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About Prove2Me

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

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Campaigns (experimental)

See all campaigns →

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

Block Sensitivity vs. Sensitivity

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

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

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

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

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

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

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

≥ 2.131125302137Formalized record→≥ 2.15Open frontier
10 provers on it19 of 20 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.
≤ 12Formalized record→≤ 2Open frontier
7 provers on it14 of 15 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
40 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

All missions

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About Prove2Me

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

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Formal VerificationTheoretical Computer Science·Captain: pitimespi

Bitcoin VerifyScript: P2SH, SegWit v0 Programs, and Witness DispatchTextbook

Why script dispatch is consensus

EvalScript decides what a script does; VerifyScript decides which scripts run, on what stack, under which signature version, and what counts as success. It is where pay-to-script-hash (BIP16), segregated witness (BIP141) and the hand-off to Taproot live: the output script is evaluated first, then — if it is a witness program — the witness is interpreted, or — if it is P2SH — the redeem script is extracted from the scriptSig and run, possibly revealing a wrapped witness program. Each of these steps carries anti-malleability rules (an empty scriptSig for native witness, exactly one push for wrapped witness, push-only scriptSigs for P2SH, a clean witness stack) and the future-compatibility rule that unknown witness versions succeed. (VerifyScript, BIP16, BIP141)

This mission transcribes VerifyScript, VerifyWitnessProgram for version 0 and the unknown versions, ExecuteWitnessScript, and the script predicates, on top of the published interpreter and signature layer, and proves that the four spending templates that carry the chain's history behave as advertised — P2SH, native P2WPKH, native P2WSH, P2SH-wrapped P2WPKH — and that the malleability and compatibility rules hold as universal statements.

Evaluations, stacks, and the dispatch

A byte-level evaluation parses a script with GetOp, rejects scripts over 10,000 bytes, and runs the Script mission's interpreter with the signature mission's concrete oracle for the given signature version (BASE or WITNESS_V0) and script code. Stacks are top-first; a CScriptWitness lists its elements first to last, the last being the top, so witness stacks are reversed before execution.

VerifyScript runs the scriptSig, keeps a copy of the resulting stack, runs the output script, and requires a true top. With WITNESS, an output that is a witness program (OP_n and one push of 2–40 bytes) must have an empty scriptSig and is handed to VerifyWitnessProgram. With P2SH, an output OP_HASH160 <h> OP_EQUAL requires a push-only scriptSig; the copied stack is restored, its top is the serialized redeem script, which is run on the remainder and must leave a true top; with WITNESS, a redeem script that is a witness program must be the scriptSig's only push and is handed to VerifyWitnessProgram as P2SH-wrapped. Finally, with WITNESS, a non-empty witness that no program consumed fails.

VerifyWitnessProgram for version 0 distinguishes a 32-byte program (P2WSH: the last witness element is the script, its SHA-256 must be the program) from a 20-byte one (P2WPKH: exactly two elements, the implied DUP HASH160 <program> EQUALVERIFY CHECKSIG); ExecuteWitnessScript requires every element within 520 bytes and exactly one true element at the end. Version 1 with a 32-byte program outside P2SH is Taproot, delegated to a handler parameter when the TAPROOT flag is on; pay-to-anchor and every other version/size combination succeed.

Formalization targets

Goal — native P2WPKH is correct

verifyScript([ ], OP_0⟨h⟩, [sig,pk])  ⟺  castToBool(h)∧Hash160(pk)=h∧checkSigV0(p2pkh(h),sig,pk)\mathrm{verifyScript}([\,],\ \mathtt{OP\_0}\langle h\rangle,\ [sig, pk]) \iff \mathrm{castToBool}(h) \wedge \mathrm{Hash160}(pk) = h \wedge \mathrm{checkSig}_{\mathrm{V0}}(\text{p2pkh}(h), sig, pk)verifyScript([], OP_0⟨h⟩, [sig,pk])⟺castToBool(h)∧Hash160(pk)=h∧checkSigV0​(p2pkh(h),sig,pk)

for every 20-byte hhh, every signature and key within the push limit, every transaction, amount and flag set with WITNESS. This is BitcoinVerify.p2wpkh_correct: the most common output type on the network today is correct against the full dispatch, the interpreter and the concrete BIP143 checker. The first conjunct is a genuine finding of the transcription: OP_0 <h> is evaluated as a script before the witness is consulted, so an all-zero program is unspendable.

Supporting milestones

  1. Predicates (isPayToScriptHash_iff, isWitnessProgram_iff): the byte tests are exactly the templates.
  2. Push-only scriptSigs (parseScript_pushes, isPushOnly_pushes): canonical pushes parse back and are push-only.
  3. Malleability rules (native_witness_malleated, witness_unexpected): non-empty scriptSig on a witness program fails; an unconsumed witness fails.
  4. Future compatibility (unknown_witness_version): unknown versions succeed exactly when the program is a true script value.
  5. P2WSH (p2wsh_correct): the witness script, hashed to the program, runs on the remaining elements and must leave one true element.
  6. P2SH (p2sh_correct): hash match and redeem evaluation on the pushed arguments.
  7. P2SH-P2WPKH (p2sh_p2wpkh_correct): the wrapped program through the P2SH path.

What the result establishes

The template theorems are two-directional: they say what spends succeed and that nothing else does, for every oracle verdict. Combined with the signature mission they reduce the correctness of the four templates to Hash160 equalities and ECDSA verification of the appropriate sighash. The rule theorems make BIP141's malleability protections and its upgrade hooks universal facts about the transcription rather than test cases.

What is left to the Taproot mission: the version-1 branch (TaprootHandler) and Tapscript. What is policy and off: SIGPUSHONLY, CLEANSTACK, MINIMALIF, DISCOURAGE_*. Known modeling limit inherited from the Script mission: OP_CODESEPARATOR positions are not tracked, so the oracle's script code is the whole executed script (exact for scripts without the opcode).

Status: all statements are open with intentional placeholder proofs. The dispatch has been checked by evaluation against independently signed P2WPKH, P2SH-P2WPKH and legacy P2SH spends and their negative variants.

Where the obvious argument fails

The base evaluation of a witness output is easy to forget: OP_0 <h> must itself evaluate to a true top before the witness is looked at, which produces the castToBool h conjunct and the all-zero exception. The P2SH path reasons about two stacks — the one after the scriptSig (restored and popped) and the one after the output script (only its top matters) — and about the parse of the scriptSig twice (as pushes, and as IsPushOnly). The unknown-version theorem needs the evaluation of OP_n for every nnn in 1–16 through the interpreter's small-integer branch, with its count and disabled-opcode exemptions. Witness order (last element on top) must be threaded through reverse, dropLast and getLast? consistently.

Formalization scope

Flags are the seven consensus flags of GetBlockScriptFlags. The amount is an integer (negative where unknown, as the source passes for legacy inputs). The Taproot branch is a parameter. No Mathlib is required; the development imports only Std.

A trivializing formalization would define verifyScript by cases on the templates; here it is the source's control flow and the templates are theorems.

Selected references

  • Bitcoin Core contributors. VerifyScript, VerifyWitnessProgram, ExecuteWitnessScript, src/script/interpreter.cpp, and CScript predicates, src/script/script.cpp, at revision a773e1e33b349dc819b5a0edc1c7a4839dc73b48. Source
  • Gavin Andresen. BIP16: Pay to Script Hash, 2012. Specification
  • Eric Lombrozo, Johnson Lau, Pieter Wuille. BIP141: Segregated Witness (Consensus layer), 2015. Specification
  • Johnson Lau, Pieter Wuille. BIP143, 2016. Specification
12 thms2 active usersReviewed
🏆Completed
Functional Analysis·Captain: shivm

Sharp diagonal Hlawka constants: lower the cutoff to 12Open Problem

The Hlawka inequality compares the norms of three vectors with those of their pairwise sums and total sum. The question is the smallest comparison constant that works in every finite dimension.

This mission records the proved extension of the sharp diagonal Hlawka constant to every real p≥12p\ge12p≥12. It uses the unchanged coordinate norm and cyclic constant from the foundation mission, for arbitrary complex vectors, including unequal and zero norms.

The cutoff-12 goal theorem is already proved on Prove2Me. Sixteen accepted interval proofs cover [12,16][12,16][12,16] and join the proved cutoff-16 result. The conclusion includes both the inequality and optimality of its constant, uniformly over all finite complex coordinate dimensions.

This is an entry in the sharp diagonal Hlawka campaign, whose conjectured endpoint is p≥2p\ge2p≥2. The cutoff-2 mission remains open; 12 is a proved sufficient cutoff, with no claim that it is optimal. The broader Schatten-norm question for general matrices is described by Audenaert and Kittaneh, §8.2.

5 thms2 active usersReviewed
🏆Completed
Number Theory·Captain: sthubbar

Dusart's bound π(x)≤x/(log⁡x−1.1)\pi(x) \le x/(\log x - 1.1)π(x)≤x/(logx−1.1) on [60184,2⋅106][60184, 2\cdot 10^6][60184,2⋅106]Research Paper

A finite-range piece of Dusart's explicit upper bound for the prime counting function: π(x)≤x/(log⁡x−1.1)\pi(x) \le x/(\log x - 1.1)π(x)≤x/(logx−1.1) for 60184≤x≤2⋅10660184 \le x \le 2\cdot 10^660184≤x≤2⋅106. Dusart proved the bound for every x≥60184x \ge 60184x≥60184 [P. Dusart, Estimates of some functions over primes without R.H., arXiv:1002.0442, Theorem 6.9]. This mission asks only for the finite range, which is a computation over about 148,000 primes and needs no analytic input.

Why it matters: the bound is an input to explicit Goldbach-type results, where it is used to control prime counts in a bounded window. A Lean proof lets those results drop one cited assumption.

Proposed by the Lean Lab, an AI-assisted formalization project on Goldbach-related literature. The statement was written by Claude; the proposer confirmed it against the paper before launch.

1 thm2 active usersReviewed
🏆Completed
Formal VerificationTheoretical Computer Science·Captain: pitimespi

Bitcoin Signatures: Strict DER, Signature Hashes, secp256k1 ECDSA/Schnorr, and the Concrete P2PKH TheoremTextbook

Why the signature layer is consensus

A Bitcoin transaction is authorized by signatures, and whether a signature counts is decided by a chain of exact rules: the byte layout the signature must have (strict DER since BIP66), which parts of the transaction the signature commits to (the signature hash, in its legacy and BIP143 forms, with the historical SIGHASH_SINGLE bug), how the public key is parsed, how a possibly non-canonical signature is parsed "laxly", and finally ECDSA verification on secp256k1 — or Schnorr verification for Taproot. Each of these has been the site of a consensus-relevant subtlety: BIP66 was a soft fork to remove OpenSSL's parsing from consensus; the SIGHASH_SINGLE bug lets a signature commit to nothing; high-S normalization is why libsecp256k1 accepts what historical blocks contain. (interpreter.cpp, pubkey.cpp, BIP66, BIP143, BIP340)

This mission transcribes that layer end to end — the encoding checks, FindAndDelete, both signature hashes, CPubKey::Verify with the lax DER parser and normalization, the secp256k1 verification equations for ECDSA and Schnorr, the checker's lock-time methods, and the byte-level script parser — and proves what the rest of validation needs: the strict-DER test is exactly the canonical layout, the signature hashes depend on what they should and nothing else, the checker's outcomes are characterized, and the Script mission's abstract P2PKH theorem instantiates to the concrete cryptography.

Keys, signatures, hashes, and the checker

secp256k1 is the curve y2=x3+7y^2 = x^3 + 7y2=x3+7 over the prime field of order ppp, with group order nnn and generator GGG. Points are affine pairs or infinity; addition and scalar multiplication are the textbook formulas with Fermat inverses. A public key is parsed as secp256k1_eckey_pubkey_parse: compressed (02/03, square root by (p+1)/4(p+1)/4(p+1)/4 with parity selection), uncompressed (04) or hybrid (06/07), with coordinates below ppp and on the curve. A signature reaches verification through ecdsa_signature_parse_der_lax, which tolerates long-form lengths and leading zeros, ignores trailing bytes, and substitutes the zero signature on overflow; its S value is normalized to the low half; the message is the 32-byte hash reduced modulo nnn; and secp256k1_ecdsa_sig_verify accepts iff r,s∈[1,n)r, s \in [1, n)r,s∈[1,n), R=es−1G+rs−1Q≠∞R = e s^{-1} G + r s^{-1} Q \ne \inftyR=es−1G+rs−1Q=∞ and Rx≡r(modn)R_x \equiv r \pmod nRx​≡r(modn). Schnorr verification is BIP340 with tagged hashes and lift_x.

The signature hash of input nInnInnIn under hash type ttt is, for legacy scripts, SHA-256d of the CTransactionSignatureSerializer output — version, the inputs (only the signed one under ANYONECANPAY; other inputs' scripts blanked, their sequences zeroed under SINGLE/NONE), the outputs (none under NONE, truncated to nIn+1nIn+1nIn+1 with blanked others under SINGLE), lock time — followed by ttt as four bytes, except that SINGLE with no output at nInnInnIn yields the constant 111; for witness v0 it is the BIP143 construction with hashPrevouts, hashSequence, hashOutputs, the script code and the amount.

The encoding checks are IsValidSignatureEncoding (the fourteen BIP66 tests), low-S, the key-shape tests and the hash-type test, assembled by CheckSignatureEncoding/CheckPubKeyEncoding under the flags (DERSIG is the only one mainnet consensus enables). The checker (EvalChecksigPreTapscript) deletes the signature push from the script code (legacy only), applies the encoding checks as script errors, and returns CheckECDSASignature's verdict: a valid key, a non-empty signature whose last byte is the hash type, and CPubKey::Verify on the signature hash. The lock-time checks are CheckLockTime and CheckSequence. The oracle packages all of this, with Core's hashes, into the abstract Oracle of the legacy Script interpreter.

Formalization targets

Goal — the strict-DER characterization

IsValidSignatureEncoding(sig)  ⟺  sig=30 L 02 ∣r∣ r 02 ∣s∣ s ht with r,s minimal positive big-endian integers and ∣r∣+∣s∣≤66.\mathrm{IsValidSignatureEncoding}(sig) \iff sig = \mathtt{30}\,L\,\mathtt{02}\,|r|\,r\,\mathtt{02}\,|s|\,s\,ht \text{ with } r, s \text{ minimal positive big-endian integers and } |r|+|s| \le 66.IsValidSignatureEncoding(sig)⟺sig=30L02∣r∣r02∣s∣sht with r,s minimal positive big-endian integers and ∣r∣+∣s∣≤66.

This is BitcoinSig.derEncode_complete together with its converse derEncode_valid: the byte-indexed test of the source is exactly the canonical layout, in both directions. It is the content of BIP66 as a statement about byte strings rather than a procedure.

Supporting milestones

  1. SIGHASH_SINGLE bug (sigHash_single_bug): the hash is 111 when there is no output at the input's index.
  2. What signatures commit to (sigHashLegacy_skeleton, sigHashWitnessV0_skeleton): both hashes ignore scriptSigs and witnesses; (sigHashLegacy_anyoneCanPay): with the flag, only the signed input matters.
  3. Keys and S values (pubkeyValid_iff, normalizeS_low, overflow_rejected).
  4. The checker (checkSig_empty, checkSig_dersig, checkSig_base_iff): an empty signature is a clean false; with DERSIG a malformed one is a script error; the legacy verdict is ECDSA on the legacy sighash of the signature-deleted script code.
  5. Byte-level parsing (parseScript_p2pkh): the P2PKH bytes parse to the interpreter's P2PKH instructions.
  6. The concrete P2PKH theorem (p2pkh_concrete): the Script mission's p2pkh_correct, instantiated with Core's hashes and checker.

What the result establishes

With this mission the signature-related rules of the pinned source are kernel-checked semantics rather than prose: what shape a signature must have, what it signs, and what accepting it means in terms of the curve equations. The characterization of strict DER removes a class of malleability by construction. The sighash theorems are the facts that transaction malleability arguments and the segregated-witness design rest on. The concrete P2PKH theorem closes the loop the Script mission opened: the template is correct with the real cryptography, modulo nothing but the mathematics of the curve.

What is deliberately not claimed: that the curve operations are constant-time, that the group law holds (the verifier is a function; its correctness as a signature scheme is a cryptographic, not a consensus, property), or anything about OP_CODESEPARATOR positions, which the legacy interpreter of the Script mission does not track (the oracle's script code is the executed script, exact for separator-free scripts). Signature caching, the precomputed-transaction-data caches and the sighash midstate cache are optimizations with the same result and are not modeled.

Status: all statements are open with intentional placeholder proofs. The definitions have been checked by evaluation against the BIP340 test vectors, the BIP143 worked example, independently generated ECDSA signatures, and a reference implementation of the legacy serializer.

Where the obvious argument fails

The strict-DER characterization is byte-index chasing: the source reads sig[4], sig[5 + lenR], sig[lenR + 7], and the proof must relate these to the slices rrr and sss and show the three leading-zero rules are exactly minimality of the big-endian integers. The converse direction needs the cuts at 444, 4+∣r∣4 + |r|4+∣r∣, 6+∣r∣6 + |r|6+∣r∣ and the end to reassemble the string. The sighash theorems look definitional but require relating getD on the input list to the projected skeleton under ANYONECANPAY (one input), SINGLE (outputs truncated) and the blanking rules. The checker characterization has to split the signature into body and hash-type byte in both directions.

Formalization scope

Field and scalar arithmetic are on Nat modulo ppp and nnn, with inverses by Fermat and explicit fuel for exponentiation and scalar multiplication. Byte strings are List (BitVec 8); the transaction type is the serialization mission's. Policy flags (LOW_S, STRICTENC, WITNESS_PUBKEYTYPE, NULLFAIL, CONST_SCRIPTCODE) are carried where they shape the control flow but are off in block validation. Tapscript signature checking (BIP341/342 sighash, OP_CHECKSIGADD) belongs to the Taproot mission.

A trivializing formalization would define the strict-DER test by the layout, or the sighash by what it should depend on; here both are the source's procedures and the layout and dependence are theorems. No Mathlib is required; the development imports only Std.

Selected references

  • Bitcoin Core contributors. script/interpreter.cpp, pubkey.cpp, script/script.cpp, and libsecp256k1 eckey_impl.h, ecdsa_impl.h, modules/schnorrsig/main_impl.h at revision a773e1e33b349dc819b5a0edc1c7a4839dc73b48. Source
  • Pieter Wuille. BIP66: Strict DER signatures, 2015. Specification
  • Johnson Lau, Pieter Wuille. BIP143: Transaction Signature Verification for Version 0 Witness Program, 2016. Specification
  • Pieter Wuille, Jonas Nick, Tim Ruffing. BIP340: Schnorr Signatures for secp256k1, 2020. Specification
  • Certicom Research. SEC 2: Recommended Elliptic Curve Domain Parameters, v2.0, 2010. Standard
16 thms2 active usersReviewed
🏆Completed
Formal VerificationTheoretical Computer Science·Captain: pitimespi

Bitcoin Serialization and Hashing: CompactSize, Transactions, Blocks, SHA-256d, and the Genesis BlockTextbook

Why serialization and hashing are consensus

Every commitment in Bitcoin — a transaction id, a merkle root, a block hash, the proof-of-work target test — is a hash of a byte string, and the byte string is produced by a serializer that every node must implement identically. A node that encoded a CompactSize one byte longer, or read a witness flag differently, would compute different ids for the same transaction and fork from the network. Bitcoin Core's serialization lives in serialize.h (integers, CompactSize, vectors), primitives/transaction.h (the basic and BIP144 extended transaction formats), primitives/block.h (the 80-byte header), and its hashes in crypto/ and hash.h. (serialize.h, transaction.h, sha256.cpp)

This mission transcribes that layer — writers and readers for integers, CompactSize, vectors, transactions, headers and blocks; SHA-256, RIPEMD-160 and SHA-1 as full algorithms; Hash, Hash160, txid, wtxid, the header hash; transaction and block weights; and the mainnet genesis block — and proves the properties the rest of consensus consumes: encodings are canonical and round-trip, the witness-stripped id ignores witnesses, hashes have their sizes, and the transcribed genesis block hashes to the genesis hash of chainparams.cpp.

Bytes, readers, and well-formedness

A writer turns a value into a byte list; a reader consumes a prefix of a byte list and returns the value and the remainder, or none where the source throws. Fixed-width integers are little-endian; signed ones are two's complement. A CompactSize is one byte below 253253253, or a marker byte 253253253, 254254254, 255255255 followed by 222, 444, 888 little-endian bytes; the reader rejects an encoding that could have been shorter ("non-canonical") and, in its default range-checked mode, any value above MAX_SIZE=225\mathrm{MAX\_SIZE} = 2^{25}MAX_SIZE=225. A vector is its CompactSize length then its elements; a byte string is its length then its bytes; a uint256 is 32 raw bytes.

A transaction serializes as version vin vout nLockTime, or, when witnesses are allowed and some input carries one, in the extended format: version 0x00 0x01 vin vout witnesses nLockTime, where the 0x00 is an empty dummy vin and 0x01 the flag byte. The reader follows the source's control flow exactly: it reads vin; if that is empty and witnesses are allowed it treats it as the dummy, reads the flag byte and, if non-zero, the real vin and vout; a set witness bit then reads one witness stack per input and rejects a record whose stacks are all empty; any other flag bit rejects. A header is int32 nVersion, previous hash, merkle root, nTime, nBits, nNonce; a block is a header and a transaction vector.

Well-formedness names the field ranges under which the writers are faithful: 32-bit fields below 2322^{32}232, hashes of 32 bytes, amounts in [−263,263)[-2^{63}, 2^{63})[−263,263), lengths at most MAX_SIZE\mathrm{MAX\_SIZE}MAX_SIZE, and — for blocks — every transaction has an input or a witness.

Hashes are the algorithms of crypto/: Merkle–Damgård padding, 64-byte chunks, the SHA-256 schedule and 64 rounds, the two RIPEMD-160 lines, the SHA-1 rounds; Hash is SHA-256 twice and Hash160 is RIPEMD-160 of SHA-256. The txid hashes the witness-stripped serialization; the wtxid the full one; the block hash the 80-byte header. Weight is three times the stripped size plus the full size.

Formalization targets

Goal — blocks round-trip

readBlock(aw,serBlock(aw,b)++r)=some((b with witnesses iff aw), r)\mathrm{readBlock}(aw, \mathrm{serBlock}(aw, b) ++ r) = \mathrm{some}(\text{(}b\text{ with witnesses iff } aw\text{)},\ r)readBlock(aw,serBlock(aw,b)++r)=some((b with witnesses iff aw), r)

for every well-formed block bbb, witness mode awawaw and remainder rrr. This is BitcoinSer.block_roundtrip: deserialization is a left inverse of serialization, in the witness-aware and the legacy reader alike. It is the statement that gives every hash commitment a referent: the bytes a node hashes are exactly the bytes from which every other node recovers the same block.

Supporting milestones

  1. Fixed-width integers (leBytes_length, readLE_leBytes): width and round-trip.
  2. CompactSize (compactSize_roundtrip, compactSize_canonical, compactSize_range): the writer's output is accepted; only the shortest encoding is ever accepted; read values are bounded.
  3. Headers (serHeader_length, header_roundtrip): 80 bytes, round-trip with the signed version.
  4. Transactions (tx_roundtrip): round-trip in both formats, with the genuine side condition that the witness-aware reader needs a non-empty vin or a witness.
  5. Witness independence (serTx_strip, txid_strip): the stripped serialization and the txid ignore witness data.
  6. Weights (weight_no_witness): without witnesses, weight is four times the size.
  7. Hash sizes (sha256_length, hash160_length).
  8. Genesis (genesis_merkle, genesis_hash): the transcribed genesis coinbase and header hash, by kernel evaluation of the transcribed SHA-256, to the merkle root and block hash recorded in chainparams.cpp.
  9. Injectivity (serBlock_injective): distinct well-formed blocks have distinct serializations.

What the result establishes

The round-trip and canonicality theorems make the byte layer of consensus exact: a transaction or block has one encoding, the encoding determines the object, and the identifier hashes are functions of the object alone. The genesis theorems are an end-to-end check against the real chain: the transcriptions of CreateGenesisBlock, the serializers and SHA-256 together reproduce the hard-coded genesis hash, which no transcription error in any of them could survive. The witness-independence theorem is the structural fact behind segregated witness. For the whole-consensus development this mission supplies the concrete hash and serialization semantics that the Merkle, header, proof-of-work and script components took as parameters.

Not modeled: network message framing, CompactSize reading in the chunked allocation loop (semantically the same read), serialization of CBlockIndex/undo data, and the stream exception types (all failures are none).

Status: all statements are open with intentional placeholder proofs. The hash functions have been checked against the standard test vectors and the genesis values by evaluation; the genesis theorems are stated so that the kernel re-checks them.

Where the obvious argument fails

Round-trip looks like unfolding until the transaction reader: because UnserializeTransaction reuses the vin read as the witness dummy, an empty vin is ambiguous, and the honest theorem carries the side condition "an input or a witness". The canonicality theorem is where the three "non-canonical" rejections earn their keep: without them a value would have several encodings and the statement would be false. The signed fields need the two's-complement conversion in both directions. For the genesis theorems the difficulty is not mathematical but computational: the kernel must evaluate nine SHA-256 compressions, which the definitions are written to allow (structural recursion only, no well-founded fixpoints in the evaluated path).

Formalization scope

Bytes are BitVec 8, values are Nat/Int, words are UInt32. Readers return Option (α × Bytes). The writers truncate out-of-range values modulo the width, which the well-formedness predicates exclude; the readers are total. No Mathlib is required; the development imports only Std.

A trivializing formalization would define the readers as inverses of the writers; here each reader follows the source's byte-level control flow, and the round-trips are theorems.

Selected references

  • Bitcoin Core contributors. serialize.h, primitives/transaction.h, primitives/block.h, hash.h, crypto/sha256.cpp, crypto/ripemd160.cpp, kernel/chainparams.cpp at revision a773e1e33b349dc819b5a0edc1c7a4839dc73b48. Source
  • Eric Lombrozo, Johnson Lau, Pieter Wuille. BIP141: Segregated Witness and BIP144: Peer Services (transaction serialization with witness), 2015. BIP144
  • NIST. FIPS 180-4: Secure Hash Standard, 2015. Standard
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🏆Completed
Complexity Theory·Captain: marwahaha

Fourier and integer-convolution runtime transferTextbook

Why multiplication improvements need explicit reductions

When a faster multiplication algorithm becomes available, its consequences depend on which problems reduce to multiplication and how the reduction changes input size. A displayed runtime bound alone does not identify this connection. The surrounding computation can also consume the improvement if its cost is omitted or underestimated.

Fourier transforms and bounded integer convolution illustrate two different connections. A complex Fourier transform can be expressed through ordinary complex polynomial multiplication using chirps, following Bluestein's construction. Bounded integer coefficients can instead be packed into binary integers, as in Kronecker substitution. This mission makes the first reduction an explicitly counted arithmetic program and proves the operand-size bound needed by the second. It does not identify binary integer computation with exact complex arithmetic.

Two computational interfaces

A costed oracle returns an answer and a natural-number charge. The general program interface supports returns, explicitly charged work, and adaptive oracle queries. Its substitution theorem preserves answers and sums the query charges with local overhead.

The concrete Fourier interface additionally has explicit instructions for complex multiplication and inversion, each charged one unit. A product instruction takes arrays of lengths nnn and 2n+12n+12n+1 and returns their ordinary polynomial product as an array of length 3n+13n+13n+1, including trailing zero padding. The oracle's charge measures that product call. Array construction, access, index arithmetic, and control operations are uncharged in this arithmetic-operation model. The complex parameter ρ\rhoρ is supplied as input, so root construction is outside the interface.

The binary magnitude length ℓ(z)\ell(z)ℓ(z) is zero for z=0z=0z=0 and is ⌊log⁡2∣z∣⌋+1\lfloor\log_2|z|\rfloor+1⌊log2​∣z∣⌋+1 otherwise. It excludes a sign bit. The integer oracle multiplies signed integers (u,v)(u,v)(u,v) with charge bounded by M(max⁡{ℓ(u),ℓ(v)})M(\max\{\ell(u),\ell(v)\})M(max{ℓ(u),ℓ(v)}). Packing and decoding still have explicit charges E,DE,DE,D; their implementation in a bit-machine model is outside the proved scope.

Formalization targets

The reusable general theorem states that a correct oracle with nondecreasing bound TTT, at most kkk calls of size at most sss, and overhead at most hhh gives correct execution with cost

h+kT(s).h+kT(s).h+kT(s).

Composition preserves the complete answer-and-cost pair. An asymptotic corollary transfers eventual upper bounds on the resulting formula.

The main goal is the concrete Fourier transfer theorem. For every n≥0n\ge0n≥0, nonzero ρ∈C\rho\in\mathbb Cρ∈C, and input x∈Cnx\in\mathbb C^nx∈Cn, a fixed program returns

yk=∑j=0n−1xj(ρ2)jky_k=\sum_{j=0}^{n-1}x_j(\rho^2)^{jk}yk​=j=0∑n−1​xj​(ρ2)jk

with one full polynomial-product call and exactly 6n+76n+76n+7 additional multiplication or inversion instructions. Consequently, if the oracle cost is at most P(2n+1)P(2n+1)P(2n+1), then

cost⁡(n)≤P(2n+1)+6n+7.\operatorname{cost}(n)\le P(2n+1)+6n+7.cost(n)≤P(2n+1)+6n+7.

When ρ2\rho^2ρ2 is the desired primitive nnnth root of unity, this is the unnormalised discrete Fourier transform. The identity itself holds for every nonzero ρ\rhoρ. The main theorem does not assume that PPP is monotone or regular.

The Fourier milestones verify middle-coefficient extraction from a full product, generation of mmm chirp entries in exactly 2m2m2m instructions, the chirp identity, the exact total cost, and its runtime consequences. For n≥1n\ge1n≥1, the conditions P(2n+1)≤CP(n)P(2n+1)\le C P(n)P(2n+1)≤CP(n) and n≤P(n)n\le P(n)n≤P(n) give the pointwise bound (C+13)P(n)(C+13)P(n)(C+13)P(n). If these conditions hold uniformly with one CCC, a family of these transforms has accounted cost O(P(n))O(P(n))O(P(n)).

The integer milestones prove that packing rrr signed coefficients of magnitude at most 2p2^p2p in base 23p2^{3p}23p produces an integer of magnitude length at most 3pr3pr3pr, for p≥1p\ge1p≥1. For input bound 2b2^b2b, the automatic choice p=b+ℓ(2r)p=b+\ell(2r)p=b+ℓ(2r) satisfies every spacing condition when r≥1r\ge1r≥1. The resulting convolution program is correct and costs at most

E+D+M(3r(b+ℓ(2r))).E+D+M\bigl(3r(b+\ell(2r))\bigr).E+D+M(3r(b+ℓ(2r))).

This applies the existing proved signed Kronecker correctness theorem with a newly justified oracle input size.

What is reusable

The Fourier application no longer relies on arbitrary preparation and decoding labels. Its specific program includes every complex multiplication and inversion used to generate the chirps and scale the arrays, and the interpreter proves their count. A better complex polynomial-product bound can be substituted directly into the main inequality.

The packing application now evaluates an integer multiplication bound at a proved number of magnitude bits. Its logarithmic spacing overhead remains visible. This prevents substituting a length-rrr coefficient array directly into a runtime bound for rrr-bit integers.

These are formalizations of known reduction principles, with concrete program choices and constants supplied by the companion development. They are not new Fourier or multiplication exponent records. Local Lean proofs accompany every theorem in the strengthened draft. Local verification and accepted platform proof submissions remain distinct statuses.

Where the proof obligations lie

Correct adaptive substitution must preserve subsequent queries, not merely the final numerical bound. Fourier preparation must actually generate chirps by a linear number of instructions; writing a large power in a returned expression would not justify a cheap implementation. Full-product coefficients must match the middle-product identity at every permitted index, and negative exponents must use a nonzero parameter.

Signed packing requires both correctness of balanced-digit decoding and a magnitude bound on the packed operands. A correct encoding alone cannot justify the claimed multiplication cost. Replacing P(2n+1)P(2n+1)P(2n+1) by O(P(n))O(P(n))O(P(n)) also needs a scaling condition; arbitrary runtime functions do not supply one automatically.

Formalization scope and remaining work

The core definitions use terminating inductive programs, natural-number charges, and an explicit eventual big-O predicate. The arithmetic instruction type permits arbitrary mathematical continuations and return values, so it is not a verified compiler from arbitrary functions to circuits. For the concrete Fourier program, preparation and decoding use only its explicit scalar instructions and structural array operations. Its cost result is an arithmetic-operation count, with the oracle cost interpreted in the same unit.

The Fourier theorems include n=0n=0n=0; this particular program still performs seven scalar instructions and a product call, returning an empty array. The packing size lemma includes empty lists and cancellation, while convolution requires r≥1r\ge1r≥1. Coefficient bounds include their endpoints and allow negative entries.

The integer result does not prove linear-time bit encoders or decoders. Neither application establishes finite-precision error bounds, root-construction costs, memory costs, or an unrestricted implication from binary integer multiplication to exact complex DFT complexity. Subsequent work can add a verified bit representation and encoding implementation, or a register-based arithmetic compiler. Such additions must justify their costs independently rather than selecting favorable work labels.

Selected references

  • L. I. Bluestein, A linear filtering approach to the computation of discrete Fourier transform, IEEE Transactions on Audio and Electroacoustics 18(4), 1970, pp. 451–455. DOI.
  • Andrew V. Sutherland, 18.783 Lecture 3: Finite fields and integer arithmetic, MIT course notes, 2019, Section 3.6. Notes.
  • Prove2me, IntMul.HvdH.kronMul_eq, proved formal theorem. Statement and proofs.
  • General runtime transfer and its Fourier/packing applications, companion proof note and Strengthened transfer results, 24 October 2026, Theorems 1–8. The exact instruction program, accounting constants, and oracle interfaces are this development's formulations of the classical reductions.
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Operations ResearchOptimization·Captain: mikedeng1

The Threshold Effects on Consumer Choice and Pricing Decisions: Under the Threshold MNL Model, a Utility-Net-Cost Ordered Assortment with Quasi-Same-Markup/Same-Utility Prices Is OptimalResearch Paper

Motivation

Pricing a product line under the multinomial logit (MNL) model is a classical problem in revenue management. Its best-known answer is that, at optimality, every offered product carries the same markup, and offering more products never hurts (Hopp and Xu, 2005; Li and Huh, 2011). Both conclusions rest on the assumption that a consumer weighs every available alternative.

Empirical marketing work instead describes a two-stage process: consumers first screen alternatives into a consideration set and then choose within it. R. Wang's paper (The Threshold Effects on Consumer Choice and Pricing Decisions, Manufacturing & Service Operations Management, 2021; SSRN 3765711) models the screening with a threshold: an alternative is considered only if its nominal utility is within a tolerance Δ\DeltaΔ of the best available alternative. This threshold MNL (TMNL) model can violate the independence of irrelevant alternatives and regularity, and the paper shows that it changes the optimal assortment and pricing policy. This mission formalizes that pricing result.

Setting

A firm sells products i∈N={1,…,N}i\in\mathcal N=\{1,\dots,N\}i∈N={1,…,N} with unit costs cic_ici​. An outside option 000 is always available. At prices p=(pi)p=(p_i)p=(pi​), product iii has nominal utility ui=αi−βpiu_i=\alpha_i-\beta p_iui​=αi​−βpi​, where αi\alpha_iαi​ is its intrinsic utility and β>0\beta>0β>0 the price coefficient; the outside option has nominal utility u0u_0u0​. The markup is mi=pi−cim_i=p_i-c_imi​=pi​−ci​, and α^i=αi−βci\hat\alpha_i=\alpha_i-\beta c_iα^i​=αi​−βci​ is the utility net of cost, so ui=α^i−βmiu_i=\hat\alpha_i-\beta m_iui​=α^i​−βmi​. Products are labelled so that α^1≥α^2≥⋯≥α^N\hat\alpha_1\ge\hat\alpha_2\ge\dots\ge\hat\alpha_Nα^1​≥α^2​≥⋯≥α^N​.

For an offer set S⊆NS\subseteq\mathcal NS⊆N let S+=S∪{0}S^+=S\cup\{0\}S+=S∪{0}. The threshold consideration set is

Ψ(S+,p;Δ)={i∈S+: ui≥max⁡j∈S+uj−Δ},Δ≥0.\Psi(S^+,p;\Delta)=\Big\{i\in S^+:\ u_i\ge\max_{j\in S^+}u_j-\Delta\Big\},\qquad \Delta\ge0.Ψ(S+,p;Δ)={i∈S+: ui​≥j∈S+max​uj​−Δ},Δ≥0.

The consumer then chooses i∈Ψi\in\Psii∈Ψ with probability qi=eui/∑j∈Ψeujq_i=e^{u_i}/\sum_{j\in\Psi}e^{u_j}qi​=eui​/∑j∈Ψ​euj​, and alternatives outside Ψ\PsiΨ have probability 000. The outside option enters the denominator only if it is itself in Ψ\PsiΨ; a product priced attractively enough (ui>u0+Δu_i>u_0+\Deltaui​>u0​+Δ) prices it out. The firm's expected profit is

R(S,p;Δ)=∑i∈Ψ(S+,p;Δ)(pi−ci) qi(S,p;Δ),R(S,p;\Delta)=\sum_{i\in\Psi(S^+,p;\Delta)}(p_i-c_i)\,q_i(S,p;\Delta),R(S,p;Δ)=i∈Ψ(S+,p;Δ)∑​(pi​−ci​)qi​(S,p;Δ),

and the joint assortment and pricing problem (3) maximizes RRR over all offer sets SSS and prices ppp.

A utility-net-cost ordered assortment is Sn={1,…,n}S_n=\{1,\dots,n\}Sn​={1,…,n}. A price vector on SnS_nSn​ follows the quasi-same-markup/same-utility policy if, for some 1≤n′≤n1\le n'\le n1≤n′≤n, products 2,…,n′2,\dots,n'2,…,n′ charge one common markup and products n′+1,…,nn'+1,\dots,nn′+1,…,n share one common nominal utility; product 111 is free.

Formalization targets

Goal: Theorem 4

With V=sup⁡S,pR(S,p;Δ)V=\sup_{S,p}R(S,p;\Delta)V=supS,p​R(S,p;Δ), there is n∈{1,…,N}n\in\{1,\dots,N\}n∈{1,…,N} with

sup⁡pR(Sn,p;Δ)=Vandsup⁡{R(Sn,p;Δ):p quasi-same-markup/same-utility}=V,\sup_pR(S_n,p;\Delta)=V\quad\text{and}\quad\sup\{R(S_n,p;\Delta):p\text{ quasi-same-markup/same-utility}\}=V,psup​R(Sn​,p;Δ)=Vandsup{R(Sn​,p;Δ):p quasi-same-markup/same-utility}=V,

and, whenever (3) has a maximizer, a quasi-same-markup/same-utility price vector on SnS_nSn​ attains VVV.

Milestones

  1. Theorem 1: some ordered assortment Sn∗S_{n^*}Sn∗​ reaches VVV, and attains it whenever (3) has a maximizer.
  2. Exchange step (proof of Theorem 2, Online Supplement p. 1): if α^j>α^k\hat\alpha_j>\hat\alpha_kα^j​>α^k​ but uk>uju_k>u_juk​>uj​, giving jjj the markup mk+(α^j−α^k)/βm_k+(\hat\alpha_j-\hat\alpha_k)/\betamk​+(α^j​−α^k​)/β and kkk the markup mj−(α^j−α^k)/βm_j-(\hat\alpha_j-\hat\alpha_k)/\betamj​−(α^j​−α^k​)/β swaps the two nominal utilities, keeps the consideration set's total attractiveness, and strictly raises profit.
  3. Theorem 2 (outside option priced out): the value of SnS_nSn​ is reached with product 1 at markup m1∗=(α^1−u0−Δ)/βm^*_1=(\hat\alpha_1-u_0-\Delta)/\betam1∗​=(α^1​−u0​−Δ)/β, products 2,…,n′2,\dots,n'2,…,n′ at one markup mmm, products n′+1,…,nn'+1,\dots,nn′+1,…,n at nominal utility u0u_0u0​; the profit is strictly unimodal in mmm.
  4. Theorem 3 (outside option considered): an optimal price vector has either one markup on 1,…,n′1,\dots,n'1,…,n′ and nominal utility u0−Δu_0-\Deltau0​−Δ on the rest, or one markup on 2,…,n′2,\dots,n'2,…,n′ and nominal utility u1−Δu_1-\Deltau1​−Δ on the rest.

Significance

Theorem 4 reduces a search over 2N2^N2N offer sets and RN\mathbb R^NRN prices to NNN nested assortments and a policy described by a few scalars, which is what makes the problem solvable in practice; the paper's Appendix A turns this into an algorithm. It also shows where the TMNL answer departs from plain MNL: the low-margin tail of the assortment sits on the boundary of the consideration set at a common nominal utility rather than at the common markup, and offering fewer products, even a single one, can be optimal.

The result is proved in the paper, not formalized anywhere. A machine-checked version would settle the case analysis on whether the outside option is considered, which the paper treats in two separate proofs, and would make the model's objects (the consideration set and the TMNL choice probabilities) available for the paper's comparative statics in Δ\DeltaΔ and its price-competition results.

Difficulty

The profit RRR is a discontinuous function of the prices: a product, or the outside option, enters or leaves the consideration set as prices cross the thresholds ui=max⁡juj−Δu_i=\max_j u_j-\Deltaui​=maxj​uj​−Δ. The standard MNL argument, which writes the optimal profit as the fixed point of a smooth first-order condition, applies only inside a region where Ψ\PsiΨ is fixed. Across regions the supremum need not be attained. Already for one product, the profit is the markup mmm as long as the outside option is priced out (m<m1∗m<m^*_1m<m1∗​) and drops at m=m1∗m=m^*_1m=m1∗​, so no price is optimal and the paper's answer is "m1∗−ϵm^*_1-\epsilonm1∗​−ϵ". A complete argument therefore cannot stay inside one region: it has to compare offer sets and regions with one another and deal with values that are reached only in the limit at a region's boundary.

Formalization scope

Products are Fin N; the paper's product kkk is the index k−1k-1k−1, and SnS_nSn​ is the set of indices below nnn. The outside option is the separate parameter u0. Prices are arbitrary real vectors (they may be negative). The scale of the Gumbel noise is fixed to μ=1\mu=1μ=1, as the paper does for (3), and the logit formula is the model: its derivation from random utilities is not formalized. Membership in Ψ\PsiΨ is written as "ui≥uj−Δu_i\ge u_j-\Deltaui​≥uj​−Δ for every j∈S+j\in S^+j∈S+", equivalent to the maximum form. The standing assumptions of §3 are hypotheses of every theorem: β>0\beta>0β>0, Δ≥0\Delta\ge0Δ≥0, the labelling by α^\hat\alphaα^, and N≥1N\ge1N≥1 where SnS_nSn​ is named.

Every optimal value is a least upper bound with an explicit value VVV, never a sSup, because (3) need not have a maximizer; Theorems 1 and 4 add that when (3) does have one, it is attained on the ordered assortment (by quasi-same-markup/same-utility prices, in Theorem 4). Theorem 2's "m1∗−ϵm^*_1-\epsilonm1∗​−ϵ" is stated at the closure point ϵ=0\epsilon=0ϵ=0, with the profit given by the continuous formula for the outside-excluded consideration set. Theorem 3 assumes an attained optimum, as the paper does. A formalization in which the outside option always contributes to the denominator, or in which Definition 2's two groups are empty for every nnn, would make the goal a statement about a different model or a restatement of Theorem 1, and is ruled out here. For N≤3N\le3N≤3 every price vector satisfies Definition 2, as in the paper, so the goal's pricing clause has content from N=4N=4N=4 on.

All definitions are in one module, ThresholdMNL.Pricing.Model, which depends only on Mathlib. Proofs of the milestones are welcome in any order; the exchange step is self-contained algebra, and the consideration-set definitions are reusable for further TMNL results.

Selected references

  • R. Wang, The Threshold Effects on Consumer Choice and Pricing Decisions, Manufacturing & Service Operations Management, 2021. SSRN version: https://ssrn.com/abstract=3765711; journal: https://doi.org/10.1287/msom.2020.0948
  • W. J. Hopp and X. Xu, Product Line Selection and Pricing with Modularity in Design, Manufacturing & Service Operations Management 7(3), 2005. https://doi.org/10.1287/msom.1050.0079
  • H. Li and W. T. Huh, Pricing Multiple Products with the Multinomial Logit and Nested Logit Models: Concavity and Implications, Manufacturing & Service Operations Management 13(4), 2011. https://doi.org/10.1287/msom.1110.0341
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Complexity TheoryDiscrete GeometryOperations Research+1·Captain: mikedeng1

Mixed-integer Quadratic Programming is in NP: Every Feasible Mixed-Integer Quadratic System Has a Feasible Solution of Polynomial Bit-SizeResearch Paper

Why small solutions matter

Mixed-integer quadratic programming (MIQP) asks to minimize a quadratic function over the points of a polyhedron whose first ppp coordinates are integers. It contains integer linear programming, quadratic programming and combinatorial problems such as max-cut.

To place a decision problem in the class NP one needs, for every yes-instance, a certificate whose length is polynomial in the length of the input. For a mixed-integer system the natural certificate is a feasible point, and the whole difficulty is to show that some feasible point can be written down with polynomially many bits. A. Del Pia, S. S. Dey and M. Molinaro (arXiv:1407.4798; Mathematical Programming, 2017) proved that this is so for one quadratic inequality, which places the decision versions of integer and mixed-integer quadratic programming in NP; since they are NP-hard, both are NP-complete.

Timeline:

  • 1976–1981. Integer linear programming is in NP: Borosh and Treybig (Proc. AMS, 1976), von zur Gathen and Sieveking (1978), Kannan and Monma (1978) and Papadimitriou (J. ACM, 1981) bound the size of a smallest integer solution of a linear system.
  • 1990. Vavasis (Inf. Process. Lett.) shows that quadratic programming over the reals is in NP: if a quadratic program has an optimum, it has one of polynomial size.
  • 2014. Del Pia, Dey and Molinaro combine both: a feasible system with one quadratic inequality, linear inequalities and integrality of some coordinates has a feasible point of polynomial size. The result is tight in the number of quadratic inequalities: with two quadratic inequalities (Pell equations, Lagarias 1980) or with many convex ones (Khachiyan 1983) the smallest integer solution can have exponential size, and with many general ones feasibility is undecidable (Köppe 2012).

Setting

All data are rational. Fix integers n≥1n\ge1n≥1, 1≤p≤n1\le p\le n1≤p≤n and m≥0m\ge0m≥0, a matrix H∈Qn×nH\in\mathbb Q^{n\times n}H∈Qn×n (not necessarily symmetric), vectors c∈Qnc\in\mathbb Q^nc∈Qn, b∈Qmb\in\mathbb Q^mb∈Qm, a number d∈Qd\in\mathbb Qd∈Q and a matrix A∈Qm×nA\in\mathbb Q^{m\times n}A∈Qm×n. The feasible set of equation (2) is

F(H,c,d,A,b)={x∈Rn: x⊤Hx+c⊤x+d≤0, Ax≤b, x∈Zp×Rn−p},\mathcal F(H,c,d,A,b)=\{x\in\mathbb R^n:\ x^\top Hx+c^\top x+d\le 0,\ Ax\le b,\ x\in\mathbb Z^p\times\mathbb R^{n-p}\},F(H,c,d,A,b)={x∈Rn: x⊤Hx+c⊤x+d≤0, Ax≤b, x∈Zp×Rn−p},

where x∈Zp×Rn−px\in\mathbb Z^p\times\mathbb R^{n-p}x∈Zp×Rn−p means that the first ppp coordinates of xxx are integers.

The complexity (bit-size) of a rational number a/ba/ba/b in lowest terms is 1+⌈log⁡2(∣a∣+1)⌉+⌈log⁡2(b+1)⌉1+\lceil\log_2(|a|+1)\rceil+\lceil\log_2(b+1)\rceil1+⌈log2​(∣a∣+1)⌉+⌈log2​(b+1)⌉; that of a vector or matrix is the number of its entries plus the sum of the sizes of its entries, and that of a finite set of objects is the sum of their sizes. Write φ\varphiφ for the complexity of {H,c,d,A,b}\{H,c,d,A,b\}{H,c,d,A,b}.

A quantity is O\mathcal OO-small when its complexity is at most g(complexity of O)g(\text{complexity of }\mathcal O)g(complexity of O) for one polynomial ggg that serves every input O\mathcal OO. For a set SSS of vectors, cone⁡(S)\operatorname{cone}(S)cone(S) is the set of non-negative real combinations and int.cone⁡(S)\operatorname{int.cone}(S)int.cone(S) the set of non-negative integer combinations of finitely many vectors of SSS. A pointed polyhedral cone is simple when its number of extreme rays equals its dimension, i.e. it is generated by linearly independent vectors.

Formalization targets

Goal: Theorem 1 (p. 2)

There is a polynomial fff such that for all n,p,mn,p,mn,p,m and all rational H,c,d,A,bH,c,d,A,bH,c,d,A,b as above,

F(H,c,d,A,b)≠∅ ⟹ ∃ x0∈F(H,c,d,A,b)∩Qn  with  size⁡(x0)≤f(φ).\mathcal F(H,c,d,A,b)\neq\emptyset\ \Longrightarrow\ \exists\,x^0\in\mathcal F(H,c,d,A,b)\cap\mathbb Q^n\ \text{ with }\ \operatorname{size}(x^0)\le f(\varphi).F(H,c,d,A,b)=∅ ⟹ ∃x0∈F(H,c,d,A,b)∩Qn  with  size(x0)≤f(φ).

The degree and coefficients of fff are left unspecified, which is what the paper proves and what NP membership needs.

Milestones (the paper's own results, in attack order)

  1. Theorem 3 (p. 3, Vavasis): feasibility of the continuous relaxation of (2) has small certificates, and a quadratic program min⁡{x⊤Hx+c⊤x:Ax≤b}\min\{x^\top Hx+c^\top x: Ax\le b\}min{x⊤Hx+c⊤x:Ax≤b} with a global optimum has a rational global optimum of {H,c,d,A,b}\{H,c,d,A,b\}{H,c,d,A,b}-small size.
  2. Proposition 4 (p. 3): for a rational pointed polyhedron P={x:Ax≤b}⊆Rp+qP=\{x:Ax\le b\}\subseteq\mathbb R^{p+q}P={x:Ax≤b}⊆Rp+q, P∩(Zp×Rq)=⋃i,K(Pi+int.cone⁡(RK))P\cap(\mathbb Z^p\times\mathbb R^q)=\bigcup_{i,K}(P_i+\operatorname{int.cone}(R_K))P∩(Zp×Rq)=⋃i,K​(Pi​+int.cone(RK​)) with small polytopes PiP_iPi​ and small integral sets RKR_KRK​ of extreme rays spanning simple cones.
  3. Proposition 5 (pp. 4–5): a feasible mixed-integer linear system has a solution of [A b][A\ b][A b]-small size.
  4. Lemma 6 (p. 5): a pointed cone cone⁡{r1,…,rs}\operatorname{cone}\{r^1,\dots,r^s\}cone{r1,…,rs} has a normalizing hyperplane {x:f⊤x=1}\{x:f^\top x=1\}{x:f⊤x=1} with fff small, f⊤x≥1/max⁡i∥ri∥f^\top x\ge 1/\max_i\|r^i\|f⊤x≥1/maxi​∥ri∥ on unit vectors of the cone, and a bounded section.
  5. Lemma 7 (p. 5): a simple cone on which x⊤Hx≥0x^\top Hx\ge0x⊤Hx≥0 is a finite union of simple cones of the same dimension and small size, in each of which a face whose quadratic minimum on the hyperplane is 000 has an extreme ray vvv with v⊤Hv=0v^\top Hv=0v⊤Hv=0.
  6. Claim 1 (p. 7): a linear objective 2x⊤Hri+c⊤ri2x^\top Hr^i+c^\top r^i2x⊤Hri+c⊤ri that is negative somewhere on P+FiIP+F^I_iP+FiI​ is negative at a point of small size.
  7. Claim 2 (p. 8): the solutions of Q(x)≤0\mathcal Q(x)\le0Q(x)≤0, x∈P+FJIx\in P+F^I_Jx∈P+FJI​ have Euclidean norm at most a rational v∗v^*v∗ of small size.

Significance

Theorem 1 gives a polynomial-length certificate for every yes-instance of decision MIQP, hence Corollary 2: the decision versions of integer and mixed-integer quadratic programming are NP-complete. It unifies the two classical membership results above and, by the examples on pp. 2–3, marks the exact boundary: one quadratic inequality is always fine, two are not. Downstream, polynomial-size optimal or feasible solutions are the starting point for any analysis of exact algorithms for MIQP, for fixed-dimension questions (Del Pia and Weismantel solved n=2n=2n=2 in 2014; fixed dimension in general is open), and for bit-complexity arguments in branch-and-bound.

The result is proved and published. None of it, including Vavasis's theorem and the integer-linear case, has a machine-checked proof. Formalizing it produces a bit-size calculus for rational data, a mixed-integer Minkowski–Weyl decomposition with size bounds (Proposition 4), and the cone-refinement machinery of Section 3. The v1 proof read here has two gaps (Case 2, p. 7, passes from real to integer cones; p. 9 applies Theorem 3 to a non-polyhedral set), which the journal version revises; a formal proof settles the argument.

Difficulty

The obvious argument fails at unboundedness. If the feasible set were bounded, one would pick an optimal or extreme point and bound its size by linear algebra. Here the integer directions can be unbounded, the quadratic constraint is non-convex, and the feasible set need not contain any vertex-like point: a feasible point may exist only far out along a ray. One must control how far one has to travel along integer combinations of rays and show that this distance has polynomial size.

A second difficulty is uniformity: every intermediate bound must be one polynomial for all dimensions and data. Finally, Theorem 3 is itself a substantial result, cited rather than proved in the paper.

Formalization scope

Points are Fin n → ℝ; data are ℚ-valued and cast coordinatewise. Bit-size is Schrijver's: 1 + Nat.size |num| + Nat.size den for a rational, n + Σ for a vector, m·n + Σ for a matrix; the instance size is the sum over {H,c,d,A,b}\{H,c,d,A,b\}{H,c,d,A,b}. Polynomial bounds are Polynomial ℕ evaluated at a size. The objects defined are: the feasible set F(H,c,d,A,b)\mathcal F(H,c,d,A,b)F(H,c,d,A,b) of (2); polyhedra {x:Ax≤b}\{x:Ax\le b\}{x:Ax≤b}, recession cones and pointedness (trivial lineality space); cone as the R≥0\mathbb R_{\ge0}R≥0​-span and int.cone as the additive monoid generated (non-negative integer coefficients only); extreme rays of a cone; simple cones as cones of linearly independent generators, whose faces are the cones of subsets of the generators; the Euclidean norm (not Lean's sup norm); and normalizing hyperplanes {x:f⊤x=1}\{x:f^\top x=1\}{x:f⊤x=1}.

Readings committed to: "is in NP" (Theorem 3, first sentence; Proposition 5) is the existence of polynomial-size certificates; "a system of linear equations of small complexity whose solution is a global optimum" (Theorem 3) is a global optimum of small size, equivalent by Cramer's rule; Claims 1 and 2 are stated with their context (polytope, linearly independent rays, the positivity of x⊤Hxx^\top Hxx⊤Hx on FJ∖{0}F_J\setminus\{0\}FJ​∖{0}) as hypotheses and bounds polynomial in those local data.

Every "small complexity" is formalized with the polynomial quantified before the dimensions and the data. With the quantifiers reversed, Theorem 1 is trivially true (take the bound to be the size of any rational feasible point), so such a statement does not count. Likewise the hypothesis of Theorem 1 is non-emptiness over the reals, not the existence of a rational point, and the bit-size counts numerator and denominator bits of every entry.

Needed infrastructure, reusable well beyond this mission: sizes of solutions of rational linear systems (Cramer's rule bounds), vertex and facet complexity of rational polyhedra (Schrijver, Chapter 10), the Minkowski–Weyl theorem with size bounds, Carathéodory's theorem for cones, and Vavasis's theorem. Proofs of any milestone, of these library facts, and of alternative arguments for the goal are all welcome.

Selected references

  • A. Del Pia, S. S. Dey, M. Molinaro, Mixed-integer quadratic programming is in NP, arXiv:1407.4798v1, 2014; Mathematical Programming 162 (2017) 225–240. https://arxiv.org/abs/1407.4798
  • S. A. Vavasis, Quadratic programming is in NP, Information Processing Letters 36 (1990) 73–77. https://doi.org/10.1016/0020-0190(90)90100-C
  • I. Borosh, L. B. Treybig, Bounds on positive integral solutions of linear Diophantine equations, Proceedings of the AMS 55 (1976) 299–304.
  • C. H. Papadimitriou, On the complexity of integer programming, Journal of the ACM 28 (1981) 765–768. https://doi.org/10.1145/322276.322287
  • A. Schrijver, Theory of Linear and Integer Programming, Wiley, 1986 (Chapters 7 and 10).
  • J. C. Lagarias, On the computational complexity of determining the solvability or unsolvability of the equation X2−DY2=−1X^2-DY^2=-1X2−DY2=−1, Transactions of the AMS 260 (1980) 485–508.
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Algebraic TopologyDifferential GeometryFunctional Analysis·Captain: mikedeng1

Integrating L∞-Algebras: For Every Non-Negatively Graded, Degreewise Finite-Dimensional L∞-Algebra L, ∫L Is a Kan Simplicial Banach Manifold Whose Postnikov Tower Consists of Kan FibrationsResearch Paper

Motivation

Lie's third theorem says that every finite-dimensional Lie algebra is the Lie algebra of a Lie group. L∞L_\inftyL∞​-algebras (strongly homotopy Lie algebras) generalize Lie algebras by allowing brackets of every arity, related by the Jacobi identity only up to coherent homotopy. They occur as symmetries in deformation theory, in higher gauge theory and in string theory; a central example is the string Lie 2-algebra str\mathfrak{str}str of a compact simple Lie algebra. The question "what integrates an L∞L_\inftyL∞​-algebra?" asks for a higher-categorical Lie group, and the natural candidate is a simplicial manifold satisfying a manifold version of the Kan condition.

Timeline:

  • 1977: Sullivan, Infinitesimal computations in topology (Publ. IHÉS 47), introduces the spatial realization ⟨A⟩\langle A\rangle⟨A⟩ of a nilpotent rational DGA AAA, with nnn-simplices the DGA maps A→Ωpol∗(Δn;Q)A \to \Omega^*_{pol}(\Delta^n;\mathbb Q)A→Ωpol∗​(Δn;Q).
  • 2004: Getzler, Lie theory for nilpotent L∞L_\inftyL∞​-algebras (arXiv:math/0404003; Ann. Math. 2009), applies this construction to the Chevalley–Eilenberg complex of a nilpotent L∞L_\inftyL∞​-algebra, as simplicial sets.
  • 2005: Baez–Crans–Schreiber–Stevenson (arXiv:math/0504123) build a strict Lie 2-group integrating str\mathfrak{str}str from loop groups, without a general recipe.
  • 2006: Henriques, Integrating L∞L_\inftyL∞​-algebras (arXiv:math/0603563; Compositio Math. 144, 2008), works over R\mathbb RR without nilpotence, replaces polynomial forms by CrC^rCr forms so that the simplices form Banach manifolds, and proves that the result is a Kan simplicial manifold (Theorem 5.10).

Setting

Let L=L0⊕L1⊕⋯L = L_0 \oplus L_1 \oplus \cdotsL=L0​⊕L1​⊕⋯ be a non-negatively graded real vector space, finite dimensional in each degree. Its Chevalley–Eilenberg algebra C∗(L)=Sym(L∨)C^*(L) = \mathrm{Sym}(L^\vee)C∗(L)=Sym(L∨) is the graded-symmetric algebra on L∨L^\veeL∨, where Li∗=Hom(Li,R)L_i^* = \mathrm{Hom}(L_i,\mathbb R)Li∗​=Hom(Li​,R) sits in degree i+1i+1i+1. An L∞L_\inftyL∞​-structure on LLL is a linear map δ:C∗(L)→C∗(L)\delta : C^*(L) \to C^*(L)δ:C∗(L)→C∗(L) of degree +1+1+1 which is a graded derivation and satisfies δ2=0\delta^2 = 0δ2=0; the brackets of LLL are the transposes of the components of δ\deltaδ on generators.

Fix an integer r≥1r \ge 1r≥1. On the mmm-simplex Δm\Delta^mΔm, let ΩCrn(Δm)\Omega^n_{C^r}(\Delta^m)ΩCrn​(Δm) be the space of nnn-forms α\alphaα such that α\alphaα and dαd\alphadα have coefficients of class CrC^rCr, a Banach space for the CrC^rCr norm of α\alphaα and dαd\alphadα. The integrating simplicial manifold is

(∫L)m=HomDGA(C∗(L),ΩCr∗(Δm)),\Big(\textstyle\int L\Big)_m = \mathrm{Hom}_{DGA}\big(C^*(L), \Omega^*_{C^r}(\Delta^m)\big),(∫L)m​=HomDGA​(C∗(L),ΩCr∗​(Δm)),

with face maps given by restriction to the faces of the simplex. A DGA map is determined by the images of the generators, and generators of degree >m> m>m go to 000, so (∫L)m(\int L)_m(∫L)m​ is a subset of the Banach space ∏i<mHom(Li∗,ΩCri+1(Δm))\prod_{i<m}\mathrm{Hom}(L_i^*, \Omega^{i+1}_{C^r}(\Delta^m))∏i<m​Hom(Li∗​,ΩCri+1​(Δm)).

The Postnikov pieces τ≤nL\tau_{\le n}Lτ≤n​L and τ<nL\tau_{<n}Lτ<n​L agree with LLL below degree nnn, have coker⁡(∂n+1)\operatorname{coker}(\partial_{n+1})coker(∂n+1​), resp. im⁡(∂n)\operatorname{im}(\partial_n)im(∂n​), in degree nnn, and vanish above, where ∂=[ ]\partial = [\,]∂=[] is the unary bracket. A map X→YX \to YX→Y of simplicial manifolds is a Kan fibration if for all m≥1m \ge 1m≥1 and 0≤j≤m0 \le j \le m0≤j≤m the map from XmX_mXm​ to the manifold of commutative squares Hom(Λ[m,j]→Δ[m],X→Y)\mathrm{Hom}(\Lambda[m,j] \to \Delta[m], X \to Y)Hom(Λ[m,j]→Δ[m],X→Y) is a surjective submersion (a surjective map with a smooth local section through every point); XXX is Kan if X→∗X \to *X→∗ is a Kan fibration.

Formalization targets

Goal: Theorem 5.10

For every such L∞L_\inftyL∞​-algebra LLL and every r≥1r \ge 1r≥1, each (∫L)m(\int L)_m(∫L)m​ is a smooth manifold, ∫L\int L∫L satisfies the Kan condition, and all the maps of the tower

⋯→∫τ≤1L→∫τ<1L→∫τ≤0L→∗\cdots \to \textstyle\int\tau_{\le 1}L \to \int\tau_{<1}L \to \int\tau_{\le 0}L \to *⋯→∫τ≤1​L→∫τ<1​L→∫τ≤0​L→∗

are Kan fibrations.

Milestones

  1. (Proof of Theorem 5.10, p. 16) (∫L)m=(∫τ<nL)m(\int L)_m = (\int\tau_{<n}L)_m(∫L)m​=(∫τ<n​L)m​ for n≥mn \ge mn≥m.
  2. (Example 5.4) For L=Ln⊕Ln−1L = L_n \oplus L_{n-1}L=Ln​⊕Ln−1​ with [ ]:Ln→Ln−1[\,] : L_n \to L_{n-1}[]:Ln​→Ln−1​ an isomorphism and all other brackets zero, (∫L)m=Ωn(Δm;Ln)(\int L)_m = \Omega^n(\Delta^m; L_n)(∫L)m​=Ωn(Δm;Ln​).
  3. (Lemma 5.9) The simplicial Banach spaces Ωn(Δ∙)\Omega^n(\Delta^\bullet)Ωn(Δ∙) and Ωclosedn(Δ∙)\Omega^n_{\mathrm{closed}}(\Delta^\bullet)Ωclosedn​(Δ∙) satisfy the Kan condition.
  4. (Lemma 5.11) For the pullback PPP of Ωn(Λm,j)→dΩclosedn+1(Λm,j)←Ωclosedn+1(Δm)\Omega^n(\Lambda^{m,j}) \xrightarrow{d} \Omega^{n+1}_{\mathrm{closed}}(\Lambda^{m,j}) \leftarrow \Omega^{n+1}_{\mathrm{closed}}(\Delta^m)Ωn(Λm,j)d​Ωclosedn+1​(Λm,j)←Ωclosedn+1​(Δm), the natural map Ωn(Δm)→P\Omega^n(\Delta^m) \to PΩn(Δm)→P is a surjective submersion.

Significance

Theorem 5.10 gives a Lie integration procedure for all non-negatively graded L∞L_\inftyL∞​-algebras of finite type, with no nilpotence assumption: its output is a Kan simplicial Banach manifold whose Postnikov tower consists of Kan fibrations. The paper uses it to compute the homotopy sheaves of ∫L\int L∫L (Theorem 6.4), to integrate Lie nnn-algebras to Lie nnn-groups by truncation (Theorem 7.5), and to construct a Lie 2-group integrating the string Lie 2-algebra (§8), compared with the Baez–Lauda notion in the appendix.

The result is proved in the paper. None of it is formalized: Mathlib has exterior and symmetric algebras, Fréchet derivatives within sets and the implicit function theorem on Banach spaces, but no L∞L_\inftyL∞​-algebras, no Banach spaces of CrC^rCr forms on a simplex, and no simplicial manifolds. A formal proof would supply the first machine-checked Lie integration theorem beyond Lie algebras, together with reusable infrastructure: Chevalley–Eilenberg algebras, CrC^rCr de Rham forms on simplices with explicit extension operators from horns, and Kan conditions for simplicial Banach manifolds.

Difficulty

The levels (∫L)m(\int L)_m(∫L)m​ are solution sets of nonlinear differential equations (Maurer–Cartan type) in Banach spaces, so their manifold structure is not visible directly. Banach spaces are forced: for Fréchet spaces of smooth forms the implicit function theorem fails, and surjective submersions are not known to form a Grothendieck pretopology. The base of the induction, ∫τ≤0L\int\tau_{\le 0}L∫τ≤0​L, is the integration of the ordinary Lie algebra H0(L)H_0(L)H0​(L), so it already contains Lie's third theorem and requires Cr+1C^{r+1}Cr+1 maps into a Lie group. The higher stages involve equations twisted by the lower stages, whose solution spaces are not linear. The submersion claims require local smooth sections, not only surjectivity: it does not suffice to extend a form from a horn, the extension must depend smoothly on the data and on a prescribed differential (Lemma 5.11).

Formalization scope

  • LLL is L : ℕ → Type, each L i a finite-dimensional real vector space; the L∞L_\inftyL∞​-structure is LInfty L, the differential δ on CE L = ExteriorAlgebra(⊕_{i even} L∗ᵢ) ⊗ SymmetricAlgebra(⊕_{i odd} L∗ᵢ) (this tensor product is the graded-commutative one because the symmetric factor is concentrated in even degrees), with degree, graded Leibniz rule (sign from the degree of the left factor) and δ ∘ δ = 0.
  • Forms on Δm={t∈Rm:t≥0,∑t≤1}\Delta^m = \{t \in \mathbb R^m : t \ge 0, \sum t \le 1\}Δm={t∈Rm:t≥0,∑t≤1} are exterior-algebra-valued functions on Rm\mathbb R^mRm whose values off Δm\Delta^mΔm are ignored; derivatives are taken within Δm\Delta^mΔm. ΩCrn(Δm)\Omega^n_{C^r}(\Delta^m)ΩCrn​(Δm) is CrForms r m n, the closed span of the jets (all partial derivatives of order ≤r\le r≤r of the coefficients of α\alphaα and of dαd\alphadα, sup norms on Δm\Delta^mΔm). The condition on dαd\alphadα is part of the space.
  • (∫L)m(\int L)_m(∫L)m​ is integ r δ ⊤ m, a subset of the Banach space Amb r ⊤ m of generator images (a basis of each Li∗L_i^*Li∗​, i<mi < mi<m). The Postnikov pieces are generator systems (tauLe, tauLt) of sub-DGAs of C∗(L)C^*(L)C∗(L); τ<0L=0\tau_{<0}L = 0τ<0​L=0.
  • "Smooth manifold" means a C∞C^\inftyC∞ split submanifold of that Banach space. A surjective submersion has local C∞C^\inftyC∞ sections defined on open subsets of the ambient space. Horn objects are sets of compatible tuples in products of the ambient spaces, and they are required to be split submanifolds too.
  • The manifold structure is pinned to the CrC^rCr topology. A formalization asserting only that some manifold structure exists would be trivial, because a discrete structure makes every map a submersion; this one does not.
  • Not formalized: the abstract Kan theory of §2 (Lemmas 2.4–2.11), the homotopy sheaves of §3, the transversality lemmas of §4, Lemmas 5.7 and 5.8 and Example 5.5 (the base case through Lie groups), the product decomposition ∫τ<nL=∫τ≤n−1L×\int\tau_{<n}L = \int\tau_{\le n-1}L \times∫τ<n​L=∫τ≤n−1​L× (Example 5.4), and §§6–9.
  • Welcome contributions: proofs of the milestones, the extension operator (27) on CrC^rCr forms, the Lie-group base case, and general lemmas on split submanifolds and pullbacks along surjective submersions.

Selected references

  • A. Henriques, Integrating L∞L_\inftyL∞​-algebras, Compositio Math. 144 (2008), 1017–1045; arXiv:math/0603563v2 (2007). https://arxiv.org/abs/math/0603563
  • D. Sullivan, Infinitesimal computations in topology, Publ. Math. IHÉS 47 (1977), 269–331. https://doi.org/10.1007/BF02684341
  • E. Getzler, Lie theory for nilpotent L∞L_\inftyL∞​-algebras, Ann. of Math. 170 (2009), 271–301; arXiv:math/0404003. https://arxiv.org/abs/math/0404003
  • J. C. Baez, A. S. Crans, U. Schreiber, D. Stevenson, From loop groups to 2-groups, Homology Homotopy Appl. 9 (2007), 101–135; arXiv:math/0504123. https://arxiv.org/abs/math/0504123
  • S. Lang, Fundamentals of Differential Geometry, Graduate Texts in Mathematics 191, Springer, 1999. https://doi.org/10.1007/978-1-4612-0541-8
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Mechanism DesignOperations ResearchProbability+1·Captain: mikedeng1

Driver Surge Pricing: Prices m_iτ + z_i q_{i→j}(τ) Make Accepting Every Trip the Unique Optimal Driver Policy When R1/R2 ∈ (C, 1), and Accepting All Surge Trips Optimal for Every R1 < R2Research Paper

Why driver incentives under surge pricing matter

Ride-hailing platforms pay drivers per trip, and drivers are free to decline requests. When demand fluctuates, a trip accepted now also decides where and when the driver will be free next. During a surge (a period of high demand and high pay) a long trip keeps a driver busy after the surge may have ended, so a driver may rationally decline trips the platform wants served. Rejected requests cost riders and platforms reliability, and cherry-picking forces platforms to hide trip information from drivers. N. Garg and H. Nazerzadeh, Driver Surge Pricing (Management Science, 2022; arXiv:1905.07544), ask when a platform can set per-trip payments under which accepting every request is the driver's best response, i.e. payments that are incentive compatible (IC), and what such payments look like. The paper presents itself as "the theoretical foundation that has informed the design of Uber's new additive driver surge mechanism" (abstract), and shows that multiplicative surge, historically the industry standard, is not incentive compatible in a dynamic setting.

The dynamic model

The world alternates between two states, a non-surge state 111 and a surge state 222, as a continuous-time Markov chain that leaves state iii at rate λi→j>0\lambda_{i\to j}>0λi→j​>0 (jjj the other state). A driver who is open in state iii receives trip requests at rate λi>0\lambda_i>0λi​>0, each with a length τ\tauτ drawn independently from a law FiF_iFi​ on (0,∞)(0,\infty)(0,∞). The probability that the world is in state jjj a time sss after being in state iii is

qi→j(s)=λi→jλi→j+λj→i[1−e−(λi→j+λj→i)s].q_{i\to j}(s)=\frac{\lambda_{i\to j}}{\lambda_{i\to j}+\lambda_{j\to i}}\big[1-e^{-(\lambda_{i\to j}+\lambda_{j\to i})s}\big].qi→j​(s)=λi→j​+λj→i​λi→j​​[1−e−(λi→j​+λj→i​)s].

A payment function w={w1,w2}w=\{w_1,w_2\}w={w1​,w2​} pays wi(τ)w_i(\tau)wi​(τ) for a trip of length τ\tauτ that starts in state iii, whatever the world does during the trip. A policy σ={σ1,σ2}\sigma=\{\sigma_1,\sigma_2\}σ={σ1​,σ2​} consists of open sets σi⊆(0,∞)\sigma_i\subseteq(0,\infty)σi​⊆(0,∞): the driver accepts a request of length τ\tauτ arriving in state iii iff τ∈σi\tau\in\sigma_iτ∈σi​, is then busy for time τ\tauτ, and loses requests arriving meanwhile. With R(w,σ,t)R(w,\sigma,t)R(w,σ,t) the pay from the trips accepted by time ttt, the driver's earnings rate is

R(w,σ)=lim inf⁡t→∞R(w,σ,t)t.R(w,\sigma)=\liminf_{t\to\infty}\frac{R(w,\sigma,t)}{t}.R(w,σ)=t→∞liminf​tR(w,σ,t)​.

With Ti=1+λi∫σiτ dFiT_i=1+\lambda_i\int_{\sigma_i}\tau\,dF_iTi​=1+λi​∫σi​​τdFi​, Qi=λi→j+λi∫σiqi→j dFiQ_i=\lambda_{i\to j}+\lambda_i\int_{\sigma_i}q_{i\to j}\,dF_iQi​=λi→j​+λi​∫σi​​qi→j​dFi​ and Wi=λi∫σiwi dFiW_i=\lambda_i\int_{\sigma_i}w_i\,dF_iWi​=λi​∫σi​​wi​dFi​, the paper shows that almost surely

R(w,σ)=μ1(σ)R1(w1,σ1)+μ2(σ)R2(w2,σ2),Ri=WiTi,μi=TiQjTjQi+TiQj.R(w,\sigma)=\mu_1(\sigma)R_1(w_1,\sigma_1)+\mu_2(\sigma)R_2(w_2,\sigma_2),\qquad R_i=\frac{W_i}{T_i},\quad \mu_i=\frac{T_iQ_j}{T_jQ_i+T_iQ_j}.R(w,σ)=μ1​(σ)R1​(w1​,σ1​)+μ2​(σ)R2​(w2​,σ2​),Ri​=Ti​Wi​​,μi​=Tj​Qi​+Ti​Qj​Ti​Qj​​.

The platform targets per-state earnings Ri(wi,(0,∞))=RiR_i(w_i,(0,\infty))=R_iRi​(wi​,(0,∞))=Ri​ for a driver who accepts everything, with R1<R2R_1<R_2R1​<R2​. With Tˉi\bar T_iTˉi​, Qˉi\bar Q_iQˉ​i​ the values at accept-all, define

C=1−1Tˉ1⋅Qˉ2(λ1→2Tˉ1−Qˉ1)+Qˉ1(Tˉ2λ1→2+Qˉ2)Qˉ2(λ1→2Tˉ1−Qˉ1)+λ1→2(Tˉ2λ1→2+Qˉ2).C=1-\frac{1}{\bar T_1}\cdot\frac{\bar Q_2(\lambda_{1\to2}\bar T_1-\bar Q_1)+\bar Q_1(\bar T_2\lambda_{1\to2}+\bar Q_2)}{\bar Q_2(\lambda_{1\to2}\bar T_1-\bar Q_1)+\lambda_{1\to2}(\bar T_2\lambda_{1\to2}+\bar Q_2)}.C=1−Tˉ1​1​⋅Qˉ​2​(λ1→2​Tˉ1​−Qˉ​1​)+λ1→2​(Tˉ2​λ1→2​+Qˉ​2​)Qˉ​2​(λ1→2​Tˉ1​−Qˉ​1​)+Qˉ​1​(Tˉ2​λ1→2​+Qˉ​2​)​.

Formalization targets

Goal: Theorem 3 (p. 13)

For primitives with bounded densities and finite mean trip lengths:

C∈[0,1);C\in[0,1);C∈[0,1);

for all targets R1<R2R_1<R_2R1​<R2​ with R2≥0R_2\ge0R2​≥0 there are prices

wi(τ)=miτ+zi qi→j(τ),m1,m2,z2≥0,w_i(\tau)=m_i\tau+z_i\,q_{i\to j}(\tau),\qquad m_1,m_2,z_2\ge0,wi​(τ)=mi​τ+zi​qi→j​(τ),m1​,m2​,z2​≥0,

meeting the targets, and t1∈[0,∞]t_1\in[0,\infty]t1​∈[0,∞], such that the policy {(0,t1),(0,∞)}\{(0,t_1),(0,\infty)\}{(0,t1​),(0,∞)} is optimal; and if R1/R2∈(C,1)R_1/R_2\in(C,1)R1​/R2​∈(C,1), there are such prices for which accepting every request is optimal, and strictly better than every policy that rejects a set of positive F1F_1F1​- or F2F_2F2​-measure. Optimality is almost-sure dominance of the stochastic earnings rate, on every probability space carrying the model and from every initial state; prices and t1t_1t1​ are chosen before the competing policy. The printed theorem allows R2<0R_2<0R2​<0, which nonnegative surge prices cannot meet, so the goal carries the correction R2≥0R_2\ge0R2​≥0.

Milestones

  • Stochastic layer: the transition function of the world (Lemma 2), the decomposition of the earnings rate (Lemma 1), and the occupation fractions μi\mu_iμi​ (Lemma 3).
  • Endpoint calculus: the derivative of R(w,σ)R(w,\sigma)R(w,σ) with respect to adding a trip length uuu to σi\sigma_iσi​ has the sign of
r(u,i,w,σ)=qi→j(u)uΔji+wi(u)u(QiTi+QjTj)−(QiTiRj+QjTjRi)r(u,i,w,\sigma)=\frac{q_{i\to j}(u)}{u}\Delta_{ji}+\frac{w_i(u)}{u}\Big(\frac{Q_i}{T_i}+\frac{Q_j}{T_j}\Big)-\Big(\frac{Q_i}{T_i}R_j+\frac{Q_j}{T_j}R_i\Big)r(u,i,w,σ)=uqi→j​(u)​Δji​+uwi​(u)​(Ti​Qi​​+Tj​Qj​​)−(Ti​Qi​​Rj​+Tj​Qj​​Ri​)

(Lemma 6), with its continuity and monotonicity properties (Remark 1) and its shape under affine pricing (Lemmas 7, 8).

  • Structure: a set-function lemma converting sign properties of rrr into interval-shaped optimizers (Lemma 5), and the resulting optimal policy shapes (Theorem 4).
  • IC windows: the algebra of the prices (Remarks 2, 4) and the price windows that make every endpoint derivative positive (Lemmas 9, 10).

Significance

The theorem identifies when IC surge pricing exists and gives it in closed form: the surge state can always be made IC, while the non-surge state can be made IC exactly when the targets are close enough, R1/R2>CR_1/R_2>CR1​/R2​>C. Below CCC, no payment of this form can stop drivers from rejecting long non-surge trips, because accepting one risks missing the surge. The price form miτ+ziqi→j(τ)m_i\tau+z_iq_{i\to j}(\tau)mi​τ+zi​qi→j​(τ) separates a per-time rate from a correction for the chance that the world changes during the trip, which is the opportunity cost a driver faces.

The results are proved on paper only; no machine-checked version is known. A formalization would check a proof whose appendix is long and informal in places: the derivative of a set function with respect to interval endpoints, the passage from local sign conditions to global optimality over all open sets, and the reduction from the stochastic process to the closed form. Formalizing it already corrected statements: Theorem 3 needs R2≥0R_2\ge0R2​≥0, Lemma 9 needs R1≥0R_1\ge0R1​≥0, Lemma 10 needs R2>0R_2>0R2​>0, Remark 1's sign change point may be U=0U=0U=0 and its derivative is continuous in uuu only for continuous densities, and Lemma 1 needs integrable payments.

Difficulty

The obvious argument compares accept-all with policies that drop one interval of trip lengths. It fails because competing policies are arbitrary open sets, countable unions of intervals, and the reward is a ratio of integrals over them, so local improvements at one endpoint need not combine into a global maximizer; the paper needs a limiting argument over this set-function domain (Lemma 5). The second obstacle is the link between the closed form and the driver's actual earnings: the trip-start state, the world switching mid-trip and the lost requests make the earnings process a Markov-modulated renewal-reward process, and the liminf must be identified almost surely. Finally, the IC windows of Lemmas 9 and 10 must hold uniformly over the other state's policy, which is where the bound CCC comes from.

Formalization scope

  • States are Fin 2: Lean 0 is the paper's non-surge state 1 and Lean 1 the surge state 2; sw 0 is λ1→2\lambda_{1\to2}λ1→2​.
  • Primitives bundle the rates and laws; bounded densities (App. D.3.1) and finite means are separate predicates. TiT_iTi​, WiW_iWi​, QiQ_iQi​ are the normalized quantities of D.3.1, so RiR_iRi​ is 000 on FiF_iFi​-null policies.
  • The stochastic model is built pathwise from independent exponential sojourns, Poisson request streams thinned by the world state, and i.i.d. trip lengths; the earnings rate is a liminf in EReal.
  • Trivializing formalizations are ruled out: the goal is stated on the stochastic earnings rate, not on the closed form that Lemmas 1 and 3 identify with it; the targets Ri(wi,(0,∞))=RiR_i(w_i,(0,\infty))=R_iRi​(wi​,(0,∞))=Ri​ are part of the conclusion (without them w≡0w\equiv0w≡0 is trivially IC); and the prices and t1t_1t1​ are chosen before the competing policy and the probability space.
  • "∂R/∂u>0\partial R/\partial u>0∂R/∂u>0" in Lemmas 9, 10 and Theorem 4 is read as r>0r>0r>0, the meaning D.3.1 gives to ∝\propto∝. Strict quasi-convexity is the paper's derivative-based definition (p. 63).
  • Infrastructure needed: renewal-reward theory for Markov-modulated processes, Poisson thinning, differentiation of set integrals at density continuity points, and the decomposition of open subsets of R\mathbb RR into intervals. These are reusable beyond this mission. Contributions to any milestone are welcome, including independent proofs of Lemma 1 and Lemma 5.

Selected references

  • N. Garg, H. Nazerzadeh, Driver Surge Pricing, Management Science, 2022; the version formalized is arXiv:1905.07544v4 (7 Mar 2021). https://arxiv.org/abs/1905.07544v4
  • W. L. Smith, Regenerative stochastic processes, Proc. Royal Society A 232, 1955. https://doi.org/10.1098/rspa.1955.0198
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Algorithmic Game TheoryEconomicsOperations Research·Captain: mikedeng1

Multiplicative Pacing Equilibria in Auction Markets: Every Pacing Game Admits a Second Price Pacing EquilibriumResearch Paper

Budget pacing in auction markets

Internet advertising markets sell impressions, clicks and conversions one auction at a time, and most advertisers attach a budget to a whole campaign. Bidding one's full value until the budget runs out is suboptimal: the buyer drops out early and misses later auctions that may offer the same value at a lower price. A widely used remedy is multiplicative pacing: the platform shades every bid of buyer iii by a common factor, bidding αivij\alpha_i v_{ij}αi​vij​ instead of vijv_{ij}vij​, with the pacing multiplier αi∈[0,1]\alpha_i\in[0,1]αi​∈[0,1] chosen so that the budget lasts. When every buyer is paced, the multipliers interact through the prices, and the natural question is whether there is a stable profile of multipliers at all.

Conitzer, Kroer, Sodomka and Stier-Moses (arXiv:1706.07151, Operations Research, 2022) study the static game behind this mechanism for second price auctions, define its equilibrium notion and prove that an equilibrium always exists.

Timeline.

  • 1952: Debreu (PNAS), Glicksberg (PAMS) and Fan (PNAS) prove that games with compact convex strategy sets and continuous payoffs that are quasiconcave in the player's own strategy have pure-strategy Nash equilibria.
  • 2007: Borgs et al. (WWW 2007) study bid-optimization dynamics with budgets in first price auctions, with a similar noise-smoothing of ties.
  • 2015–2021: Balseiro, Besbes and Weintraub (Manag. Sci. 2015), Balseiro and Gur (Manag. Sci. 2019) and Balseiro, Kim, Mahdian and Mirrokni (Oper. Res. 2021) analyse budget management in stochastic models, with budgets holding in expectation.
  • 2017–2022: Conitzer et al. (arXiv:1706.07151) introduce second price pacing equilibria for deterministic markets and prove their existence (Theorem 1).
  • 2021: Chen, Kroer and Kumar (arXiv:2103.13969) show that computing such an equilibrium is PPAD-complete.

The pacing game and its equilibrium

A pacing game has a finite set NNN of buyers and a finite set GGG of divisible goods. Buyer iii has a valuation vij≥0v_{ij}\ge0vij​≥0 for good jjj and a budget Bi>0B_i>0Bi​>0. Buyer iii picks αi∈[0,1]\alpha_i\in[0,1]αi​∈[0,1] and bids αivij\alpha_i v_{ij}αi​vij​ on every good; each good is sold in a single-slot second price auction. Write ho⁡ij(α)=max⁡k≠iαkvkj\operatorname{ho}_{ij}(\alpha)=\max_{k\ne i}\alpha_k v_{kj}hoij​(α)=maxk=i​αk​vkj​ for the highest bid on jjj other than iii's (it is 000 when iii is the only buyer).

A second price pacing equilibrium (SPPE, Definition 2) is a triple (α,x,p)(\alpha,x,p)(α,x,p) of multipliers α∈[0,1]N\alpha\in[0,1]^Nα∈[0,1]N, allocations xij∈[0,1]x_{ij}\in[0,1]xij​∈[0,1] and per-unit prices pjp_jpj​ such that, with spend sij=pjxijs_{ij}=p_jx_{ij}sij​=pj​xij​:

  1. ∑ixij≤1\sum_i x_{ij}\le1∑i​xij​≤1, with equality whenever some vij>0v_{ij}>0vij​>0;
  2. xij>0x_{ij}>0xij​>0 implies that αivij\alpha_iv_{ij}αi​vij​ is (possibly tied for) the highest bid on jjj;
  3. xij>0x_{ij}>0xij​>0 implies pj=ho⁡ij(α)p_j=\operatorname{ho}_{ij}(\alpha)pj​=hoij​(α);
  4. ∑jsij≤Bi\sum_j s_{ij}\le B_i∑j​sij​≤Bi​;
  5. ∑jsij<Bi\sum_j s_{ij}<B_i∑j​sij​<Bi​ implies αi=1\alpha_i=1αi​=1 (no unnecessary pacing).

The proof passes through the (ϵ,H)(\epsilon,H)(ϵ,H)-smoothed pacing game (Definition 3). A reserve bid 2ϵ2\epsilon2ϵ is added on every good, treated as one more bidder. With bj∗b^*_jbj∗​ the highest bid, every bidder within ϵ\epsilonϵ of bj∗b^*_jbj∗​ receives a share of good jjj proportional to its distance above bj∗−ϵb^*_j-\epsilonbj∗​−ϵ, and buyer iii pays pijp_{ij}pij​ per unit, the highest bid other than hers minus ϵ\epsilonϵ. Each buyer also receives αi\alpha_iαi​ units of an artificial good worth 2ϵ2\epsilon2ϵ per unit at price ϵ\epsilonϵ. Her utility is the leftover budget Bi−αiϵ−∑jsijB_i-\alpha_i\epsilon-\sum_js_{ij}Bi​−αi​ϵ−∑j​sij​, multiplied by HHH when it is negative, plus 2αiϵ+∑jxijvij2\alpha_i\epsilon+\sum_jx_{ij}v_{ij}2αi​ϵ+∑j​xij​vij​.

Formalization targets

Goal: Theorem 1

for every pacing game (N,G,v≥0,B>0):∃ (α,x,p) an SPPE.\text{for every pacing game }(N,G,v\ge0,B>0):\qquad \exists\,(\alpha,x,p)\ \text{an SPPE}.for every pacing game (N,G,v≥0,B>0):∃(α,x,p) an SPPE.

No genericity, no tie assumption and no bound on ∣N∣|N|∣N∣ or ∣G∣|G|∣G∣: one buyer, no buyers and goods nobody values are all covered.

Milestones

  1. Continuity (proof of Theorem 2): in the smoothed game, xijx_{ij}xij​, sijs_{ij}sij​ and uiu_iui​ are continuous on [0,1]N[0,1]^N[0,1]N.
  2. Quasiconcavity (proof of Theorem 2): with α−i\alpha_{-i}α−i​ fixed, the total spend αiϵ+∑jsij\alpha_i\epsilon+\sum_js_{ij}αi​ϵ+∑j​sij​ is continuous and strictly increasing in αi\alpha_iαi​; uiu_iui​ is strictly increasing where the spend is at most BiB_iBi​ and, if H>M/ϵH>M/\epsilonH>M/ϵ, strictly decreasing where it is at least BiB_iBi​.
  3. Theorem 2: if ∑jvij+2ϵ≤M\sum_jv_{ij}+2\epsilon\le M∑j​vij​+2ϵ≤M for all iii and H>M/ϵH>M/\epsilonH>M/ϵ, the smoothed game has a pure-strategy Nash equilibrium.
  4. The four claims of the proof of Theorem 1, for a convergent sequence of smoothed equilibria with ϵl→0\epsilon^l\to0ϵl→0, Hl→∞H^l\to\inftyHl→∞, Hl>M/ϵlH^l>M/\epsilon^lHl>M/ϵl and limit point (α∗,x∗,p∗,s∗)(\alpha^*,x^*,p^*,s^*)(α∗,x∗,p∗,s∗): the limit allocation is feasible and goes to highest bidders; pij∗=ho⁡ij(α∗)p^*_{ij}=\operatorname{ho}_{ij}(\alpha^*)pij∗​=hoij​(α∗) and sij∗=xij∗pij∗s^*_{ij}=x^*_{ij}p^*_{ij}sij∗​=xij∗​pij∗​; ∑jsij∗≤Bi\sum_js^*_{ij}\le B_i∑j​sij∗​≤Bi​; and αi∗<1⇒∑jsij∗=Bi\alpha^*_i<1\Rightarrow\sum_js^*_{ij}=B_iαi∗​<1⇒∑j​sij∗​=Bi​.

Significance

Theorem 1 makes the SPPE a well-defined solution concept for every instance of the market. The rest of the paper builds on it: SPPE are shown to be best responses (Proposition 2), to refine competitive equilibria of the associated market (§5), and to be the outputs that a mixed-integer program can optimise over; the paper's complexity results (NP-hardness of finding revenue- or welfare-optimal equilibria) presuppose that equilibria exist. The later PPAD-completeness result of Chen, Kroer and Kumar concerns the computation of an object whose existence is this theorem.

The theorem has a published proof; nothing in it has been machine-checked. A formal development needs a pure Nash existence theorem for continuous quasiconcave games, a careful treatment of the smoothed game's continuity, and a compactness-and-limit argument. Each of these is reusable for other smoothing arguments in auction and market design (first price pacing equilibria, throttling equilibria).

Difficulty

The pacing game is discontinuous: a buyer's allocation jumps when her bid crosses another bid, and her utility drops to −∞-\infty−∞ when she exceeds her budget. So standard existence theorems do not apply to it, and it is not evident a priori that the game with a fixed tie-breaking rule has a pure Nash equilibrium at all (p. 9). Definition 2 also demands a refinement, no unnecessary pacing, that an arbitrary Nash equilibrium need not satisfy. The obvious fixed-point argument on α\alphaα alone fails because the allocation is a correspondence, not a function, at ties.

The smoothing removes the discontinuities, but its limit must be controlled: the reserve buyer must win nothing in the limit on goods someone values, the budget penalty HlH^lHl must force feasibility, and the artificial good must force every paced buyer to exhaust her budget. Each limit claim uses a different one of these devices.

Formalization scope

  • Buyers and goods are arbitrary finite types N, G (Fintype, with DecidableEq N); all quantities are real. The game PacingGame N G carries v≥0v\ge0v≥0 and B>0B>0B>0; infinite budgets are outside the model.
  • highestOther v α i j is a Finset.sup' over the buyers k≠ik\ne ik=i and equals 000 when there is no other buyer, not a junk value of sSup ∅.
  • IsSPPE P α x p has the five conditions of Definition 2 with αi,xij∈[0,1]\alpha_i,x_{ij}\in[0,1]αi​,xij​∈[0,1]. The prices ppp are one vector shared by the second-price and the budget conditions; they are existentially quantified in the goal.
  • Smoothed game: bidders on a good are Option N, with none the reserve bidder bidding 2ϵ2\epsilon2ϵ. Band weights max⁡{0,bk−(bj∗−ϵ)}\max\{0,b_k-(b^*_j-\epsilon)\}max{0,bk​−(bj∗​−ϵ)} sum to at least ϵ\epsilonϵ, so the allocation never divides by zero. The price is per buyer (pijp_{ij}pij​). The utility uses φH(y)=y\varphi_H(y)=yφH​(y)=y for y≥0y\ge0y≥0 and HyHyHy for y<0y<0y<0, exactly the paper's two cases.
  • Theorem 2's bound MMM is the hypothesis ∑jvij+2ϵ≤M\sum_jv_{ij}+2\epsilon\le M∑j​vij​+2ϵ≤M for every buyer.
  • The limit claims assume the sequence itself converges (the paper's passage to a subsequence) and take one MMM for all lll. The convergences are Filter.Tendsto in R\mathbb RR and in RN\mathbb R^NRN with the product topology.

A trivializing formalization is ruled out: the full-allocation condition makes x≡0x\equiv0x≡0 fail whenever some vij>0v_{ij}>0vij​>0, and the price in the budget condition is the same pjp_jpj​ that the second-price condition pins down, so a zero price is not available to a winner facing a positive competing bid.

Needed infrastructure: a pure Nash equilibrium existence theorem for games with compact convex strategy sets and continuous, own-strategy-quasiconcave payoffs (the Proved platform theorems SocialEquilibrium.Existence.exists_equilibrium_point, Debreu 1952, and FanGlicksberg.kakutani_fan_glicksberg are the natural tools); continuity of finite maxima and quotients with positive denominators; monotonicity arguments for piecewise-linear functions of one variable; and Bolzano–Weierstrass on a bounded subset of RN×G\mathbb R^{N\times G}RN×G. Proofs of any milestone, and alternative routes to Theorem 1, are welcome.

Selected references

  • V. Conitzer, C. Kroer, E. Sodomka, N. E. Stier-Moses, Multiplicative Pacing Equilibria in Auction Markets, Operations Research, 2022; arXiv:1706.07151v5. https://arxiv.org/abs/1706.07151
  • G. Debreu, A social equilibrium existence theorem, Proc. Natl. Acad. Sci. USA 38(10), 1952. https://doi.org/10.1073/pnas.38.10.886
  • I. L. Glicksberg, A further generalization of the Kakutani fixed point theorem, with application to Nash equilibrium points, Proc. Amer. Math. Soc. 3(1), 1952. https://doi.org/10.1090/S0002-9939-1952-0046638-5
  • K. Fan, Fixed-point and minimax theorems in locally convex topological linear spaces, Proc. Natl. Acad. Sci. USA 38(2), 1952. https://doi.org/10.1073/pnas.38.2.121
  • C. Borgs, J. Chayes, N. Immorlica, K. Jain, O. Etesami, M. Mahdian, Dynamics of bid optimization in online advertisement auctions, WWW 2007. https://doi.org/10.1145/1242572.1242644
  • S. R. Balseiro, O. Besbes, G. Y. Weintraub, Repeated auctions with budgets in ad exchanges: Approximations and design, Management Science 61(4), 2015. https://doi.org/10.1287/mnsc.2014.2022
  • S. R. Balseiro, Y. Gur, Learning in repeated auctions with budgets: Regret minimization and equilibrium, Management Science 65(9), 2019. https://doi.org/10.1287/mnsc.2018.3174
  • S. Balseiro, A. Kim, M. Mahdian, V. Mirrokni, Budget-management strategies in repeated auctions, Operations Research, 2021. https://doi.org/10.1287/opre.2020.2073
  • X. Chen, C. Kroer, R. Kumar, The complexity of pacing for second-price auctions, EC 2021; arXiv:2103.13969. https://arxiv.org/abs/2103.13969
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The Value of Personalized Pricing: A Tight Three-Regime Upper Bound on the Personalized-to-Single-Pricing Profit Ratio in Terms of Scale, Margin and Coefficient of DeviationResearch Paper

Motivation

Firms increasingly observe enough about individual customers to charge them different prices, and regulators, platforms and sellers all ask the same quantitative question: how much more profit can personalization earn than a single posted price? The upper end of that comparison is idealized personalized pricing (first-degree price discrimination), where every customer is charged exactly their valuation. Its profit is an upper bound for every price-discrimination scheme, including feature-based pricing, so a bound on the ratio of idealized personalized profit to single-price profit bounds the value of any personalization at once.

Elmachtoub, Gupta and Hamilton (The Value of Personalized Pricing, Management Science 67(10), 2021; SSRN 3127719) give such bounds in terms of three summary statistics of the valuation distribution, all of which can be estimated from data. Their central result, Theorem 2, is a closed-form bound that is tight for every value of the statistics. The bound is exact rather than asymptotic, and it identifies the markets in which no form of price discrimination can be worth much.

A classical special case is the folklore statement that, with only the support known, the worst case is an equal-revenue (truncated Pareto) distribution. Theorem 2 refines it by also fixing the mean absolute deviation of valuations.

Setting

A seller has per-unit cost c≥0c\ge 0c≥0. A random customer's valuation is a random variable VVV with law FFF, finite mean μ=E[V]\mu=\mathbb E[V]μ=E[V], and V≥cV\ge cV≥c almost surely (customers valuing the product below cost are never served profitably). The purchase probability at price ppp is

Fˉ(p)=P(V≥p),\bar F(p)=\mathbb P(V\ge p),Fˉ(p)=P(V≥p),

which counts the customer who values the product exactly at ppp as buying. A single price earns (p−c)Fˉ(p)(p-c)\bar F(p)(p−c)Fˉ(p), and the single-pricing profit is

RSP(F,c)=sup⁡p (p−c)Fˉ(p).\mathcal R_{SP}(F,c)=\sup_{p}\,(p-c)\bar F(p).RSP​(F,c)=psup​(p−c)Fˉ(p).

Charging each customer their valuation earns the personalized-pricing profit RPP(F,c)=μ−c\mathcal R_{PP}(F,c)=\mu-cRPP​(F,c)=μ−c.

The three statistics are the scale S=inf⁡{k∣P(V≤k)=1}/μS=\inf\{k\mid \mathbb P(V\le k)=1\}/\muS=inf{k∣P(V≤k)=1}/μ (the essential supremum of VVV relative to its mean, possibly +∞+\infty+∞), the margin M=1−c/μ∈(0,1]M=1-c/\mu\in(0,1]M=1−c/μ∈(0,1], and the coefficient of deviation D=E∣V−μ∣/(2μ)D=\mathbb E|V-\mu|/(2\mu)D=E∣V−μ∣/(2μ). With Sc=(S+M−1)/MS_c=(S+M-1)/MSc​=(S+M−1)/M and W−1W_{-1}W−1​ the negative real branch of the Lambert WWW function (the solution w≤−1w\le-1w≤−1 of wew=xwe^w=xwew=x for x∈[−1/e,0)x\in[-1/e,0)x∈[−1/e,0)), the regime thresholds are

δL=−Mlog⁡ScW−1 ⁣(−1/(eSc)),δM=Mlog⁡Sc1+log⁡Sc,δH=M(S−1)S+M−1.\delta_L=-\frac{M\log S_c}{W_{-1}\!\big(-1/(eS_c)\big)},\qquad \delta_M=\frac{M\log S_c}{1+\log S_c},\qquad \delta_H=\frac{M(S-1)}{S+M-1}.δL​=−W−1​(−1/(eSc​))MlogSc​​,δM​=1+logSc​MlogSc​​,δH​=S+M−1M(S−1)​.

Formalization targets

Goal: Theorem 2

For every law with scale S>1S>1S>1, margin M>0M>0M>0 and coefficient of deviation DDD,

RPPRSP≤{−W−1((D/M−1)/e)1−D/M,0≤D≤δL,Mlog⁡ScD,δL≤D≤δM,−W−1(−1eSc(1−D/M)),δM≤D≤δH,\frac{\mathcal R_{PP}}{\mathcal R_{SP}}\le\begin{cases}\dfrac{-W_{-1}\big((D/M-1)/e\big)}{1-D/M}, & 0\le D\le\delta_L,\\[2mm] \dfrac{M\log S_c}{D}, & \delta_L\le D\le\delta_M,\\[2mm] -W_{-1}\Big(\dfrac{-1}{eS_c(1-D/M)}\Big), & \delta_M\le D\le\delta_H,\end{cases}RSP​RPP​​≤⎩⎨⎧​1−D/M−W−1​((D/M−1)/e)​,DMlogSc​​,−W−1​(eSc​(1−D/M)−1​),​0≤D≤δL​,δL​≤D≤δM​,δM​≤D≤δH​,​

and for unbounded support the first bound holds for every DDD. Each bound is attained: for every mean, cost, S>1S>1S>1 and D>0D>0D>0 in a regime there is a law with those statistics for which the regime's bound holds with equality. The goal is stated for a general cost and mean, not only in the standardized case.

Milestones

In the order the proof uses them:

  1. Lambert W−1W_{-1}W−1​ (App. A): the defining equation, W−1(−1/e)=−1W_{-1}(-1/e)=-1W−1​(−1/e)=−1, the limit at 0−0^-0−, and monotonicity.
  2. Lemma 1: the reduction to c=0c=0c=0, μ=1\mu=1μ=1, with ScS_cSc​, Mc=1M_c=1Mc​=1, Dc=D/MD_c=D/MDc​=D/M.
  3. The Pricing Inequality: Fˉ(x)≤RSP(F,0)/x\bar F(x)\le\mathcal R_{SP}(F,0)/xFˉ(x)≤RSP​(F,0)/x for x>0x>0x>0.
  4. Lemma 3: D=∫MS+M−1Fˉ(μx+c) dx=∫0M(1−Fˉ(μx+c)) dxD=\int_M^{S+M-1}\bar F(\mu x+c)\,dx=\int_0^M\big(1-\bar F(\mu x+c)\big)\,dxD=∫MS+M−1​Fˉ(μx+c)dx=∫0M​(1−Fˉ(μx+c))dx.
  5. Lemma 2: 0≤D≤δH0\le D\le\delta_H0≤D≤δH​ and 0≤δL≤δM≤δH0\le\delta_L\le\delta_M\le\delta_H0≤δL​≤δM​≤δH​.
  6. Eqs. (EC.5), (EC.6) and Lemma EC.1: the three standardized bounds.
  7. Lemma EC.2: each regime's bound is the strongest of the three.
  8. Lemma EC.3: the explicit tight distributions.

Significance

The theorem turns three estimable numbers into a guarantee. Its reciprocal is the fraction of the personalized-pricing profit that the best single price is certain to earn. When that fraction is close to one (small DDD, or DDD close to its maximum δH\delta_HδH​), no price-discrimination strategy, however refined its data, can improve much on one price. The paper uses Theorem 2 to bound feature-based pricing (its Theorems 4 and 5), and the tight distributions show that no better bound in these statistics exists.

The result is proved in the paper; nothing here is open. To our knowledge none of it has been machine-checked. A complete development yields a formal treatment of single-price revenue for general valuation laws (atoms and unbounded support included), the integral representations of mean absolute deviation, and a usable negative Lambert branch, which neither Mathlib nor the platform currently provides (only the principal branch W0W_0W0​ exists on the platform).

Difficulty

The upper bounds rest on bounding the purchase probability pointwise inside an integral representation of DDD and solving the resulting transcendental inequality through W−1W_{-1}W−1​. Each step is elementary on paper, but the formal statement has no slack. RSP\mathcal R_{SP}RSP​ is a supremum that need not be attained when support is unbounded. Fˉ\bar FFˉ counts atoms, so the tight laws sit on atoms at their optimal prices. Every application of W−1W_{-1}W−1​ must stay in [−1/e,0)[-1/e,0)[−1/e,0), and the regimes meet at their endpoints, where two bounds coincide.

Tightness is the harder half. It needs genuine probability measures with prescribed cCDFs, mean, scale and deviation, and an exact computation of their single-price profit. Two printed details had to be corrected, and those corrections must be respected. At D=0D=0D=0 no law has scale S>1S>1S>1, so tightness is stated for D>0D>0D>0. The high-heterogeneity cCDF of Lemma EC.3 must be left-continuous at SSS, so it keeps an atom at the top of the support.

Formalization scope

All declarations live in the namespace ValuePersPricing.Deviation.

  • Laws and standing assumptions. A valuation law is a measure ν : Measure ℝ. Market ν c bundles the standing assumptions: probability measure, 0≤c0\le c0≤c, V≥cV\ge cV≥c almost surely, and integrability of vvv. The margin condition M>0M>0M>0 is the hypothesis c < mean ν.
  • Profits. Fˉ(p)\bar F(p)Fˉ(p) is (ν (Ici p)).toReal. RSP\mathcal R_{SP}RSP​ is the real supremum over all real prices; it is not assumed attained, bounded by an extra hypothesis, or positive. Under Market the profits are bounded by μ−c\mu-cμ−c, so the supremum is the true one.
  • Scale. The scale is the predicate IsScale ν S: SμS\muSμ is the essential supremum. Unbounded ν is the case S=∞S=\inftyS=∞.
  • Ratios. Every ratio bound is stated multiplicatively, RPP≤B RSP\mathcal R_{PP}\le B\,\mathcal R_{SP}RPP​≤BRSP​, and tightness as RPP=B RSP\mathcal R_{PP}=B\,\mathcal R_{SP}RPP​=BRSP​. A quotient with a zero denominator would make the bound trivially true, and the product form rules this out.
  • Lambert branch. lambertWm1 is defined by choice, with a junk value off [−1/e,0)[-1/e,0)[−1/e,0) that no statement reaches.
  • Standardized lemmas. Lemmas EC.1–EC.3 and Eqs. (EC.5), (EC.6) are stated for c=0c=0c=0, μ=1\mu=1μ=1, as in the paper. The goal is stated for general (μ,c)(\mu,c)(μ,c), and the regime thresholds and bounds are written in (S,M,D)(S,M,D)(S,M,D) exactly as printed.

A complete development needs the layer-cake (tail-integral) formula for expectations, the change of variables in interval integrals, pushforwards of measures under affine maps, and analytic facts about x↦xexx\mapsto xe^xx↦xex on (−∞,−1](-\infty,-1](−∞,−1]. The Lambert W−1W_{-1}W−1​ facts and the tail-integral representations of mean absolute deviation are reusable beyond this mission. Contributions are welcome at every milestone. In particular, the W−1W_{-1}W−1​ milestone and Lemma 3 are independent entry points, and the explicit measures of Lemma EC.3 can be built without the upper-bound half.

Selected references

  • A. N. Elmachtoub, V. Gupta, M. L. Hamilton, The Value of Personalized Pricing, Management Science 67(10), 2021. SSRN review version: https://ssrn.com/abstract=3127719
  • R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J. Jeffrey, D. E. Knuth, On the Lambert W function, Advances in Computational Mathematics 5, 1996. https://doi.org/10.1007/BF02124750
  • J. D. Hartline, V. Mirrokni, M. Sundararajan, Optimal marketing strategies over social networks, WWW 2008. https://doi.org/10.1145/1367497.1367524
  • R. E. Barlow, A. W. Marshall, F. Proschan, Properties of probability distributions with monotone hazard rate, Annals of Mathematical Statistics 34(2), 1963. https://doi.org/10.1214/aoms/1177704142
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Algorithmic Game TheoryEconomicsOperations Research+1·Captain: mikedeng1

Competition Between Two-Sided Platforms Under Demand and Supply Congestion Effects: Surge Pricing Lowers Customer and Raises Driver Utility, and Near the Base Market Size Beats Fixed Prices for BothResearch Paper

Motivation

Ride-hailing platforms such as Uber and Lyft raise prices when demand spikes, a practice known as surge pricing. The practice is controversial: customers see higher fares, and it is not obvious that anyone but the platform gains. Bernstein, DeCroix and Keskin (MSOM 2020; author version SSRN 3250224) study two competing platforms whose customers dislike waiting and whose drivers dislike idling, and show that in markets with spare driver capacity a demand surge met by re-optimized prices leaves both customers and drivers better off than keeping the old price. This mission formalizes that result (Proposition 3 of the paper) together with the equilibrium characterization it rests on.

Setting

Two platforms i∈{0,1}i\in\{0,1\}i∈{0,1} sell rides. Customers form a continuum of mass λ>0\lambda>0λ>0 (the market size) spread uniformly over locations v∈[0,1]v\in[0,1]v∈[0,1] of a Hotelling line. Platform iii charges price pip_ipi​, and its utilization is ρi=di/si\rho_i=d_i/s_iρi​=di​/si​, the ratio of the mass did_idi​ of customers served to the mass sis_isi​ of active drivers. A customer at vvv gets utility

ud0=1−v−p0−γρ02,ud1=v−p1−γρ12u_{d0}=1-v-p_0-\gamma\rho_0^2,\qquad u_{d1}=v-p_1-\gamma\rho_1^2ud0​=1−v−p0​−γρ02​,ud1​=v−p1​−γρ12​

from platforms 0 and 1, where γ\gammaγ is the sensitivity to congestion, and chooses the better platform or neither. A driver with operating cost kkk who works for platform iii keeps αpi−c\alpha p_i-cαpi​−c per ride (revenue share α∈(0,1]\alpha\in(0,1]α∈(0,1], commission c≥0c\ge0c≥0) and gets usi=−k+(αpi−c)ρiu_{si}=-k+(\alpha p_i-c)\rho_iusi​=−k+(αpi​−c)ρi​.

Demand depends on supply through ρi\rho_iρi​ and supply depends on demand; the fixed points are the balanced demand Di(pi,pj)D_i(p_i,p_j)Di​(pi​,pj​) and balanced supply Si(pi,pj)S_i(p_i,p_j)Si​(pi​,pj​), given in closed form by Lemma 1 of the paper. They take one form, diPd^P_idiP​, siPs^P_isiP​, when the market is partially covered (each platform acts as a local monopoly; Case P, d0P(p0)+d1P(p1)≤λd^P_0(p_0)+d^P_1(p_1)\le\lambdad0P​(p0​)+d1P​(p1​)≤λ) and another, diFd^F_idiF​, siFs^F_isiF​, when it is fully covered (the platforms compete for the customers in the middle; Case F).

Platform iii earns Πi=[(1−α)pi+c]min⁡{Di,Si}\Pi_i=[(1-\alpha)p_i+c]\min\{D_i,S_i\}Πi​=[(1−α)pi​+c]min{Di​,Si​} and must respect the supply constraint Di≤SiD_i\le S_iDi​≤Si​. A price ppp is a symmetric Nash equilibrium if p∈[c/α,1]p\in[c/\alpha,1]p∈[c/α,1], (p,p)(p,p)(p,p) satisfies the supply constraint, and no price in [c/α,1][c/\alpha,1][c/α,1] that satisfies the supply constraint against ppp earns more. From §4.1 on, α=1\alpha=1α=1. Proposition 1 divides the (λ,γ)(\lambda,\gamma)(λ,γ) plane into four regions; in the two supply-unconstrained ones, Region (a) (γ≥(12−c)2/(2λ)\gamma\ge(\frac12-c)^2/(2\lambda)γ≥(21​−c)2/(2λ) and γ≥λ(1−c)/(1+2λ)\gamma\ge\lambda(1-c)/(1+2\lambda)γ≥λ(1−c)/(1+2λ)) and Region (d) (γ<(12−c)2/(2λ)\gamma<(\frac12-c)^2/(2\lambda)γ<(21​−c)2/(2λ) and γ≥λ/2\gamma\ge\lambda/2γ≥λ/2), drivers are not fully occupied in equilibrium.

For a common price ppp and market size λ\lambdaλ, write ρ(p,λ)=D(p,p)/S(p,p)\rho(p,\lambda)=D(p,p)/S(p,p)ρ(p,λ)=D(p,p)/S(p,p), udi(p,λ)u_{di}(p,\lambda)udi​(p,λ) and us(p,λ)u_s(p,\lambda)us​(p,λ) for the utilities above evaluated at that utilization.

Formalization targets

Goal: Proposition 3 (p. 18)

Let α=1\alpha=1α=1, c∈(0,1)c\in(0,1)c∈(0,1), and λ<λ^\lambda<\hat\lambdaλ<λ^ with (λ,γ)(\lambda,\gamma)(λ,γ) and (λ^,γ)(\hat\lambda,\gamma)(λ^,γ) in Region (a) or (d). Symmetric equilibria p∗(λ)p^*(\lambda)p∗(λ) and p∗(λ^)p^*(\hat\lambda)p∗(λ^) exist, and for all of them:

(i) after a surge with re-optimized prices, customers are worse off and drivers better off,

udi(p∗(λ),λ)>udi(p∗(λ^),λ^),us(p∗(λ),λ)<us(p∗(λ^),λ^);u_{di}(p^*(\lambda),\lambda)>u_{di}(p^*(\hat\lambda),\hat\lambda),\qquad u_s(p^*(\lambda),\lambda)<u_s(p^*(\hat\lambda),\hat\lambda);udi​(p∗(λ),λ)>udi​(p∗(λ^),λ^),us​(p∗(λ),λ)<us​(p∗(λ^),λ^);

(ii) there is Λ(λ,γ)∈(λ,∞]\Lambda(\lambda,\gamma)\in(\lambda,\infty]Λ(λ,γ)∈(λ,∞] such that for λ^∈(λ,Λ]\hat\lambda\in(\lambda,\Lambda]λ^∈(λ,Λ], at the new market size both sides prefer the new price to the old one,

udi(p∗(λ),λ^)<udi(p∗(λ^),λ^),us(p∗(λ),λ^)<us(p∗(λ^),λ^).u_{di}(p^*(\lambda),\hat\lambda)<u_{di}(p^*(\hat\lambda),\hat\lambda),\qquad u_s(p^*(\lambda),\hat\lambda)<u_s(p^*(\hat\lambda),\hat\lambda).udi​(p∗(λ),λ^)<udi​(p∗(λ^),λ^),us​(p∗(λ),λ^)<us​(p∗(λ^),λ^).

All inequalities are strict, for every customer location and every driver cost.

Milestones

  1. Lemma 1 (p. 15): the closed forms (4.3)–(4.7) are the unique positive solutions of the balance equations, and the Case P solution has the indifferent customers ordered exactly when d0P+d1P≤λd^P_0+d^P_1\le\lambdad0P​+d1P​≤λ.
  2. Proposition 1(a) (p. 16): in Region (a) the unique symmetric equilibrium price is c+λ2γ2+λγ(1−c)−λγc+\sqrt{\lambda^2\gamma^2+\lambda\gamma(1-c)}-\lambda\gammac+λ2γ2+λγ(1−c)​−λγ, with partial coverage and demand below supply (equal on the boundary γ=λ(1−c)/(1+2λ)\gamma=\lambda(1-c)/(1+2\lambda)γ=λ(1−c)/(1+2λ)).
  3. Proposition 1(d) (p. 16): for c<12c<\frac12c<21​, in Region (d) the unique symmetric equilibrium price is c+λγ/2c+\sqrt{\lambda\gamma/2}c+λγ/2​, with full coverage and demand below supply (equal on γ=λ/2\gamma=\lambda/2γ=λ/2).

Significance

The result separates two effects of a demand surge. Part (i) is the expected one: re-optimized prices rise and customers pay more. Part (ii) is the managerial point: compared with a fixed-price policy facing the same surge, raising prices draws in drivers and relieves congestion by enough that customers, too, are better off. This gives a model-based argument for surge pricing in supply-unconstrained markets, and it holds under duopoly competition, not only for a monopolist.

The paper's proofs (in its online supplement) are written out by hand. As far as is known, none of these results has a machine-checked proof. The work here is formalizing the known proofs: the fixed-point computation behind the balanced demand and supply, the equilibrium characterization in two regions, and the comparative statics in the market size.

Difficulty

The obvious argument fixes the equilibrium formulas and differentiates the utilities in λ\lambdaλ. That fails in two places. First, the equilibrium is defined by a best-response condition over a piecewise demand function: a deviating platform can move the market between partial and full coverage, so the global optimality of the candidate price requires controlling the profit across the switch between the two closed forms, not just a first-order condition. Second, the two regions meet along γ=(12−c)2/(2λ)\gamma=(\frac12-c)^2/(2\lambda)γ=(21​−c)2/(2λ), and a surge from λ\lambdaλ to λ^\hat\lambdaλ^ can cross from Region (d) into Region (a). Part (i) then compares utilities given by different formulas on each side, and part (ii) compares the old price, evaluated in the new market where it may lie in a different coverage case, with the new equilibrium price.

Formalization scope

All objects live in the namespace CongestedPlatforms.Surge and take the parameters lam γ α c as explicit real arguments (λ is a Lean keyword), so one game can be evaluated at two market sizes. Balanced demand D and supply S are defined by the closed forms (4.2)–(4.7) with the Case P/F switch on d0P+d1P≤λd^P_0+d^P_1\le\lambdad0P​+d1P​≤λ; Lemma 1 ties them to the balance equations. The action set [p‾,pˉ][\underline p,\bar p][p​,pˉ​] is read as the natural bounds [c/α,1][c/\alpha,1][c/α,1], and the supply constraint is imposed on the equilibrium price as well as on deviations. Utilities are evaluated for every location vvv and cost kkk in R\mathbb RR (the location and cost terms cancel), and Λ\LambdaΛ is an extended real. The source is the SSRN author version of September 16, 2019, whose online supplement holds the proofs.

Standing assumptions and corrections, all stated as hypotheses: λ>0\lambda>0λ>0; α=1\alpha=1α=1 for the propositions; c<1c<1c<1 (the paper's p‾<pˉ\underline p<\bar pp​<pˉ​); and c>0c>0c>0, because at α=1\alpha=1α=1 and c=0c=0c=0 every profit is zero and every feasible price is an equilibrium, which falsifies Propositions 1 and 3 as printed. Proposition 1(d) additionally assumes c<12c<\frac12c<21​ (for c>12c>\frac12c>21​ the printed price exceeds 1), and both parts of Proposition 1 state equality of demand and supply on the region boundaries, where the printed "strictly lower" fails. Proposition 1(a) is stated on a region slightly larger than the printed one (adding c≥12c\ge\frac12c≥21​), which contains it.

The goal speaks of symmetric equilibria of the game, not of Proposition 1's formulas: defining the equilibrium price by those formulas, dropping the existence clauses, allowing Λ=λ\Lambda=\lambdaΛ=λ, evaluating the utilization at the wrong market size, or omitting the congestion term would each trivialize the statement and are excluded.

Only Mathlib is needed (Real.sqrt, min, EReal). Proofs of the milestones are welcome independently; Lemma 1 and the two parts of Proposition 1 are reusable for any comparative-statics question about this model.

Selected references

  • F. Bernstein, G. A. DeCroix, N. B. Keskin, Competition between Two-Sided Platforms under Demand and Supply Congestion Effects, Manufacturing & Service Operations Management, 2020. https://doi.org/10.1287/msom.2020.0866 — author version: SSRN 3250224, version of September 16, 2019, https://ssrn.com/abstract=3250224
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Mechanism DesignOperations ResearchProbability·Captain: mikedeng1

Optimal Pricing with a Single Point: Closed-Form Maximin Ratio and Optimal Deterministic Price Against Regular and MHR DistributionsResearch Paper

Motivation

A seller who has posted a price www for some time usually knows one number about demand: the conversion rate qqq, the fraction of customers who bought at www. Whether that single number is enough to price well, and how well, is a basic question of data-driven pricing. Allouah, Bahamou and Besbes (arXiv:2103.05611, Management Science 2023) answer it in a robust, distribution-free model: the seller knows only qqq and a shape restriction on the value distribution, nature chooses the worst distribution consistent with both, and performance is measured against the revenue of an oracle who knows the distribution.

The shape restrictions are the standard ones of mechanism design: regular distributions (non-decreasing virtual value) and distributions with a monotone hazard rate (mhr), both special cases of α-strong regularity (Cole and Roughgarden 2014; Schweizer and Szech 2016). Related robust pricing questions with samples or moment information have been studied by Huang, Mansour and Roughgarden (2018), Allouah, Bahamou and Besbes (2022) and others; the single-conversion-rate setting is the one where the answer can be written in closed form.

Setting

A buyer's value v≥0v\ge0v≥0 has a law FFF; its ccdf is F‾(p)=P(v≥p)\overline F(p) = P(v\ge p)F(p)=P(v≥p), and posting the price ppp earns Rev(p∣F‾)=pF‾(p)\mathrm{Rev}(p\mid\overline F) = p\overline F(p)Rev(p∣F)=pF(p). The oracle revenue is opt(F)=sup⁡p≥0pF‾(p)\mathrm{opt}(F) = \sup_{p\ge0}p\overline F(p)opt(F)=supp≥0​pF(p).

For α∈[0,1]\alpha\in[0,1]α∈[0,1] let Γα(v)=(1+(1−α)v)−1/(1−α)\Gamma_\alpha(v) = (1+(1-\alpha)v)^{-1/(1-\alpha)}Γα​(v)=(1+(1−α)v)−1/(1−α) (α<1\alpha<1α<1) and Γ1(v)=e−v\Gamma_1(v) = e^{-v}Γ1​(v)=e−v, the generalized Pareto tails. A law is α-strongly regular if Γα−1∘F‾\Gamma_\alpha^{-1}\circ\overline FΓα−1​∘F is convex where F‾>0\overline F>0F>0; α=0\alpha=0α=0 gives the regular laws and α=1\alpha=1α=1 the mhr laws. The information class is

Fα(w,q)={F: 0<EF[v]<∞, F α-strongly regular, F‾(w)=q},w>0, q∈(0,1).\mathcal F_\alpha(w,q) = \{F:\ 0<\mathbb E_F[v]<\infty,\ F\ \alpha\text{-strongly regular},\ \overline F(w) = q\},\qquad w>0,\ q\in(0,1).Fα​(w,q)={F: 0<EF​[v]<∞, F α-strongly regular, F(w)=q},w>0, q∈(0,1).

A mechanism is a law Ψ\PsiΨ of posted prices; the deterministic mechanisms are the point masses Pd={δγ:γ≥0}\mathcal P_d = \{\delta_\gamma:\gamma\ge0\}Pd​={δγ​:γ≥0}. The performance of Ψ\PsiΨ against FFF is R(Ψ,F)=∫pF‾(p) dΨ(p)/opt(F)R(\Psi,F) = \int p\overline F(p)\,d\Psi(p)/\mathrm{opt}(F)R(Ψ,F)=∫pF(p)dΨ(p)/opt(F), and the maximin ratio of a class P′\mathcal P'P′ is

R(P′,Fα(w,q))=sup⁡Ψ∈P′ inf⁡F∈Fα(w,q)R(Ψ,F).\mathcal R(\mathcal P',\mathcal F_\alpha(w,q)) = \sup_{\Psi\in\mathcal P'}\ \inf_{F\in\mathcal F_\alpha(w,q)}R(\Psi,F).R(P′,Fα​(w,q))=Ψ∈P′sup​ F∈Fα​(w,q)inf​R(Ψ,F).

The worst cases form the one-parameter family Sα,w,q\mathcal S_{\alpha,w,q}Sα,w,q​ of truncated generalized Pareto laws Fα(⋅∣r,(w,q))F_\alpha(\cdot\mid r,(w,q))Fα​(⋅∣r,(w,q)), r∈[r‾α(w,q),w)∪[w,r‾α(w,q)]r\in[\underline r_\alpha(w,q),w)\cup[w,\overline r_\alpha(w,q)]r∈[r​α​(w,q),w)∪[w,rα​(w,q)], with r‾α=w/(Γα−1(q)+1)\underline r_\alpha = w/(\Gamma_\alpha^{-1}(q)+1)r​α​=w/(Γα−1​(q)+1) and r‾α=w/(αΓα−1(q))\overline r_\alpha = w/(\alpha\Gamma_\alpha^{-1}(q))rα​=w/(αΓα−1​(q)) (+∞+\infty+∞ at α=0\alpha=0α=0).

Formalization targets

Goal: Theorem 2 (pp. 21–22)

For regular laws,

R(Pd,F0(w,q))=2q1+q1{q∈(0,14]}+3−4q4(1−q)1{q∈(14,12]}+(1−q)1{q∈(12,1)},\mathcal R(\mathcal P_d,\mathcal F_0(w,q)) = \tfrac{2\sqrt q}{1+\sqrt q}\mathbf 1\{q\in(0,\tfrac14]\} + \tfrac{3-4q}{4(1-q)}\mathbf 1\{q\in(\tfrac14,\tfrac12]\} + (1-q)\mathbf 1\{q\in(\tfrac12,1)\},R(Pd​,F0​(w,q))=1+q​2q​​1{q∈(0,41​]}+4(1−q)3−4q​1{q∈(41​,21​]}+(1−q)1{q∈(21​,1)},

attained by the price pd∗=w(2q1+q1{⋅}+q(3−4q)1−q1{⋅}+1{⋅})p^*_d = w\big(\tfrac{2\sqrt q}{1+\sqrt q}\mathbf 1\{\cdot\} + \tfrac{q(3-4q)}{1-q}\mathbf 1\{\cdot\} + \mathbf 1\{\cdot\}\big)pd∗​=w(1+q​2q​​1{⋅}+1−qq(3−4q)​1{⋅}+1{⋅}) on the same pieces. For mhr laws,

R(Pd,F1(w,q))=βq(eq)1{q∈(0,q^]}+ρ(q)1{q∈(q^,e−e−1]}+eqlog⁡(q−1)1{q∈(e−e−1,1)},\mathcal R(\mathcal P_d,\mathcal F_1(w,q)) = \beta_q(\tfrac eq)\mathbf 1\{q\in(0,\hat q]\} + \rho(q)\mathbf 1\{q\in(\hat q,e^{-e^{-1}}]\} + eq\log(q^{-1})\mathbf 1\{q\in(e^{-e^{-1}},1)\},R(Pd​,F1​(w,q))=βq​(qe​)1{q∈(0,q^​]}+ρ(q)1{q∈(q^​,e−e−1]}+eqlog(q−1)1{q∈(e−e−1,1)},

attained by pd∗=w(βq(eq)1{⋅}+βq(1log⁡(q−1))1{⋅}+1{⋅})p^*_d = w\big(\beta_q(\tfrac eq)\mathbf 1\{\cdot\} + \beta_q(\tfrac1{\log(q^{-1})})\mathbf 1\{\cdot\} + \mathbf 1\{\cdot\}\big)pd∗​=w(βq​(qe​)1{⋅}+βq​(log(q−1)1​)1{⋅}+1{⋅}), where WWW is the Lambert function, βq(x)=1−W(x)+1/W(x)−2log⁡(q−1)\beta_q(x) = 1-\frac{W(x)+1/W(x)-2}{\log(q^{-1})}βq​(x)=1−log(q−1)W(x)+1/W(x)−2​, ρ(q)=βq(1log⁡q−1) elog⁡(q−1) e−log⁡(q−1)βq(1/log⁡q−1)\rho(q) = \beta_q(\tfrac1{\log q^{-1}})\,e\log(q^{-1})\,e^{-\log(q^{-1})\beta_q(1/\log q^{-1})}ρ(q)=βq​(logq−11​)elog(q−1)e−log(q−1)βq​(1/logq−1), and q^\hat qq^​ is the unique root in [0,1][0,1][0,1] of W(1log⁡(q−1))W(eq)=1W(\tfrac1{\log(q^{-1})})W(\tfrac eq) = 1W(log(q−1)1​)W(qe​)=1, with q^∈[0.52,0.53]\hat q\in[0.52,0.53]q^​∈[0.52,0.53]. The goal states every clause: both values, both attaining prices, existence and uniqueness of q^\hat qq^​, and its numerical bracket.

Milestones

  1. Lemma A-1 (constant α-virtual value of the generalized Pareto tail) and §3, p. 14: Sα,w,q⊆Fα(w,q)\mathcal S_{\alpha,w,q}\subseteq\mathcal F_\alpha(w,q)Sα,w,q​⊆Fα​(w,q).
  2. Lemma 1 (single crossing) and Lemma C-2 (rrr is an optimal price of Fα(⋅∣r,(w,q))F_\alpha(\cdot\mid r,(w,q))Fα​(⋅∣r,(w,q))).
  3. Theorem 1 (fundamental reduction): R(P′,Fα(w,q))=R(P′,Sα,w,q)\mathcal R(\mathcal P',\mathcal F_\alpha(w,q)) = \mathcal R(\mathcal P',\mathcal S_{\alpha,w,q})R(P′,Fα​(w,q))=R(P′,Sα,w,q​) for every P′⊆P\mathcal P'\subseteq\mathcal PP′⊆P.
  4. (4.1) and Proposition D-1: the deterministic maximin ratio as a one-dimensional supremum of the minimum of three ratio curves R1,α,R2,α,R3,αR_{1,\alpha},R_{2,\alpha},R_{3,\alpha}R1,α​,R2,α​,R3,α​.
  5. Lemmas D-1, D-2: order and monotonicity of the three curves, their crossing points in closed form, and the threshold q^α\hat q_\alphaq^​α​.

Significance

Theorem 2 gives the exact value of one data point for deterministic pricing and the price to post. For mhr laws, knowing that half of the customers bought at www guarantees more than 85% of the oracle revenue; for regular laws a 25% conversion rate guarantees two thirds. It also identifies three regimes: at high conversion rates the incumbent price stays optimal, while at intermediate and low rates the seller should price below www. Theorem 1, the reduction underneath it, holds for every mechanism class and is what makes the paper's approximation schemes for randomized mechanisms possible.

The results are proved in the paper; none of them has a machine-checked proof. A formalization would check a long case analysis (sixteen appendix pages) whose printed statements contain slips: Proposition D-1 and Lemma D-1 are false as printed at the normalized price p=1p=1p=1, and Lemma C-2's "the optimal price" is not unique. The mission states the minimal corrections; the corrected statements, not the printed ones, are what the goal's proof needs.

Difficulty

The obvious argument fails at nature's problem. Fα(w,q)\mathcal F_\alpha(w,q)Fα​(w,q) is infinite-dimensional and non-convex, and the ratio R(Ψ,F)R(\Psi,F)R(Ψ,F) is a quotient of two functionals of FFF, so neither convex duality nor a pointwise bound on F‾\overline FF alone gives the infimum: a law that lowers the numerator may lower opt(F)\mathrm{opt}(F)opt(F) even more. The reduction to Sα,w,q\mathcal S_{\alpha,w,q}Sα,w,q​ has to fix the oracle price and its quantile first, and only then compare ccdfs. Afterwards, the closed forms require exact single-crossing and monotonicity facts about ratio curves built from the Lambert function, with separate regimes for qqq below q‾α\underline q_\alphaq​α​, between q‾α\underline q_\alphaq​α​ and q^α\hat q_\alphaq^​α​, and above Γα(v~α)\Gamma_\alpha(\tilde v_\alpha)Γα​(v~α​).

Formalization scope

Value laws are probability measures on ℝ with no mass on (−∞,0)(-\infty,0)(−∞,0). The ccdf is the closed tail F‾(p)=μ([p,∞))\overline F(p) = \mu([p,\infty))F(p)=μ([p,∞)): the paper's data counts values greater than or equal to www and its worst cases are atoms at the top of their support, where the two tails differ. α-strong regularity is convexity of Γα−1∘F‾\Gamma_\alpha^{-1}\circ\overline FΓα−1​∘F on {v≥0:F‾(v)>0}\{v\ge0:\overline F(v)>0\}{v≥0:F(v)>0}, equivalent to the paper's density form with non-decreasing (1−α)v−F‾(v)/f(v)(1-\alpha)v-\overline F(v)/f(v)(1−α)v−F(v)/f(v) (p. 11 prints "non-increasing", a slip) and, like the paper, without absolute continuity, so the atom at the top of the support is allowed. Throughout, w>0w>0w>0 and q∈(0,1)q\in(0,1)q∈(0,1). Suprema and infima are real sSup/sInf over sets that are nonempty and lie in [0,1][0,1][0,1]; a minimum over groups of worst cases that may be empty is the infimum of their union. The condition r≤r‾αr\le\overline r_\alphar≤rα​ is written αΓα−1(q)r≤w\alpha\Gamma_\alpha^{-1}(q)r\le wαΓα−1​(q)r≤w, so r‾0=+∞\overline r_0 = +\inftyr0​=+∞ needs no extended reals, and R3,0R_{3,0}R3,0​ is its limit form. The Lambert function is the inverse of x↦xexx\mapsto xe^xx↦xex on [0,∞)[0,\infty)[0,∞).

The goal is stated over the whole class Fα(w,q)\mathcal F_\alpha(w,q)Fα​(w,q): an infimum over Sα,w,q\mathcal S_{\alpha,w,q}Sα,w,q​, or Proposition D-1's three curves in place of R(Pd,Fα(w,q))\mathcal R(\mathcal P_d,\mathcal F_\alpha(w,q))R(Pd​,Fα​(w,q)), would assume the reductions the mission is meant to prove, and dropping the optimal-price clause or the q^\hat qq^​ clauses would leave out part of the theorem.

A complete development needs the generalized Pareto calculus (Γα\Gamma_\alphaΓα​, its inverse, the identity Γα−1(uv)=Γα−1(u)+Γα−1(v)+(1−α)Γα−1(u)Γα−1(v)\Gamma_\alpha^{-1}(uv) = \Gamma_\alpha^{-1}(u)+\Gamma_\alpha^{-1}(v)+(1-\alpha)\Gamma_\alpha^{-1}(u)\Gamma_\alpha^{-1}(v)Γα−1​(uv)=Γα−1​(u)+Γα−1​(v)+(1−α)Γα−1​(u)Γα−1​(v)), convex-function comparison arguments, the Lambert function on [0,∞)[0,\infty)[0,∞) (absent from Mathlib), and real-analysis bounds for the numerical bracket of q^\hat qq^​. The α-strong-regularity layer, single crossing and the Lambert function are reusable for other robust pricing results. Proofs of any milestone, and of auxiliary facts about WWW, are welcome.

Selected references

  • A. Allouah, A. Bahamou, O. Besbes, Optimal Pricing with a Single Point, arXiv:2103.05611v2 (2022); Management Science (2023). https://arxiv.org/abs/2103.05611
  • A. Allouah, A. Bahamou, O. Besbes, Pricing with Samples, Operations Research (2022). https://doi.org/10.1287/opre.2021.2200
  • R. Cole, T. Roughgarden, The Sample Complexity of Revenue Maximization, Proceedings of STOC (2014), pp. 243–252. https://arxiv.org/abs/1502.00963
  • N. Schweizer, N. Szech, The Quantitative View of Myerson Regularity, SSRN 2736801 (2016). https://ssrn.com/abstract=2736801
  • Z. Huang, Y. Mansour, T. Roughgarden, Making the Most of Your Samples, SIAM Journal on Computing 47 (2018), 651–674. https://arxiv.org/abs/1407.2479
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Correlation Clustering: Algorithm Cautious Is a Constant-Factor Approximation for Minimizing DisagreementsResearch Paper

Motivation

In many clustering tasks the data come as pairwise judgements rather than as points in a metric space: a classifier says, for each pair of documents, whether they refer to the same entity or not. Correlation clustering asks for a partition that agrees with as many of these judgements as possible, without fixing the number of clusters in advance. The problem was introduced by Bansal, Blum and Chawla, motivated by document clustering and coreference resolution in natural-language processing (Machine Learning 56, 2004). It has since become a standard problem in approximation algorithms.

Timeline:

  • 2002–2004. Bansal, Blum and Chawla prove that minimizing disagreements on complete graphs is NP-hard and give the first constant-factor approximation, Algorithm Cautious, with factor 9/δ2+5=17 4299/\delta^2+5 = 17\,4299/δ2+5=17429 for δ=1/44\delta=1/44δ=1/44 (Theorem 13 of the journal version). They also give a PTAS for maximizing agreements.
  • 2005. Charikar, Guruswami and Wirth improve the factor to 444 by LP rounding and prove APX-hardness (JCSS 71).
  • 2008. Ailon, Charikar and Newman give the randomized pivot algorithm KwikCluster with expected factor 333 (J. ACM 55).
  • 2015 onward. LP-based factors 2.062.062.06 (Chawla, Makarychev, Schramm, Yaroslavtsev) and later below 222 (Cohen-Addad, Lee and Newman, FOCS 2022, and successors).

Setting

Let VVV be a finite set and let every pair of distinct vertices u,vu,vu,v carry a label e(u,v)∈{+,−}e(u,v)\in\{+,-\}e(u,v)∈{+,−}; this is a complete graph GGG with signed edges. A clustering is a partition of VVV. A pair {u,v}\{u,v\}{u,v} is a mistake of a clustering if e(u,v)=+e(u,v)=+e(u,v)=+ and u,vu,vu,v lie in different clusters (a positive mistake), or e(u,v)=−e(u,v)=-e(u,v)=− and they lie in the same cluster (a negative mistake). The number of mistakes of a clustering DDD is mDm_DmD​, and mOPT=min⁡DmDm_{\mathrm{OPT}}=\min_D m_DmOPT​=minD​mD​.

For a vertex uuu let N+(u)={u}∪{v:e(u,v)=+}N^+(u)=\{u\}\cup\{v : e(u,v)=+\}N+(u)={u}∪{v:e(u,v)=+}; the vertex itself is included. For δ≥0\delta\ge 0δ≥0 and C⊆VC\subseteq VC⊆V, a vertex vvv is δ\deltaδ-good with respect to CCC if ∣N+(v)∩C∣≥(1−δ)∣C∣|N^+(v)\cap C|\ge(1-\delta)|C|∣N+(v)∩C∣≥(1−δ)∣C∣ and ∣N+(v)∩(V∖C)∣≤δ∣C∣|N^+(v)\cap(V\setminus C)|\le\delta|C|∣N+(v)∩(V∖C)∣≤δ∣C∣, and δ\deltaδ-bad otherwise; CCC is δ\deltaδ-clean if all its vertices are δ\deltaδ-good with respect to it. A triangle is erroneous if it has two positive edges and one negative edge.

Algorithm Cautious with δ=1/44\delta = 1/44δ=1/44 maintains a set RRR of remaining vertices, and all of N+N^+N+, goodness and VVV below refer to the graph induced on RRR. It repeatedly picks an arbitrary v∈Rv\in Rv∈R, sets A(v)=N+(v)A(v)=N^+(v)A(v)=N+(v), deletes 3δ3\delta3δ-bad vertices of A(v)A(v)A(v) one at a time while any exists (giving A′A'A′), adds at once every vertex of RRR that is 7δ7\delta7δ-good with respect to A′A'A′, and deletes the resulting cluster from RRR. It stops when RRR is empty, or when every remaining vertex produces the empty set; the remaining vertices ZZZ become singletons.

Formalization targets

Goal: Theorem 13

Cautious has a run on every GGG, and for every run, with output clustering A\mathcal AA, and every clustering DDD,

mA ≤ (9δ2+5) mD,δ=144.m_{\mathcal A}\ \le\ \Big(\frac{9}{\delta^2}+5\Big)\, m_D,\qquad \delta=\frac1{44}.mA​ ≤ (δ29​+5)mD​,δ=441​.

The bound is required for every pivot sequence and every removal order, because the algorithm leaves those choices open.

Milestones

In attack order:

  • Lemma 3: a fractional packing of erroneous triangles has weight at most mDm_DmD​.
  • Lemma 4: a clustering whose clusters are all δ\deltaδ-clean, δ≤1/4\delta\le1/4δ≤1/4, has at most 4∑iri4\sum_i r_i4∑i​ri​ mistakes for some packing.
  • Corollary 5: such a clustering has at most 4mOPT4m_{\mathrm{OPT}}4mOPT​ mistakes.
  • Lemma 6: for 0<δ<10<\delta<10<δ<1 there is a clustering OPT′\mathrm{OPT}'OPT′ whose non-singleton clusters are δ\deltaδ-clean, with mOPT′≤(9/δ2+1)mOPTm_{\mathrm{OPT}'}\le(9/\delta^2+1)m_{\mathrm{OPT}}mOPT′​≤(9/δ2+1)mOPT​.
  • Lemmas 8 and 9: within a clean cluster every vertex is 3δ3\delta3δ-good with respect to N+(v)N^+(v)N+(v), and vertices of two clean clusters are never both 3δ3\delta3δ-good with respect to one set.
  • Corollary 10: the removal step never keeps vertices of two clusters of OPT′\mathrm{OPT}'OPT′.
  • Theorem 7: every non-singleton cluster of OPT′\mathrm{OPT}'OPT′ lies inside one output cluster AiA_iAi​, and each AiA_iAi​ is 11δ11\delta11δ-clean in the graph remaining when it was formed.
  • Lemma 11: the mistakes of Cautious at ZZZ are at most those of OPT′\mathrm{OPT}'OPT′ at its singletons, and its positive mistakes are at most those of OPT′\mathrm{OPT}'OPT′.
  • Lemma 12 (corrected): the negative mistakes of Cautious are at most 4mOPT4m_{\mathrm{OPT}}4mOPT​.

Significance

Theorem 13 was the first proof that disagreement minimization on complete signed graphs admits a constant-factor approximation by a purely combinatorial algorithm, and its two ingredients have been reused since: erroneous-triangle packings, the standard lower bound behind the analyses of later algorithms, and clean clusters. The constant has since been improved by orders of magnitude, but the structural statements (clean clusterings are 444-approximate; a near-optimal clustering with clean clusters exists; a cautious greedy procedure recovers it) remain the paper's.

None of this is formalized in any proof assistant. The mission provides a reusable Lean layer for correlation clustering: signed complete graphs as SimpleGraph, disagreement counts over unordered pairs, goodness and cleanliness, triangle packings, and a nondeterministic algorithm specified as an inductive run relation. Formalizing it also repairs the printed argument. Lemma 12 as printed is false (an 18-vertex counterexample is recorded in the item), and the cleanliness clause of Theorem 7 holds only in the remaining graph. The milestones state the corrected versions, which together still yield Theorem 13 with the printed constant.

Difficulty

Every step is elementary counting, but the counts are tight. Lemma 4 needs a charging scheme that gives each mistake its own erroneous triangle while every edge carries total weight at most 111. Lemma 6 accounts for bad vertices cluster by cluster. Theorem 7 is a double induction, over the clusters produced and over the removal loop. Inside it one must show that no vertex of a clean cluster is ever removed and that the addition step pulls in the rest, uniformly over all removal orders.

The natural first idea, applying the clean-clustering bound (Corollary 5) to the clusters Cautious outputs, fails. The output clusters are clean only relative to the vertex set remaining when each was formed, and an earlier cluster can split a later one from many of its positive neighbours. Positive and negative mistakes therefore have to be bounded separately.

Formalization scope

  • Graph. Vertices form a Fintype with decidable equality, possibly empty; G.Adj u v means e(u,v)=+e(u,v)=+e(u,v)=+.
  • Neighbourhoods and goodness. N+N^+N+ and goodness are defined relative to an explicit current vertex set R, and the paper's GGG-level notions are the case R = univ. Goodness compares real casts of cardinalities with real multiples of δ\deltaδ. The constant δ=1/44\delta=1/44δ=1/44 is the real number δ44, with thresholds 3δ3\delta3δ, 7δ7\delta7δ and 11δ11\delta11δ written as multiples of it.
  • Clusterings and mistakes. Clusterings are Setoid V. Mistakes are counted over unordered pairs (Sym2).
  • OPT. "≤c⋅mOPT\le c\cdot m_{\mathrm{OPT}}≤c⋅mOPT​" is stated as "≤c⋅mD\le c\cdot m_D≤c⋅mD​ for every clustering DDD", which is equivalent.
  • Packings. A fractional packing is a nonnegative weight function on vertex sets, supported on erroneous triangles.
  • The algorithm. The removal step is an inductive relation covering every removal order. A run records, for each cluster, the removal result, the cluster and the vertex set it was formed in. The run may stop only when every remaining vertex, tried as the pivot, has an execution producing the empty set; this is the reading taken of "until all the produced sets A(v)A(v)A(v) are empty".
  • Corrections. Theorem 7's cleanliness clause is relative to the remaining graph (46-vertex counterexample in GGG). Lemma 11 reads "less than" as "at most" and gains a clause on positive mistakes. Lemma 12 bounds negative mistakes only.
  • Generalizations. Lemmas 3 and 6 hold for every clustering in place of OPT. Corollary 10, Theorem 7 and Lemma 11 hold for every clustering whose non-singleton clusters are δ\deltaδ-clean in GGG. Lemmas 8 and 9 hold in any induced subgraph.

No trivializing reading is admitted. The goal quantifies over every run and asserts that a run exists, so an empty run relation, a single fixed pivot rule or a fixed removal order cannot satisfy it. It compares with every clustering, not with OPT′\mathrm{OPT}'OPT′ or with clean clusterings only, and goodness is evaluated in the remaining graph, not in GGG.

The PTAS for maximizing agreements (Theorem 22), the NP-hardness reduction (Lemma 1), the warm-up Theorem 2 and the extensions of §7 are not part of this mission. Contributions are welcome on any milestone. The algorithm-free Lemmas 3, 4, 6, 8 and 9 are independent entry points, and a general library of facts about the run relation (termination, disjointness of the clusters, ZZZ consisting of unclustered vertices) would serve Corollary 10, Theorem 7 and Lemmas 11–13.

Selected references

  • N. Bansal, A. Blum, S. Chawla, Correlation Clustering, Machine Learning 56 (2004) 89–113. https://doi.org/10.1023/B:MACH.0000033116.57574.95
  • M. Charikar, V. Guruswami, A. Wirth, Clustering with qualitative information, J. Comput. System Sci. 71 (2005) 360–383. https://doi.org/10.1016/j.jcss.2004.10.012
  • N. Ailon, M. Charikar, A. Newman, Aggregating inconsistent information: ranking and clustering, J. ACM 55 (2008) 23. https://doi.org/10.1145/1411509.1411513
  • S. Chawla, K. Makarychev, T. Schramm, G. Yaroslavtsev, Near optimal LP rounding algorithm for correlation clustering on complete and complete k-partite graphs, STOC 2015. https://arxiv.org/abs/1412.0681
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Algorithms for Max-Min Share Fair Allocation of Indivisible Chores: Greedy Round-Robin Gives Every Agent at Least (2 − 1/N) Times Her Max-Min Share, and the Factor Cannot Be ImprovedResearch Paper

Motivation

Many allocation problems distribute work rather than benefits: household and office tasks, teaching loads, shifts, maintenance duties, or jobs assigned to parallel machines. Each item is a chore, which every agent would rather not receive, and chores cannot be split. Under indivisibility an exactly fair split usually does not exist, so the fair-division literature measures fairness against benchmarks that can be approximately met. The max-min share of Budish (J. Political Economy, 2011) is one of the most studied: it is what an agent could secure by dividing the items into as many bundles as there are agents and receiving the worst of them.

For goods, Kurokawa, Procaccia and Wang showed that an allocation giving every agent her full max-min share need not exist (J. ACM, 2018; conference version AAAI 2016), and attention moved to approximations. Aziz, Rauchecker, Schryen and Walsh (AAAI 2017) started the corresponding study for chores. They showed that chores behave differently from goods with the signs flipped, that a full max-min share allocation of chores may fail to exist, and that computing one is strongly NP-hard. Their first positive result is that the simplest protocol, greedy round-robin, already gives every agent a constant-factor approximation, with a factor that cannot be improved for the protocol.

Timeline:

  • 2011: Budish introduces the max-min share for indivisible goods.
  • 2016 (journal version 2018): Kurokawa, Procaccia and Wang show that max-min share allocations of goods may not exist.
  • 2017: Aziz, Rauchecker, Schryen and Walsh introduce the max-min share for chores and prove that greedy round-robin achieves the factor 2−1N2-\frac1N2−N1​ (Theorem 9 of the paper formalized here).
  • Later work, e.g. Barman and Krishnamurthy (ACM TEAC, 2020) and Huang and Lu (EC 2021), improves the best achievable factor for chores with more elaborate algorithms; round-robin remains the baseline.

Setting

There are N≥1N\ge1N≥1 agents [N]={1,…,N}[N]=\{1,\dots,N\}[N]={1,…,N} and a finite set M\mathcal MM of mmm items. Agent iii has an additive utility did_idi​: di(j)d_i(j)di​(j) is her utility for item jjj, and a bundle S⊆MS\subseteq\mathcal MS⊆M is worth di(S)=∑j∈Sdi(j)d_i(S)=\sum_{j\in S}d_i(j)di​(S)=∑j∈S​di​(j). The instance is a chores instance if di(j)≤0d_i(j)\le0di​(j)≤0 for all i,ji,ji,j and no did_idi​ is identically zero.

An allocation is a partition (S1,…,SN)(S_1,\dots,S_N)(S1​,…,SN​) of M\mathcal MM into NNN bundles, some of which may be empty; ΠN(M)\Pi_N(\mathcal M)ΠN​(M) is the set of all allocations. Agent iii's max-min share is

MmSdiN(M)=max⁡(S1,…,SN)∈ΠN(M) min⁡j∈[N]di(Sj).\mathrm{MmS}^N_{d_i}(\mathcal M)=\max_{(S_1,\dots,S_N)\in\Pi_N(\mathcal M)}\ \min_{j\in[N]} d_i(S_j).MmSdi​N​(M)=(S1​,…,SN​)∈ΠN​(M)max​ j∈[N]min​di​(Sj​).

For chores it is non-positive.

The greedy round-robin protocol (Algorithm 1 of the paper) lets the agents pick one item at a time, in rounds; in each round the agents pick in the order 1,2,…,N1,2,\dots,N1,2,…,N, and each picker receives an item of highest utility for her among the items not yet picked. The paper does not specify how ties are broken. A run is the resulting sequence of picks under some tie-breaking rule, and SiS_iSi​ is the set of items agent iii picked. The worst single chore of agent iii is dimin⁡=min⁡j∈Mdi(j)d_i^{\min}=\min_{j\in\mathcal M}d_i(j)dimin​=minj∈M​di​(j).

Formalization targets

Goal: Theorem 9

For every chores instance, every run of greedy round-robin and every agent iii,

di(Si) ≥ (2−1N)⋅MmSdiN(M),d_i(S_i)\ \ge\ \Big(2-\frac1N\Big)\cdot\mathrm{MmS}^N_{d_i}(\mathcal M),di​(Si​) ≥ (2−N1​)⋅MmSdi​N​(M),

and the factor cannot be improved: for every N≥1N\ge1N≥1 and every c<2−1Nc<2-\frac1Nc<2−N1​ there is a chores instance with NNN agents on which every run leaves some agent with di(Si)<c⋅MmSdiN(M)d_i(S_i)<c\cdot\mathrm{MmS}^N_{d_i}(\mathcal M)di​(Si​)<c⋅MmSdi​N​(M). The goal also records that the protocol always produces an allocation. It covers every tie-breaking rule and every NNN, so it is the paper's full claim and not a special case.

Milestones, in the order the proof uses them

  1. Eq. (1): di(Si)≥di(Si′)+dimin⁡d_i(S_i)\ge d_i(S_{i'})+d_i^{\min}di​(Si​)≥di​(Si′​)+dimin​ for all agents i,i′i,i'i,i′.
  2. The averaged form: di(Si)≥1Ndi(M)+(1−1N)dimin⁡d_i(S_i)\ge\frac1N d_i(\mathcal M)+\big(1-\frac1N\big)d_i^{\min}di​(Si​)≥N1​di​(M)+(1−N1​)dimin​.
  3. 1Ndi(M)≥MmSdiN(M)\frac1N d_i(\mathcal M)\ge\mathrm{MmS}^N_{d_i}(\mathcal M)N1​di​(M)≥MmSdi​N​(M).
  4. dimin⁡≥MmSdiN(M)d_i^{\min}\ge\mathrm{MmS}^N_{d_i}(\mathcal M)dimin​≥MmSdi​N​(M) for non-positive utilities.
  5. The tight instance, with (N−1)N(N-1)N(N−1)N chores worth −1N-\frac1N−N1​ and one worth −1-1−1 for every agent, is a chores instance with max-min share −1-1−1.
  6. On it, every run gives agent 1 exactly −(2−1N)-\big(2-\frac1N\big)−(2−N1​).

Significance

The theorem shows that the max-min share for chores admits a constant-factor approximation by a protocol that needs no computation beyond each agent's own ranking of the remaining chores. No optimization problem is solved, which matters because computing the max-min share itself is strongly NP-hard (Proposition 8 of the paper). The bound holds for every tie-breaking rule, so it applies to any implementation of the protocol, and the tightness clause shows that improving on 2−1N2-\frac1N2−N1​ needs a different algorithm, not a sharper analysis. Later chores algorithms are measured against this baseline.

The result has a complete paper proof. No machine-checked proof of it is known to exist. Formalizing it produces a checked statement of the round-robin protocol for chores under arbitrary tie-breaking, the pairwise comparison (1) between round-robin bundles, and the elementary upper bounds on the max-min share. These are reusable for other round-robin and max-min share results.

Difficulty

The arithmetic is short. The difficulty is in the protocol. Eq. (1) compares an agent's bundle with another agent's bundle pick by pick, and the comparison has to be set up differently depending on which of the two agents picks first in each round, and on whether their numbers of picks differ by one in the final, possibly incomplete, round. The paper's text calls one of the two orders "obvious", but there the earlier picker may hold one more chore than the later one, and that extra chore is what the dimin⁡d_i^{\min}dimin​ term absorbs. The obvious attempt, comparing bundles of equal size, fails exactly in that case.

The tightness clause cannot be checked by running the protocol once: the claim covers every tie-breaking rule, so the instance has to defeat every run of the protocol, not one particular run.

Formalization scope

  • Representation. Agents are Fin N, with the paper's agent iii at index i−1i-1i−1 (agent 1 is 0); chores are Fin m; utilities are d : Fin N → Fin m → ℝ; bval d i S is di(S)d_i(S)di​(S); IsChores d is "all utilities ≤0\le0≤0 and each agent has a nonzero utility".
  • Runs. A run is a bijection σ : Fin m ≃ Fin m from picks to chores satisfying IsRoundRobinRun d σ: pick ttt (counted from 000) is made by agent t mod Nt \bmod NtmodN, and the chore it takes is, for that agent, at least as good as every chore taken at a later pick. Every tie-breaking rule gives such a σ\sigmaσ, and every such σ\sigmaσ comes from one. Agent iii's bundle is rrBundle σ i, the chores taken at picks ttt with t mod N=it\bmod N=itmodN=i.
  • Max-min share. The published platform definition LittleCharity.MMS.mms is reused, applied to bval d i: a maximum over all maps from chores to Fin N (labelled partitions, empty bundles allowed) of the minimum bundle value. For N≥1N\ge1N≥1 both ranges are finite and nonempty, so the supremum and infimum are the true maximum and minimum.
  • Conventions. Every theorem assumes N≥1N\ge1N≥1. Statements using dimin⁡d_i^{\min}dimin​ assume the chore set is nonempty and use Finset.univ.inf'. The factor 1N\frac1NN1​ is the real number 1 / (N : ℝ). The guarantee is stated for all non-positive utilities, without the condition di≢0d_i\not\equiv0di​≡0, which it does not need. The tightness clause requires a chores instance in the paper's full sense.
  • Ruling out trivial readings. The guarantee and the tightness clause both quantify over all runs, so if no run existed both would hold vacuously. The goal therefore also asserts that every utility profile has a run. The run predicate encodes the paper's pick order and greedy rule on the picker's own utility; it does not mention the max-min share.
  • Infrastructure. Finite sums over fibres of a map, Finset.inf', and suprema and infima over finite types are all in Mathlib. Results about round-robin bundles, such as eq. (1) and the averaged bound, and the two max-min share bounds are reusable beyond this mission. Contributions to any milestone are welcome, as are alternative proofs of the tightness computation.

Selected references

  • H. Aziz, G. Rauchecker, G. Schryen, T. Walsh, Algorithms for Max-Min Share Fair Allocation of Indivisible Chores, Proceedings of the AAAI Conference on Artificial Intelligence 31(1), 2017. https://doi.org/10.1609/aaai.v31i1.10582
  • E. Budish, The Combinatorial Assignment Problem: Approximate Competitive Equilibrium from Equal Incomes, Journal of Political Economy 119(6), 2011. https://doi.org/10.1086/664613
  • D. Kurokawa, A. D. Procaccia, J. Wang, Fair Enough: Guaranteeing Approximate Maximin Shares, Journal of the ACM 65(2), 2018. https://doi.org/10.1145/3140756
  • S. Barman, S. K. Krishnamurthy, Approximation Algorithms for Maximin Fair Division, ACM Transactions on Economics and Computation 8(1), 2020. https://arxiv.org/abs/1703.01851
  • X. Huang, P. Lu, An Algorithmic Framework for Approximating Maximin Share Allocation of Chores, Proceedings of ACM EC 2021. https://arxiv.org/abs/1907.04505
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Mathematical PhysicsQuantum InformationQuantum Mechanics·Captain: mikedeng1

Note on Multiple Additivity of Minimal Renyi Entropy Output of the Werner–Holevo Channels: Additivity of the Minimal p-Rényi Output Entropy of Werner–Holevo Tensor Products, 1 ≤ p ≤ 2Research Paper

Minimal output entropy and the additivity question

A quantum channel transmits classical information with an efficiency limited by the noise it adds. One measure of that noise is the minimal output entropy: the smallest entropy the channel's output can have when the input is a pure state. The additivity conjecture asked whether using two channels in parallel, with inputs that may be entangled across them, can ever produce less output entropy than the two channels used separately. Shor showed that this conjecture is equivalent to additivity of the Holevo capacity and of the entanglement of formation (Shor 2004); Hastings later showed that it fails in general (Hastings 2009). Before that counterexample, and independently of it, the question was settled channel by channel.

The Werner–Holevo channel is a standard test case. Werner and Holevo introduced it as a counterexample to multiplicativity of maximal ppp-norms for large ppp (Werner, Holevo 2002), so it is precisely the kind of channel for which additivity cannot be taken for granted. Its history in this question:

  • 2002, Werner and Holevo: multiplicativity of maximal ppp-norms fails for the channel for p>4.79p > 4.79p>4.79 in dimension 333.
  • 2004, Datta, Holevo and Suhov (quant-ph/0403072): additivity of the von Neumann minimal output entropy for two copies of the same channel (p=1p = 1p=1, N=2N = 2N=2, d1=d2d_1 = d_2d1​=d2​).
  • 2004, Alicki and Fannes (quant-ph/0407033): additivity of the minimal ppp-Rényi output entropy for every 1≤p≤21 \le p \le 21≤p≤2, any number of factors, and arbitrary, possibly different, dimensions, by an elementary computation of the output purity.

Setting

There are NNN sites; site jjj carries Cdj\mathbb C^{d_j}Cdj​ with dj≥2d_j \ge 2dj​≥2, and the joint space ⨂j=1NCdj\bigotimes_{j=1}^N \mathbb C^{d_j}⨂j=1N​Cdj​ has the product basis indexed by configurations x=(x1,…,xN)x = (x_1,\dots,x_N)x=(x1​,…,xN​). For d≥2d \ge 2d≥2 the Werner–Holevo channel acts on d×dd\times dd×d matrices by

Γd(X)=1d−1(Tr⁡(X) 1−XT),\Gamma_d(X) = \frac{1}{d-1}\bigl(\operatorname{Tr}(X)\,\mathbb 1 - X^{\mathsf T}\bigr),Γd​(X)=d−11​(Tr(X)1−XT),

the transpose taken in the standard basis; on a density matrix this is 1d−1(1−ρT)\frac{1}{d-1}(\mathbb 1 - \rho^{\mathsf T})d−11​(1−ρT), the paper's (6). The product channel ⨂jΓdj\bigotimes_j \Gamma_{d_j}⨂j​Γdj​​ is the linear map on matrices of the joint space that acts as Γd1⊗⋯⊗ΓdN\Gamma_{d_1}\otimes\cdots\otimes\Gamma_{d_N}Γd1​​⊗⋯⊗ΓdN​​ on product matrix units.

For a density matrix ρ\rhoρ (positive semidefinite, trace one), the von Neumann entropy is S(ρ)=−Tr⁡ρlog⁡ρS(\rho) = -\operatorname{Tr}\rho\log\rhoS(ρ)=−Trρlogρ and the ppp-Rényi entropy, p>1p > 1p>1, is

Sp(ρ)=−1p−1log⁡Tr⁡ρp,S_p(\rho) = -\frac{1}{p-1}\log\operatorname{Tr}\rho^p,Sp​(ρ)=−p−11​logTrρp,

with S1=SS_1 = SS1​=S. For a channel Φ\PhiΦ, the minimal ppp-Rényi output entropy (1) is

MEOp[Φ]=inf⁡φ, ∥φ∥=1Sp(Φ(∣φ⟩⟨φ∣)),\mathrm{MEO}_p[\Phi] = \inf_{\varphi,\ \|\varphi\|=1} S_p\bigl(\Phi(|\varphi\rangle\langle\varphi|)\bigr),MEOp​[Φ]=φ, ∥φ∥=1inf​Sp​(Φ(∣φ⟩⟨φ∣)),

the infimum over all unit vectors of the input space. For the product channel these are all unit vectors of ⨂jCdj\bigotimes_j\mathbb C^{d_j}⨂j​Cdj​, entangled ones included.

Formalization targets

Goal: multiple additivity, (7)

For every NNN, every d1,…,dN≥2d_1,\dots,d_N \ge 2d1​,…,dN​≥2 and every 1≤p≤21\le p\le21≤p≤2,

MEOp[⨂j=1NΓdj]=∑j=1NMEOp[Γdj],\mathrm{MEO}_p\Bigl[\bigotimes_{j=1}^N\Gamma_{d_j}\Bigr] = \sum_{j=1}^N \mathrm{MEO}_p\bigl[\Gamma_{d_j}\bigr],MEOp​[j=1⨂N​Γdj​​]=j=1∑N​MEOp​[Γdj​​],

together with the statement that both infima are taken over sets bounded below.

Milestones

  1. Single-channel value (p. 3): every pure input is mapped to 1d−1(1−∣φˉ⟩⟨φˉ∣)\frac{1}{d-1}(\mathbb 1 - |\bar\varphi\rangle\langle\bar\varphi|)d−11​(1−∣φˉ​⟩⟨φˉ​∣), so Sp(Γd(∣φ⟩⟨φ∣))=log⁡(d−1)S_p(\Gamma_d(|\varphi\rangle\langle\varphi|)) = \log(d-1)Sp​(Γd​(∣φ⟩⟨φ∣))=log(d−1) for every unit φ\varphiφ, and MEOp[Γd]=log⁡(d−1)\mathrm{MEO}_p[\Gamma_d] = \log(d-1)MEOp​[Γd​]=log(d−1), for every p≥1p \ge 1p≥1.
  2. Expansion of the product output (p. 3): for a unit vector Ω\OmegaΩ,
XN(Ω)=∏j=1N1dj−1∑Λ⊂{1,…,N}(−1)∣Λ∣ρΛ⊗1Λc,X_N(\Omega) = \prod_{j=1}^N\frac{1}{d_j-1}\sum_{\Lambda\subset\{1,\dots,N\}}(-1)^{|\Lambda|}\rho_\Lambda\otimes\mathbb 1_{\Lambda^{\mathrm c}},XN​(Ω)=j=1∏N​dj​−11​Λ⊂{1,…,N}∑​(−1)∣Λ∣ρΛ​⊗1Λc​,

with ρΛ\rho_\LambdaρΛ​ the reduced matrix of ∣Ωˉ⟩⟨Ωˉ∣|\bar\Omega\rangle\langle\bar\Omega|∣Ωˉ⟩⟨Ωˉ∣ on the sites in Λ\LambdaΛ. 3. Trace of products of marginals ((8), second line): Tr⁡((ρΛ⊗1)(ρΛ′⊗1))=(∏j∈(Λ∪Λ′)cdj)Tr⁡ρΛ∩Λ′2\operatorname{Tr}((\rho_\Lambda\otimes\mathbb 1)(\rho_{\Lambda'}\otimes\mathbb 1)) = (\prod_{j\in(\Lambda\cup\Lambda')^{\mathrm c}}d_j)\operatorname{Tr}\rho_{\Lambda\cap\Lambda'}^2Tr((ρΛ​⊗1)(ρΛ′​⊗1))=(∏j∈(Λ∪Λ′)c​dj​)TrρΛ∩Λ′2​. 4. Purity of the output ((8)): every line of the computation, ending in

Tr⁡XN(Ω)2=∏j=1N1(dj−1)2∑ΛTr⁡ρΛ2∏j∈Λc(dj−2) ≤ ∏j=1N1dj−1.\operatorname{Tr}X_N(\Omega)^2 = \prod_{j=1}^N\frac{1}{(d_j-1)^2}\sum_{\Lambda}\operatorname{Tr}\rho_\Lambda^2\prod_{j\in\Lambda^{\mathrm c}}(d_j-2)\ \le\ \prod_{j=1}^N\frac{1}{d_j-1}.TrXN​(Ω)2=j=1∏N​(dj​−1)21​Λ∑​TrρΛ2​j∈Λc∏​(dj​−2) ≤ j=1∏N​dj​−11​.
  1. Order bounds (p. 4): S2(ρ)≤Sp(ρ)≤S(ρ)S_2(\rho)\le S_p(\rho)\le S(\rho)S2​(ρ)≤Sp​(ρ)≤S(ρ) for density matrices and 1≤p≤21\le p\le21≤p≤2.
  2. Additivity on tensor products (p. 2): Sp(⨂jρj)=∑jSp(ρj)S_p(\bigotimes_j\rho_j) = \sum_j S_p(\rho_j)Sp​(⨂j​ρj​)=∑j​Sp​(ρj​) for density matrices ρj\rho_jρj​ and p≥1p\ge1p≥1.

Significance

The theorem identifies an explicit family of channels, with an entangling structure and a known failure of ppp-norm multiplicativity for large ppp, on which the minimal output entropy is additive for any number of factors and any mixture of dimensions. Because the channels are irreducibly covariant, the Holevo capacity of such a product equals the log of its output dimension minus its minimal von Neumann output entropy, so the case p=1p = 1p=1 makes the Holevo capacity of these products additive, with value ∑jlog⁡djdj−1\sum_j \log\frac{d_j}{d_j - 1}∑j​logdj​−1dj​​ in natural units. The range 1<p≤21 < p \le 21<p≤2 is equivalent to multiplicativity of the maximal ppp-norms in that range, which complements the Werner–Holevo counterexample for large ppp.

The result is proved, in the four pages of the paper; no machine-checked proof of it is recorded. Formalizing it produces a self-contained development, on Mathlib alone, of partial traces and tensor products of matrices over site-dependent dimensions, the matrix-unit tensor product of channels, Rényi entropies through the functional calculus, and a complete proof of an additivity theorem that covers entangled inputs.

Difficulty

The upper bound is easy: product inputs achieve the sum, by additivity of SpS_pSp​ on tensor products. The whole content is the lower bound over entangled inputs, and the natural first idea, to bound SpS_pSp​ of the output factor by factor, does not apply: an entangled input has no factors, and entropy is not subadditive in the needed direction. The paper avoids spectra entirely and bounds the purity Tr⁡XN(Ω)2\operatorname{Tr}X_N(\Omega)^2TrXN​(Ω)2; carrying this out in Lean means proving the subset expansion of the product channel for arbitrary NNN, a partial-trace identity for pairs of overlapping site sets, and an inclusion–exclusion collapse of a double sum over subsets, all over dependent configuration types, and then the comparison of Rényi orders for matrices.

Formalization scope

  • Configurations. Sites are Fin N from 000; the joint basis is indexed by (j : Fin N) → Fin (d j), and site subsets are Finset (Fin N). Vectors are plain functions to C\mathbb CC; φˉ\bar\varphiφˉ​ is star φ.
  • The channel is the linear extension (Tr⁡X⋅1−XT)/(d−1)(\operatorname{Tr}X\cdot\mathbb 1 - X^{\mathsf T})/(d-1)(TrX⋅1−XT)/(d−1) of (6), equal to (6) on density matrices; dj≥2d_j\ge2dj​≥2 is assumed throughout, since (6) divides by d−1d - 1d−1.
  • The product channel is the generic matrix-unit tensor product of an arbitrary family of maps, applied to the family Γdj\Gamma_{d_j}Γdj​​. It is not defined through the expansion of milestone 2 or through its values on pure states.
  • Entropies use Mathlib's continuous functional calculus on Hermitian matrices and the natural logarithm; S1S_1S1​ is defined as the von Neumann entropy, which is the paper's extension of MEOp\mathrm{MEO}_pMEOp​ to p=1p = 1p=1 by the limit p↓1p\downarrow1p↓1.
  • MEOp\mathrm{MEO}_pMEOp​ is a real infimum over all unit vectors; since a real sInf of a set unbounded below is 000 in Lean, the goal and milestone 1 conclude that the sets are bounded below.
  • Ruled out. Restricting the input set of the product channel to product vectors, or defining MEOp\mathrm{MEO}_pMEOp​ through the single-channel value, would make (7) the easy half; the formalization does neither.
  • Not formalized: the norm identities (2) and (3), multiplicativity of νp\nu_pνp​, the limit p↓1p\downarrow1p↓1, the covariance and extremality remarks, and the general conjecture (4)–(5).

Contributions are welcome on each milestone. Milestones 3, 5 and 6 are general facts about partial traces and Rényi entropies, reusable beyond this mission.

Selected references

  • R. Alicki, M. Fannes, Note on multiple additivity of minimal Renyi entropy output of the Werner–Holevo channels, arXiv:quant-ph/0407033v2, 2004. https://arxiv.org/abs/quant-ph/0407033
  • R. F. Werner, A. S. Holevo, Counterexample to an additivity conjecture for output purity of quantum channels, J. Math. Phys. 43, 4353–4357, 2002. https://arxiv.org/abs/quant-ph/0203003
  • N. Datta, A. S. Holevo, Y. M. Suhov, A quantum channel with additive minimum output entropy, arXiv:quant-ph/0403072, 2004. https://arxiv.org/abs/quant-ph/0403072
  • P. W. Shor, Equivalence of additivity questions in quantum information theory, Comm. Math. Phys. 246, 453–472, 2004. https://arxiv.org/abs/quant-ph/0305035
  • M. B. Hastings, Superadditivity of communication capacity using entangled inputs, Nature Physics 5, 255–257, 2009. https://arxiv.org/abs/0809.3972
  • A. Rényi, On measures of entropy and information, Proc. Fourth Berkeley Symp. Math. Statist. Prob., vol. 1, 547–561, 1961.
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General bounds for sender-receiver capacities in multipoint quantum communicationsResearch Paper

Motivation

We investigate the maximum rates for transmitting quantum information, distilling entanglement, and distributing secret keys between a sender and a receiver in a multipoint communication scenario, with the assistance of unlimited two-way classical communication involving all parties. First we consider the case where a sender communicates with an arbitrary number of receivers, so called quantum broadcast channel. Here we also provide a simple analysis in the bosonic setting where we consider quantum broadcasting through a sequence of beamsplitters. Then, we consider the opposite case where an arbitrary number of senders communicate with a single receiver, so called quantum multiple-access channel. Finally, we study the general case of all-in-all quantum communication where an arbitrary number of senders communicate with an arbitrary number of receivers. Since our bounds are formulated for quantum systems of arbitrary dimension, they can be applied to many different physical scenarios involving multipoint quantum communication.

This mission is the statement-level formalization of General bounds for sender-receiver capacities in multipoint quantum communications (arXiv:1603.07262v2). 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 Broadcast Choi teleportation simulation (§III, Eq.(28) and Fig.3: broadcast Choi teleportation simulation, 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

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

  • §V, Eq.(68): finite-dimensional sender-receiver REE upper bound: Distinct operational D2, Q2, K and P2 tasks and their extended achievable-rate suprema, with vanishing target error, arbitrary local memories and private shields, all-party public assistance, and normalization per joint channel use; A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace; Normal-state relative entropy in bits, separability across aggregate cuts versus full partywise separability, tensor powers regrouped by parties, and REE of the actual pair marginal (hard)
  • §§III–V, unnumbered: operational task hierarchy with helpers: Distinct operational D2, Q2, K and P2 tasks and their extended achievable-rate suprema, with vanishing target error, arbitrary local memories and private shields, all-party public assistance, and normalization per joint channel use (hard)
  • §III, Eqs.(29)–(30): actual broadcast output stretching: A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace (hard)
  • §III, Eqs.(31)–(34): broadcast output REE and regularized converse: A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace; Normal-state relative entropy in bits, separability across aggregate cuts versus full partywise separability, tensor powers regrouped by parties, and REE of the actual pair marginal; regularized Choi REE and the supremum of existing limiting actual-output REE rates (hard)
  • §III, Eqs.(35)–(36): broadcast single-copy capacity bound: Distinct operational D2, Q2, K and P2 tasks and their extended achievable-rate suprema, with vanishing target error, arbitrary local memories and private shields, all-party public assistance, and normalization per joint channel use; A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace; Normal-state relative entropy in bits, separability across aggregate cuts versus full partywise separability, tensor powers regrouped by parties, and REE of the actual pair marginal (hard)
  • §III.A, Eqs.(38)–(40): bosonic broadcast simulation and fixed-n stretching: Normal bosonic channels and finite-energy teleportation instruments on arbitrary references, TMSV resources, trace-norm output semantics, and fixed-n hybrid energy bounds; A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace (hard)
  • §III.A, Eqs.(41)–(43), and §§IV–V: asymptotic-REE capacity extensions: An unambiguous nonvacuous asymptotic Choi-family REE/entanglement-flux functional compatible with the printed convergent-comparator requirement (source-ambiguity)
  • §III.B, Eqs.(44)–(45): cascade factorization and separable comparators: The full normal-state Fig.5 cascade with independent thermal environments, actual first-link and downstream channels, local tensoring/partial traces, and normal bipartite separability (hard)
  • §III.B, Eq.(46): asymptotic Choi-family bottleneck: An unambiguous nonvacuous asymptotic Choi-family REE/entanglement-flux functional compatible with the printed convergent-comparator requirement (source-ambiguity)
  • §III.B, Eq.(49): thermal-loss broadcast numeric bottleneck: Distinct operational D2, Q2, K and P2 tasks and their extended achievable-rate suprema, with vanishing target error, arbitrary local memories and private shields, all-party public assistance, and normalization per joint channel use; The full normal-state Fig.5 cascade with independent thermal environments, actual first-link and downstream channels, local tensoring/partial traces, and normal bipartite separability (hard)
  • §III.B, Eq.(50): vacuum-loss broadcast bottleneck: Distinct operational D2, Q2, K and P2 tasks and their extended achievable-rate suprema, with vanishing target error, arbitrary local memories and private shields, all-party public assistance, and normalization per joint channel use; the vacuum specialization of The full normal-state Fig.5 cascade with independent thermal environments, actual first-link and downstream channels, local tensoring/partial traces, and normal bipartite separability (hard)
  • §III.B, Eq.(51): arbitrary Gaussian-unitary cascade flux bottleneck: An unambiguous nonvacuous asymptotic Choi-family REE/entanglement-flux functional compatible with the printed convergent-comparator requirement (source-ambiguity)
  • §IV, Eqs.(55)–(56): actual multiple-access output stretching: A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace (hard)
  • §IV, Eq.(57): multiple-access output REE: A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace; Normal-state relative entropy in bits, separability across aggregate cuts versus full partywise separability, tensor powers regrouped by parties, and REE of the actual pair marginal (hard)
  • §IV, Eqs.(58)–(60): multiple-access regularized and single-copy bounds: Distinct operational D2, Q2, K and P2 tasks and their extended achievable-rate suprema, with vanishing target error, arbitrary local memories and private shields, all-party public assistance, and normalization per joint channel use; A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace; Normal-state relative entropy in bits, separability across aggregate cuts versus full partywise separability, tensor powers regrouped by parties, and REE of the actual pair marginal; the supremum over existing output-REE limits and regularized resource REE (hard)
  • §V, Eqs.(64)–(65): actual interference output stretching: A body-defined unrestricted multipartite adaptive protocol on normal states, with local instruments including unbounded rounds and general outcomes, no preshared resource, exactly n joint calls, recursive actual mean output, and selected-pair partial trace (hard)

Selected references

  • General bounds for sender-receiver capacities in multipoint quantum communications, arXiv:1603.07262v2, https://arxiv.org/abs/1603.07262v2
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Quantum Information·Captain: Goku

Capacities of repeater-assisted quantum communicationsResearch Paper

Motivation

We consider quantum and private communications assisted by repeaters, from the basic scenario of a single repeater chain to the general case of an arbitrarily-complex quantum network, where systems may be routed through single or multiple paths. In this context, we investigate the ultimate rates at which two end-parties may transmit quantum information, distribute entanglement, or generate secret keys. These end-to-end capacities are defined by optimizing over the most general adaptive protocols that are allowed by quantum mechanics. Combining techniques from quantum information and classical network theory, we derive single-letter upper bounds for the end-to-end capacities in repeater chains and quantum networks connected by arbitrary quantum channels, establishing exact formulas under basic decoherence models, including bosonic lossy channels, quantum-limited amplifiers, dephasing and erasure channels. For the converse part, we adopt a teleportation-inspired simulation of a quantum network which leads to upper bounds in terms of the relative entropy of entanglement. For the lower bounds we combine point-to-point quantum protocols with classical network algorithms. Depending on the type of routing (single or multiple), optimal strategies corresponds to finding the widest path or the maximum flow in the quantum network. Our theory can also be extended to simultaneous quantum communication between multiple senders and receivers.

This mission is the statement-level formalization of Capacities of repeater-assisted quantum communications (arXiv:1601.00966v4). 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 Widest path: equality with the minimum maximum-edge cut (Proposition 12, Eq.(131), PDF p. 24). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Main result: loss-chain capacity, Eqs.(6),(74): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Theorem 1 (Weak converse): Adaptive point-to-point protocol; Normal-state REE in bits; Operational channel capacity; Asymptotic output-REE supremum (source-ambiguity)
  • Lemma 3 (Tele-covariance and simulability): Teleportation covariance; Normalized Choi state; Finite teleportation LOCC; TMSV state; Bosonic teleportation instrument; Pointwise referenced simulation (hard)
  • Lemma 6 (Chain stretching): Unrestricted physical LOCC instruments, actual recursive network outputs, referenced channel simulators and controlled resource consumption (hard)
  • Theorem 7 (Single-letter REE bound), full statement: Chain capacity; Cut resource REE; Normalized and asymptotic Choi resources; One-way distillable entanglement; Entanglement swapping (source-ambiguity)
  • Theorem 7, finite-resource branch including Eq.(72): Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)
  • Lemma 8 (Network stretching): Unrestricted physical LOCC instruments, actual recursive network outputs, referenced channel simulators and controlled resource consumption (hard)
  • Lemma 9 (Network stretching with cuts): Unrestricted physical LOCC instruments, actual recursive network outputs, referenced channel simulators and controlled resource consumption (hard)
  • Theorem 10 (Converse for single-path capacity): Sequential capacity; Resource representation; Single-edge REE cut value (source-ambiguity)
  • Theorem 11 (Lower bound): Actual operational edge/network tasks, asymptotic composition and counted physical routing (hard)
  • Corollary 13 (Single-path capacities): Distillable network; Single-path capacity; REE cut; Widest path; Routing complexity; One-way protocol (source-ambiguity)
  • Theorem 14 (Converse for multi-path capacity), full statement: Flooding capacity; Resource representation; Multi-edge REE flow (source-ambiguity)
  • Theorem 14, exact normal-resource branch: Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)
  • Theorem 15 (Lower bound): Actual operational edge/network tasks, asymptotic composition and counted physical routing (hard)
  • Corollary 16 (Multi-path capacities), full statement: Distillable network; Multi-edge REE; Operational capacity; Maximum flow; One-way teleportation protocol (source-ambiguity)
  • Corollary 16, operational min-cut equality and achieving strategy: Actual operational edge/network tasks, asymptotic composition and counted physical routing (hard)
  • Theorem 17 (Multi-unicast with single paths): Multiple-unicast sequential protocols; Independent pair targets; Capacity region; Subset cut constraints; Single-edge REE flow (source-ambiguity)
  • Corollary 18: Multiple-unicast region; Distillable edge capacities; Subset endpoint cuts; Maximum-edge cut capacity (source-ambiguity)
  • Theorem 19 (Multi-unicast with multipaths), full statement: Multiple-unicast flooding protocol; Independent pair targets; Capacity region; Subset cut inequalities; Multi-edge REE flow (source-ambiguity)
  • Theorem 19, exact-resource branch: Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)
  • Corollary 20: Distinct physical assisted communication tasks and simultaneous independent/common-key target protocols (hard)
  • Theorem 21 (Quantum multicast), full statement: Independent-message multicast protocol; Distinct target factors; Capacity region; Symmetric multicast capacity; Receiver subset cuts; REE sums (source-ambiguity)
  • Theorem 21, exact-resource branch: Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)
  • Corollary 22: Distinct physical assisted communication tasks and simultaneous independent/common-key target protocols (hard)
  • Theorem 23 (Network coding for QKD): Common-key multicast capacity; Unicast flooding key capacity; Distillable link protocols; Classical linear network coding; Shared undirected-edge resource budget (source-ambiguity)
  • Theorem 24 (Quantum multiple-multicast), full statement: Multiple-multicast flooding protocol; Independent pair targets; Symmetric-per-sender rate region; Sender subset cuts with a receiver on opposite side; REE and operational cut sums (source-ambiguity)
  • Theorem 24, exact-resource and operational distillable clauses: Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)
  • Task equivalences for chains and networks: Distinct physical assisted communication tasks and simultaneous independent/common-key target protocols (hard)
  • Chain weak converse, Eq.(60): Chain protocol; Output REE; Protocol-family limit and supremum (source-ambiguity)
  • Amplifier-chain capacity, Eq.(75): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Qubit dephasing-chain capacity, Eq.(76): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Qubit erasure-chain capacity, Eq.(77): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Qudit and hybrid distillable-chain extension: Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • One-bit threshold and optical distance rule: Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Optimal equidistant placement, Eqs.(78)–(79): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Repeater-dominant asymptotic scaling, Eq.(80): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Loss-dominant scaling, Eq.(81): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Multiband chain bound and equality, Eqs.(86)–(87): Independent band tensor-product channel; Band resource representation; Multiband chain capacity; REE sums; Distillable band capacities (source-ambiguity)
  • Multiband chain finite-resource bound and operational bottleneck equality: Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)
  • Multiband lossy-chain capacity, Eq.(88): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Multiband high-loss scaling, Eq.(89): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Network peeling error and fixed-protocol convergence, Eqs.(104)–(106): Unrestricted physical LOCC instruments, actual recursive network outputs, referenced channel simulators and controlled resource consumption (hard)
  • Optimized average-cut bound, Eqs.(121)–(122): Sequential protocols; Actual edge-use frequencies; Optimal-use vector; Protocol-dependent cut REE sum (source-ambiguity)
  • Loss-network single-path formula, Eqs.(138)–(140): Pure-loss channel; Sequential network capacity; Cut and path transmissivity extrema (source-ambiguity)
  • Amplifier-network single-path formula, Eq.(143): Quantum-limited amplifiers; Sequential capacity; Cut and route gains (source-ambiguity)
  • Dephasing-network single-path formula, Eqs.(146)–(147): Qubit dephasing; Sequential capacity; Binary entropy; Cut/path error parameters (source-ambiguity)
  • Erasure-network single-path formula, Eq.(149): Qubit pure-flag erasure; Sequential capacity; Cut/path erasure parameters (source-ambiguity)
  • Teleportation-covariant multipath sandwich, Eqs.(164)–(165): Teleportation covariance; Operational edge and flooding capacities; Normalized Choi REE; Cut sums (source-ambiguity)
  • Loss-network multipath capacity, Eq.(171): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Multiband loss-network multipath formulas, Eqs.(172)–(174): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Amplifier-network multipath formula, Eq.(175): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Dephasing-network multipath formula, Eq.(176): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Erasure-network multipath formula, Eq.(177) and qudit extension: Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Symmetric diamond routing comparison, Eq.(21): Physical referenced channel families together with unrestricted operational chain/network capacities (hard)
  • Common-key versus independent-key multicast: Distinct physical assisted communication tasks and simultaneous independent/common-key target protocols (hard)
  • Independent pair-rate bounds, Eqs.(250)–(253): Operational network capacities/regions and ordinary normal-state REE for exact resource simulations (hard)

Selected references

  • Capacities of repeater-assisted quantum communications, arXiv:1601.00966v4, https://arxiv.org/abs/1601.00966v4
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Quantum Information·Captain: Goku

Holographic Mutual Information is MonogamousResearch Paper

Motivation

We identify a special information-theoretic property of quantum field theories with holographic duals: the mutual informations among arbitrary disjoint spatial regions A,B,C obey the inequality I(A:BC) >= I(A:B)+I(A:C), provided entanglement entropies are given by the Ryu-Takayanagi formula. Inequalities of this type are known as monogamy relations and are characteristic of measures of quantum entanglement. This suggests that correlations in holographic theories arise primarily from entanglement rather than classical correlations. We also show that the Ryu-Takayanagi formula is consistent with all known general inequalities obeyed by the entanglement entropy, including an infinite set recently discovered by Cadney, Linden, and Winter; this constitutes strong evidence in favour of its validity.

This mission is the statement-level formalization of Holographic Mutual Information is Monogamous (arXiv:1107.2940v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

4 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Two classical three-qubit states have opposite tripartite information (§2, (2.1)–(2.2): classical positive and negative I3, 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

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

  • Abstract; (1.6), (3.1): RT mutual information is monogamous: Constructed admissible spatial bulk/boundary regions, anchoring/homology, actual hypersurface measure at a common cutoff, and attained regulated RT minimization (hard)
  • §1 footnote 1: pure-state four-party symmetry of I3: Actual arbitrary four-factor Hilbert-space pure states, compatible complementary reductions, and finite marginal von Neumann entropy (hard)
  • §2, (2.7): positive I3 at large scalar compactification radius: Compactified-free-scalar vacuum, interval marginal entropies, and a radius-compatible large-R asymptotic input (hard)
  • §2, (2.14): distant-interval CFT tripartite asymptotic: Fixed 2D CFT vacuum and interval entropy interface tied to its lowest scaling dimension and multiplicity (hard)
  • §2, (2.16): disc-wedge topological entanglement entropy: Effective area-law entropy on actual regulated disc wedges, with their boundary components and shared boundary measure (hard)
  • §3.2, (3.11): monogamy for an extensive surface functional: Actual topological-region and piecewise-surface cut/reassembly interface with an extensive functional and attained minima (hard)
  • §4(e), (4.2): RT satisfies Linden–Winter: Constructed admissible spatial bulk/boundary regions, anchoring/homology, actual hypersurface measure at a common cutoff, and attained regulated RT minimization and four-region MI/CMI (hard)
  • §4(f), (4.4): RT satisfies the CLW infinite family: Constructed admissible spatial bulk/boundary regions, anchoring/homology, actual hypersurface measure at a common cutoff, and attained regulated RT minimization and arbitrary finite families of disjoint spatial regions (hard)
  • §4: three purified/relabelled CLW variations: Constructed admissible spatial bulk/boundary regions, anchoring/homology, actual hypersurface measure at a common cutoff, and attained regulated RT minimization for the three explicitly identified CLW variants (hard)
  • §5.1: correlated spatial regions cannot form quantum Markov chains: Constructed admissible spatial bulk/boundary regions, anchoring/homology, actual hypersurface measure at a common cutoff, and attained regulated RT minimization tied to actual normalized spatial states and tensor-lifted CPTP recovery (hard)
  • §5.2, (5.5): mutual information after a finite-outcome measurement: General finite-outcome POVMs on arbitrary regulated Hilbert factors, actual conditional trace-class blocks and the classical outcome register (hard)
  • §5.2: infimum over spatial conditioning regions: Constructed admissible spatial bulk/boundary regions, anchoring/homology, actual hypersurface measure at a common cutoff, and attained regulated RT minimization and the full admissible conditioning-region domain containing the empty region (hard)
  • §5.2, unnumbered identity following (5.13): A corrected general copied-label entropy identity or a source-supplied additional restriction (source-ambiguity)
  • §6.1: RT four- and five-party interaction information has both signs: Actual AdS3 RT interval entropy and spatial-region witnesses for both signs at each n=4,5 (hard)

Selected references

  • Holographic Mutual Information is Monogamous, arXiv:1107.2940v2, https://arxiv.org/abs/1107.2940v2
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Sending quantum entanglement through noisy channelsResearch Paper

Motivation

This paper addresses some general questions of quantum information theory arising from the transmission of quantum entanglement through (possibly noisy) quantum channels. A pure entangled state is prepared of a pair of systems RRR and QQQ, after which QQQ is subjected to a dynamical evolution given by the superoperator \superopQ\superop^{Q}\superopQ. Two interesting quantities can be defined for this process: the entanglement fidelity FeF_{e}Fe​ and the entropy production SeS_{e}Se​. It turns out that neither of these quantities depends in any way on the system RRR, but only on the initial state and dynamical evolution of QQQ. FeF_{e}Fe​ and SeS_{e}Se​ are related to various other fidelities and entropies, and are connected by an inequality reminiscent of the Fano inequality of classical information theory. Some insight can be gained from these techniques into the security of quantum cryptographic protocols and the nature of quantum error-correcting codes.

This mission is the statement-level formalization of Sending quantum entanglement through noisy channels (arXiv:quant-ph/9604023v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

29 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is §6.2, equations (24)–(25): quantum Fano inequality (§6.2, equations (24)–(25): quantum Fano inequality, PDF p. 27). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • §7, concluding recovery claim: A specified metric, input/uniformity domain, and quantitative recovery claim for low entropy production implying nearly unitary dynamics. (source-ambiguity)

Selected references

  • Sending quantum entanglement through noisy channels, arXiv:quant-ph/9604023v1, https://arxiv.org/abs/quant-ph/9604023v1
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Quantum Information·Captain: Goku

Multiparty Quantum Mutual Information: An alternative definitionResearch Paper

Motivation

Mutual information is the reciprocal information that is common to or shared by two or more parties. Quantum mutual information for bipartite quantum systems is non-negative, and bears the interpretation of total correlation between the two subsystems. This may, however, no longer be true for three or more party quantum systems. In this paper, we propose an alternative definition of multipartite information taking into account the shared information between two and more parties. It is non-negative, observes monotonicity under partial trace as well as completely positive maps, and equals multipartite information measure in literature for pure states. We then define multiparty quantum discord, and give some examples. Interestingly, we observe that quantum discord increases when measurement is performed on a large number of subsystems. Consequently, the symmetric quantum discord, which involves measurement on all parties, reveals the maximal quantumness. This raises question on the interpretation of measured mutual information as classical correlation.

This mission is the statement-level formalization of Multiparty Quantum Mutual Information: An alternative definition (arXiv:1504.07176v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

8 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Alternative multipartite information is nonnegative (Theorem 1, 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

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

  • Theorem 3: Locality and trace normalization of the claimed operation (source-ambiguity)
  • Equation (11), final equality: Replica-space identification and valid support containment for equation (11) (source-ambiguity)
  • Equation (12), final equality: Replica-space identification and matching marginals in equation (12) (source-ambiguity)
  • Equation (13), last line: General tensor-power representation of complementary marginal entropy sum (source-ambiguity)
  • Equation (14), numerical n=3,4 claim and saturation: A valid domain and a specified pair-index set for the numerical bound (source-ambiguity)
  • Figure 2(c) caption: Normalized noisy three-qutrit family in Figure 2(c) (source-ambiguity)

Selected references

  • Multiparty Quantum Mutual Information: An alternative definition, arXiv:1504.07176v2, https://arxiv.org/abs/1504.07176v2
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Concentrating Partial Entanglement by Local OperationsResearch Paper

Motivation

If two separated observers are supplied with entanglement, in the form of nnn pairs of particles in identical partly-entangled pure states, one member of each pair being given to each observer; they can, by local actions of each observer, concentrate this entanglement into a smaller number of maximally-entangled pairs of particles, for example Einstein-Podolsky-Rosen singlets, similarly shared between the two observers. The concentration process asymptotically conserves {\em entropy of entanglement}---the von Neumann entropy of the partial density matrix seen by either observer---with the yield of singlets approaching, for large nnn, the base-2 entropy of entanglement of the initial partly-entangled pure state. Conversely, any pure or mixed entangled state of two systems can be produced by two classically-communicating separated observers, drawing on a supply of singlets as their sole source of entanglement.

This mission is the statement-level formalization of Concentrating Partial Entanglement by Local Operations (arXiv:quant-ph/9511030v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

18 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Entropy-efficient exact singlet concentration (Abstract, §I: asymptotically efficient concentration of pure entanglement, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • §III, Eqs.(7),(9): batching reaches near powers of two: An IID binomial type-history process, positive-time near-power hitting/stopping events, and its physically counted stopped-batch singlet-efficiency functional. (hard)
  • §IV: two-sided QDC is not entanglement concentration: A complete largest-eigenvalue compressed two-sided state with rounded/capped dimension, fixed spectral tie order, positive-success normalization, and same-dimension Bell/Haar teleportation fidelity. (hard)
  • §IV: growth of Schmidt-coefficient variance: The probability distribution and scaling underlying the asserted Schmidt-coefficient variance. (source-ambiguity)
  • §IV footnote 1: majority-up encoding and marginal spectra: The input ensemble determining the majority-up marginal density matrices. (source-ambiguity)
  • §IV: quantum compression followed by concentration and teleportation: A typed source-averaged compression/concentration/teleportation composition with a deterministic compressed-qubit requirement, heralded concentration supply, and separated classical-message accounting. (hard)

Selected references

  • Concentrating Partial Entanglement by Local Operations, arXiv:quant-ph/9511030v1, https://arxiv.org/abs/quant-ph/9511030v1
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Bidirectional coherent classical communicationResearch Paper

Motivation

A unitary interaction coupling two parties enables quantum communication in both the forward and backward directions. Each communication capacity can be thought of as a tradeoff between the achievable rates of specific types of forward and backward communication. Our first result shows that for any bipartite unitary gate, coherent classical communication is no more difficult than classical communication -- they have the same achievable rate regions. Previously this result was known only for the unidirectional capacities (i.e., the boundaries of the tradeoff). We then relate the tradeoff curve for two-way coherent communication to the tradeoff for two-way quantum communication and the tradeoff for coherent communiation in one direction and quantum communication in the other.

This mission is the statement-level formalization of Bidirectional coherent classical communication (arXiv:quant-ph/0412126v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

6 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Bidirectional coherification with arbitrary signed entanglement (Theorem 1, Eqs. (2)–(3), PDF p. 3). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • §IV: RRE = CCE: A source-pinned signed independent bidirectional RSP task: state-family/block convention, description uniformity, consumed remote-preparation call semantics, and counted catalytic startup. (source-ambiguity)

Selected references

  • Bidirectional coherent classical communication, arXiv:quant-ph/0412126v3, https://arxiv.org/abs/quant-ph/0412126v3
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Continuity of the von Neumann entropyResearch Paper

Motivation

A general method for proving continuity of the von Neumann entropy on subsets of positive trace-class operators is considered. This makes it possible to re-derive the known conditions for continuity of the entropy in more general forms and to obtain several new conditions. The method is based on a particular approximation of the von Neumann entropy by an increasing sequence of concave continuous unitary invariant functions defined using decompositions into finite rank operators. The existence of this approximation is a corollary of a general property of the set of quantum states as a convex topological space called the strong stability property. This is considered in the first part of the paper.

This mission is the statement-level formalization of Continuity of the von Neumann entropy (arXiv:0904.1963v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

24 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Lemma 1: barycentric representation of the closed convex hull (Lemma 1: barycentric representation of the closed convex hull, 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

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

  • Theorem 2 (A–C): entropy continuity and uniform approximation: All ten concrete set operations and admissibility at successive intermediate sets, including decreasing-spectrum domination and normalized Uhlmann order, plus countable Kraus-family images. (hard)
  • Lemma 3: continuous lifting to purifications: Completed bipartite Hilbert tensor product and actual-operator partial trace on the selected nuclear trace-class state model. (hard)
  • Lemma 8 (A–J): ten properties of the relative-entropy defect: Decreasing eigenvalue coarse-graining and complete bounded/countable quantum-operation and ensemble-tail interfaces for all clauses A–J. (hard)
  • Remark 3: spectral bound convergence and strictness: Canonical decreasing-spectrum entropy bound and its explicit embedded three-dimensional strictness construction. (hard)
  • Proposition 4 (A–F): UA preservation under set operations: All ten explicit UA set operations, normalized decreasing-spectral partial-sum order, and the source Kraus-family tail conditions. (hard)
  • Lemma 9: uniform spectral coarse-graining bound: The spectral comparator tilde-Delta_k from decreasing eigenvalue block sums. (hard)
  • Remark 5: continuity need not imply UA without compactness: Correct closure of the constructed probability-weight sigma-convex hull. (source-ambiguity)
  • Example 1: energy-constrained ensembles and entropy continuity: A nondegenerate energy budget for the claimed entropy-tail iff and discontinuity converse. (source-ambiguity)
  • Corollary 4: generalized Simon dominated convergence: Both the Loewner downset D(A) and the coordinatewise decreasing-eigenvalue downset Dtilde(A). (hard)
  • Corollary 5: normalized Uhlmann domination: Normalized Uhlmann downset Dhat based on all decreasing spectral partial sums. (hard)
  • §5.2 unnumbered: continuity via projective expectation: Canonical countable projective expectation map with a complete orthogonal resolution and trace-norm operator-series output. (hard)
  • Example 2: pure-state entanglement continuity under LOCC: The exact all-LOCC operational class on infinite-dimensional bipartite systems, including round and closure conventions. (source-ambiguity)
  • Remark 6: closedness is essential in Corollary 7: Convexity of the union asserted in the Remark 5 dependent construction. (source-ambiguity)
  • Corollary 9 (1–2): continuity under Kraus-family variation: Countable complete Kraus families, their output sum, and coordinatewise strong-star topology on the actual operator model. (hard)
  • Corollary 9, footnote 22: strong-topology strengthening: The same complete countable Kraus outputs with coordinatewise strong, rather than strong-star, topology. (hard)
  • Example 3: continuity of posterior and nonselective entropies: Finite/countable single-Kraus-per-outcome measurement domain, canonical positive-probability posterior normalization, and nonselective output sum. (hard)
  • Proposition 5: subsequences of fixed-length positive ensembles: Uniform integrability or atom boundedness missing from the printed unbounded-cone subsequence claim. (source-ambiguity)
  • Corollary 10: closedness of finite convex-combination sets: Boundedness missing from the printed closedness claim for finite convex combinations. (source-ambiguity)
  • Lemma 10: compactness via a strictly positive H-operator: Compatibility of literal unbounded H-operator definition with finite-dimensional Hilbert spaces. (source-ambiguity)

Selected references

  • Continuity of the von Neumann entropy, arXiv:0904.1963v3, https://arxiv.org/abs/0904.1963v3
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