}X∗​={y∣∃ξ:ATξ+y=0,BTξ=0,bTξ≤1,ξ≥K​0}.
  5. Proposition 3.3.4 (p. 98): under strict feasibility, Epi⁡{f∗}={(y,s)∣∃ξ:ATξ=−y,BTξ=0,pTξ=1,s≥bTξ,ξ≥K0}\operatorname{Epi}\{f_*\} = \{(y,s) \mid \exists \xi : A^T\xi = -y, B^T\xi = 0, p^T\xi = 1, s \ge b^T\xi, \xi \ge_{\mathbf K} 0\}Epi{f∗​}={(y,s)∣∃ξ:ATξ=−y,BTξ=0,pTξ=1,s≥bTξ,ξ≥K​0}.
  6. Proposition 3.3.6 (p. 102): if Bu∈KBu \in \mathbf KBu∈K forces Bu=0Bu = 0Bu=0, then XXX is closed and Rec⁡(X)={h∣∃v:Ah+Bv≥K0}\operatorname{Rec}(X) = \{h \mid \exists v : Ah + Bv \ge_{\mathbf K} 0\}Rec(X)={h∣∃v:Ah+Bv≥K​0}.

Significance

The goal shows that a disjunction of conic quadratic constraints — "xxx lies in one of X1,…,XkX_1, \dots, X_kX1​,…,Xk​" — can be convexified exactly, under a compactness-type condition, by a conic quadratic system whose size is the sum of the sizes of the given representations. This is the conic quadratic analogue of Balas's disjunctive programming formulation for polyhedra and is the basis of perspective reformulations in mixed-integer conic optimization. The milestones are the other closure rules of the calculus: they let a modeller pass to conic hulls, perspectives, polars, conjugates and recession cones without leaving the conic quadratic class, always with an explicit representation.

These results are classical and proved in the book; none of them is formalized on the platform, and there is no formal library of conic quadratic representability. The mission produces that library's core definitions and its main closure theorems as machine-checked statements. Propositions 3.3.3 and 3.3.4 depend on conic duality, which a companion mission of this series (II: The Conic Duality Theorem) states.

Difficulty

The inclusions are not symmetric in difficulty. Conv⁡(⋃Xi)⊂Y\operatorname{Conv}(\bigcup X_i) \subset YConv(⋃Xi​)⊂Y is a direct substitution, but YYY contains points with some ti=0t_i = 0ti​=0, where the block inequality Aiξi+Biηi≥Ki0A_i\xi^i + B_i\eta^i \ge_{\mathbf K_i} 0Ai​ξi+Bi​ηi≥Ki​​0 no longer certifies membership in any XiX_iXi​; such points are only limits of convex combinations, and showing they lie in the closure requires the nonemptiness of every XiX_iXi​. The equality under (i) or (ii) is a closedness statement for a convex hull, which fails in general (two closed convex sets can have a non-closed convex hull of their union), so the compactness of the ZiZ_iZi​ must be used. Closedness of projections (Lemma 3.3.1) is the analogous obstacle in the milestones: the projection of a closed convex set is not closed in general.

Formalization scope

Vectors are Fin n → ℝ; the Euclidean norm is written out (eucNorm) because Mathlib's norm on this type is the sup norm. A product of ice cream cones is a structure IceCreamProduct with NNN factors of dimensions mj=dj+1≥2m_j = d_j + 1 \ge 2mj​=dj​+1≥2, its vectors indexed by (block, coordinate) pairs, the last coordinate of each block being the dominant one. cqrSet K A B b is the represented set and IsCQr X says XXX equals some cqrSet; the existential is over the fixed shape (finitely many Lorentz factors and an affine map), so an arbitrary set is not CQr by fiat. Pairs (x,t)(x,t)(x,t) of the conic hull are vectors of Fin (n+1) → ℝ with last coordinate ttt. Functions into R∪{+∞}\mathbb R \cup \{+\infty\}R∪{+∞} are EReal-valued and assumed never −∞-\infty−∞; the Legendre transformation is an EReal supremum, in which points with f(x)=+∞f(x) = +\inftyf(x)=+∞ contribute −∞-\infty−∞. Conv is convexHull ℝ, and closures are topological closures. Every "is CQr" conclusion is stated together with the book's explicit representation as an equality or sandwich of sets; stating "is CQr" alone would be a weaker theorem.

Beyond the paper. Proposition 3.3.2 as printed omits Epi⁡{f}≠∅\operatorname{Epi}\{f\} \neq \emptysetEpi{f}=∅ and is false for f≡+∞f \equiv +\inftyf≡+∞ (the right-hand side contains (0,0,0)(0,0,0)(0,0,0) while the left-hand side is empty; a Lean refutation of the formal statement was built during drafting). The faithful statement is kept as a milestone, and a corrected variant adds the missing hypothesis.

Reusable beyond this mission: the definitions of ice cream products, CQr sets, conic hull, polar, recessive cone and projective/Legendre transformations, and Lemma 3.3.1 as a closedness criterion. Contributions toward a general "closed projection" lemma and conic duality for products of Lorentz cones are welcome.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS/SIAM Series on Optimization, SIAM, 2001, §3.3, pp. 86–103. doi:10.1137/1.9780898718829
  • Yu. Nesterov, A. Nemirovski, Interior-Point Polynomial Algorithms in Convex Programming, SIAM Studies in Applied Mathematics, 1994. doi:10.1137/1.9781611970791
  • M. S. Lobo, L. Vandenberghe, S. Boyd, H. Lebret, Applications of second-order cone programming, Linear Algebra and its Applications 284 (1998), 193–228. doi:10.1016/S0024-3795(98)10032-0
  • E. Balas, Disjunctive programming: properties of the convex hull of feasible points, Discrete Applied Mathematics 89 (1998), 3–44. doi:10.1016/S0166-218X(98)00136-X
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Convex OptimizationLinear OptimizationOperations Research+1·Captain: Shuze Chen

Lectures on Modern Convex Optimization I: The Linear Programming Duality TheoremTextbook

Why linear programming duality

Every linear program comes with a second linear program, its dual, whose feasible points certify lower bounds on the first program's optimal value. The duality theorem says that these certificates are complete: the best bound equals the optimal value whenever either is finite. It is the reason an LP solver can return a proof of optimality alongside a solution, the basis of sensitivity analysis and of primal–dual algorithms, and the template for every duality theory in convex optimization.

This mission opens a series formalizing A. Ben-Tal and A. Nemirovski, Lectures on Modern Convex Optimization (SIAM 2001, doi:10.1137/1.9780898718829). Lecture 1 develops LP duality from a theorem on the alternative for mixed strict and non-strict linear inequalities, and proves that theorem from the homogeneous Farkas lemma by way of the theorems of Helly and Radon. Lecture 2 reruns the same argument for conic programs, so the statements here are the ones later missions of the series generalize.

Setting

Let A∈Rm×nA \in \mathbb R^{m\times n}A∈Rm×n have rows a1T,…,amTa_1^T, \dots, a_m^Ta1T​,…,amT​, and let b∈Rmb \in \mathbb R^mb∈Rm, c∈Rnc \in \mathbb R^nc∈Rn. Vector inequalities are componentwise. The LP program and its dual are

(LP)min⁡x{cTx∣Ax≥b},(LP∗)max⁡y{bTy∣ATy=c, y≥0}.\text{(LP)}\quad \min_x\{c^Tx \mid Ax \ge b\}, \qquad \text{(LP}^*)\quad \max_y\{b^Ty \mid A^Ty = c,\ y \ge 0\}.(LP)xmin​{cTx∣Ax≥b},(LP∗)ymax​{bTy∣ATy=c, y≥0}.

A point xxx with Ax≥bAx \ge bAx≥b is feasible, and (LP) is feasible if such a point exists. (LP) is bounded below if cTxc^TxcTx is bounded below on the feasible set. It is solvable if some feasible point minimizes cTxc^TxcTx. A real aaa is a lower bound on the optimal value c∗c^*c∗ if cTx≥ac^Tx \ge acTx≥a for every feasible xxx. The optimal value is c∗=inf⁡{cTx:Ax≥b}c^* = \inf\{c^Tx : Ax \ge b\}c∗=inf{cTx:Ax≥b}, which is +∞+\infty+∞ for an infeasible and −∞-\infty−∞ for an unbounded program. The same notions apply to the dual with "bounded above" and "maximizes". No rank condition is imposed on AAA.

The system on the alternative is

(S):aiTx>bi (i≤ms),aiTx≥bi (ms<i≤m),(\mathcal S):\quad a_i^Tx > b_i\ (i \le m_s),\qquad a_i^Tx \ge b_i\ (m_s < i \le m),(S):aiT​x>bi​ (i≤ms​),aiT​x≥bi​ (ms​<i≤m),

and its two certificate systems in λ∈Rm\lambda \in \mathbb R^mλ∈Rm are

TI: λ≥0, ∑iλiai=0, ∑iλibi≥0, ∑i≤msλi>0;TII: λ≥0, ∑iλiai=0, ∑iλibi>0.\mathcal T_{\rm I}:\ \lambda \ge 0,\ \textstyle\sum_i\lambda_ia_i = 0,\ \sum_i\lambda_ib_i \ge 0,\ \sum_{i\le m_s}\lambda_i > 0;\qquad \mathcal T_{\rm II}:\ \lambda \ge 0,\ \sum_i\lambda_ia_i = 0,\ \sum_i\lambda_ib_i > 0.TI​: λ≥0, ∑i​λi​ai​=0, ∑i​λi​bi​≥0, ∑i≤ms​​λi​>0;TII​: λ≥0, ∑i​λi​ai​=0, ∑i​λi​bi​>0.

In Lean, vectors are functions Fin n → ℝ, cTxc^TxcTx is c ⬝ᵥ x, and the definitions live in ModernConvex.LPDuality.LinearProgram and ModernConvex.LPDuality.AlternativeSystems.

Formalization targets

Goal: Theorem 1.3.2, the duality theorem in linear programming (p. 18)

  1. The duality is symmetric. Write (LP∗^*∗) as min⁡{−bTy∣A′y≥b′}\min\{-b^Ty \mid A'y \ge b'\}min{−bTy∣A′y≥b′} with A′=[Im;AT;−AT]A' = [I_m; A^T; -A^T]A′=[Im​;AT;−AT] and b′=(0;c;−c)b' = (0; c; -c)b′=(0;c;−c). The dual of this program, in w=(ξ,η,ζ)w = (\xi, \eta, \zeta)w=(ξ,η,ζ), is mapped onto (LP) by x=ζ−ηx = \zeta - \etax=ζ−η, with objective b′Tw=−cTxb'^Tw = -c^Txb′Tw=−cTx.
  2. Weak duality. bTy≤cTxb^Ty \le c^TxbTy≤cTx for every primal feasible xxx and dual feasible yyy.
  3. Strong duality. The following are equivalent: (i) the primal is feasible and bounded below; (ii) the dual is feasible and bounded above; (iii) the primal is solvable; (iv) the dual is solvable; (v) both are feasible. When they hold, there is a real vvv with
v=inf⁡{cTx∣Ax≥b}=sup⁡{bTy∣ATy=c, y≥0}.v = \inf\{c^Tx \mid Ax \ge b\} = \sup\{b^Ty \mid A^Ty = c,\ y \ge 0\}.v=inf{cTx∣Ax≥b}=sup{bTy∣ATy=c, y≥0}.

Milestones, in the book's order of proof

  • Theorem 1.4.3 (Radon, p. 38): any m≥n+2m \ge n+2m≥n+2 points of Rn\mathbb R^nRn split into two nonempty parts whose convex hulls meet.
  • Theorem 1.4.2 (Helly, p. 37): if every k≤n+1k \le n+1k≤n+1 of finitely many convex sets in Rn\mathbb R^nRn have a common point, then all of them do.
  • Lemma 1.4.1 (homogeneous Farkas lemma, p. 34): the system aTx<0, aiTx≥0a^Tx < 0,\ a_i^Tx \ge 0aTx<0, aiT​x≥0 is infeasible if and only if a=∑iλiaia = \sum_i\lambda_ia_ia=∑i​λi​ai​ for some λ≥0\lambda \ge 0λ≥0.
  • Proposition 1.3.1 (pp. 13–14): if TI\mathcal T_{\rm I}TI​ or TII\mathcal T_{\rm II}TII​ is solvable, then (S)(\mathcal S)(S) is infeasible.
  • Theorem 1.3.1 (general theorem on the alternative, p. 14): (S)(\mathcal S)(S) is infeasible if and only if TI\mathcal T_{\rm I}TI​ or TII\mathcal T_{\rm II}TII​ is solvable.
  • Proposition 1.3.2 (p. 17): the solutions (y,a)(y, a)(y,a) of y≥0y \ge 0y≥0, ATy=cA^Ty = cATy=c, bTy≥ab^Ty \ge abTy≥a give exactly the lower bounds aaa on the optimal value of a feasible (LP).
  • Proposition 1.3.3 (p. 17): bTyb^TybTy is a lower bound on c∗c^*c∗ for every dual feasible yyy, and when (LP) is feasible, every a≤c∗a \le c^*a≤c∗ is dominated by some bTyb^TybTy.
  • Theorem 1.4.1 (Bernshtein, p. 31): ∥f′∥∞≤k∥f∥∞\|f'\|_\infty \le k\|f\|_\infty∥f′∥∞​≤k∥f∥∞​ on [0,2π][0, 2\pi][0,2π] for every trigonometric polynomial fff of degree ≤k\le k≤k. This milestone is off the duality path. The book uses it to bound the grid size when uniform approximation is discretized.

Significance

LP duality underlies most of the book's later material. The conic duality theorem of Lecture 2 has the same statement with the nonnegative orthant replaced by a cone. Robust counterparts, the S-lemma and the semidefinite relaxations of Lecture 4 are all proved by dualizing an inner problem. A machine-checked version in exactly this form, with explicit predicates for "bounded" and "solvable", is the base that later missions of the series can cite.

The results here are classical and proved. The platform already has proved LP duality theorems, in other standard forms: LinearOptimization.lp_strong_duality (general form with equalities), MatousekLP.Duality.duality_theorem (max/≤\le≤ form, four-case statement) and VanderbeiLP.StrictComp.strong_duality. It has Farkas lemmas in several forms (LinearOptimization.farkas_cone_corollary, which is one direction of Lemma 1.4.1, and MatousekLP.Duality.farkas_geometric). It also has Helly and Radon in Mathlib's form (FamousTheorems.helly_theorem, which assumes at least dim⁡+1\dim + 1dim+1 sets and subfamilies of size exactly dim⁡+1\dim + 1dim+1; FamousTheorems.radon_theorem, which assumes affine dependence). The open MangasarianFJ.GenFJ.motzkin_transposition is a related alternative theorem. None of them states the book's inequality-form pair (LP)/(LP∗^*∗), the five-way equivalence, or the mixed strict/non-strict theorem on the alternative. These are the remaining work. Several of them should follow quickly from the existing items, and solvers are encouraged to reuse them.

Difficulty

The obstacle is the existence of certificates of infeasibility. Proposition 1.3.1 is a one-line computation, but its converse, Theorem 1.3.1, is not: the existence of a certificate is a global statement about the system that no local computation produces. The mixed system needs care: when ms=0m_s = 0ms​=0 only TII\mathcal T_{\rm II}TII​ can certify, and the homogenization that reduces Theorem 1.3.1 to the Farkas lemma has to keep strict and non-strict rows apart. In the duality theorem, the step from "feasible and bounded below" to "solvable" is where attainment must be shown. It is true for LPs and false for general convex programs (min⁡{1/x∣x≥1}\min\{1/x \mid x \ge 1\}min{1/x∣x≥1}), so a proof cannot avoid the linear structure.

The book's own proof of item 1 has a sign slip. The displayed dual of the rewritten (LP∗^*∗) has the constraint ξ−Aη+Aζ=−b\xi - A\eta + A\zeta = -bξ−Aη+Aζ=−b with x=η−ζx = \eta - \zetax=η−ζ, which describes max⁡{cTx∣Ax≥b}\max\{c^Tx \mid Ax \ge b\}max{cTx∣Ax≥b} rather than a program equivalent to (LP). The formal statement uses the correct computation, ξ+Aη−Aζ=−b\xi + A\eta - A\zeta = -bξ+Aη−Aζ=−b with x=ζ−ηx = \zeta - \etax=ζ−η.

Formalization scope

Vectors are Fin n → ℝ. Indices are 0-based, so the strict rows of (S)(\mathcal S)(S) are i < ms, and ms ≤ m is a hypothesis. Optimal values are never written as sInf/sSup, whose junk value 000 on empty or unbounded sets would make the equal-values clause trivially true. A lower bound is the predicate ∀x, Ax≥b⇒a≤cTx\forall x,\ Ax \ge b \Rightarrow a \le c^Tx∀x, Ax≥b⇒a≤cTx. "vvv is the optimal value" is IsGLB/IsLUB of the set of objective values, which no real satisfies for an infeasible or unbounded program. Item 1 of the goal is not formalized as True. It states the explicit feasible-set correspondence that "equivalent" means in the book's proof. The five properties are a List.TFAE.

In Bernstein's theorem the sup-norm inequality is stated as "every bound MMM on ∣f∣|f|∣f∣ over [0,2π][0, 2\pi][0,2π] gives the bound kMkMkM on ∣f′∣|f'|∣f′∣". Coefficients are complex, which covers the real case.

The book prints the trigonometric polynomial as a0+∑l=1k[a0cos⁡(lt)+b0sin⁡(lt)]a_0 + \sum_{l=1}^k[a_0\cos(lt) + b_0\sin(lt)]a0​+∑l=1k​[a0​cos(lt)+b0​sin(lt)], with the same two coefficients in every term. This is a subscript typo: the theorem is stated for every trigonometric polynomial of degree ≤k\le k≤k, and its own tightness example cos⁡(kt)\cos(kt)cos(kt) is not of the printed form for k≥2k \ge 2k≥2. The formal statement uses general coefficients al,bla_l, b_lal​,bl​.

A complete development needs only Mathlib's finite-dimensional linear algebra and convexity (convexHull, Convex). The definitions of the LP pair and of the alternative systems are reusable by any later mission that dualizes a linear inner problem.

Selected references

  • A. Ben-Tal, A. Nemirovski, Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications, MPS/SIAM Series on Optimization, SIAM, 2001. doi:10.1137/1.9780898718829
  • J. Farkas, Theorie der einfachen Ungleichungen, J. Reine Angew. Math. 124 (1902), 1–27. doi:10.1515/crll.1902.124.1
  • E. Helly, Über Mengen konvexer Körper mit gemeinschaftlichen Punkten, Jahresber. Dtsch. Math.-Ver. 32 (1923), 175–176. eudml:145659
  • J. Radon, Mengen konvexer Körper, die einen gemeinsamen Punkt enthalten, Math. Ann. 83 (1921), 113–115. doi:10.1007/BF01464231
  • A. Schrijver, Theory of Linear and Integer Programming, Wiley, 1986 (Ch. 7, the theorems on the alternative and LP duality). ISBN 978-0-471-98232-6
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Complexity TheoryTheoretical Computer Science·Captain: marwahaha

Integer multiplication: κ = 1/2^129Open Problem

Motivation

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

Setting

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

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

Target

The full target is

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

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

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

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

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

Significance

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

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

Difficulty

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

Formalization scope

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

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

Selected references

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

Motivation

We investigate whether the use of a noiseless, classical feedback channel will increase the capacity of a quantum discrete memoryless channel to transmit classical information. This problem has been previously analyzed by Bowen and Nagarajan for the case of protocols restricted to product input states. They showed that feedback did not increase the information capacity. In this paper we introduce a quantum analogue of classical causality and prove a capacity theorem (in regularized form) for the transmission of classical information.

This mission is the statement-level formalization of Classical feedback for quantum channels (arXiv:quant-ph/0409207v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

1 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Whole-codeword Markov property of the executed feedback protocol (§2, paragraph continuing PDF p.5, PDF p. 6). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Theorem 2 (announced in Abstract): regularized classical-feedback capacity: An unambiguous corrected operational error, causal execution and capacity regularization (source-ambiguity)
  • Lemma 1: Directed Data Processing Inequality: A source-supported prefix sufficiency condition or a different directed-information object (source-ambiguity)
  • §3 and §5, unnumbered: double-block random-coding error and vanishing-error existence: A physical collective decoder, correct history probabilities and uniformly decaying error parameters (source-ambiguity)
  • §4, unnumbered: recovery of the usual unassisted classical-capacity formula: The exact no-feedback restriction and resulting entropic reduction (source-ambiguity)
  • Lemma 3: disturbance bound for the inserted collective measurements: A specified conditional disturbance theorem with valid postselection control and timing (source-ambiguity)
  • Lemma 4: the two printed typical-projector estimates: Corrected typical-projector conclusions and quantified constants (source-ambiguity)

Selected references

  • Classical feedback for quantum channels, arXiv:quant-ph/0409207v3, https://arxiv.org/abs/quant-ph/0409207v3
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Noncommutative maximal ergodic theoremsResearch Paper

Motivation

This paper is devoted to the study of various maximal ergodic theorems in noncommutative LpL_pLp​-spaces. In particular, we prove the noncommutative analogue of the classical Dunford-Schwartz maximal ergodic inequality for positive contractions on LpL_pLp​ and the analogue of Stein's maximal inequality for symmetric positive contractions. We also obtain the corresponding individual ergodic theorems. We apply these results to a family of natural examples which frequently appear in theory of von Neumann algebras and in quantum probability.

This mission is the statement-level formalization of Noncommutative maximal ergodic theorems (arXiv:math/0505308v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

1 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Operator block matrix norm comparison (Lemma 3.2, 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

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

  • Theorem 0.1: positive Dunford–Schwartz and symmetric-power maximal inequalities: semifinite trace; tracial Lp; compatible Lp extensions; discrete Cesaro average; maximal factorization norm (hard)
  • Theorem 0.2: introductory c0 convergence assertion: Unambiguous corrected full source assertion: Theorem 0.2: introductory c0 convergence assertion (source-ambiguity)
  • Theorem 0.3: free-group Poisson maximal inequality and radial convergence: free group von Neumann algebra; word-length Poisson semigroup; tracial Lp; maximal factorization norm; tracial b.a.u. and a.u. convergence (hard)
  • Lemma 1.1: compatible positive contractive Lp extensions and normality: finite-trace support ideal; tracial Lp; normality; compatible Lp extensions (hard)
  • Proposition 2.1: decomposition, finite truncations, duality and Cauchy–Schwarz: maximal factorization norm; ell1 factorization space; finite truncation; conjugate exponent; trace pairing (hard)
  • Remark 2.2: attained factorization norms, c0 duality, and failure of modulus stability: attained factorization norm; finite factorization ell1^0; ell1 factorization space; c0 factorization space; Banach dual; coordinate modulus (hard)
  • Remark 2.3: trace-compatible subalgebra inclusions: trace-compatible subalgebra inclusion; ell1 factorization space; maximal factorization norm (hard)
  • Remark 2.4: arbitrary-index factorization, duality and Proposition 2.1: arbitrary-index maximal factorization space; arbitrary-index ell1 factorization space; finite-subset truncation; trace pairing (hard)
  • Proposition 2.5: complex interpolation isometries: ell1 factorization space; maximal factorization norm; Calderon complex interpolation space (hard)
  • Theorem 3.1: noncommutative Marcinkiewicz interpolation: positive-cone sum; subadditive operator-valued family; weak-type projection bound; strong-type positive majorant; conjugate interpolation parameter (hard)
  • Lemma 3.3: compressed strong bound from weak type: weak-type projection bound; compressed maximal norm (hard)
  • Lemma 3.4: mixed endpoint norm estimate: positive endpoint intersection; maximal factorization norm (hard)
  • Lemma 3.5: Lorentz Lp,1 estimate: noncommutative Lorentz Lp,q; generalized singular numbers; maximal factorization norm (hard)
  • Remark 3.6: positive-cone real J interpolation isometry: noncommutative Lorentz Lp,q; real J interpolation of cones; real J interpolation of Banach spaces (hard)
  • Lemma 3.8: quantitative J-method inclusion: noncommutative Lorentz Lp,q; real J interpolation of Banach spaces (hard)
  • Lemma 3.9: positive maximal cones interpolate: positive maximal cone; real J interpolation of cones; maximal factorization norm (hard)
  • Theorem 4.1: maximal Cesaro inequality with sharp growth: discrete Cesaro average; maximal factorization norm; optimal universal maximal constant (hard)
  • Corollary 4.3: column maximal Cesaro inequality: column maximal factorization space; discrete Cesaro average; maximal constant family (hard)
  • Corollary 4.4: ordered multiple Cesaro maximal inequalities: ordered multiple Cesaro averages; arbitrary-index maximal factorization space; column maximal factorization space (hard)
  • Theorem 4.5: one- and multiparameter continuous Cesaro maximal inequalities: weak-star continuous semigroup; continuous Cesaro average; ordered multiple continuous averages; arbitrary-index maximal factorization space; column maximal factorization space (hard)
  • Corollary 4.6: subordinated semigroup maximal inequalities: Unambiguous corrected full source assertion: Corollary 4.6: subordinated semigroup maximal inequalities (source-ambiguity)
  • Remark 4.7: continuous weak type (1,1) and subordination assertion: Unambiguous corrected full source assertion: Remark 4.7: continuous weak type (1,1) and subordination assertion (source-ambiguity)
  • Remark 4.7, continuous-average clause: continuous Cesaro average; weak-type projection bound (hard)
  • Theorem 5.1: symmetric discrete-power maximal inequality: symmetric tracial contraction; maximal factorization norm; powers of Lp extension (hard)
  • Theorem 5.2: fractional-average maximal inequality: fractional binomial coefficients; fractional averages; positive L2 operator; maximal factorization norm (hard)
  • Lemma 5.4: fractional averages in the right half-plane: fractional averages; maximal factorization norm (hard)
  • Lemma 5.5: discrete Littlewood–Paley square estimate: falling factorial coefficients; finite differences with zero past; discrete Littlewood-Paley square trace; positive L2 operator (hard)
  • Lemma 5.6: maximal finite-difference estimate: finite differences with zero past; positive L2 operator; maximal factorization norm (hard)
  • Lemma 5.7: scalar matrix action on maximal families: maximal factorization norm; absolutely summable scalar rows (hard)
  • Lemma 5.8: L2 fractional averages on negative half-integer lines: fractional averages; positive L2 operator; maximal factorization norm (hard)
  • Corollary 5.9: column maximal powers: column maximal factorization space; maximal constant family (hard)
  • Corollary 5.10: ordered multiple symmetric-power maximal inequalities: ordered multiple powers; arbitrary-index maximal factorization space; column maximal factorization space (hard)
  • Corollary 5.11: continuous symmetric-semigroup maximal inequalities: weak-star continuous semigroup; ordered multiple semigroup powers; arbitrary-index maximal factorization space; column maximal factorization space (hard)
  • Theorem 6.3: Cesaro errors belong to c0: discrete Cesaro average; mean-ergodic projection; c0 factorization space; column c0 factorization space (hard)
  • Corollary 6.4: individual discrete Cesaro theorem: discrete Cesaro average; mean-ergodic projection; tracial b.a.u. and a.u. convergence (hard)
  • Remark 6.5: a.u. convergence at p=2: discrete Cesaro average; tracial a.u. convergence (hard)
  • Theorem 6.6: ordered multiple individual Cesaro theorem: ordered multiple Cesaro averages; mean-ergodic projection; filter-tail c0 factorization spaces; tracial b.a.u. and a.u. convergence (hard)
  • Theorem 6.7: symmetric nonnegative-power individual theorem: positive L2 operator; powers of Lp extension; c0 factorization space; column c0 factorization space; tracial b.a.u. and a.u. convergence (hard)
  • Unnumbered remark after Theorem 6.7: even and odd power limits: even and odd powers; mean-ergodic projection; tracial b.a.u. convergence (hard)
  • Theorem 6.8: local and global continuous individual theorem: continuous Cesaro average; weak-star continuous semigroup; mean-ergodic projection; filter-tail c0 factorization spaces; tracial b.a.u. and a.u. convergence (hard)
  • Unnumbered remarks after Theorem 6.8: endpoints, multiple versions and subordination: Unambiguous corrected full source assertion: Unnumbered remarks after Theorem 6.8: endpoints, multiple versions and subordination (source-ambiguity)
  • Remark 7.2: independence of Haagerup injection parameter: Haagerup Lp; modular automorphism group; Haagerup density sandwiches; compatible Haagerup Lp extensions; modular analytic elements; maximal factorization norm; ell1 factorization space; column maximal factorization space; c0 factorization space; Calderon complex interpolation space; normal state-preserving conditional expectation (hard)
  • Remark 7.3: fixed points form a subalgebra under state preservation: normal faithful state; fixed point subalgebra; normal state-preserving conditional expectation; mean-ergodic projection (hard)
  • Theorem 7.4: nontracial maximal Cesaro and symmetric-power inequalities: Haagerup Lp; compatible Haagerup Lp extensions; discrete Cesaro average; arbitrary-index maximal factorization space; maximal constant family (hard)
  • Corollary 7.5: nontracial column maximal estimates: Haagerup Lp; compatible Haagerup Lp extensions; column maximal factorization space; maximal constant family (hard)
  • Corollary 7.6: continuous-index Haagerup maximal inequalities: Haagerup Lp; compatible Haagerup Lp extensions; weak-star continuous semigroup; continuous Cesaro average; arbitrary-index maximal factorization space; column maximal factorization space; Haagerup density sandwiches (hard)
  • Section 7.2 semigroup extension assertion: p=infinity contraction endpoint: weak-star continuous semigroup; continuous Cesaro average; bounded-family L-infinity norm; compatible Haagerup Lp extensions (hard)
  • Theorem 7.11: Haagerup c0 convergence of ordered averages and powers: Haagerup Lp; compatible Haagerup Lp extensions; ordered multiple Cesaro averages; ordered multiple powers; mean-ergodic projection; filter-tail c0 factorization spaces; positive L2 operator (hard)
  • Corollary 7.12: Jajte individual ergodic convergence: Haagerup Lp; Haagerup density sandwiches; Jajte bilateral almost-sure convergence; Jajte almost-sure convergence; ordered multiple Cesaro averages; ordered multiple powers; mean-ergodic projection (hard)
  • Unnumbered remarks after Corollary 7.12: semigroup and L1 extensions: Haagerup Lp; continuous Cesaro average; Jajte bilateral almost-sure convergence; Jajte almost-sure convergence; L1 endpoint individual limit (hard)
  • Lemma 7.13: transfer from density-injected c0 to Lance convergence: Unambiguous corrected full source assertion: Lemma 7.13: transfer from density-injected c0 to Lance convergence (source-ambiguity)
  • Corollary 7.14: bounded-input averages and powers convergence: Unambiguous corrected full source assertion: Corollary 7.14: bounded-input averages and powers convergence (source-ambiguity)
  • Corollary 7.14(i): Lance a.u. convergence for bounded-input averages: Lance a.u. and b.a.u. convergence; ordered multiple Cesaro averages; mean-ergodic projection (hard)
  • Unnumbered semigroup analogue after Corollary 7.14: weak-star continuous semigroup; continuous Cesaro average; ordered multiple continuous averages; Jajte bilateral almost-sure convergence; Jajte almost-sure convergence; Lance a.u. and b.a.u. convergence (hard)
  • Section 8.1: modular-action maximal averages and fixed-point centralizer: modular automorphism group; continuous Cesaro average; state centralizer; Haagerup Lp; arbitrary-index maximal factorization space (hard)
  • Section 8.1: asserted modular-action pointwise convergence: Unambiguous corrected full source assertion: Section 8.1: asserted modular-action pointwise convergence (source-ambiguity)
  • Section 8.2: operator-valued Poisson maximal and weak-type estimates: spatial von Neumann tensor product; operator-valued Bochner Lp identification; tensor-extended semigroup; classical Poisson semigroup; weak-type projection bound; classical Ornstein-Uhlenbeck subordination (hard)
  • Section 8.3: Gaussian and Poisson Schur multiplier semigroups: Schatten classes; Schur multiplier semigroup; isonormal Gaussian process; classical Poisson subordination; maximal factorization norm (hard)
  • Section 8.4: Hamiltonian Gaussian and Poisson semigroups: selfadjoint affiliated spectral calculus; Hamiltonian Gaussian conjugation semigroup; unbounded commutator generator; classical Poisson subordination; Schur multiplier semigroup (hard)
  • Section 8.5: free-product semigroups and free Poisson convergence: reduced free product of state algebras; free-product semigroup; centered reduced words; free Poisson semigroup; Haagerup Lp; Lance a.u. and b.a.u. convergence; Jajte bilateral almost-sure convergence; Jajte almost-sure convergence (hard)
  • Section 8.6: group length multipliers and fractional powers: group von Neumann algebra; tree-type length function; group Fourier multiplier semigroup; fractional length multiplier; reduced free product of groups (hard)
  • Section 8.7: q-Ornstein–Uhlenbeck construction and properties: q-Fock space; q-Gaussian algebra; vacuum tracial state; Wick product; second quantization; q-Ornstein-Uhlenbeck semigroup; number operator (hard)

Selected references

  • Noncommutative maximal ergodic theorems, arXiv:math/0505308v2, https://arxiv.org/abs/math/0505308v2
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On the Weyl Representation of Metaplectic OperatorsResearch Paper

Motivation

We study the Weyl representation of metaplectic operators associated to a symplectic matrix having no non-trivial fixed point, and justify a formula suggested in earlier work of Mehlig and Wilkinson. We give precise calculations of the associated Maslov-type indices; these indices intervene in a crucial way in Gutzwiller's formula of semiclassical mechanics, and are simply related to an index defined by Conley and Zehnder.

This mission is the statement-level formalization of On the Weyl Representation of Metaplectic Operators (arXiv:math/0503708v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Symplectic Cayley transform and its inverse (§3.1, unnumbered, PDF p. 6). 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

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

  • §4, paper-level conclusion: Concrete metaplectic group, its projection, source-normalized quadratic Fourier generators and weak MW operator (hard)
  • Lemma 1, (16)–(18): Three concrete weak oscillatory MW expressions (16)–(18) (hard)
  • Corollary 3: Unitary realization of the concrete MW map and actual metaplectic lifts (hard)
  • Proposition 6, (22)–(23): Concrete quadratic Fourier/MW equality with phase normalization (hard)
  • §3.2, equation (26): A genuine integer classical Conley–Zehnder index for symplectic paths (hard)
  • §3.2, equation (27): Consistent source statement for the printed Maslov–CZ equation (27) (source-ambiguity)
  • Lemma 8, (29): Source-normalized quadratic Fourier generators as actual Schwartz and canonical L2 operators (hard)
  • Proposition 9, (i)–(ii): Concrete Mp subgroup with admissible nonfixed free MW generators (hard)
  • Proposition 10, (32): Composition of actual MW operators and their metaplectic projection (hard)

Selected references

  • On the Weyl Representation of Metaplectic Operators, arXiv:math/0503708v1, https://arxiv.org/abs/math/0503708v1
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Constructing algebraic Lie algebrasResearch Paper

Motivation

We give an algorithm for constructing the algebraic hull of a given matrix Lie algebra in characteristic zero. It is based on an algorithm for finding integral linear dependencies of the roots of a polynomial, that is probably of independent interest.

This mission is the statement-level formalization of Constructing algebraic Lie algebras (arXiv:math/0611414v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Trivial permutation component and power traces (Lemma 5: trivial permutation component and trace, PDF p. 5). 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

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

  • Abstract / §§2–3: construction of the algebraic hull: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull; effective exact number-field computations and a terminating executable construction (hard)
  • §2: algebraicity criterion using a basis: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull (hard)
  • Lemma 2: coefficient-space description of a semisimple hull: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull (hard)
  • Algorithm 3: exact splitting-field hull construction: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull; effective exact number-field computations and a terminating executable construction (hard)
  • Example 4: even quartic minimal polynomial: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull (hard)
  • Lemma 6: irreducible augmentation component: A valid scope for the irreducible augmentation lemma when the characteristic polynomial is reducible and n=2 (source-ambiguity)
  • Corollary 7: 2-transitive or prime-degree hull: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull (hard)
  • Proposition 8: all four non-S4/non-A4 quartic cases: Algebraic subgroups of GL(n) over arbitrary characteristic-zero F, their tangent Lie subalgebras, and the intrinsic algebraic hull (hard)
  • Proposition 9: sextic Magma-group formula: Proposition 9: sextic Magma-group formula with corrected source precision, scope or output contract (source-ambiguity)
  • §6: the two integral-dependency tasks: §6: the two integral-dependency tasks with corrected source precision, scope or output contract (source-ambiguity)
  • Algorithm 10: certified zero test: Algorithm 10: certified zero test with corrected source precision, scope or output contract (source-ambiguity)
  • Theorem 11: small integral relation basis: Theorem 11: small integral relation basis with corrected source precision, scope or output contract (source-ambiguity)
  • Algorithm 13: LLL relation-lattice algorithm: Algorithm 13: LLL relation-lattice algorithm with corrected source precision, scope or output contract (source-ambiguity)
  • §6: reduced-precision retry variant of Algorithm 13: §6: reduced-precision retry variant of Algorithm 13 with corrected source precision, scope or output contract (source-ambiguity)
  • Algorithm 14: Galois-assisted relation reconstruction: Algorithm 14: Galois-assisted relation reconstruction with corrected source precision, scope or output contract (source-ambiguity)
  • §6: extension to relations over number-field orders: §6: extension to relations over number-field orders with corrected source precision, scope or output contract (source-ambiguity)
  • §6 Remark: component-testing algorithm: §6 Remark: component-testing algorithm with corrected source precision, scope or output contract (source-ambiguity)
  • §7: hull construction avoiding exact splitting fields: §7: hull construction avoiding exact splitting fields with corrected source precision, scope or output contract (source-ambiguity)

Selected references

  • Constructing algebraic Lie algebras, arXiv:math/0611414v1, https://arxiv.org/abs/math/0611414v1
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A non-smooth continuous unitary representation of a Banach-Lie groupResearch Paper

Motivation

In this note we show that the representation of the additive group of the Hilbert space L2([0,1],R)L^2([0,1],\R)L2([0,1],R) on L2([0,1],\C)L^2([0,1],\C)L2([0,1],\C) given by the multiplication operators π(f):=eif\pi(f) := e^{if}π(f):=eif is continuous but its space of smooth vectors is trivial. This example shows that a continuous unitary representation of an infinite dimensional Lie group need not be smooth.

This mission is the statement-level formalization of A non-smooth continuous unitary representation of a Banach-Lie group (arXiv:0811.4234v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is The phase representation is continuous and has only the zero smooth vector (Theorem 2.3, 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.

Selected references

  • A non-smooth continuous unitary representation of a Banach-Lie group, arXiv:0811.4234v1, https://arxiv.org/abs/0811.4234v1
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The weighted hook length formulaResearch Paper

Motivation

Based on the ideas in [CKP], we introduce the weighted analogue of the branching rule for the classical hook length formula, and give two proofs of this result. The first proof is completely bijective, and in a special case gives a new short combinatorial proof of the hook length formula. Our second proof is probabilistic, generalizing the (usual) hook walk proof of Green-Nijenhuis-Wilf, as well as the q-walk of Kerov. Further applications are also presented.

This mission is the statement-level formalization of The weighted hook length formula (arXiv:1006.0043v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

10 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Four weighted branching identities (Theorem 2(a)–(d), PDF p. 6). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • §6.4, first new summation formula: An authoritative corrected first §6.4 summation formula with consistent coordinate and boundary conventions. (source-ambiguity)
  • §6.4, second new summation formula: An authoritative corrected second §6.4 summation formula with consistent coordinate and boundary conventions. (source-ambiguity)
  • §6.4, third new summation formula: An authoritative corrected third §6.4 summation formula with consistent coordinate and boundary conventions. (source-ambiguity)

Selected references

  • The weighted hook length formula, arXiv:1006.0043v1, https://arxiv.org/abs/1006.0043v1
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Minimal computational-space implementation of multi-round quantum protocolsResearch Paper

Motivation

A single-party strategy in a multi-round quantum protocol can be implemented by sequential networks of quantum operations connected by internal memories. Here provide the most efficient realization in terms of computational-space resources.

This mission is the statement-level formalization of Minimal computational-space implementation of multi-round quantum protocols (arXiv:1006.1780v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Lemma 1 and Eq.(8): Haar averaging preserves the optimum and yields covariance (Lemma 1 and Eq.(8): Haar averaging preserves the optimum and yields covariance, 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

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

  • Theorem 2 and Eq.(4), continued on p.3: A general changing-support coherent network with the literal Eq.(4) stage maps and all-round memory minima. (hard)
  • Conclusion, algorithm steps 1-5: A defined full-comb-to-prefix recovery and the support-space Eq.(4) synthesis procedure, linked to an actual output network. (hard)

Selected references

  • Minimal computational-space implementation of multi-round quantum protocols, arXiv:1006.1780v1, https://arxiv.org/abs/1006.1780v1
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On the Fundamental Principles of Unbounded Functional CalculiResearch Paper

Motivation

In this paper, a new axiomatization for unbounded functional calculi is proposed and the associated theory is elaborated comprising, among others, uniqueness and compatibility results and extension theorems of algebraic and topological nature. In contrast to earlier approaches, no commutativity assumptions need to be made about the underlying algebras. In a second part, the abstract theory is illustrated in familiar situations (sectorial operators, semigroup generators, normal operators). New topological extension theorems are proved for the sectorial calculus and the Hille--Phillips calculus. Moreover, it is shown that the Stieltjes and the Hirsch calculus for sectorial operators are subcalculi of a (small) topological extension of the sectorial calculus.

This mission is the statement-level formalization of On the Fundamental Principles of Unbounded Functional Calculi (arXiv:2009.04733v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

31 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 6.1 (Extension Theorem) (Theorem 6.1 (Extension Theorem), 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

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

  • Lemma 4.3: A source correction preserving the printed scope (source-ambiguity)
  • §10, classical elementary sectorial-calculus identity: A source correction preserving the printed scope (source-ambiguity)
  • §10, unnumbered: compatibility under sector restriction: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions (hard)
  • Lemma 11.3: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions (hard)
  • Theorem 11.4: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions (hard)
  • Corollary 11.5: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions (hard)
  • §11, unnumbered: uniform and bp extensions: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions (hard)
  • Proposition 12.1: Finite-complex-measure strong operator integral, Stieltjes symbol construction, and concrete uniform sectorial extension (hard)
  • §12.2, unnumbered: Hirsch calculus inclusion: Weighted Radon complex measure integration, constructed Hirsch decomposition, and concrete uniform sectorial extension (hard)
  • Proposition 12.2: Principal complex powers, damped fractional holomorphic-semigroup evaluation, finite-complex-measure strong integration and the uniform sectorial extension (hard)
  • Proposition 13.1 (Complex inversion formula): A source correction preserving the printed scope (source-ambiguity)
  • Theorem 13.3: Finite-complex-measure Laplace image algebra, inverse Laplace measure selection, and strong-integral Hille–Phillips evaluation with its computed extensions (hard)
  • Remark 13.4: Finite-complex-measure Laplace image algebra, inverse Laplace measure selection, and strong-integral Hille–Phillips evaluation with its computed extensions (hard)
  • §13.3, unnumbered: HP and sectorial compatibility: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions; Finite-complex-measure Laplace image algebra, inverse Laplace measure selection, and strong-integral Hille–Phillips evaluation with its computed extensions (hard)
  • Remarks 13.5(1): Finite-complex-measure Laplace image algebra, inverse Laplace measure selection, and strong-integral Hille–Phillips evaluation with its computed extensions; bounded Stieltjes algebra and meromorphic half-plane germs (hard)
  • Lemma 13.6: A source correction preserving the printed scope (source-ambiguity)
  • §13.3, unnumbered: semigroup reconstruction: Concrete elementary sectorial contour evaluation, meromorphic sector/germ algebra, and its canonical algebraic/topological extensions; Finite-complex-measure Laplace image algebra, inverse Laplace measure selection, and strong-integral Hille–Phillips evaluation with its computed extensions (hard)

Selected references

  • On the Fundamental Principles of Unbounded Functional Calculi, arXiv:2009.04733v1, https://arxiv.org/abs/2009.04733v1
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Canonical idempotents of multiplicity-free families of algebrasResearch Paper

Motivation

Any multiplicity-free family of finite dimensional algebras has a canonical complete set of of pairwise orthogonal primitive idempotents in each level. We give various methods to compute these idempotents. In the case of symmetric group algebras over a field of characteristic zero, the set of canonical idempotents is precisely the set of seminormal idempotents constructed by Young. As an example, we calculate the canonical idempotents for semisimple Brauer algebras.

This mission is the statement-level formalization of Canonical idempotents of multiplicity-free families of algebras (arXiv:1606.08900v5). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

20 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Introduction (1), made precise by Proposition 1.6: canonical partition and GT basis (Introduction (1), made precise by Proposition 1.6: canonical partition and GT basis, PDF p. 5). 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

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

  • Algorithm 2.5: random central-element search (deferred stochastic specification): A specified effective sampling distribution on Z(A), and spectrum computation access for arbitrary characteristic-zero fields. (source-ambiguity)
  • Example 2.6: claimed Hecke center generator (source conflict): A corrected q-domain or a corrected Hecke element whose central spectrum is simple. (source-ambiguity)
  • Example 2.7: transposition sums stop generating the center: All-partition simple right modules of kS_n and their shape-labelled central spectra. (hard)
  • Proposition 4.2: transposition-sum eigenvalue: Tableaux, normalized row-column Young symmetrizers, and the actual right ideals y_T kS_n. (hard)
  • Proposition 4.3: symmetric-group JM contents: The identification of standard tableaux with actual branching paths and GT lines of the right group-algebra tower. (hard)
  • Corollary 4.5: symmetric-group JM-sequence: A constructed symmetric-group tower and its concrete unshifted JM sequence. (hard)
  • Proposition 4.6 (Young): central sum of Young idempotents: The sum of normalized Young idempotents over ALL tableaux of a fixed shape. (hard)
  • Proposition 4.7: equality with Young seminormal idempotents: An independent recursive construction of Young seminormal idempotents. (hard)
  • Examples 4.9: displayed symmetric-group central idempotents: Shape-labelled symmetric-group canonical central projectors and the complete finite list of displayed identities. (hard)
  • Theorem 5.1 (Green): simple modules of an idempotent corner: The actual right-module Schur functor M→Me for an arbitrary unital algebra, including simple-module isomorphism classes. (hard)
  • Proposition 5.2: corner induction and semisimple equivalence: Balanced tensor induction G(N)=N tensor_(eAe) eA and its natural inverse equivalence on M(AeA)=M. (hard)
  • Proposition 5.3: constructed irreducible Brauer modules: Brauer diagram multiplication, rank quotient bimodule V_k^n, and M^(lambda,n)=S^lambda tensor_(kS_k) V_k^n. (hard)
  • Remark 5.4: dangle tensor basis of constructed modules: Flat rank-k (k,n)-dangles and their actual tensor images in the constructed module. (hard)
  • Unnumbered multiplicity-free Brauer branching theorem: Restriction of the constructed Brauer tensor modules along the actual diagram inclusion. (hard)
  • Lemma 5.5: relative commutation, with corrected level subscript: Concrete Brauer relative centralizers, unshifted J_k, and the corrected predecessor level. (hard)
  • Proposition 5.6: Brauer JM commutation relations: Concrete Brauer s_k,e_k,J_l in the diagram algebra, with their ambient level embeddings. (hard)
  • Corollary 5.7: centrality of Brauer partial sums: Concrete Brauer partial sum z_n and membership in the full center of B_n. (hard)
  • Proposition 5.8: central scalar on constructed Brauer simples: Actual action of the concrete Brauer central partial sum on the tensor quotient simple M^(lambda,n). (hard)
  • Proposition 5.9: up/down JM eigenvalues: Canonical GT lines of actual constructed Brauer simples and valid up/down path identification. (hard)
  • Corollary 5.10: Brauer JM-sequence: Concrete Brauer Tower instance and the unshifted diagram JM sequence. (hard)
  • Examples 5.11: displayed Brauer central idempotents: Shape-labelled Brauer central projectors with level-dependent labels and all displayed n≤4 formulas. (hard)

Selected references

  • Canonical idempotents of multiplicity-free families of algebras, arXiv:1606.08900v5, https://arxiv.org/abs/1606.08900v5
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A Practical Quantum Algorithm for the Schur TransformResearch Paper

Motivation

We describe an efficient quantum algorithm for the quantum Schur transform. The Schur transform is an operation on a quantum computer that maps the standard computational basis to a basis composed of irreducible representations of the unitary and symmetric groups. We simplify and extend the algorithm of Bacon, Chuang, and Harrow, and provide a new practical construction as well as sharp theoretical and practical analyses. Our algorithm decomposes the Schur transform on nnn qubits into O(n4log⁡(nϵ))O\left(n^4\log\left(\frac{n}{\epsilon}\right)\right)O(n4log(ϵn​)) operators in the Clifford+T fault-tolerant gate set and uses exactly 2⌊log⁡2(n)⌋−12\lfloor\log_2(n)\rfloor-12⌊log2​(n)⌋−1 ancillary qubits. We extend our qubit algorithm to decompose the Schur transform on nnn qudits of dimension ddd into O(nd2+2log⁡p(nd2+1ϵ))O\left(n^{d^2+2}\log^p\left(\frac{n^{d^2+1}}{\epsilon}\right)\right)O(nd2+2logp(ϵnd2+1​)) primitive operators from any universal gate set, for p≈3.97p\approx3.97p≈3.97.

This mission is the statement-level formalization of A Practical Quantum Algorithm for the Schur Transform (arXiv:1709.07119v6). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

1 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Exact three-register Schur encoding space (§3.3 Eqs.(24)–(27), PDF p. 14). 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

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

  • Abstract; §4 Eqs.(35)–(36): A concrete source-compatible padded recursive Schur family together with a fixed-wire nuclear-norm H,T,CNOT compiler. (hard)
  • Erratum: The source recursive synthesis/analysis maps on fixed padded coordinates to which reversal can be attached. (hard)
  • §§3.1–3.3: Complete bodies for source spin-CG blocks, ancillary insertion and a compatible routing permutation including ghost coordinates at every stage. (hard)
  • §3 Eq.(19); §4 Eqs.(31)–(34): An exact shared-block program with matrix semantics tied to the source CG/routing construction. (hard)
  • §4 Eq.(34): A corrected source-endorsed refined polynomial in Eq.(34). (source-ambiguity)
  • §5 Eqs.(38)–(39); §6 item 3: A source-compatible general-d add-a-box encoding and exact shared CG-plus-routing program. (hard)
  • Abstract; §5 Eq.(40): The intended quantified class of qudit primitive alphabets and its synthesis/error convention. (source-ambiguity)

Selected references

  • A Practical Quantum Algorithm for the Schur Transform, arXiv:1709.07119v6, https://arxiv.org/abs/1709.07119v6
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On the relation between states and maps in infinite dimensionsResearch Paper

Motivation

Relations between states and maps, which are known for quantum systems in finite-dimensional Hilbert spaces, are formulated rigorously in geometrical terms with no use of coordinate (matrix) interpretation. In a tensor product realization they are represented simply by a permutation of factors. This leads to natural generalizations for infinite-dimensional Hilbert spaces and a simple proof of a generalized Choi Theorem. The natural framework is based on spaces of Hilbert-Schmidt operators L2(H2,H1)\mathcal{L}_2(\mathcal{H}_2,\mathcal{H}_1)L2​(H2​,H1​) and the corresponding tensor products H1⊗H2∗\mathcal{H}_1\otimes\mathcal{H}_2^*H1​⊗H2∗​ of Hilbert spaces. It is proved that the corresponding isomorphisms cannot be naturally extended to compact (or bounded) operators, nor reduced to the trace-class operators. On the other hand, it is proven that there is a natural continuous map C:L1(L2(H2,H1))→L∞(L(H2),L1(H1))\mathcal{C}:\mathcal{L}_1(\mathcal{L}_2(\mathcal{H}_2,\mathcal{H}_1))\to \mathcal{L}_\infty(\mathcal{L}(\mathcal{H}_2),\mathcal{L}_1(\mathcal{H}_1))C:L1​(L2​(H2​,H1​))→L∞​(L(H2​),L1​(H1​)) from trace-class operators on L2(H2,H1)\mathcal{L}_2(\mathcal{H}_2,\mathcal{H}_1)L2​(H2​,H1​) (with the nuclear norm) into compact operators mapping the space of all bounded operators on H2\mathcal{H}_2H2​ into trace class operators on H1\mathcal{H}_1H1​ (with the operator-norm). Also in the infinite-dimensional context, the Schmidt measure of entanglement and multipartite generalizations of state-maps relations are considered in the paper.

This mission is the statement-level formalization of On the relation between states and maps in infinite dimensions (arXiv:0706.2617v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

2 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Finite-dimensional Jamiolkowski permutations are unitary and equivariant (Theorem 1; equations (12)–(17), PDF p. 6). 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

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

  • §3, unnumbered construction (18)–(19): Complete Hilbert–Schmidt operator Hilbert space with bounded-operator realization and canonical conjugate-dual tensor equivalence (hard)
  • Proposition 1, (20)–(23): Matrix-element and four-factor pairing characterization with uniqueness for both completed B2 permutations (hard)
  • Example 1, (24)–(28): Hilbert–Schmidt sandwich superoperators and their rank-one J images (hard)
  • Proposition 2; examples on pp.9–10: Operator-norm compact extensions and failure of trace-class restriction for J and its inverse (hard)
  • Theorem 2, (29): Trace-norm Banach space of nuclear operators on B2 and the compact bounded-to-trace-class Choi operator (hard)
  • §3, state-to-Kraus conclusion: Density operators on B2 and nuclear-norm convergent Kraus sums under C (hard)
  • Theorem 3: Adjoint on the realized B2 Hilbert space and J Hermiticity criterion (hard)
  • Theorem 4; proof p.14: Positive cone on B2 inputs, countably separable density ensembles, and trace tests of J (hard)
  • Theorem 5; proof (33)–(35): Positivity of finite identity amplifications and fixed injective positive Hilbert–Schmidt Kraus amplifications (hard)
  • Proposition 4: Extended vector Schmidt rank and inverse twisted-J operator rank (hard)
  • Corollary 1; Definition 3 p.16: Pure countably separable density states and operator Schmidt rank of the twisted preimage (hard)
  • Equation (36) and following claim: A source-selected correction of the convex roof formula or claimed zero set (source-ambiguity)
  • §6, three-space displayed chain: Canonical six-factor rearrangements on three nested complete B2 spaces (hard)
  • §6, top horizontal arrow of four-space square: Canonical eight-factor middle swap on nested completed B2 spaces (hard)
  • §6, lower row of four-space square: A uniquely specified well-typed lower-left four-space operator expression (source-ambiguity)

Selected references

  • On the relation between states and maps in infinite dimensions, arXiv:0706.2617v1, https://arxiv.org/abs/0706.2617v1
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Ramp-up of Hawking radiation in Bose-Einstein condensate analogue black holesResearch Paper

Motivation

Inspired by a recent experiment by Steinhauer and co-workers, we present a simple model which describes the formation of an acoustic black hole in a Bose-Einstein condensate, allowing an analytical computation of the evolution in time of the corresponding density-density correlator. We show the emergence of analog Hawking radiation out of a "quantum atmosphere" region significantly displaced from the horizon. This is quantitatively studied both at T=0T=0T=0 and even in the presence of an initial temperature T, as is always the case experimentally.

This mission is the statement-level formalization of Ramp-up of Hawking radiation in Bose-Einstein condensate analogue black holes (arXiv:2005.04443v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

10 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Sonic horizon and the two flow regions (Following (4), 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

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

  • Abstract and conclusion: Spatial origin in a significantly displaced quantum atmosphere (source-ambiguity)
  • Figures 2--4 and accompanying discussion: Vacuum ramp-up and finite-distance valley location (source-ambiguity)
  • Text following Figure 4: Length of the observed peak (source-ambiguity)
  • Comparison at T=TH following (20): Noticeable difference between T=TH and vacuum evolution (source-ambiguity)
  • Figure 5 and accompanying text: Finite-time appearance and thermal ramp-up delay (source-ambiguity)
  • Prose after incoming stationary-limit discussion: Positive thermal incoming contribution and smaller-than-outgoing comparison (source-ambiguity)
  • Example x=-xp=10 and following sentence: Smallness and one-order-of-magnitude thermal comparison (source-ambiguity)
  • Conclusion, reported onset scales: Observed onset times and atmosphere distance (source-ambiguity)

Selected references

  • Ramp-up of Hawking radiation in Bose-Einstein condensate analogue black holes, arXiv:2005.04443v3, https://arxiv.org/abs/2005.04443v3
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A First Complete Algorithm for Real Quantifier Elimination in Isabelle/HOLResearch Paper

Motivation

We formalize a multivariate quantifier elimination (QE) algorithm in the theorem prover Isabelle/HOL. Our algorithm is complete, in that it is able to reduce any quantified formula in the first-order logic of real arithmetic to a logically equivalent quantifier-free formula. The algorithm we formalize is a hybrid mixture of Tarski's original QE algorithm and the Ben-Or, Kozen, and Reif algorithm, and it is the first complete multivariate QE algorithm formalized in Isabelle/HOL.

This mission is the statement-level formalization of A First Complete Algorithm for Real Quantifier Elimination in Isabelle/HOL (arXiv:2209.10978v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

3 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is The coefficient-sum conversion equals the canonical univariate conversion (§3.3: lemma multivar_as_univar, 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

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

  • Abstract / §§2.3, 5: complete multivariate real quantifier elimination: construct_NofI_M / construct_NofI_R (source-ambiguity)
  • §2.2.1: lemma multiv_tarski_query_correct: construct_NofI_M / construct_NofI_R (source-ambiguity)
  • §2.2.1: lemma multiv_tarski_queries_complete: construct_NofI_M / construct_NofI_R (source-ambiguity)
  • §2.2.2: lemma multivariate_calculate_data_correct: calculate_data_assumps_M / calculate_data_R (source-ambiguity)
  • §2.2.2: lemma multivariate_calculate_data_complete: calculate_data_assumps_M / calculate_data_R (source-ambiguity)
  • §2.3: theorem qe_correct: construct_NofI_M / construct_NofI_R (source-ambiguity)
  • §2.3: theorem qe_complete: construct_NofI_M / construct_NofI_R (source-ambiguity)
  • §2.1: exhaustive sign determination with limit samples (unnumbered main subresult): sign_determination / poly_p_in_branch / qe (source-ambiguity)
  • §2.2.2: size bound for the reduced multivariate matrix (unnumbered): Reduced multivariate matrix size (source-ambiguity)
  • §3.2: custom induction theorem spmods_multiv_aux_induct (named but not stated): spmods_multiv_aux_induct (source-ambiguity)

Selected references

  • A First Complete Algorithm for Real Quantifier Elimination in Isabelle/HOL, arXiv:2209.10978v2, https://arxiv.org/abs/2209.10978v2
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