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

Campaigns (experimental)

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

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About Prove2Me

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

How Prove2Me worksResearch paper
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© 2026 Prove2Me
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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

Campaigns (experimental)

See all campaigns →

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

Block Sensitivity vs. Sensitivity

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

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

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

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

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

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

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

≥ 2.131125302137Formalized 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

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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.

How Prove2Me worksResearch paper
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🏆Completed
Quantum Information·Captain: Goku

Convex Hulls of Varieties and Entanglement Measures Based on the Roof ConstructionResearch Paper

Motivation

In this paper we study the problem of calculating the convex hull of certain affine algebraic varieties. As we explain, the motivation for considering this problem is that certain pure-state measures of quantum entanglement, which we call polynomial entanglement measures, can be represented as affine algebraic varieties. We consider the evaluation of certain mixed-state extensions of these polynomial entanglement measures, namely convex and concave roofs. We show that the evaluation of a roof-based mixed-state extension is equivalent to calculating a hyperplane which is multiply tangent to the variety in a number of places equal to the number of terms in an optimal decomposition for the measure. In this way we provide an implicit representation of optimal decompositions for mixed-state entanglement measures based on the roof construction.

This mission is the statement-level formalization of Convex Hulls of Varieties and Entanglement Measures Based on the Roof Construction (arXiv:quant-ph/0402055v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

16 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Both roofs are graph-hull fiber extrema (Lemma 2.2: roofs are graph-hull fiber extrema, 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

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

  • Abstract main result: roof evaluation and multiply tangent hyperplanes: A precise corrected equivalence including a global supporting-halfspace condition or an optimization over all tangent candidates; tangency alone cannot suffice. (source-ambiguity)
  • Lemma 2.4 (cited Uhlmann): largest/smallest extension agreeing on V: An explicit extreme-point domain hypothesis, or an authorized corrected minorant/majorant theorem; the printed universal agreement assertion is false. (source-ambiguity)
  • Corollary 2.8: optimal decomposition has a common tangent hyperplane: A corrected theorem specifying a differentiable lifted graph and positive-weight contact points, with its scope explicitly changed from all continuous f. (source-ambiguity)
  • Unnumbered p.8: pairwise disjoint optimal polytopes: A specified family of optimal polytopes and exact disjointness/maximality convention, with a statement valid even for a zero cost on a circle. (source-ambiguity)
  • Proposition 2.9: polynomial equations for optimal decompositions: An explicit chartwise polynomial tangent construction with nonvanishing pivot conditions, correct graph ambient dimension, and a correctly indexed minor family. (source-ambiguity)
  • Unnumbered p.10: polynomial system as certificate of optimality: A global support/optimality condition in addition to the necessary tangency equations; the printed implication has a concrete counterexample. (source-ambiguity)
  • Unnumbered p.16: Eq.(49), extreme positive operators and their conical hull: A corrected variety of trace-one rank-one projectors and a distinction between extreme points and extreme rays; Eq.(49) by itself includes higher-rank projections. (source-ambiguity)

Selected references

  • Convex Hulls of Varieties and Entanglement Measures Based on the Roof Construction, arXiv:quant-ph/0402055v2, https://arxiv.org/abs/quant-ph/0402055v2
20 thms2 active usersReviewed
Quantum Information·Captain: Goku

Characterization of convex μμμ-compact setsResearch Paper

Motivation

The class of μμμ-compact sets can be considered as a natural extension of the class of compact metrizable subsets of locally convex spaces, to which the particular results well known for compact sets can be generalized. This class contains all compact sets as well as many noncompact sets widely used in applications. In this paper we give a characterization of a convex μμμ-compact set in terms of properties of functions defined on this set. Namely, we prove that the class of convex μμμ-compact sets can be characterized by continuity of the operation of convex closure of a function (= the double Fenchel transform) with respect to monotonic pointwise converging sequences of continuous bounded and of lower semicontinuous lower bounded functions.

This mission is the statement-level formalization of Characterization of convex μμμ-compact sets (arXiv:1004.3792v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

7 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Monotone continuity characterizes convex µ-compact sets (Theorem, PDF p. 3). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Selected references

  • Characterization of convex μμμ-compact sets, arXiv:1004.3792v1, https://arxiv.org/abs/1004.3792v1
11 thms2 active usersReviewed
Quantum Information·Captain: Goku

On some additivity problems in quantum information theoryResearch Paper

Motivation

A class of problems in quantum information theory, having an elementary formulation but still resisting solution, concerns the additivity properties of various quantities characterizing quantum channels, notably the "classical capacity", and the "maximal output purity". All known results, including extensive numerical work, are consistent with the conjecture that these quantities are indeed additive (resp. multiplicative) with respect to tensor products of channels. A proof of this conjecture would have important consequences in quantum information theory. In particular, according to this conjecture, the classical capacity or the maximal purity of outputs cannot be increased by using entangled inputs of the channel. In this paper we state the additivity/multiplicativity problems, give some relations between them, and prove some new partial results, which also support the conjecture.

This mission is the statement-level formalization of On some additivity problems in quantum information theory (arXiv:math-ph/0003002v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

14 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Depolarizing products: multiplicativity and explicit purities (§5, Theorem (i)-(iii): multiplicativity and explicit depolarizing purities, PDF p. 11). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Lemma (9), minus-infinity branch: A valid identity-ancilla equality for the source minimum least output eigenvalue including singular outputs. (source-ambiguity)
  • Quantitative remainder sentence after (15)-(16): An exact spectral-deficit premise or quantitative rate and sign condition on the arbitrary initial little-o term. (source-ambiguity)

Selected references

  • On some additivity problems in quantum information theory, arXiv:math-ph/0003002v2, https://arxiv.org/abs/math-ph/0003002v2
21 thms2 active usersReviewed
Quantum Information·Captain: Goku

Multiplicativity of maximal output purities of Gaussian channels under Gaussian inputsResearch Paper

Motivation

We address the question of the multiplicativity of the maximal p-norm output purities of bosonic Gaussian channels under Gaussian inputs. We focus on general Gaussian channels resulting from the reduction of unitary dynamics in larger Hilbert spaces. It is shown that the maximal output purity of tensor products of single-mode channels under Gaussian inputs is multiplicative for any p>1 for products of arbitrary identical channels as well as for a large class of products of different channels. In the case of p=2 multiplicativity is shown to be true for arbitrary products of generic channels acting on any number of modes.

This mission is the statement-level formalization of Multiplicativity of maximal output purities of Gaussian channels under Gaussian inputs (arXiv:quant-ph/0406065v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

11 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Abstract/main result: Gaussian maximal-output-purity multiplicativity (Abstract/main result: Gaussian maximal-output-purity multiplicativity, PDF p. 1). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Proposition 1, unrestricted second sentence; reiterated PDF p.8: A valid unrestricted actual Gaussian optimizer and output-majorization statement for singular channels. (source-ambiguity)
  • Appendix B, (B6): A correct first-variation formula including normalization and repeated symplectic eigenvalues. (source-ambiguity)

Selected references

  • Multiplicativity of maximal output purities of Gaussian channels under Gaussian inputs, arXiv:quant-ph/0406065v1, https://arxiv.org/abs/quant-ph/0406065v1
15 thms2 active usersReviewed
Quantum Information·Captain: Goku

Sending Quantum Information with Gaussian StatesResearch Paper

Motivation

Quantum information characteristics, such as quantum mutual information, loss, noise and coherent information are explicitly calculated for Bosonic attenuation/amplification channel with input Gaussian state. The coherent information is shown to be negative for the values of the attenuation coefficient k<1/2k<1/\sqrt{2}k<1/2​.

This mission is the statement-level formalization of Sending Quantum Information with Gaussian States (arXiv:quant-ph/9809022v1). 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 Thermal output and the three entropies (§4, unnumbered main result: thermal output and all three entropies, PDF p. 9). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • §4, qualitative information-triangle dominance: A mathematical definition of information-triangle dominance and the printed regime k ÷ 1 (source-ambiguity)

Selected references

  • Sending Quantum Information with Gaussian States, arXiv:quant-ph/9809022v1, https://arxiv.org/abs/quant-ph/9809022v1
10 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

The Universal Composable Security of Quantum Key DistributionResearch Paper

Motivation

The existing unconditional security definitions of quantum key distribution (QKD) do not apply to joint attacks over QKD and the subsequent use of the resulting key. In this paper, we close this potential security gap by using a universal composability theorem for the quantum setting. We first derive a composable security definition for QKD. We then prove that the usual security definition of QKD still implies the composable security definition. Thus, a key produced in any QKD protocol that is unconditionally secure in the usual definition can indeed be safely used, a property of QKD that is hitherto unproven. We propose two other useful sufficient conditions for composability. As a simple application of our result, we show that keys generated by repeated runs of QKD degrade slowly.

This mission is the statement-level formalization of The Universal Composable Security of Quantum Key Distribution (arXiv:quant-ph/0409078v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

5 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is §4.2: ideal KD has perfect equality, uniformity and privacy (§4.2: ideal KD has perfect equality, uniformity and privacy, PDF p. 10). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Abstract / §5.1 and §6: Actual-prior Eq.(4)/(5) to uniform-diagonal F_m privacy conversion, with an explicit rate regime. (source-ambiguity)
  • Theorem 1: Extended acyclic circuit protocols, admissible environments/simulators, Definition 1 and binary subroutine substitution. (hard)
  • Theorem 2: Operational rooted protocol trees and recursively idealized substitution at every node. (hard)
  • §4.3, Eq.(10): Execution-derived QKD real state and the concrete fake-QKD simulator in the source circuit model. (hard)
  • §4.3, Eq.(15) and its operational consequence: Uniform-over-environments hybrid sufficient condition with a constructed operational fake-QKD simulator. (hard)
  • Lemma 2: A true source-compatible printed trace-norm/Shannon-distinguishability inequality. (hard)
  • §5.3, Eqs.(20)–(21): Identification of the Uhlmann-selected ancillary state with the actual Eve marginal in Eq.(9). (source-ambiguity)
  • §6, Figure 4 and repeated-QKD bound: Constructed fixed-t alternating QKD/authentication protocol and recursively idealized operational resource. (hard)

Selected references

  • The Universal Composable Security of Quantum Key Distribution, arXiv:quant-ph/0409078v1, https://arxiv.org/abs/quant-ph/0409078v1
11 thms2 active usersReviewed
Quantum Information·Captain: Goku

A Fully Quantum Asymptotic Equipartition PropertyResearch Paper

Motivation

The classical asymptotic equipartition property is the statement that, in the limit of a large number of identical repetitions of a random experiment, the output sequence is virtually certain to come from the typical set, each member of which is almost equally likely. In this paper, we prove a fully quantum generalization of this property, where both the output of the experiment and side information are quantum. We give an explicit bound on the convergence, which is independent of the dimensionality of the side information. This naturally leads to a family of Renyi-like quantum conditional entropies, for which the von Neumann entropy emerges as a special case.

This mission is the statement-level formalization of A Fully Quantum Asymptotic Equipartition Property (arXiv:0811.1221v3). 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 Fully quantum asymptotic equipartition property (Theorem 1 (AEP), equations (6)-(7); original paper-level seed, PDF p. 2). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Appendix A, (A1) and Lemma 13: A well-defined singular-reference quasi-entropy S_f for every continuous f:[0,infinity)->R with f(0)=0 (source-ambiguity)

Selected references

  • A Fully Quantum Asymptotic Equipartition Property, arXiv:0811.1221v3, https://arxiv.org/abs/0811.1221v3
28 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

Reversing Unknown Qubit-Unitary Operation, Deterministically and ExactlyResearch Paper

Motivation

We report a deterministic and exact protocol to reverse any unknown qubit-unitary operation, which simulates the time inversion of a closed qubit system. To avoid known no-go results on universal deterministic exact unitary inversion, we consider the most general class of protocols transforming unknown unitary operations within the quantum circuit model, where the input unitary operation is called multiple times in sequence and fixed quantum circuits are inserted between the calls. In the proposed protocol, the input qubit-unitary operation is called 4 times to achieve the inverse operation, and the output state in an auxiliary system can be reused as a catalyst state in another run of the unitary inversion. We also present the simplification of the semidefinite programming for searching the optimal deterministic unitary inversion protocol for an arbitrary dimension presented by M. T. Quintino and D. Ebler [Quantum 6\textbf{6}6, 679 (2022)]. We show a method to reduce the large search space representing all possible protocols, which provides a useful tool for analyzing higher-order quantum transformations for unitary operations.

This mission is the statement-level formalization of Reversing Unknown Qubit-Unitary Operation, Deterministically and Exactly (arXiv:2209.02907v5). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

9 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 1: deterministic exact four-call inversion (Theorem 1: deterministic exact four-call qubit-unitary inversion, PDF p. 2). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Unnumbered assertion following S70: Continuity of the target channel, or an almost-everywhere conclusion, in the general-f average-fidelity criterion. (source-ambiguity)
  • Lemma S4, S83-S86: Constructed real Young-Yamanouchi physical matrix units E_ij^mu in every d-truncated tensor-power sector. (hard)
  • Lemma S5, S87: Compatible last-symbol tableau extension and physical E_ij^mu at consecutive tensor levels. (hard)
  • Theorem S7, S122-S125: Concrete Young-coordinate sequential SDP: computed physical block extraction, cycle representation and branching matrices. (hard)
  • Theorem S8, S126-S127: Concrete Young-coordinate parallel SDP with computed D^alpha and the physical/block objective transport. (hard)

Selected references

  • Reversing Unknown Qubit-Unitary Operation, Deterministically and Exactly, arXiv:2209.02907v5, https://arxiv.org/abs/2209.02907v5
13 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

Min-and Max-Relative Entropies and a New Entanglement MonotoneResearch Paper

Motivation

Two new relative entropy quantities, called the min- and max-relative entropies, are introduced and their properties are investigated. The well-known min- and max- entropies, introduced by Renner, are obtained from these. We define a new entanglement monotone, which we refer to as the max-relative entropy of entanglement, and which is an upper bound to the relative entropy of entanglement. We also generalize the min- and max-relative entropies to obtain smooth min- and max- relative entropies. These act as parent quantities for the smooth Renyi entropies, and allow us to define the analogues of the mutual information, in the Smooth Renyi Entropy framework. Further, the spectral divergence rates of the Information Spectrum approach are shown to be obtained from the smooth min- and max-relative entropies in the asymptotic limit.

This mission is the statement-level formalization of Min-and Max-Relative Entropies and a New Entanglement Monotone (arXiv:0803.2770v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

22 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 1 (§V): max-relative entropy of entanglement is an entanglement monotone (Theorem 1 (§V): max-relative entropy of entanglement is an entanglement monotone, 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.

Selected references

  • Min-and Max-Relative Entropies and a New Entanglement Monotone, arXiv:0803.2770v3, https://arxiv.org/abs/0803.2770v3
33 thms2 active usersReviewed
Quantum Information·Captain: Goku

Post-selection technique for quantum channels with applications to quantum cryptographyResearch Paper

Motivation

We propose a general method for studying properties of quantum channels acting on an n-partite system, whose action is invariant under permutations of the subsystems. Our main result is that, in order to prove that a certain property holds for any arbitrary input, it is sufficient to consider the special case where the input is a particular de Finetti-type state, i.e., a state which consists of n identical and independent copies of an (unknown) state on a single subsystem. A similar statement holds for more general channels which are covariant with respect to the action of an arbitrary finite or locally compact group. Our technique can be applied to the analysis of information-theoretic problems. For example, in quantum cryptography, we get a simple proof for the fact that security of a discrete-variable quantum key distribution protocol against collective attacks implies security of the protocol against the most general attacks. The resulting security bounds are tighter than previously known bounds obtained by proofs relying on the exponential de Finetti theorem [Renner, Nature Physics 3,645(2007)].

This mission is the statement-level formalization of Post-selection technique for quantum channels with applications to quantum cryptography (arXiv:0809.3019v1). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

7 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 1: postselection bound (Theorem 1: Post-Selection Theorem (seed paper result), PDF p. 2). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Unnumbered main application: collective-to-general security after key shortening: Actual independent public hashing construction, pre-hash state assumptions, integer key shortening and abort rule, and valid side-information secrecy comparison. (source-ambiguity)
  • Unnumbered asymptotic QKD security estimate and rate-loss claim: A specified protocol family with an asymptotically optimal rate, fixed positive rate loss, collective error exponent uniform in n, and a valid hashing conversion. (source-ambiguity)

Selected references

  • Post-selection technique for quantum channels with applications to quantum cryptography, arXiv:0809.3019v1, https://arxiv.org/abs/0809.3019v1
16 thms2 active usersReviewed
Quantum Information·Captain: Goku

Strong converse for the classical capacity of entanglement-breaking and Hadamard channels via a sandwiched Renyi relative entropyResearch Paper

Motivation

A strong converse theorem for the classical capacity of a quantum channel states that the probability of correctly decoding a classical message converges exponentially fast to zero in the limit of many channel uses if the rate of communication exceeds the classical capacity of the channel. Along with a corresponding achievability statement for rates below the capacity, such a strong converse theorem enhances our understanding of the capacity as a very sharp dividing line between achievable and unachievable rates of communication. Here, we show that such a strong converse theorem holds for the classical capacity of all entanglement-breaking channels and all Hadamard channels (the complementary channels of the former). These results follow by bounding the success probability in terms of a "sandwiched" Renyi relative entropy, by showing that this quantity is subadditive for all entanglement-breaking and Hadamard channels, and by relating this quantity to the Holevo capacity. Prior results regarding strong converse theorems for particular covariant channels emerge as a special case of our results.

This mission is the statement-level formalization of Strong converse for the classical capacity of entanglement-breaking and Hadamard channels via a sandwiched Renyi relative entropy (arXiv:1306.1586v4). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

27 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Exponential strong converse for entanglement-breaking and Hadamard channels (seed, 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.

Selected references

  • Strong converse for the classical capacity of entanglement-breaking and Hadamard channels via a sandwiched Renyi relative entropy, arXiv:1306.1586v4, https://arxiv.org/abs/1306.1586v4
35 thms2 active usersReviewed
🏆Completed
Quantum Information·Captain: Goku

Adaptation of the Alicki-Fannes-Winter method for the set of states with bounded energy and its useResearch Paper

Motivation

We describe a modification of the Alicki-Fannes-Winter method which allows to prove uniform continuity on the set of quantum states with bounded energy of any locally almost affine function having limited growth with increasing energy. Some applications in quantum information theory are considered. The asymptotic continuity of the relative entropy of entanglement and of its regularization under the energy constraint on one subsystem is proved. Channel-independent continuity bounds for the quantum mutual information at the output of a local channel and for the output Holevo quantity under the input energy constraint are obtained.

This mission is the statement-level formalization of Adaptation of the Alicki-Fannes-Winter method for the set of states with bounded energy and its use (arXiv:1609.07044v5). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

11 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Lemma 2: logarithmic-power spectral threshold (Lemma 2, PDF p. 8). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Theorem 1: energy-constrained AFW continuity bound (seed pinned to the principal theorem): Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. (hard)
  • Corollary 1: uniform continuity from sub-square-root growth: Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. (hard)
  • Remark 2: AFW theorem on purification-stable convex subdomains: Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. Normalized positive/negative purification-difference marginals. (hard)
  • Corollary 2: uniformly continuous extension from dense energy subdomains: Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. Energy-relative dense convex subdomains and purification-difference closure. (hard)
  • Proposition 1: marginal-entropy AFW bound and sufficient spectral condition: Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. A general finite multipartite B-energy domain without condition (22). (hard)
  • Proposition 1: unqualified converse for vanishing RHS (source defect): A valid necessity statement for vanishing RHS in (21). (source-ambiguity)
  • Lemma 1: partition-trace criterion equivalent to sub-square-root entropy growth: Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. (hard)
  • Section 4.2: undefined epsilon-sharp qualifier for (23): Definition and quantifiers of epsilon-sharp. (source-ambiguity)
  • Proposition 2: continuity of faithful extensions of entropy combinations: Faithful extension on arbitrary multipartite states through all local strongly converging projector sequences. (hard)
  • Corollary 4: mutual information under joint BC-energy constraint: Joint BC Hamiltonian in an arbitrary eigenbasis compatible with the fixed B:C tensor factorization. (hard)
  • Proposition 3: continuity of distance to a convex state set: Actual densely defined nonnegative self-adjoint Hamiltonian, its spectral-cutoff extended mean energy and quadratic-form ground infimum, allowing continuous spectrum. Constructed G_H,A as an extended supremum of actual relative-entropy distances. (hard)
  • Section 5.2.1 example: Gibbs distance formula and failure of continuity: Constructed positive-temperature Gibbs density family and its relative-entropy infimum, including its unattained zero-temperature boundary. (hard)
  • Equation (35): finite-temperature optimizer at ground energy (source defect): A positive-temperature Gibbs state attaining every finite energy, including E0. (source-ambiguity)
  • Section 5.2.1 example: convex sets containing the Gibbs family: Gibbs density family and the sparse-temperature-sequence containment alternative in footnote 8. (hard)
  • Corollary 7: channel-independent output Holevo bound for countable ensembles: Countable atomic-law ensembles, their actual barycenters/output Holevo quantities, and DStar over all equivalent countable presentations. (hard)

Selected references

  • Adaptation of the Alicki-Fannes-Winter method for the set of states with bounded energy and its use, arXiv:1609.07044v5, https://arxiv.org/abs/1609.07044v5
16 thms2 active usersReviewed
Quantum Information·Captain: Goku

Relative entropy and squashed entanglementResearch Paper

Motivation

We are interested in the properties and relations of entanglement measures. Especially, we focus on the squashed entanglement and relative entropy of entanglement, as well as their analogues and variants. Our first result is a monogamy-like inequality involving the relative entropy of entanglement and its one-way LOCC variant. The proof is accomplished by exploring the properties of relative entropy in the context of hypothesis testing via one-way LOCC operations, and by making use of an argument resembling that by Piani on the faithfulness of regularized relative entropy of entanglement. Following this, we obtain a commensurate and faithful lower bound for squashed entanglement, in the form of one-way LOCC relative entropy of entanglement. This gives a strengthening to the strong subadditivity of von Neumann entropy. Our result improves the trace-distance-type bound derived in [Comm. Math. Phys., 306:805-830, 2011], where faithfulness of squashed entanglement was first proved. Applying Pinsker's inequality, we are able to recover the trace-distance-type bound, even with slightly better constant factor. However, the main improvement is that our new lower bound can be much larger than the old one and it is almost a genuine entanglement measure. We evaluate exactly the various relative entropy of entanglement under restricted measurement classes, for maximally entangled states. Then, by proving asymptotic continuity, we extend the exact evaluation to their regularized versions for all pure states. Finally, we consider comparisons and separations between some important entanglement measures and obtain several new results on these, too.

This mission is the statement-level formalization of Relative entropy and squashed entanglement (arXiv:1210.3181v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

14 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem 2, Eq. (8): commensurate lower bound for squashed entanglement (Theorem 2, Eq. (8): commensurate lower bound for squashed entanglement, PDF p. 4). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Selected references

  • Relative entropy and squashed entanglement, arXiv:1210.3181v2, https://arxiv.org/abs/1210.3181v2
25 thms2 active usersReviewed
Quantum Information·Captain: Goku

Quantum f-divergences and error correctionResearch Paper

Motivation

Quantum f-divergences are a quantum generalization of the classical notion of f-divergences, and are a special case of Petz' quasi-entropies. Many well known distinguishability measures of quantum states are given by, or derived from, f-divergences; special examples include the quantum relative entropy, the Renyi relative entropies, and the Chernoff and Hoeffding measures. Here we show that the quantum f-divergences are monotonic under the dual of Schwarz maps whenever the defining function is operator convex. This extends and unifies all previously known monotonicity results. We also analyze the case where the monotonicity inequality holds with equality, and extend Petz' reversibility theorem for a large class of f-divergences and other distinguishability measures. We apply our findings to the problem of quantum error correction, and show that if a stochastic map preserves the pairwise distinguishability on a set of states, as measured by a suitable f-divergence, then its action can be reversed on that set by another stochastic map that can be constructed from the original one in a canonical way. We also provide an integral representation for operator convex functions on the positive half-line, which is the main ingredient in extending previously known results on the monotonicity inequality and the case of equality. We also consider some special cases where the convexity of f is sufficient for the monotonicity, and obtain the inverse Holder inequality for operators as an application. The presentation is completely self-contained and requires only standard knowledge of matrix analysis.

This mission is the statement-level formalization of Quantum f-divergences and error correction (arXiv:1008.2529v6). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

53 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Abstract main result (p.1), pinned to Theorem 7.1 (Theorem 7.1 (abstract main result), PDF p. 33). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Corollary 5.3: A corrected statement with the missing hypothesis or corrected formula, retaining the printed scope. (source-ambiguity)
  • Remark 6.2, endpoint derivative identities 6.2-derivatives: A corrected statement with the missing hypothesis or corrected formula, retaining the printed scope. (source-ambiguity)
  • Remark 6.11: A corrected statement with the missing hypothesis or corrected formula, retaining the printed scope. (source-ambiguity)
  • Proposition 7.3: A corrected statement with the missing hypothesis or corrected formula, retaining the printed scope. (source-ambiguity)
  • Theorem 7.7: Separate background provenance and exact full-scope reuse certification. (hard)
  • Theorem 7.8: Separate background provenance and exact full-scope reuse certification. (hard)
  • Lemma A.1: Separate background provenance and exact full-scope reuse certification. (hard)
  • Lemma A.2: Separate background provenance and exact full-scope reuse certification. (hard)
  • Proposition A.3: A corrected statement with the missing hypothesis or corrected formula, retaining the printed scope. (source-ambiguity)

Selected references

  • Quantum f-divergences and error correction, arXiv:1008.2529v6, https://arxiv.org/abs/1008.2529v6
67 thms2 active usersReviewed
Quantum Information·Captain: Goku

Tight bound on relative entropy by entropy differenceResearch Paper

Motivation

We prove a lower bound on the relative entropy between two finite-dimensional states in terms of their entropy difference and the dimension of the underlying space. The inequality is tight in the sense that equality can be attained for any prescribed value of the entropy difference, both for quantum and classical systems. We outline implications for information theory and thermodynamics, such as a necessary condition for a process to be close to thermodynamic reversibility, or an easily computable lower bound on the classical channel capacity. Furthermore, we derive a tight upper bound, uniform for all states of a given dimension, on the variance of the surprisal, whose thermodynamic meaning is that of heat capacity.

This mission is the statement-level formalization of Tight bound on relative entropy by entropy difference (arXiv:1304.0036v3). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

25 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Tight relative entropy bound and explicit equality witnesses (theorem1, PDF p. 4). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Eq. (33): Definition of W_waste and admissible cyclic completions for unequal bath temperatures (source-ambiguity)
  • Conjecture 12: Established proof status for the asymmetry assertion in Conjecture 12 (hard)

Selected references

  • Tight bound on relative entropy by entropy difference, arXiv:1304.0036v3, https://arxiv.org/abs/1304.0036v3
28 thms2 active usersReviewed
Quantum Information·Captain: Goku

On the power of PPT-preserving and non-signalling codesResearch Paper

Motivation

We derive one-shot upper bounds for quantum noisy channel codes. We do so by regarding a channel code as a bipartite operation with an encoder belonging to the sender and a decoder belonging to the receiver, and imposing constraints on the bipartite operation. We investigate the power of codes whose bipartite operation is non-signalling from Alice to Bob, positive-partial transpose (PPT) preserving, or both, and derive a simple semidefinite program for the achievable entanglement fidelity. Using the semidefinite program, we show that the non-signalling assisted quantum capacity for memoryless channels is equal to the entanglement-assisted capacity. We also relate our PPT-preserving codes and the PPT-preserving entanglement distillation protocols studied by Rains. Applying these results to a concrete example, the 3-dimensional Werner-Holevo channel, we find that codes that are non-signalling and PPT-preserving can be strictly less powerful than codes satisfying either one of the constraints, and therefore provide a tighter bound for unassisted codes. Furthermore, PPT-preserving non-signalling codes can send one qubit perfectly over two uses of the channel, which has no quantum capacity. We discuss whether this can be interpreted as a form of superactivation of quantum capacity.

This mission is the statement-level formalization of On the power of PPT-preserving and non-signalling codes (arXiv:1406.7142v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

21 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Abstract main result; §V (49): non-signalling and entanglement-assisted quantum capacities coincide (Abstract main result; §V (49): non-signalling and entanglement-assisted quantum capacities coincide, PDF p. 8). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Proposition 5: compact dual with absolute operator: Proposition 5: compact dual with absolute operator (source-ambiguity)
  • §V (46), literal arbitrary-superclass generalization: §V (46), literal arbitrary-superclass generalization (source-ambiguity)
  • §VII.A, Fig.5: fixed-rate numerical separation discussion: §VII.A, Fig.5: fixed-rate numerical separation discussion (source-ambiguity)
  • Appendix B (B1): literal arbitrary-channel permutation twirl claim: Appendix B (B1): literal arbitrary-channel permutation twirl claim (source-ambiguity)

Selected references

  • On the power of PPT-preserving and non-signalling codes, arXiv:1406.7142v2, https://arxiv.org/abs/1406.7142v2
31 thms2 active usersReviewed
Quantum Information·Captain: Goku

Distributed Compression and Multiparty Squashed EntanglementResearch Paper

Motivation

We study a protocol in which many parties use quantum communication to transfer a shared state to a receiver without communicating with each other. This protocol is a multiparty version of the fully quantum Slepian-Wolf protocol for two senders and arises through the repeated application of the two-sender protocol. We describe bounds on the achievable rate region for the distributed compression problem. The inner bound arises by expressing the achievable rate region for our protocol in terms of its vertices and extreme rays and, equivalently, in terms of facet inequalities. We also prove an outer bound on all possible rates for distributed compression based on the multiparty squashed entanglement, a measure of multiparty entanglement.

This mission is the statement-level formalization of Distributed Compression and Multiparty Squashed Entanglement (arXiv:0707.2792v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

20 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Theorem II.1: multiparty distributed compression inner bound (seed paper result) (Theorem II.1: multiparty distributed compression inner bound (seed paper result), 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.

Selected references

  • Distributed Compression and Multiparty Squashed Entanglement, arXiv:0707.2792v2, https://arxiv.org/abs/0707.2792v2
28 thms2 active usersReviewed
Quantum Information·Captain: Goku

Quantum Coding with Finite ResourcesResearch Paper

Motivation

The quantum capacity of a memoryless channel is often used as a single figure of merit to characterize its ability to transmit quantum information coherently. The capacity determines the maximal rate at which we can code reliably over asymptotically many uses of the channel. We argue that this asymptotic treatment is insufficient to the point of being irrelevant in the quantum setting where decoherence severely limits our ability to manipulate large quantum systems in the encoder and decoder. For all practical purposes we should instead focus on the trade-off between three parameters: the rate of the code, the number of coherent uses of the channel, and the fidelity of the transmission. The aim is then to specify the region determined by allowed combinations of these parameters. Towards this goal, we find approximate and exact characterizations of the region of allowed triplets for the qubit dephasing channel and for the erasure channel with classical post-processing assistance. In each case the region is parametrized by a second channel parameter, the quantum channel dispersion. In the process we also develop several general inner (achievable) and outer (converse) bounds on the coding region that are valid for all finite-dimensional quantum channels and can be computed efficiently. Applied to the depolarizing channel, this allows us to determine a lower bound on the number of coherent uses of the channel necessary to witness super-additivity of the coherent information.

This mission is the statement-level formalization of Quantum Coding with Finite Resources (arXiv:1504.04617v2). Every numbered result of the paper was scanned. The results stated here are open sorry goals, ready for solvers to prove.

What is formalized

20 statements of the paper are in Lean 4 (Mathlib 0df444a). The goal theorem is Qubit dephasing: third-order boundary (Result 1, Eq. (6), PDF p. 4). The milestones are the other numbered results, in the paper's order, each quoting the paper.

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

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

Deferred results

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

  • Result 1: printed zero-dispersion cases: A corrected third-order operational expansion at gamma=0,1/2,1. (source-ambiguity)
  • Result 3, Eq. (12): printed depolarizing/dephasing boundary comparison: A proof or operational conversion establishing the exact depolarizing/dephasing rate-boundary comparison, with assistance specified. (source-ambiguity)
  • Lemma 4 [24, Proposition 20], Eq. (45): cited one-shot achievability: An audited integer-message entanglement-generation-to-transmission and purified-distance-to-squared-fidelity one-shot conversion. (source-ambiguity)
  • Unnumbered §V.A, Eqs. (53)–(56): matching covariant generalized-dephasing bounds: A specified covariance/input-twirling representation and quantified maximally correlated support condition for the general class. (source-ambiguity)
  • Unnumbered §II.A: claimed equivalence of complete BSC and dephasing regions: A code conversion in both directions identifying exact optimal BSC and dephasing message sizes at every block length and error. (source-ambiguity)
  • Unnumbered conclusion Eq. (74): entanglement-assisted expansion: A complete paper-local entanglement-assisted quantum code boundary, its link to the classical boundary at integer dimensions, and the optimizer-based mutual-information variance. (hard)
  • Unnumbered conclusion Eq. (75): printed assisted dephasing specialization: A complete paper-local entanglement-assisted quantum code boundary, its link to the classical boundary at integer dimensions, and the optimizer-based mutual-information variance. (hard)

Selected references

  • Quantum Coding with Finite Resources, arXiv:1504.04617v2, https://arxiv.org/abs/1504.04617v2
35 thms2 active usersReviewed
🏆Completed
Linear OptimizationOperations ResearchOptimization·Captain: mikedeng1

Sparse Solutions of a Class of Constrained Optimization Problems: For All Small p > 0, Every Lp Minimizer under an L1 Constraint Is a Sparsest Solution, and the Solution Set StabilizesResearch Paper

Motivation

Many problems in signal processing, statistics and compressed sensing ask for a sparse solution of an underdetermined, possibly noisy linear system: a vector x∈Rnx\in\mathbb R^nx∈Rn with as few nonzero entries as possible such that AxAxAx is close to bbb. The direct formulation, minimizing the number of nonzeros ∥x∥0\|x\|_0∥x∥0​, is combinatorial and NP-hard in general. A standard surrogate replaces ∥x∥0\|x\|_0∥x∥0​ by the ℓp\ell_pℓp​ quasi-norm power ∥x∥pp=∑i∣xi∣p\|x\|_p^p=\sum_i|x_i|^p∥x∥pp​=∑i​∣xi​∣p with 0<p<10<p<10<p<1, which tends to ∥x∥0\|x\|_0∥x∥0​ as p↓0p\downarrow 0p↓0 and is continuous in xxx. Practitioners use small ppp because it is observed to produce sparser solutions than the convex choice p=1p=1p=1.

The question this mission formalizes is whether that observation is a theorem: does minimizing ∥x∥pp\|x\|_p^p∥x∥pp​ for a sufficiently small p>0p>0p>0 actually return a sparsest feasible point, and does it do so without recovery conditions on AAA such as the restricted isometry property or the null space property? Yang, Chen and Xiang (arXiv:1907.00880, Mathematics of Operations Research, 2022) answer yes for the ℓ1\ell_1ℓ1​-constrained problem. In the noiseless case σ=0\sigma=0σ=0, where the constraint is Ax=bAx=bAx=b, the first half of the answer had also been discussed by Peng, Yue and Li (IEEE Transactions on Information Theory, 2015, Theorem 1), as the paper notes on p. 9; the paper extends it to noisy ℓ1\ell_1ℓ1​ constraints and adds the stabilization of the solution set.

Setting

Fix a matrix A∈Rm×nA\in\mathbb R^{m\times n}A∈Rm×n, a vector b∈Rmb\in\mathbb R^mb∈Rm, a noise level σ≥0\sigma\ge 0σ≥0, an exponent 0≤p≤10\le p\le 10≤p≤1 and a norm index 1≤q≤∞1\le q\le\infty1≤q≤∞. The objective is

∥x∥pp=∑i=1n∣xi∣p(p>0),∥x∥0=#{i:xi≠0}(p=0).\|x\|_p^p=\sum_{i=1}^n|x_i|^p\quad(p>0),\qquad \|x\|_0=\#\{i : x_i\ne 0\}\quad(p=0).∥x∥pp​=i=1∑n​∣xi​∣p(p>0),∥x∥0​=#{i:xi​=0}(p=0).

The feasible set is FEA(A,b,σ,q)={x∈Rn:∥Ax−b∥q≤σ}\mathrm{FEA}(A,b,\sigma,q)=\{x\in\mathbb R^n : \|Ax-b\|_q\le\sigma\}FEA(A,b,σ,q)={x∈Rn:∥Ax−b∥q​≤σ}, where ∥⋅∥q\|\cdot\|_q∥⋅∥q​ is the usual ℓq\ell_qℓq​ norm on Rm\mathbb R^mRm. The constrained LpL_pLp​-LqL_qLq​ problem (1.1) is

min⁡x∈Rn ∥x∥pps.t.x∈FEA(A,b,σ,q),\min_{x\in\mathbb R^n}\ \|x\|_p^p\quad\text{s.t.}\quad x\in\mathrm{FEA}(A,b,\sigma,q),x∈Rnmin​ ∥x∥pp​s.t.x∈FEA(A,b,σ,q),

and SOL(A,b,σ,p,q)\mathrm{SOL}(A,b,\sigma,p,q)SOL(A,b,σ,p,q) denotes its set of global minimizers. Problem (1.4) is the case q=1q=1q=1. Throughout, the paper's blanket assumptions hold: σ≥0\sigma\ge 0σ≥0, FEA(A,b,σ,q)≠∅\mathrm{FEA}(A,b,\sigma,q)\ne\emptysetFEA(A,b,σ,q)=∅, and ∥b∥q>σ\|b\|_q>\sigma∥b∥q​>σ (so that 000 is not a solution).

Two auxiliary objects appear in the milestones. The 2n2^n2n closed orthants Pj\mathbb P_jPj​ of Rn\mathbb R^nRn are the sets of vectors with a prescribed sign (≥0\ge 0≥0 or ≤0\le 0≤0) in each coordinate (2.2). For a,b∈Rna,b\in\mathbb R^na,b∈Rn with the same number sss of nonzero entries, the log-moment differences are

Δk(a,b)=∑i: ai≠0(ln⁡∣ai∣)k−∑i: bi≠0(ln⁡∣bi∣)k,k=1,…,s.(2.5)\Delta_k(a,b)=\sum_{i:\,a_i\ne 0}(\ln|a_i|)^k-\sum_{i:\,b_i\ne 0}(\ln|b_i|)^k,\qquad k=1,\dots,s. \tag{2.5}Δk​(a,b)=i:ai​=0∑​(ln∣ai​∣)k−i:bi​=0∑​(ln∣bi​∣)k,k=1,…,s.(2.5)

Formalization targets

Goal: Theorem 2.2

Under the blanket assumptions with q=1q=1q=1, there is p∗∈(0,1]p^*\in(0,1]p∗∈(0,1] such that

SOL(A,b,σ,p,1)⊆SOL(A,b,σ,0,1)for all p∈(0,p∗),\mathrm{SOL}(A,b,\sigma,p,1)\subseteq\mathrm{SOL}(A,b,\sigma,0,1)\qquad\text{for all } p\in(0,p^*),SOL(A,b,σ,p,1)⊆SOL(A,b,σ,0,1)for all p∈(0,p∗),

and for this p∗p^*p∗ there is pˉ∈(0,p∗)\bar p\in(0,p^*)pˉ​∈(0,p∗) such that

SOL(A,b,σ,p,1)=SOL(A,b,σ,pˉ,1)for all p∈(0,pˉ].\mathrm{SOL}(A,b,\sigma,p,1)=\mathrm{SOL}(A,b,\sigma,\bar p,1)\qquad\text{for all } p\in(0,\bar p].SOL(A,b,σ,p,1)=SOL(A,b,σ,pˉ​,1)for all p∈(0,pˉ​].

The thresholds p∗p^*p∗ and pˉ\bar ppˉ​ depend on (A,b,σ)(A,b,\sigma)(A,b,σ) and are only asserted to exist; no explicit value is part of the goal.

Milestones

  1. Existence (§1, p. 1): SOL(A,b,σ,p,q)≠∅\mathrm{SOL}(A,b,\sigma,p,q)\ne\emptysetSOL(A,b,σ,p,q)=∅ for all 0≤p≤10\le p\le 10≤p≤1, 1≤q≤∞1\le q\le\infty1≤q≤∞, whenever the feasible set is nonempty.
  2. Lemma C.1 (p. 24): FEA(A,b,σ,1)={x:UAx≤Ub+σ1}\mathrm{FEA}(A,b,\sigma,1)=\{x : UAx\le Ub+\sigma\mathbf 1\}FEA(A,b,σ,1)={x:UAx≤Ub+σ1}, where the rows of UUU are all sign vectors in {−1,1}m\{-1,1\}^m{−1,1}m; in particular the feasible set is a polyhedron.
  3. Lemma 2.2 (p. 6): for 0<p<10<p<10<p<1, every minimizer of ∥x∥pp\|x\|_p^p∥x∥pp​ over Pj∩FEA(A,b,σ,1)\mathbb P_j\cap\mathrm{FEA}(A,b,\sigma,1)Pj​∩FEA(A,b,σ,1) is an extreme point of that set.
  4. Proposition 2.1 (p. 7): SOL(A,b,σ,p,1)\mathrm{SOL}(A,b,\sigma,p,1)SOL(A,b,σ,p,1) is finite for each 0<p<10<p<10<p<1, and so is ⋃0<p<1SOL(A,b,σ,p,1)\bigcup_{0<p<1}\mathrm{SOL}(A,b,\sigma,p,1)⋃0<p<1​SOL(A,b,σ,p,1).
  5. Lemma 2.3 (p. 8): two nondecreasing vectors in Rn\mathbb R^nRn with equal power sums of orders 1,…,n1,\dots,n1,…,n coincide.
  6. Lemma 2.4 (p. 8): if Δk(a,b)=0\Delta_k(a,b)=0Δk​(a,b)=0 for k=1,…,sk=1,\dots,sk=1,…,s then ∥a∥pp=∥b∥pp\|a\|_p^p=\|b\|_p^p∥a∥pp​=∥b∥pp​ for all p>0p>0p>0; otherwise one of ∥a∥pp<∥b∥pp\|a\|_p^p<\|b\|_p^p∥a∥pp​<∥b∥pp​, ∥a∥pp>∥b∥pp\|a\|_p^p>\|b\|_p^p∥a∥pp​>∥b∥pp​ holds for all ppp in some interval (0,p′](0,p'](0,p′].

Significance

The first clause of Theorem 2.2 justifies a common computational practice: the sparsest-solution problem, which is combinatorial, can be replaced by a continuous (though nonconvex) problem with a small exponent, and every optimal solution of the latter is optimal for the former. Unlike classical recovery guarantees, it requires nothing of the sensing matrix AAA, and it covers noisy data through the ℓ1\ell_1ℓ1​ constraint. The second clause says that below some threshold the choice of ppp no longer matters at all, so there is a well-defined "small-ppp limit" solution set. The paper's Theorem 2.3 builds on this by giving an explicit p∗p^*p∗, and its smoothing penalty method (§3) targets exactly the problems covered here.

The result is proved in the paper; nothing here is open. To the best of the platform's search, none of these statements has been formalized: no machine-checked version of Theorem 2.2, Proposition 2.1 or Lemmas 2.2–2.4 exists on the platform or in Mathlib. A formal proof would also produce reusable pieces: the description of the ℓ1\ell_1ℓ1​ ball as an intersection of 2m2^m2m half-spaces, finiteness of optimal sets of concave separable objectives over polyhedra without lines, and the fact that power sums of orders 1,…,n1,\dots,n1,…,n determine a sorted real vector.

Difficulty

The obvious argument is a limit: ∥x∥pp→∥x∥0\|x\|_p^p\to\|x\|_0∥x∥pp​→∥x∥0​ as p↓0p\downarrow 0p↓0, so minimizers for small ppp "should" approach minimizers of ∥x∥0\|x\|_0∥x∥0​. This fails as stated: minimizers for different ppp need not converge, ∥x∥0\|x\|_0∥x∥0​ is discontinuous, and a limit of near-minimizers need not be a minimizer of the limit problem. What replaces compactness is a finiteness statement: all optimal solutions for all p∈(0,1)p\in(0,1)p∈(0,1) lie in one finite set (Proposition 2.1), which in turn rests on the extreme-point property of minimizers of a concave separable objective on each orthant piece of a polyhedron. The second clause is harder still: two candidate solutions of equal sparsity can exchange order infinitely often as p↓0p\downarrow 0p↓0 unless one shows that the sign of ∥a∥pp−∥b∥pp\|a\|_p^p-\|b\|_p^p∥a∥pp​−∥b∥pp​ is eventually constant, which requires the expansion in the log-moments Δk\Delta_kΔk​ and the identification, via power sums, of the case where all of them vanish.

Formalization scope

Vectors are functions Fin n → ℝ (indices 0,…,n−10,\dots,n-10,…,n−1), AAA is a Matrix (Fin m) (Fin n) ℝ, and AxAxAx is A *ᵥ x. The norm ∥v∥q\|v\|_q∥v∥q​ is the PiLp q norm with q∈[1,∞]q\in[1,\infty]q∈[1,∞] an extended nonnegative real (q=∞q=\inftyq=∞ is ⊤). The objective lpObj p x is ∑i∣xi∣p\sum_i|x_i|^p∑i​∣xi​∣p for p≠0p\ne 0p=0 and the support size for p=0p=0p=0. SOL\mathrm{SOL}SOL is the set of global minimizers over FEA\mathrm{FEA}FEA, not an infimum value. Orthants are indexed by sign patterns Fin n → Bool, extreme points are Mathlib's Set.extremePoints ℝ, and Δk\Delta_kΔk​ is written as a sum over the supports (the paper sorts the entries first; a sum is order-independent). The blanket assumptions are explicit hypotheses of each statement about problem (1.1) or (1.4).

Three trivializing formalizations are ruled out: computing ∥x∥0\|x\|_0∥x∥0​ as ∑i∣xi∣0\sum_i|x_i|^0∑i​∣xi​∣0 (in Lean 0 ^ 0 = 1, which would make SOL(⋅,0,⋅)\mathrm{SOL}(\cdot,0,\cdot)SOL(⋅,0,⋅) the whole feasible set and the goal's first clause trivial); writing the constraint with the default norm on Fin m → ℝ, which is the sup norm and gives the q=∞q=\inftyq=∞ problem; and an empty feasible set, excluded by hypothesis.

A complete development needs: the ℓ1\ell_1ℓ1​ norm as a maximum over sign vectors; finiteness of extreme points of a line-free polyhedron (not in the pinned Mathlib in this form); existence of minimizers of a coercive continuous function on a closed set; Newton's identities (Mathlib's MvPolynomial.psum_eq_mul_esymm_sub_sum and relatives) to pass from power sums to elementary symmetric polynomials; and a first-order expansion of p↦∑iepln⁡∣ai∣p\mapsto\sum_i e^{p\ln|a_i|}p↦∑i​epln∣ai​∣ near 000. Proofs of any milestone are welcome, as are alternative proofs of Lemma 2.3 and the polyhedral finiteness facts as standalone results.

Selected references

  • L. Yang, X. Chen, S. Xiang, Sparse solutions of a class of constrained optimization problems, Mathematics of Operations Research (2022); arXiv:1907.00880v5. https://arxiv.org/abs/1907.00880
  • J. Peng, S. Yue, H. Li, NP/CMP equivalence: a phenomenon hidden among sparsity models, l₀ minimization and lₚ minimization for information processing, IEEE Transactions on Information Theory 61(7):4028–4033, 2015 (reference [31] of the paper).
  • R. T. Rockafellar, Convex Analysis, Princeton University Press, 1970 (Corollaries 18.5.3 and 19.1.1 on extreme points of polyhedra). https://doi.org/10.1515/9781400873173
  • R. T. Rockafellar, R. J.-B. Wets, Variational Analysis, Springer, 1998 (Theorem 1.9 on existence of minimizers). https://doi.org/10.1007/978-3-642-02431-3
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Control TheoryOperations ResearchOptimization+1·Captain: mikedeng1

Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games: Verification Theorem for the State-Constrained Target ProblemResearch Paper

Motivation

Stochastic evolutionary game dynamics model a population of NNN agents who occasionally revise their actions by a noisy best-response rule with noise level η>0\eta>0η>0. As η→0\eta\to0η→0, the population spends long periods near Nash equilibria and occasionally transits between them; the exponential rates of these transitions, and hence which equilibrium is stochastically stable, are given by path-cost minimization problems (Freidlin–Wentzell 1984; Catoni 1999). Sandholm and Staudigl (2016) showed that in the small-noise double limit these discrete problems converge to continuous optimal control problems on the probability simplex, with a running cost that is linear in each orthant of the control (semilinear) and a state constraint: the population state must stay in the simplex.

Such problems could in principle be solved by optimal control methods, but the available Hamilton–Jacobi theory did not cover them. Soner (1986) treats discounted state-constrained problems, and Capuzzo-Dolcetta and Lions (1990) treat Hamiltonians with superlinear growth; here there is no discounting and the Hamiltonian grows only linearly. Sandholm, Tran and Arigapudi characterize the value functions of these problems and give a verification theorem that certifies explicitly computed solutions, including solutions along which the state constraint binds. This mission formalizes that characterization, following the authors' manuscript of July 4, 2018.

Setting

Let X⊂RnX\subset\mathbb R^nX⊂Rn be a polytope of dimension mmm: the convex hull of finitely many points. Its tangent space TXTXTX is the direction of its affine hull, X∘X^\circX∘ is its relative interior, and TX(x)={t(y−x):y∈X, t≥0}TX(x)=\{t(y-x):y\in X,\ t\ge0\}TX(x)={t(y−x):y∈X, t≥0} is its tangent cone at xxx. The norm ∣u∣=∑i∣ui∣|u|=\sum_i|u_i|∣u∣=∑i​∣ui​∣ is the ℓ1\ell^1ℓ1 norm, and Br={u∈TX:∣u∣≤r}B_r=\{u\in TX:|u|\le r\}Br​={u∈TX:∣u∣≤r} for a speed bound r>0r>0r>0.

Fix a Lipschitz continuous Ψ:X→R+n\Psi:X\to\mathbb R^n_+Ψ:X→R+n​. The running cost (3.1) of moving from xxx in direction vvv is

L(x,v)=∑i=1nΨi(x)[vi]+  if v∈TX(x)∩Br,L(x,v)=+∞ otherwise.L(x,v)=\sum_{i=1}^n\Psi_i(x)[v_i]_+\ \text{ if }v\in TX(x)\cap B_r,\qquad L(x,v)=+\infty\text{ otherwise.}L(x,v)=i=1∑n​Ψi​(x)[vi​]+​  if v∈TX(x)∩Br​,L(x,v)=+∞ otherwise.

A path ϕ∈ΦT\phi\in\Phi_Tϕ∈ΦT​ is a Lipschitz map [0,T]→X[0,T]\to X[0,T]→X, T≥0T\ge0T≥0, with cost c(ϕ)=∫0TL(ϕ(t),ϕ˙(t)) dt∈[0,+∞]c(\phi)=\int_0^TL(\phi(t),\dot\phi(t))\,dt\in[0,+\infty]c(ϕ)=∫0T​L(ϕ(t),ϕ˙​(t))dt∈[0,+∞]. For compact sets X0,Y⊆XX_0,Y\subseteq XX0​,Y⊆X, the source problem and target problem have value functions

V(x)=inf⁡{c(ϕ):ϕ(0)∈X0, ϕ(T)=x},W(x)=inf⁡{c(ϕ):ϕ(0)=x, ϕ(T)∈Y},V(x)=\inf\{c(\phi):\phi(0)\in X_0,\ \phi(T)=x\},\qquad W(x)=\inf\{c(\phi):\phi(0)=x,\ \phi(T)\in Y\},V(x)=inf{c(ϕ):ϕ(0)∈X0​, ϕ(T)=x},W(x)=inf{c(ϕ):ϕ(0)=x, ϕ(T)∈Y},

the infima running over all T≥0T\ge0T≥0 and ϕ∈ΦT\phi\in\Phi_Tϕ∈ΦT​. The Hamiltonian is H(x,u)=max⁡v∈TX∩Br(⟨u,v⟩−⟨Ψ(x),[v]+⟩)H(x,u)=\max_{v\in TX\cap B_r}\big(\langle u,v\rangle-\langle\Psi(x),[v]_+\rangle\big)H(x,u)=maxv∈TX∩Br​​(⟨u,v⟩−⟨Ψ(x),[v]+​⟩), and ∥Ψ∥∞=max⁡x∈X∣Ψ(x)∣\|\Psi\|_\infty=\max_{x\in X}|\Psi(x)|∥Ψ∥∞​=maxx∈X​∣Ψ(x)∣.

A function V:X→RV:X\to\mathbb RV:X→R is a viscosity subsolution of the state-constrained system (4.1) if it is continuous, vanishes on X0X_0X0​, and H(x0,Dφ(x0))≤0H(x_0,D\varphi(x_0))\le0H(x0​,Dφ(x0​))≤0 whenever φ\varphiφ is smooth and V−φV-\varphiV−φ has a local maximum at x0∈X∘∖X0x_0\in X^\circ\setminus X_0x0​∈X∘∖X0​; a supersolution if H(x0,Dφ(x0))≥0H(x_0,D\varphi(x_0))\ge0H(x0​,Dφ(x0​))≥0 at local minima x0∈X∖X0x_0\in X\setminus X_0x0​∈X∖X0​; a viscosity solution if both; and a maximal one if it dominates every viscosity solution on XXX.

Formalization targets

Goal: Theorem 3.4 (verification for the target problem)

If W:X→RW:X\to\mathbb RW:X→R is Lipschitz, W=0W=0W=0 on YYY,

H(x,−DW(x))≤0for almost all x∈X∘,H(x,-DW(x))\le0\quad\text{for almost all }x\in X^\circ,H(x,−DW(x))≤0for almost all x∈X∘,

and every x∈X∖Yx\in X\setminus Yx∈X∖Y admits a time T>0T>0T>0 and a path ϕ∈ΦT\phi\in\Phi_Tϕ∈ΦT​ from xxx into YYY with c(ϕ)=W(x)c(\phi)=W(x)c(ϕ)=W(x), then WWW is the value function of the target problem on XXX.

Milestones

  • (3.5): H(x,u)≥rn∣u∣−r∥Ψ∥∞H(x,u)\ge\frac rn|u|-r\|\Psi\|_\inftyH(x,u)≥nr​∣u∣−r∥Ψ∥∞​ for x∈Xx\in Xx∈X, u∈TXu\in TXu∈TX.
  • Observation 4.1 (dynamic programming): V(x)=min⁡y∈Bρ(x)∩X(V(y)+C(y,x))V(x)=\min_{y\in B_\rho(x)\cap X}\big(V(y)+C(y,x)\big)V(x)=miny∈Bρ​(x)∩X​(V(y)+C(y,x)), with C(y,x)C(y,x)C(y,x) the minimum travel cost.
  • Proposition 4.3: VVV is a viscosity subsolution of (4.1).
  • (4.7): every viscosity solution V^\hat VV^ is Lipschitz with ∥DV^∥∞≤n∥Ψ∥∞\|D\hat V\|_\infty\le n\|\Psi\|_\infty∥DV^∥∞​≤n∥Ψ∥∞​.
  • (4.11): every viscosity solution satisfies V^(x)≤V^(y)+C(y,x)\hat V(x)\le\hat V(y)+C(y,x)V^(x)≤V^(y)+C(y,x) for x,y∈X∘x,y\in X^\circx,y∈X∘.
  • Proposition 4.4 and Theorem 4.2: VVV is the unique maximal viscosity solution of (4.1).
  • Theorem 3.2: VVV is the maximal Lipschitz V:X→RV:X\to\mathbb RV:X→R with H(x,DV(x))≤0H(x,DV(x))\le0H(x,DV(x))≤0 for almost all x∈X∘x\in X^\circx∈X∘ and V=0V=0V=0 on X0X_0X0​.
  • Theorem 3.3: WWW is the maximal Lipschitz W:X→RW:X\to\mathbb RW:X→R with H(x,−DW(x))≤0H(x,-DW(x))\le0H(x,−DW(x))≤0 for almost all x∈X∘x\in X^\circx∈X∘ and W=0W=0W=0 on YYY.

The goal is stated for every polytope, every Ψ\PsiΨ, every r>0r>0r>0 and every compact YYY.

Significance

The system (4.1) has infinitely many viscosity solutions (V≡0V\equiv0V≡0 is one, and so is λV\lambda VλV for λ∈[0,1]\lambda\in[0,1]λ∈[0,1]), so the value function cannot be identified as "the" solution. Theorems 3.2–3.3 identify it as the largest one, and require the subsolution inequality only almost everywhere: a candidate is checked at points of differentiability, without test functions or superdifferentials. Theorem 3.4 turns this into a constructive tool: a candidate function with paths attaining its values is certified optimal. The paper uses it in §6 to compute exit and transition costs, and hence stochastically stable states, in evolutionary games where the optimal paths run along the boundary of the simplex.

The results are proved in the paper; none is formalized. A complete development would give a machine-checked state-constrained verification theorem for a non-coercive, linearly growing Hamiltonian, together with reusable infrastructure: Lipschitz path costs as lower integrals, value functions with values in [0,+∞][0,+\infty][0,+∞], almost-everywhere conditions on lower-dimensional convex sets, and first-order viscosity solutions relative to a constraint set.

Difficulty

Verification is easy in one direction: the attainability hypothesis immediately gives W≥W\geW≥ the value function. The other inequality is the content of Theorem 3.3: an arbitrary Lipschitz almost-everywhere subsolution must lie below the value function. The obvious argument integrates ⟨DW(ϕ(t)),ϕ˙(t)⟩≤L(ϕ(t),ϕ˙(t))\langle DW(\phi(t)),\dot\phi(t)\rangle\le L(\phi(t),\dot\phi(t))⟨DW(ϕ(t)),ϕ˙​(t)⟩≤L(ϕ(t),ϕ˙​(t)) along an optimal path, but a Lipschitz WWW need not be differentiable at any point of a given path, and paths along the relative boundary of XXX meet the set where nothing is assumed. Closing this gap needs analysis that is not packaged for this setting: Rademacher's theorem relative to an affine subspace, regularization of almost-everywhere subsolutions on relatively open convex sets, stability of viscosity subsolutions, approximation of boundary paths by interior paths with converging costs, and the relation between the source and target problems under time reversal.

Formalization scope

The ambient space is EuclideanSpace ℝ (Fin n). A polytope is the convex hull of a finite nonempty set; its dimension mmm is not fixed, so the simplex (m=n−1m=n-1m=n−1) is included. TXTXTX is vectorSpan ℝ X, X∘X^\circX∘ is intrinsicInterior ℝ X, and ∣⋅∣|\cdot|∣⋅∣ is a separate ℓ1\ell^1ℓ1 function. Costs and value functions take values in [0,+∞][0,+\infty][0,+∞] (ℝ≥0∞), so an empty infimum is +∞+\infty+∞; a statement that calls a value function real asserts its finiteness on XXX first. ϕ˙\dot\phiϕ˙​ is the derivative within [0,T][0,T][0,T] and the cost is a lower Lebesgue integral. "Almost all x∈X∘x\in X^\circx∈X∘" is with respect to mmm-dimensional Hausdorff measure restricted to X∘X^\circX∘, and DV(x)DV(x)DV(x) is the derivative of VVV relative to XXX, represented by a vector of TXTXTX. Viscosity tests are smooth functions on Rn\mathbb R^nRn and local extrema relative to XXX.

Using Lebesgue measure on Rn\mathbb R^nRn for "almost all" would make the subsolution conditions vacuous on lower-dimensional polytopes such as the simplex; the formalization avoids this, and the statements must not be weakened to full-dimensional XXX.

One disclosed correction: Theorems 3.2, 4.2 and Propositions 4.3, 4.4 assume X0≠∅X_0\neq\emptysetX0​=∅, and Theorem 3.3 assumes Y≠∅Y\ne\emptysetY=∅; with an empty set the value function is identically +∞+\infty+∞ and every constant satisfies the conditions. The goal needs no correction.

Contributions are welcome at every milestone, and in particular in reusable lemmas: relative Rademacher theorem on convex sets, mollification on relatively open convex sets, and additivity and approximation of Lipschitz path costs.

Selected references

  • W. H. Sandholm, H. V. Tran, S. Arigapudi, Hamilton-Jacobi Equations with Semilinear Costs and State Constraints, with Applications to Large Deviations in Games, Mathematics of Operations Research, 2022 (authors' manuscript of July 4, 2018). https://doi.org/10.1287/moor.2020.1114
  • M. G. Crandall, L. C. Evans, P.-L. Lions, Some properties of viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc. 282, 1984. https://doi.org/10.1090/S0002-9947-1984-0732102-X
  • H. M. Soner, Optimal control with state-space constraint I, SIAM J. Control Optim. 24, 1986. https://doi.org/10.1137/0324032
  • I. Capuzzo-Dolcetta, P.-L. Lions, Hamilton-Jacobi equations with state constraints, Trans. Amer. Math. Soc. 318, 1990. https://doi.org/10.1090/S0002-9947-1990-0951880-0
  • W. H. Sandholm, M. Staudigl, Large deviations and stochastic stability in the small noise double limit, Theoretical Economics 11, 2016. https://doi.org/10.3982/TE1905
  • M. I. Freidlin, A. D. Wentzell, Random Perturbations of Dynamical Systems, Springer, 1984. https://doi.org/10.1007/978-1-4684-0176-9
  • O. Catoni, Simulated annealing algorithms and Markov chains with rare transitions, Séminaire de Probabilités XXXIII, Lecture Notes in Math. 1709, 1999. https://doi.org/10.1007/BFb0096510
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Operations ResearchProbabilityStochastic Systems·Captain: mikedeng1

Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration: Fluctuation Identities for Branching Processes with ImmigrationResearch Paper

Motivation

A Markov branching process with immigration (MBI) models a population in continuous time: each individual independently dies, splits or is removed at affine rates, and batches of immigrants arrive at a constant rate. Such processes appear in population biology, queueing (infinite-server systems with batch arrivals), epidemics and the analysis of branching algorithms. They were introduced by Sevast'yanov, and the classical references are Harris, The Theory of Branching Processes, and Athreya and Ney, Branching Processes.

For questions about when the population first exceeds a level, first drops to a level, or leaves an interval, the classical literature gave little: only the downward first passage time, the one that crosses levels continuously, had been characterised through its Laplace transform (Avram, Patie and Wang, 2019; Vidmar, arXiv:1908.04714; and, for continuous-state branching processes, Duhalde, Foucart and Ma, 2014). Loeffen, Patie and Wang (arXiv:2208.14425, 2022; Mathematics of Operations Research, 2025) develop a potential theory for general continuous-time Markov chains that are skip-free downward (they can only move down one unit at a time). In that theory every hitting and exit probability is expressed through three fundamental excessive functions. They then apply it to MBIs and obtain a complete set of fluctuation identities. Most of these identities are new.

Setting

Let E=[l,h]∩ZE=[\mathfrak l,\mathfrak h]\cap\mathbb ZE=[l,h]∩Z with l<h\mathfrak l<\mathfrak hl<h in Z∪{±∞}\mathbb Z\cup\{\pm\infty\}Z∪{±∞}. A Q-matrix on EEE is a matrix QQQ with 0≤Q(x,y)<∞0\le Q(x,y)<\infty0≤Q(x,y)<∞ for x≠yx\ne yx=y and ∑y≠xQ(x,y)≤Q(x):=−Q(x,x)<∞\sum_{y\ne x}Q(x,y)\le Q(x):=-Q(x,x)<\infty∑y=x​Q(x,y)≤Q(x):=−Q(x,x)<∞; the defect Q(x,∂)=Q(x)−∑y≠xQ(x,y)≥0Q(x,\partial)=Q(x)-\sum_{y\ne x}Q(x,y)\ge 0Q(x,∂)=Q(x)−∑y=x​Q(x,y)≥0 is a killing rate to a cemetery state ∂\partial∂. The chain generated by QQQ waits at xxx an exponential time of rate Q(x)Q(x)Q(x), then jumps to yyy with probability Q(x,y)/Q(x)Q(x,y)/Q(x)Q(x,y)/Q(x) or to ∂\partial∂; after an explosion it is sent to ∂\partial∂. Its transition function is Pt(x,y)=Px(Xt=y)P_t(x,y)=\mathbb P_x(X_t=y)Pt​(x,y)=Px​(Xt​=y) and its resolvent is G(x,y)=∫0∞Pt(x,y) dtG(x,y)=\int_0^\infty P_t(x,y)\,dtG(x,y)=∫0∞​Pt​(x,y)dt. The chain is skip-free downward when (2.1) holds: Q(x,x−1)>0Q(x,x-1)>0Q(x,x−1)>0 for x>lx>\mathfrak lx>l and Q(x,y)=0Q(x,y)=0Q(x,y)=0 for y≤x−2y\le x-2y≤x−2. For a set AAA, TAT_ATA​ is the first hitting time of AAA, ζ\zetaζ is the lifetime, T[bT_{[b}T[b​ is the first entrance time into [b,∞)[b,\infty)[b,∞), and GAG^AGA is the resolvent of the chain killed on entering AAA.

The MBI with parameters (α,μ,p,β,ν,q)(\alpha,\mu,p,\beta,\nu,q)(α,μ,p,β,ν,q) lives on E={0,1,2,… }E=\{0,1,2,\dots\}E={0,1,2,…} with Q-matrix (5.1):

Q(x,y)=μ(y−x+1)αx+ν(y−x)β (y≥x+1),Q(x,x)=−(α+p)x−(β+q),Q(x,x−1)=μ(0)αx.Q(x,y)=\mu(y-x+1)\alpha x+\nu(y-x)\beta\ (y\ge x+1),\quad Q(x,x)=-(\alpha+p)x-(\beta+q),\quad Q(x,x-1)=\mu(0)\alpha x.Q(x,y)=μ(y−x+1)αx+ν(y−x)β (y≥x+1),Q(x,x)=−(α+p)x−(β+q),Q(x,x−1)=μ(0)αx.

Here α>0\alpha>0α>0, μ\muμ is an offspring law with μ(0)>0\mu(0)>0μ(0)>0 and μ(1)=0\mu(1)=0μ(1)=0, ν\nuν is a law on {1,2,… }\{1,2,\dots\}{1,2,…}, and p,β,q≥0p,\beta,q\ge0p,β,q≥0. The killing rate is Q(x,∂)=px+qQ(x,\partial)=px+qQ(x,∂)=px+q. With β=q=0\beta=q=0β=q=0 it is a Markov branching process (MBP). The branching and immigration mechanisms are ψ(s)=α(μ∗[s]−s)−ps\psi(s)=\alpha(\mu^*[s]-s)-psψ(s)=α(μ∗[s]−s)−ps and ϕ(s)=β(1−ν∗[s])+q\phi(s)=\beta(1-\nu^*[s])+qϕ(s)=β(1−ν∗[s])+q, where f∗[s]=∑ysyf(y)f^*[s]=\sum_y s^yf(y)f∗[s]=∑y​syf(y), and s0=inf⁡{s>0:ψ(s)=0}∈(0,1]s_0=\inf\{s>0:\psi(s)=0\}\in(0,1]s0​=inf{s>0:ψ(s)=0}∈(0,1]. Lemma 5.1 defines sequences ΔW\Delta WΔW, WWW, κ\kappaκ, π\piπ, ϖ\varpiϖ by explicit recursions, and Theorem 5.4 defines

H[y(x)=∑l=0y−x−1π(y−x−1−l)(W⋆ϖ)(l)l+x+1.\mathscr H^{[y}(x)=\sum_{l=0}^{y-x-1}\pi(y-x-1-l)\frac{(W\star\varpi)(l)}{l+x+1}.H[y(x)=l=0∑y−x−1​π(y−x−1−l)l+x+1(W⋆ϖ)(l)​.

Formalization targets

Goal: Theorem 5.4

For every MBI, every identity of Theorem 5.4 (pp. 15–16), as one conjunction:

  • the generating function ∑yH[y(x)sy=∫0svxψ(v)e∫vsϕ/ψdv\sum_y\mathscr H^{[y}(x)s^y=\int_0^s\frac{v^x}{\psi(v)}e^{\int_v^s\phi/\psi}dv∑y​H[y(x)sy=∫0s​ψ(v)vx​e∫vs​ϕ/ψdv on [0,s0)[0,s_0)[0,s0​), and H[y(x)=W(y−x−1)/y\mathscr H^{[y}(x)=W(y-x-1)/yH[y(x)=W(y−x−1)/y for an MBP;
  • (1) the resolvent G(x,y)=π(y)∫0s0vxψ(v)e−∫0vϕ/ψdv−H[y(x)G(x,y)=\pi(y)\int_0^{s_0}\frac{v^x}{\psi(v)}e^{-\int_0^v\phi/\psi}dv-\mathscr H^{[y}(x)G(x,y)=π(y)∫0s0​​ψ(v)vx​e−∫0v​ϕ/ψdv−H[y(x) when all states are transient, and G(x,y)=1y(s0xW(y−1)−W(y−x−1))G(x,y)=\frac1y(s_0^xW(y-1)-W(y-x-1))G(x,y)=y1​(s0x​W(y−1)−W(y−x−1)) for an MBP;
  • (2) Px(Ty<ζ)\mathbb P_x(T_y<\zeta)Px​(Ty​<ζ) in the transient, MBP and recurrent regimes;
  • (3) in every regime, for 0≤a≤x≤b−10\le a\le x\le b-10≤a≤x≤b−1:
Px(Ta<T[b∧ζ)=H[b(x)H[b(a),\mathbb P_x(T_a<T_{[b}\wedge\zeta)=\frac{\mathscr H^{[b}(x)}{\mathscr H^{[b}(a)},Px​(Ta​<T[b​∧ζ)=H[b(a)H[b(x)​,

together with the probability of leaving (a,b)(a,b)(a,b) and the probability of ever reaching [b,∞)[b,\infty)[b,∞).

Milestones

Theorem 3.1(1) and (3) (the fundamental functions H,H^,H[bH,\widehat H,\mathbf H^{[b}H,H,H[b and the resolvent density formula (3.2)); Theorem 3.3(1)–(4) (point hitting, two-sided exit, exit from an interval, upward first passage, for a general skip-free chain); Lemma 5.1 (generating functions of ΔW,W,κ,π,ϖ\Delta W,W,\kappa,\pi,\varpiΔW,W,κ,π,ϖ); Lemma 5.2 (the generating function of XtX_tXt​); Lemma 5.3 (stationarity of π\piπ).

Significance

Theorem 5.4 gives closed forms, in terms of explicit recursively defined sequences, for the resolvent, the probability of hitting a level from above or below, the two-sided exit probabilities and the probability of ever exceeding a level. These quantities are needed in extinction and explosion analyses of branching populations and in ruin-type questions for population-driven systems. Without the theorem they can be computed only by solving infinite systems of linear equations. The general results of Section 3 apply to any skip-free downward chain, including chains with state-dependent killing; the paper also applies them to compound Poisson processes.

All results are proved in the paper. None of them has a machine-checked proof. This mission's development produces a formal theory of continuous-time Markov chains with killing and explosion (minimal transition function, resolvent, killed and dual chains, hitting and exit probabilities). It also produces formal versions of the general fluctuation identities and of the generating-function calculus for MBIs.

Difficulty

The transition function of a chain with unbounded rates is the minimal solution of the backward equations. Other solutions exist when the chain explodes, so no argument may treat PtP_tPt​ as "the" solution of a linear system. Section 3 rests on the strong Markov property at hitting times, on duality with respect to an excessive measure, and on limits y↓ly\downarrow\mathfrak ly↓l of resolvent ratios, which need not be monotone. For the MBI, the generating-function identities require solving the ODEs (5.7)–(5.8) on [0,s0)[0,s_0)[0,s0​) and relating power series to integrals whose integrand blows up at s0s_0s0​. The recurrent and MBP regimes are not covered by the transient formulas. They require a separate passage to the limit in an auxiliary killing parameter.

Formalization scope

  • States and chain. States are integers. The state space is an order-connected subset of Z\mathbb ZZ with at least two points, and the cemetery is represented by leaving it. The chain is defined once, by the jump chain/holding time construction: PtP_tPt​ is a sum over jump-chain paths, with holding times realised as Exp(1)\mathrm{Exp}(1)Exp(1) clocks divided by the rates. The resolvent, hitting probabilities, exit laws and the killed and dual chains all come from this one construction.
  • Values. Probabilities and resolvents take values in [0,∞][0,\infty][0,∞], and real formulas are compared through .toReal together with explicit finiteness clauses (G(x,y)<∞G(x,y)<\inftyG(x,y)<∞, I(x)<∞I(x)<\inftyI(x)<∞).
  • Regimes. Transience means G(x,x)<∞G(x,x)<\inftyG(x,x)<∞ for all xxx and recurrence means G(x,x)=∞G(x,x)=\inftyG(x,x)=∞ (Norris, Theorem 3.4.2).
  • Integrals and limits. ∫0s0⋯dv\int_0^{s_0}\cdots dv∫0s0​​⋯dv is a Lebesgue integral in [0,∞][0,\infty][0,∞]. s0s_0s0​ is the infimum of the zeros of ψ\psiψ in (0,1](0,1](0,1], and W(z)=0W(z)=0W(z)=0 for z<0z<0z<0. The limits defining HHH, H^\widehat HH, H[b\mathbf H^{[b}H[b keep the paper's case split: the value at a finite end point, and a limit, whose existence is part of the statement, at an infinite one.
  • Ruled out. Conservativity, non-explosion, irreducibility and bounded rates are not assumed anywhere. Formulating the theory for an arbitrary solution of the backward equations, or replacing the integral by a Bochner integral that is 000 when divergent, would trivialise or falsify the statements, and is not done.
  • Not formalized. Theorem 3.1(2), Theorem 4.1 and Example 5.6.
  • Contributions welcome. The general Markov-chain layer (strong Markov property at hitting times, minimality of PtP_tPt​, Fubini over paths) is reusable well beyond this mission. Contributions to it are especially useful.

Selected references

  • R. Loeffen, P. Patie, J. Wang, Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration, arXiv:2208.14425v1, 2022; Mathematics of Operations Research, 2025. https://arxiv.org/abs/2208.14425
  • M. Choi, P. Patie, Skip-free Markov chains, Transactions of the American Mathematical Society 371(10), 7301–7342, 2019.
  • F. Avram, P. Patie, J. Wang, Purely excessive functions and hitting times of continuous-time branching processes, Methodology and Computing in Applied Probability 21, 391–399, 2019.
  • M. Vidmar, Some harmonic functions for killed Markov branching processes with immigration and culling, arXiv:1908.04714v5, 2021. https://arxiv.org/abs/1908.04714
  • X. Duhalde, C. Foucart, C. Ma, On the hitting times of continuous-state branching processes with immigration, Stochastic Processes and their Applications 124(12), 4182–4201, 2014.
  • J. Li, A. Chen, A. G. Pakes, Asymptotic properties of the Markov branching process with immigration, Journal of Theoretical Probability 25, 122–143, 2012.
  • J. R. Norris, Markov Chains, Cambridge University Press, 1997.
  • T. E. Harris, The Theory of Branching Processes, Springer, 1963.
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Linear OptimizationOperations ResearchOptimization+1·Captain: mikedeng1

Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems: The Maximum Support Algorithm Is Correct and Terminates Within Condition-Measure BoundsResearch Paper

Motivation

Finding a nonzero nonnegative point in a linear subspace is the feasibility core of linear optimization. For a subspace L⊆RnL \subseteq \mathbb R^nL⊆Rn with orthogonal complement L⊥L^\perpL⊥, the pair of problems

find x∈L∩R+nandfind x^∈L⊥∩R+n\text{find } x \in L \cap \mathbb R^n_+ \qquad\text{and}\qquad \text{find } \hat x \in L^\perp \cap \mathbb R^n_+find x∈L∩R+n​andfind x^∈L⊥∩R+n​

subsumes every polyhedral feasibility problem and every linear program through standard homogenization. A maximum support solution of the pair, a point of each cone with as many positive coordinates as possible, always exists, and identifies which coordinates can be positive at all. Rescaling algorithms solve such problems with elementary steps (a simple "basic procedure" interleaved with a reconditioning step) and with running-time bounds in terms of a condition measure of the input.

Timeline of the results this mission builds on, as described in the source (arXiv:2003.08911v3, pp. 1–3):

  • Chubanov (2012, 2015) developed a projection-based algorithm with periodic rescaling for {x:Ax=0}\{x : Ax = 0\}{x:Ax=0} (Math. Program. 134, 2012; Math. Program. 153, 2015).
  • Peña and Soheili (2017), Solving conic systems via projection and rescaling (Math. Program. 166), gave the projection and rescaling algorithm. It finds a point of L∩R++nL \cap \mathbb R^n_{++}L∩R++n​ (or of L⊥∩R++nL^\perp \cap \mathbb R^n_{++}L⊥∩R++n​) when one exists, the full support problem, with a bound in terms of a condition measure of LLL.
  • Peña and Soheili (2019) implemented a variant aimed at maximum support solutions and reported computational evidence of its success. Its correctness was proved only when one of the two full-support problems is feasible.
  • Dadush, Végh and Zambelli gave maximum support algorithms that rescale A↦MAA \mapsto MAA↦MA while leaving LLL unchanged.
  • Peña and Soheili (2022), the source of this mission, prove correctness and condition-based bounds for a projection and rescaling algorithm that finds maximum support solutions in full generality, rescaling L↦DLL \mapsto DLL↦DL by positive diagonal matrices. Their condition measures σ(L)\sigma(L)σ(L), σ(L⊥)\sigma(L^\perp)σ(L⊥) are variants of a measure of Ye (Math. Oper. Res. 19, 1994).

Setting

Let L⊆RnL \subseteq \mathbb R^nL⊆Rn be a linear subspace and L⊥L^\perpL⊥ its orthogonal complement. The support of x∈R+nx \in \mathbb R^n_+x∈R+n​ is {j:xj>0}\{j : x_j > 0\}{j:xj​>0}. The maximum support index set is

J(L)={j∈{1,…,n}:xj>0 for some x∈L∩R+n},J(L) = \{ j \in \{1,\dots,n\} : x_j > 0 \text{ for some } x \in L \cap \mathbb R^n_+ \},J(L)={j∈{1,…,n}:xj​>0 for some x∈L∩R+n​},

and a maximum support point is an x∈L∩R+nx \in L \cap \mathbb R^n_+x∈L∩R+n​ whose support is J(L)J(L)J(L). For each coordinate iii, σi(L)=max⁡{xi:x∈L∩R+n, ∥x∥∞≤1}\sigma_i(L) = \max\{x_i : x \in L\cap\mathbb R^n_+,\ \|x\|_\infty \le 1\}σi​(L)=max{xi​:x∈L∩R+n​, ∥x∥∞​≤1}, and the condition measure is σ(L)=min⁡j∈J(L)σj(L)\sigma(L) = \min_{j \in J(L)} \sigma_j(L)σ(L)=minj∈J(L)​σj​(L), with σ(L)=1\sigma(L) = 1σ(L)=1 when J(L)=∅J(L) = \emptysetJ(L)=∅.

For J⊆{1,…,n}J \subseteq \{1,\dots,n\}J⊆{1,…,n} let RJ\mathbb R^JRJ be the vectors vanishing off JJJ, Δ(J)={x∈RJ:x≥0, ∥x∥1=1}\Delta(J) = \{x \in \mathbb R^J : x \ge 0,\ \|x\|_1 = 1\}Δ(J)={x∈RJ:x≥0, ∥x∥1​=1}, and, for a positive diagonal matrix DDD, PDL∣JP_{DL|J}PDL∣J​ the orthogonal projection onto DL∩RJDL \cap \mathbb R^JDL∩RJ.

Algorithm 1 (partial support) takes (L,σ)(L, \sigma)(L,σ) with a guess σ∈(0,1)\sigma \in (0,1)σ∈(0,1) of σ(L)\sigma(L)σ(L). It starts from D=ID = ID=I, J={1,…,n}J = \{1,\dots,n\}J={1,…,n} and repeatedly calls a basic procedure, which returns either u∈Δ(J)u \in \Delta(J)u∈Δ(J) with (PDL∣Ju)J>0(P_{DL|J}u)_J > 0(PDL∣J​u)J​>0, in which case the algorithm halts with x=D−1PDL∣Jux = D^{-1}P_{DL|J}ux=D−1PDL∣J​u and JJJ; or z∈Δ(J)z \in \Delta(J)z∈Δ(J) with ∥(PDL∣Jz)+∥1≤12∥z∥∞\|(P_{DL|J}z)^+\|_1 \le \tfrac12\|z\|_\infty∥(PDL∣J​z)+∥1​≤21​∥z∥∞​, in which case it doubles DiiD_{ii}Dii​ for a maximizer iii of zzz (a rescaling step), drops iii from JJJ if Dii>1/σD_{ii} > 1/\sigmaDii​>1/σ, and halts with x=0x = 0x=0, J=∅J = \emptysetJ=∅ if JJJ becomes empty. Its output is written J(L,σ)\mathcal J(L,\sigma)J(L,σ).

Algorithm 2 (maximum support) starts with σ=1/2\sigma = 1/2σ=1/2 and in each main iteration computes (x,J)=J(L,σ)(x,J) = \mathcal J(L,\sigma)(x,J)=J(L,σ) and (x^,J^)=J(L⊥,σ)(\hat x,\hat J) = \mathcal J(L^\perp,\sigma)(x^,J^)=J(L⊥,σ); it halts if J∪J^={1,…,n}J \cup \hat J = \{1,\dots,n\}J∪J^={1,…,n} and otherwise replaces σ\sigmaσ by σ2\sigma^2σ2.

Formalization targets

Goal: Theorem 1 (p. 8), with two printed bounds corrected

With m=min⁡{σ(L),σ(L⊥)}m = \min\{\sigma(L),\sigma(L^\perp)\}m=min{σ(L),σ(L⊥)} and k=max⁡{1,⌈log⁡2log⁡2(1/m)⌉+1}k = \max\{1, \lceil\log_2\log_2(1/m)\rceil + 1\}k=max{1,⌈log2​log2​(1/m)⌉+1}, for every n≥1n \ge 1n≥1, every subspace LLL and every admissible behaviour of the basic procedure: Algorithm 2 never gets stuck, has no infinite execution, never starts main iteration k+1k+1k+1, performs at most

2n (2k−1+k)2n\,(2^k - 1 + k)2n(2k−1+k)

rescaling steps, and upon termination returns J=J(L)J = J(L)J=J(L), J^=J(L⊥)\hat J = J(L^\perp)J^=J(L⊥) and points x∈L∩R+nx \in L \cap \mathbb R^n_+x∈L∩R+n​, x^∈L⊥∩R+n\hat x \in L^\perp \cap \mathbb R^n_+x^∈L⊥∩R+n​ with xJ>0x_J > 0xJ​>0, x^J^>0\hat x_{\hat J} > 0x^J^​>0.

Milestones

  1. Partition claim (§2, p. 4): J(L)∩J(L⊥)=∅J(L) \cap J(L^\perp) = \emptysetJ(L)∩J(L⊥)=∅ and J(L)∪J(L⊥)={1,…,n}J(L) \cup J(L^\perp) = \{1,\dots,n\}J(L)∪J(L⊥)={1,…,n}.
  2. σi\sigma_iσi​ observation (§2, p. 5): J(L)={i:σi(L)>0}J(L) = \{i : \sigma_i(L) > 0\}J(L)={i:σi​(L)>0} and σ(L)=min⁡i∈J(L)σi(L)\sigma(L) = \min_{i\in J(L)}\sigma_i(L)σ(L)=mini∈J(L)​σi​(L).
  3. Lemma 1 (pp. 5–6): a certificate zzz with ∥(Pz)+∥1≤12∥z∥∞=12zi\|(Pz)^+\|_1 \le \tfrac12\|z\|_\infty = \tfrac12 z_i∥(Pz)+∥1​≤21​∥z∥∞​=21​zi​ gives xi≤∥x∥∞/2x_i \le \|x\|_\infty/2xi​≤∥x∥∞​/2 on L∩R+nL\cap\mathbb R^n_+L∩R+n​, so that σi(DL)=2σi(L)\sigma_i(DL) = 2\sigma_i(L)σi​(DL)=2σi​(L) and σj(DL)=σj(L)\sigma_j(DL) = \sigma_j(L)σj​(DL)=σj​(L) (j≠ij \ne ij=i) for D=I+eieiTD = I + e_ie_i^{\mathsf T}D=I+ei​eiT​.
  4. Proposition 1 (p. 6, corrected): Algorithm 1 halts within n(⌊log⁡2(1/σ)⌋+1)n(\lfloor\log_2(1/\sigma)\rfloor + 1)n(⌊log2​(1/σ)⌋+1) rescaling steps with x∈L∩R+nx \in L\cap\mathbb R^n_+x∈L∩R+n​, xJ>0x_J > 0xJ​>0, J⊆J(L)J \subseteq J(L)J⊆J(L); and if σ≤σ(L)\sigma \le \sigma(L)σ≤σ(L) then J=J(L)J = J(L)J=J(L) with the refined count ∑i∈J(L)⌈log⁡2(1/σi(L))⌉+(n−∣J(L)∣)(⌊log⁡2(1/σ)⌋+1)\sum_{i\in J(L)}\lceil\log_2(1/\sigma_i(L))\rceil + (n - |J(L)|)(\lfloor\log_2(1/\sigma)\rfloor + 1)∑i∈J(L)​⌈log2​(1/σi​(L))⌉+(n−∣J(L)∣)(⌊log2​(1/σ)⌋+1).
  5. Corollary 1 (p. 7): if J∪J^={1,…,n}J \cup \hat J = \{1,\dots,n\}J∪J^={1,…,n} for outputs of J(L,σ)\mathcal J(L,\sigma)J(L,σ) and J(L⊥,σ)\mathcal J(L^\perp,\sigma)J(L⊥,σ), then J=J(L)J = J(L)J=J(L), J^=J(L⊥)\hat J = J(L^\perp)J^=J(L⊥) and both outputs are maximum support points.

Significance

The result. Theorem 1 gives an algorithm for the maximum support problem whose cost depends only on m=min⁡{σ(L),σ(L⊥)}m = \min\{\sigma(L),\sigma(L^\perp)\}m=min{σ(L),σ(L⊥)}, without knowing either quantity: O(log⁡log⁡(1/m))O(\log\log(1/m))O(loglog(1/m)) guessing rounds and O(nlog⁡(1/m))O(n\log(1/m))O(nlog(1/m)) rescaling steps, each of which is a call of the basic procedure on a projected problem. Because the pair of problems subsumes polyhedral feasibility and linear programming, a maximum support solution is a certificate of which inequalities of a homogenized system can hold strictly. The duality behind the stopping test, that J(L)J(L)J(L) and J(L⊥)J(L^\perp)J(L⊥) partition the coordinates, is a theorem of the alternative for subspaces of the Goldman–Tucker type.

Formalizing it. The result is proved in the source; nothing here is open. No part of it is machine-checked: there is no formal development of projection-and-rescaling algorithms, of condition measures for subspaces, or of the subspace form of the strict-complementarity partition. Checking the source against the formal statements already found that the printed bounds (5), (6) and (7) are false for some subspaces (counterexamples are recorded in the corresponding items); the targets above carry the minimal corrections, so a complete proof certifies the corrected bounds.

Difficulty

The correctness part reduces to the partition claim and to Corollary 1. The partition requires a theorem of the alternative for the pair (L,L⊥)(L, L^\perp)(L,L⊥) and the nonnegative orthant, which is not literally the LP form of Farkas' lemma available in libraries.

The counting part is where the printed argument breaks. The proof of Proposition 1 asserts σi(DL)=Dii σi(L)\sigma_i(DL) = D_{ii}\,\sigma_i(L)σi​(DL)=Dii​σi​(L) "throughout the algorithm", by applying Lemma 1 to each rescaling step. But the basic procedure certifies only the subspace DL∩RJDL \cap \mathbb R^JDL∩RJ, not DLDLDL. As long as J⊇J(L)J \supseteq J(L)J⊇J(L) the two cones DL∩R+nDL\cap\mathbb R^n_+DL∩R+n​ and DL∩RJ∩R+nDL\cap\mathbb R^J\cap\mathbb R^n_+DL∩RJ∩R+n​ coincide and the identity holds. Once an index of J(L)J(L)J(L) has been trimmed, which can happen when σ>σ(L)\sigma > \sigma(L)σ>σ(L), it does not. The count of rescalings must also use ⌊log⁡2(1/σ)⌋+1\lfloor\log_2(1/\sigma)\rfloor + 1⌊log2​(1/σ)⌋+1 doublings per trimmed index rather than ⌈log⁡2(1/σ)⌉\lceil\log_2(1/\sigma)\rceil⌈log2​(1/σ)⌉, which matters precisely because Algorithm 2 uses guesses σ=2−2i−1\sigma = 2^{-2^{i-1}}σ=2−2i−1 for which 1/σ1/\sigma1/σ is a power of 222. The obvious induction on steps therefore has to carry the invariant J⊇J(L)J \supseteq J(L)J⊇J(L) and works only under σ≤σ(L)\sigma \le \sigma(L)σ≤σ(L). For larger guesses, which Algorithm 2 makes in its early iterations, only the coarse count is available.

Formalization scope

Rn\mathbb R^nRn is EuclideanSpace ℝ (Fin n) and LLL a Submodule; L⊥L^\perpL⊥ is Mathlib's orthogonal complement. The Euclidean norm is never used for the paper's norms: ∥x∥∞\|x\|_\infty∥x∥∞​ and ∥(v)+∥1\|(v)^+\|_1∥(v)+∥1​ are written coordinatewise, and σi(L)\sigma_i(L)σi​(L) maximizes over the ℓ∞\ell_\inftyℓ∞​ unit box, not the Euclidean ball. Index sets are Finset (Fin n). DDD is stored as its diagonal. PDL∣JP_{DL|J}PDL∣J​ is the orthogonal projection of Rn\mathbb R^nRn onto DL∩RJDL \cap \mathbb R^JDL∩RJ, which agrees with the paper's map on RJ\mathbb R^JRJ. σ(L)=1\sigma(L) = 1σ(L)=1 when J(L)=∅J(L) = \emptysetJ(L)=∅, as in the source. Proposition 1 and Theorem 1 assume n≥1n \ge 1n≥1, since Algorithm 1 cannot run on R0\mathbb R^0R0.

Both algorithms are transition relations whose states carry the rescaling and iteration counters, and the basic procedure is nondeterministic: every admissible answer and every maximizer iii is a possible step, and both branches may be available at once. Every statement quantifies over all executions. Progress (no reachable non-halted state is stuck) and the absence of infinite executions are stated explicitly. This rules out the trivializing formalizations: a relation with no transitions (which would make "upon termination" vacuous), a fixed deterministic basic procedure, σi\sigma_iσi​ over the Euclidean ball, bounds for a single execution, and termination as "some execution halts". A sorry-free check exhibits, for n=1n = 1n=1 and L=RL = \mathbb RL=R, a reachable halted state of Algorithm 2 after two rescaling steps, which also witnesses that the printed (7) fails.

A complete development needs the theorem of the alternative for subspaces, orthogonal projections onto intersections of subspaces, a variant/measure argument for termination of nondeterministic relations, and logarithm and floor arithmetic for the schedule σ=2−2i−1\sigma = 2^{-2^{i-1}}σ=2−2i−1. The partition claim and the condition-measure lemmas are reusable for other rescaling and condition-number analyses. Proofs of the milestones, alternative arguments for the partition, and the sharper count of Proposition 1 are all welcome.

Selected references

  • J. Peña, N. Soheili, Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems, Mathematics of Operations Research, 2022; preprint arXiv:2003.08911v3 (the version read here). https://arxiv.org/abs/2003.08911
  • J. Peña, N. Soheili, Solving conic systems via projection and rescaling, Mathematical Programming 166:87–111, 2017.
  • J. Peña, N. Soheili, Computational performance of a projection and rescaling algorithm, Optimization Methods and Software, 2019.
  • S. Chubanov, A strongly polynomial algorithm for linear systems having a binary solution, Mathematical Programming 134:533–570, 2012.
  • S. Chubanov, A polynomial projection algorithm for linear feasibility problems, Mathematical Programming 153:687–713, 2015.
  • D. Dadush, L. A. Végh, G. Zambelli, Rescaling algorithms for linear conic feasibility, Mathematics of Operations Research, 2020.
  • Y. Ye, Toward probabilistic analysis of interior-point algorithms for linear programming, Mathematics of Operations Research 19:38–52, 1994.
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Extendibility of Werner States: Two-Sided Extendibility of Werner States Is Decided by a Minimum over Pairs of Young DiagramsResearch Paper

Motivation

A bipartite quantum state ρ\rhoρ shared by Alice and Bob is (nA,nB)(n_A,n_B)(nA​,nB​)-extendible if there is a state on nAn_AnA​ copies of Alice's system and nBn_BnB​ copies of Bob's system whose reduced state on every pair (one Alice copy, one Bob copy) is ρ\rhoρ. Extendibility (also called shareability) measures how much the correlations of ρ\rhoρ can be shared among many parties. Only separable states are extendible for all nA,nBn_A,n_BnA​,nB​, so the extendibility numbers of an entangled state quantify its entanglement. The notion appears in the characterization of entanglement and non-locality, in quantum de Finetti theorems, in quantum key distribution, and in entanglement measures such as the squashed entanglement, for which it gives lower bounds (Doherty, Parrilo, Spedalieri 2004; Brandão, Christandl, Yard 2011).

Computing extendibility is in general a semidefinite program whose size grows exponentially, and analytic answers are known only for a few families. Werner states, the states invariant under all U⊗UU\otimes UU⊗U, are the standard test family. The one-sided case (1,n)(1,n)(1,n) was solved earlier; for the two-sided case only a few extension sizes were known (Johnson, Viola 2013). D. Jakab, A. Solymos and Z. Zimborás (arXiv:2208.13743v2, 2022) map the two-sided problem for Werner states to the ground state problem of a permutation-symmetric SU(d)SU(d)SU(d) spin Hamiltonian and solve it with the representation theory of SU(d)SU(d)SU(d).

Setting

Fix a local dimension d≥2d\ge2d≥2 and extension sizes nA,nB≥1n_A,n_B\ge1nA​,nB​≥1. Let FFF be the flip on Cd⊗Cd\mathbb C^d\otimes\mathbb C^dCd⊗Cd, F∣a⟩∣b⟩=∣b⟩∣a⟩F|a\rangle|b\rangle=|b\rangle|a\rangleF∣a⟩∣b⟩=∣b⟩∣a⟩. For α∈[−1,1]\alpha\in[-1,1]α∈[−1,1] the Werner state is

ρW(α)=dd2−1[(d−α)1d2+(α−1d)Fd],\rho^W(\alpha)=\frac{d}{d^2-1}\left[(d-\alpha)\frac{\mathbb 1}{d^2}+\left(\alpha-\frac1d\right)\frac{F}{d}\right],ρW(α)=d2−1d​[(d−α)d21​+(α−d1​)dF​],

the unique U⊗UU\otimes UU⊗U-invariant state with Tr⁡(ρW(α)F)=α\operatorname{Tr}(\rho^W(\alpha)F)=\alphaTr(ρW(α)F)=α. A state ρ^\hat\rhoρ^​ on (Cd)⊗nA⊗(Cd)⊗nB(\mathbb C^d)^{\otimes n_A}\otimes(\mathbb C^d)^{\otimes n_B}(Cd)⊗nA​⊗(Cd)⊗nB​ is an (nA,nB)(n_A,n_B)(nA​,nB​)-extension of ρ\rhoρ if its partial trace onto Alice's iii-th and Bob's jjj-th copy equals ρ\rhoρ for every iii and jjj. The extendible Werner parameters form an interval [αnA,nB,1][\alpha_{n_A,n_B},1][αnA​,nB​​,1].

A ddd-partition λ⊢dn\lambda\vdash_d nλ⊢d​n is a sequence λ1≥⋯≥λd≥0\lambda_1\ge\dots\ge\lambda_d\ge0λ1​≥⋯≥λd​≥0 of integers with sum nnn (a Young diagram with nnn boxes and at most ddd rows). Dominance order is λ⊵μ\lambda\trianglerighteq\muλ⊵μ iff λ1+⋯+λk≥μ1+⋯+μk\lambda_1+\dots+\lambda_k\ge\mu_1+\dots+\mu_kλ1​+⋯+λk​≥μ1​+⋯+μk​ for every kkk. The Casimir value is

c(λ)=∑i=1d[(λi−nd)2+2(d−i)(λi−nd)],n=∑iλi.c(\lambda)=\sum_{i=1}^d\left[\left(\lambda_i-\frac nd\right)^2+2(d-i)\left(\lambda_i-\frac nd\right)\right],\qquad n=\sum_i\lambda_i .c(λ)=i=1∑d​[(λi​−dn​)2+2(d−i)(λi​−dn​)],n=i∑​λi​.

For λ(A)⊢dnA\lambda^{(A)}\vdash_dn_Aλ(A)⊢d​nA​ and λ(B)⊢dnB\lambda^{(B)}\vdash_dn_Bλ(B)⊢d​nB​, the minimum product diagram is λ^(AB)=sort⁡{λi(A)+λd−i+1(B)}i=1d\hat\lambda^{(AB)}=\operatorname{sort}\{\lambda^{(A)}_i+\lambda^{(B)}_{d-i+1}\}_{i=1}^dλ^(AB)=sort{λi(A)​+λd−i+1(B)​}i=1d​, the rows of λ(B)\lambda^{(B)}λ(B) reversed, added to those of λ(A)\lambda^{(A)}λ(A) and sorted decreasingly. The energy of the pair is

EW(λ(A),λ(B))=12nAnB[c(λ^(AB))−c(λ(A))−c(λ(B))]+1d.E^W(\lambda^{(A)},\lambda^{(B)})=\frac{1}{2n_An_B}\left[c(\hat\lambda^{(AB)})-c(\lambda^{(A)})-c(\lambda^{(B)})\right]+\frac1d .EW(λ(A),λ(B))=2nA​nB​1​[c(λ^(AB))−c(λ(A))−c(λ(B))]+d1​.

The Hamiltonian HW=1nAnB∑i,jFijH^W=\frac{1}{n_An_B}\sum_{i,j}F_{ij}HW=nA​nB​1​∑i,j​Fij​ sums the flips of every Alice copy iii with every Bob copy jjj.

Formalization targets

Goal: the extremal parameter is a minimum of EWE^WEW

ρW(α) is (nA,nB)-extendible  ⟺  α ≥ min⁡λ(A)⊢dnA, λ(B)⊢dnBEW(λ(A),λ(B)),\rho^W(\alpha)\ \text{is }(n_A,n_B)\text{-extendible}\iff\alpha\ \ge\ \min_{\lambda^{(A)}\vdash_dn_A,\ \lambda^{(B)}\vdash_dn_B}E^W(\lambda^{(A)},\lambda^{(B)}),ρW(α) is (nA​,nB​)-extendible⟺α ≥ λ(A)⊢d​nA​, λ(B)⊢d​nB​min​EW(λ(A),λ(B)),

for every d≥2d\ge2d≥2, nA,nB≥1n_A,n_B\ge1nA​,nB​≥1 and α∈[−1,1]\alpha\in[-1,1]α∈[−1,1]. This is the characterization the paper derives in Eq. (12) and the first expression of Eq. (13). It fixes no closed form for the minimum.

Milestones, in proof order

  1. The flip in su(d)\mathfrak{su}(d)su(d) generators (SM Eq. (6)) and HW=12nAnB(CAB−CA−CB)+1dH^W=\frac{1}{2n_An_B}(C_{AB}-C_A-C_B)+\frac{\mathbb 1}{d}HW=2nA​nB​1​(CAB​−CA​−CB​)+d1​ (Eq. (5)).
  2. Symmetric extensions, the trace identity Tr⁡(ρ^HW)=α\operatorname{Tr}(\hat\rho H^W)=\alphaTr(ρ^​HW)=α, and the ground state reduction αnA,nB=min⁡Spect⁡(HW)\alpha_{n_A,n_B}=\min\operatorname{Spect}(H^W)αnA​,nB​​=minSpect(HW) (p. 2).
  3. The Casimir acts on the λ\lambdaλ-isotypic component as c(λ)c(\lambda)c(λ) (Eq. (9)); the spectrum of HWH^WHW is labelled by Littlewood–Richardson-compatible triples (p. 3).
  4. ccc refines dominance order (Eq. (10)); Azenhas's difference theorem, the dual symmetry of multiplicities and duals preserving dominance (SM Eqs. (11), (13), (14)); λ^(AB)\hat\lambda^{(AB)}λ^(AB) is the dominance minimum of λ(A)⊗λ(B)\lambda^{(A)}\otimes\lambda^{(B)}λ(A)⊗λ(B) (Eq. (11)) and so minimizes ccc (p. 3).

Significance

The goal reduces a semidefinite feasibility problem on a space of dimension dnA+nBd^{n_A+n_B}dnA​+nB​ to a minimization over pairs of Young diagrams, a finite set of size polynomial in nA,nBn_A,n_BnA​,nB​ for fixed ddd. It decides the two-sided extendibility of every Werner state, for every local dimension and every pair of extension sizes, and shows a non-trivial trade-off between nAn_AnA​ and nBn_BnB​. The milestones on the minimum product diagram are statements about Littlewood–Richardson coefficients of independent interest in algebraic combinatorics.

Status. The paper also states a closed formula, Eq. (16), and it is false as printed. Eq. (15) has a sign slip: at d=4d=4d=4, nA=nB=3n_A=n_B=3nA​=nB​=3 exact diagonalization of HWH^WHW gives α=−5/9\alpha=-5/9α=−5/9 while Eq. (16) gives −1/3-1/3−1/3. Eq. (13)'s claim that a minimizing pair can be taken of a special non-overlapping shape is also false: at d=5d=5d=5, nA=nB=5n_A=n_B=5nA​=nB​=5 the pair λ(A)=λ(B)=(2,2,1,0,0)\lambda^{(A)}=\lambda^{(B)}=(2,2,1,0,0)λ(A)=λ(B)=(2,2,1,0,0) gives EW=−11/25E^W=-11/25EW=−11/25 (confirmed by Lanczos diagonalization), below the best special pair, −2/5-2/5−2/5. The mission therefore poses the characterization by the minimum over all pairs, which every check confirms, and no closed form. The printed middle equalities of Eq. (10) are also off: for a box moved from row kkk to row i<ki<ki<k the difference is 2[(k−i)+(μi−μk)+1]2[(k-i)+(\mu_i-\mu_k)+1]2[(k−i)+(μi​−μk​)+1]; the inequality and the refinement claim of Eq. (10) are true. None of these results has a machine-checked proof.

Difficulty

The reduction to HWH^WHW is elementary; the obstacle is the spectrum. CAC_ACA​, CBC_BCB​, CABC_{AB}CAB​ commute, so the eigenvalues of HWH^WHW are labelled by triples (λ(A),λ(B),λ(AB))(\lambda^{(A)},\lambda^{(B)},\lambda^{(AB)})(λ(A),λ(B),λ(AB)), but only the triples with λ(AB)\lambda^{(AB)}λ(AB) inside λ(A)⊗λ(B)\lambda^{(A)}\otimes\lambda^{(B)}λ(A)⊗λ(B) occur. Minimizing c(λ(AB))c(\lambda^{(AB)})c(λ(AB)) over this Littlewood–Richardson support is not a local computation: the obvious candidate, adding the rows of λ(A)\lambda^{(A)}λ(A) and λ(B)\lambda^{(B)}λ(B) in the same order, gives the dominance-maximal constituent and the largest Casimir value. The paper's answer goes through a theorem of Azenhas on skew Littlewood–Richardson tableaux and a duality of multiplicities. On the analytic side, Schur–Weyl duality and the Casimir value on each isotypic component are needed, neither of which is in Mathlib in this form. Finally, the minimum of EWE^WEW itself has no known closed form; the natural guess of non-overlapping shapes fails.

Formalization scope

All objects are explicit finite matrices over C\mathbb CC. The joint system is indexed by (Fin nA → Fin d) × (Fin nB → Fin d); sites and rows are 0-based. Extendibility requires a positive semidefinite, trace-one extension whose marginal on every pair (Ai,Bj)(A_i,B_j)(Ai​,Bj​) is the given state, and the marginal sums each traced configuration exactly once. ddd-partitions are weakly decreasing maps Fin d → ℕ with the right sum, so rows of length zero are allowed and there are at most ddd rows. The Casimir value keeps its n/dn/dn/d shift, since EWE^WEW compares ccc at three sizes. "α≥min⁡\alpha\ge\minα≥min" is written as the existence of an eigenvalue, or of a pair, below α\alphaα; the sets are finite and nonempty. Standing hypotheses: d≥2d\ge2d≥2, nA,nB≥1n_A,n_B\ge1nA​,nB​≥1, α∈[−1,1]\alpha\in[-1,1]α∈[−1,1] (for α>1\alpha>1α>1, ρW(α)\rho^W(\alpha)ρW(α) is not a state).

Restricting the marginal condition to some pairs, dropping positivity or the trace, rescaling the marginal, or bounding the number of rows differently would each change the theorem; the definitions exclude all of these. The goal is not trivially true at the edges: for d=2d=2d=2, nA=nB=1n_A=n_B=1nA​=nB​=1 it says that every Werner state is (1,1)(1,1)(1,1)-extendible, and the minimum of EWE^WEW is −1-1−1.

The development reuses two published definitions: the SnS_nSn​-isotypic projector on (Cd)⊗n(\mathbb C^d)^{\otimes n}(Cd)⊗n (QAlgorithms.Schur.isotypicProjector) and the polynomial Littlewood–Richardson coefficient counted by LR tableaux (lrCoefficient). Needed infrastructure: Schur–Weyl duality for the isotypic projectors, the Casimir eigenvalue on each component, the Littlewood–Richardson rule for the tensor product of two Schur modules, and Azenhas's theorem. Proofs of the combinatorial milestones (dominance, duals, Azenhas, the minimum product diagram) are reusable in algebraic combinatorics; the Casimir and Schur–Weyl results are reusable in quantum information. Contributions to any milestone, or alternative proofs of the minimum product diagram, are welcome.

Selected references

  • D. Jakab, A. Solymos, Z. Zimborás, Extendibility of Werner States, arXiv:2208.13743v2, 2022. https://arxiv.org/abs/2208.13743v2
  • O. Azenhas, The admissible interval for the invariant factors of a product of matrices, Linear and Multilinear Algebra 46 (1999) 51–99. https://doi.org/10.1080/03081089908818603
  • A. C. Doherty, P. A. Parrilo, F. M. Spedalieri, Complete family of separability criteria, Phys. Rev. A 69, 022308, 2004. https://doi.org/10.1103/PhysRevA.69.022308
  • F. G. S. L. Brandão, M. Christandl, J. Yard, Faithful squashed entanglement, Commun. Math. Phys. 306 (2011) 805–830. https://arxiv.org/abs/1010.1750
  • P. D. Johnson, L. Viola, Compatible quantum correlations: Extension problems for Werner and isotropic states, Phys. Rev. A 88, 032323, 2013. https://doi.org/10.1103/PhysRevA.88.032323
  • R. F. Werner, Quantum states with Einstein–Podolsky–Rosen correlations admitting a hidden-variable model, Phys. Rev. A 40, 4277, 1989. https://doi.org/10.1103/PhysRevA.40.4277
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Large Independent Sets in Recursive Markov Random Graphs: For Every r < 1 and ε > 0, With High Probability α(G^r_{n,p}) ≥ ((1 − r)/(2 + ε))·n/log nResearch Paper

Motivation

The stability number α(G)\alpha(G)α(G) of a graph, the largest number of pairwise non-adjacent vertices, is one of the basic parameters of combinatorial optimization: computing it is NP-hard, and random graphs are the standard test bed for what typical instances look like. For the Erdős–Rényi–Gilbert graph Gn,pG_{n,p}Gn,p​, in which every edge is present independently, the behaviour of α\alphaα is known to first order in the dense regime (Grimmett–McDiarmid 1975) and in the sparse regime (Frieze 1990). Independence of the edges is what all these arguments use, and it is also the feature that real networks most obviously lack.

A. Gupte and Y. Zhu (arXiv:2207.04514, Mathematics of Operations Research, 2025) introduce a random graph in which the edges at a vertex are dependent through a Markov chain, and ask which classical properties survive. Their first main result is a lower bound on α\alphaα of order n/log⁡nn/\log nn/logn that holds with high probability. This mission formalizes that result, read in the arXiv version v4 (24 May 2024).

Setting

Fix an initial probability p∈(0,1]p\in(0,1]p∈(0,1] and a decay parameter r∈(0,1)r\in(0,1)r∈(0,1), and write γ:=1−r\gamma:=1-rγ:=1−r. The recursive Markov random graph Gn,prG^r_{n,p}Gn,pr​ (Definition 1 of the paper) has vertices v1,…,vnv_1,\dots,v_nv1​,…,vn​ and is generated vertex by vertex. When viv_ivi​ arrives, its edges to the earlier vertices form a row of Bernoulli variables X1i,…,Xi−1iX^i_1,\dots,X^i_{i-1}X1i​,…,Xi−1i​, with Xji=1X^i_j=1Xji​=1 when the edge (vj,vi)(v_j,v_i)(vj​,vi​) is present. Rows of different vertices are independent. Within a row:

  1. the first edge (v1,vi)(v_1,v_i)(v1​,vi​) is present with probability ppp;
  2. given the previous edge of the row, the edge (vj,vi)(v_j,v_i)(vj​,vi​) is present with probability pj−1ip^i_{j-1}pj−1i​ if (vj−1,vi)(v_{j-1},v_i)(vj−1​,vi​) is absent, and with probability r pj−1ir\,p^i_{j-1}rpj−1i​ if it is present, where pj−1i=P{Xj−1i=1}p^i_{j-1}=\mathbb P\{X^i_{j-1}=1\}pj−1i​=P{Xj−1i​=1}.

So each row is a non-homogeneous Markov chain whose transition matrix (display (2) of the paper) depends on the marginal of the previous edge. The marginals then obey the recursion pji=fγ(pj−1i)p^i_j=f_\gamma(p^i_{j-1})pji​=fγ​(pj−1i​) with fa(x)=x(1−ax)f_a(x)=x(1-ax)fa​(x)=x(1−ax), and a present edge lowers the chance of the next one by the factor rrr. At r=1r=1r=1 the model is Gn,pG_{n,p}Gn,p​; the paper assumes r<1r<1r<1 throughout.

The average degree is d(G)=2∣E(G)∣/nd(G)=2|E(G)|/nd(G)=2∣E(G)∣/n. A property holds with high probability (w.h.p.) if its probability tends to 111 as n→∞n\to\inftyn→∞, and ξn\xi_nξn​ concentrates to ccc if P{∣ξn−c∣≤ε}→1\mathbb P\{|\xi_n-c|\le\varepsilon\}\to1P{∣ξn​−c∣≤ε}→1 for every ε>0\varepsilon>0ε>0. The logarithm is natural.

Formalization targets

Goal: Theorem 2.1

For every p∈(0,1]p\in(0,1]p∈(0,1], r∈(0,1)r\in(0,1)r∈(0,1) and ε>0\varepsilon>0ε>0,

lim⁡n→∞P{α(Gn,pr) ≥ γ2+ε⋅nlog⁡n}=1.\lim_{n\to\infty}\mathbb P\Bigl\{\alpha(G^r_{n,p})\ \ge\ \frac{\gamma}{2+\varepsilon}\cdot\frac{n}{\log n}\Bigr\}=1 .n→∞lim​P{α(Gn,pr​) ≥ 2+εγ​⋅lognn​}=1.

The constant γ/(2+ε)\gamma/(2+\varepsilon)γ/(2+ε) is the paper's, and the statement is required for every ε>0\varepsilon>0ε>0 and every admissible ppp, rrr.

Milestones

In attack order:

  • the recursion xn+1=fa(xn)x_{n+1}=f_a(x_n)xn+1​=fa​(xn​): Lemma 4.1 (elementary properties of faf_afa​), Lemma 4.2 (the terms are of order 1/n1/n1/n), Lemma 4.3 (the partial sums are 1alog⁡n+O(1)\frac1a\log n+O(1)a1​logn+O(1));
  • the edge probabilities: Lemma 3.1 (pji=pj−1i(1−γpj−1i)p^i_j=p^i_{j-1}(1-\gamma p^i_{j-1})pji​=pj−1i​(1−γpj−1i​)), Lemma 6.1 (two-sided bounds of order 1/(γj)1/(\gamma j)1/(γj)), Lemma 6.2 (bounds on conditional probabilities along a row), Lemma 3.2 (one Markov chain represents every row);
  • the decay chain: Lemmas 10.1–10.4 (second moment, a Chebyshev step, a Slutsky step, ESn2/(ESn)2→1\mathbb E S_n^2/(\mathbb E S_n)^2\to1ESn2​/(ESn​)2→1) and Corollary 4.6, a law of large numbers Sn/log⁡n→1/βS_n/\log n\to1/\betaSn​/logn→1/β for Markov chains of Bernoulli variables with the decay transitions;
  • the graph: Theorem 2.2 (d(Gn,pr)/log⁡nd(G^r_{n,p})/\log nd(Gn,pr​)/logn concentrates to 2/γ2/\gamma2/γ), Lemma 5.1 (α(G)≥max⁡{n2/(n+2m),(2n−m)/3}\alpha(G)\ge\max\{n^2/(n+2m),(2n-m)/3\}α(G)≥max{n2/(n+2m),(2n−m)/3} for every graph), and display (11), which combines them.

Significance

The theorem shows that the dependence between consecutive edges does not destroy the n/log⁡nn/\log nn/logn scale of the stability number. Combined with the paper's upper bound α≤cn\alpha\le cnα≤cn (Theorem 2.4) and its analysis of the greedy algorithm (Proposition 2.3), it places Gn,prG^r_{n,p}Gn,pr​ between the dense and the sparse regimes of Gn,pG_{n,p}Gn,p​. Theorem 2.2, a milestone here, is of independent interest: the graph has average degree (2/γ+o(1))log⁡n(2/\gamma+o(1))\log n(2/γ+o(1))logn, and Corollaries 2.5–2.7 of the paper derive from it bounds on the minimum degree and the chromatic number and the existence of large clique minors.

The formalization adds a checked account of a proof whose printed version has gaps. Several printed lemmas are false as stated: Lemmas 4.2 and 4.3 lose a scaling factor, Lemma 6.2 has a wrong upper bound, Lemmas 10.1 and 10.4 are stated in a setting where they fail and Lemma 10.1 has a wrong constant, Theorem 4.4 is false without a Markov hypothesis, and the stochastic-dominance step (5) in the printed proof of Theorem 2.2 is false. Each affected milestone is stated in a minimally corrected form. Theorem 2.1 and Theorem 2.2 themselves are true. None of these results has a machine-checked proof.

Difficulty

A first idea is to transfer Gn,pG_{n,p}Gn,p​ arguments directly. For Gn,pG_{n,p}Gn,p​ with p≈clog⁡n/np\approx c\log n/np≈clogn/n the bound comes from Turán's theorem plus concentration of the edge count, and the edge count is a sum of independent indicators. In Gn,prG^r_{n,p}Gn,pr​ the edges at a vertex are strongly dependent: the edge count of a row is the partial sum Si−1S_{i-1}Si−1​ of a non-homogeneous Markov chain whose marginals decay like 1/(γj)1/(\gamma j)1/(γj), so its mean grows only like log⁡i/γ\log i/\gammalogi/γ. Standard laws of large numbers do not apply, and concentration of a row sum around log⁡i/γ\log i/\gammalogi/γ needs a second-moment bound that uses the Markov structure; the marginal recursion alone does not suffice (a comonotone coupling with the same marginals has row sums that stay bounded). The heart of the mission is therefore Corollary 4.6, a law of large numbers for this chain, built from the recursion estimates of Lemmas 4.2–4.3 and the second-moment bound of Lemma 10.1, and its transfer to the average degree through the independence of the rows.

Formalization scope

The vertex set is Fin n, the paper's vkv_kvk​ being k − 1, and the edge (vj,vi)(v_j,v_i)(vj​,vi​) is G.Adj (j−1) (i−1). The law of Gn,prG^r_{n,p}Gn,pr​ is an explicit finite weight rmrgWeight n p r G on SimpleGraph (Fin n). It is a product over rows, each row's weight being the Markov chain above with the transition out of edge jjj using the jjj-th iterate of fγf_\gammafγ​ from ppp. Probabilities are rmrgProb n p r E, the sum of the weights of the graphs in EEE. Definition 1's phrase "independent of all other edges" cannot hold for the next edge of the same row; it is read through the paper's generation process (rows independent, each row a Markov chain with transition matrix (2)). Lemma 3.1 is the milestone certifying that the marginals of this weight obey the recursion. A sanity file checks that the weights sum to 111 for n=2,3n=2,3n=2,3 and that the first two edge marginals are ppp and p(1−γp)p(1-\gamma p)p(1−γp).

The decay chain is IsDecayChain P Y β on a probability space: {0,1}\{0,1\}{0,1}-valued measurable variables, the Markov property, and the two transition rules, with conditional probabilities written multiplicatively. Expectations are Bochner integrals, and "w.h.p." and concentration are limits of probabilities of the events {∣⋅−c∣≤ε}\{|\cdot-c|\le\varepsilon\}{∣⋅−c∣≤ε}, as defined on p. 4 of the paper. Variances in Lemma 10.2 come with square integrability for all large nnn, so the hypothesis σn2=o(μn2)\sigma_n^2=o(\mu_n^2)σn2​=o(μn2​) is not met by the junk value 000.

A trivializing formalization is ruled out: the weight is exactly the law of Definition 1, not one favouring sparse graphs, and no hypothesis of the goal pins the graph or the probability.

The corrections, each with a counterexample satisfying the paper's hypotheses, are declared on the items:

  • Lemma 4.2 and Lemma 4.3 use ℓn(ax1)\ell_n(ax_1)ℓn​(ax1​) and f1(ax1)f_1(ax_1)f1​(ax1​), and the bound xn≤1/(4a)x_n\le1/(4a)xn​≤1/(4a) is non-strict;
  • Lemma 6.2's first upper bound is 1−r pj−1i1-r\,p^i_{j-1}1−rpj−1i​;
  • Lemmas 10.1 and 10.4 are stated for the decay chain of Corollary 4.6 (Lemma 10.4 for every β∈[0,1]\beta\in[0,1]β∈[0,1], which keeps §10's range (0,1](0,1](0,1]), and Lemma 10.1's constant is 1+2/γ1+2/\gamma1+2/γ.

Theorem 4.4 is false as stated and is not an item; Corollary 4.6, which the proof of Theorem 2.2 cites, replaces it. Displays (5)–(10), Proposition 2.3, Theorem 2.4 and Corollaries 2.5–2.7, 4.5, 4.7 and 5.2 are out of scope.

A complete development needs:

  • a law of large numbers for non-homogeneous Bernoulli Markov chains;
  • the finite-law calculus for rmrgProb: marginals, independence of rows, the row-to-chain identification;
  • Caro–Wei/Turán-type lower bounds on SimpleGraph.indepNum, which Mathlib does not yet have.

The last two are reusable beyond this mission. Contributions to any milestone are welcome, as are alternative proofs of Theorem 2.2 that avoid the printed stochastic-dominance step.

Selected references

  • A. Gupte, Y. Zhu, Large independent sets in recursive Markov random graphs, arXiv:2207.04514v4, 2024; Mathematics of Operations Research, 2025. https://arxiv.org/abs/2207.04514
  • Y. Caro, P. Hansen, D. Sopena (CHS03 in the paper), cited for Lemma 5.1, Theorems 10 and 11; see the paper's bibliography.
  • G. R. Grimmett, C. J. H. McDiarmid, On colouring random graphs, Mathematical Proceedings of the Cambridge Philosophical Society 77, 1975. https://doi.org/10.1017/S0305004100051124
  • A. M. Frieze, On the independence number of random graphs, Discrete Mathematics 81, 1990. https://doi.org/10.1016/0012-365X(90)90149-C
  • O. Frank, D. Strauss, Markov graphs, Journal of the American Statistical Association 81, 1986. https://doi.org/10.1080/01621459.1986.10478342
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Operations ResearchOptimization·Captain: mikedeng1

Value Loss in Allocation Systems with Provider Guarantees: Under Pareto-Efficient Provider Guarantees the Relative Value Loss Is at Most max{δ, (n−1)/(n+(1−δ)(n−1))}Research Paper

Why restricting allocations costs value

Centralized platforms that assign work to independent service providers, such as ride-hailing and freelance marketplaces, sales organisations distributing leads, and firms sourcing from several suppliers, are often asked to give their providers guarantees: a minimum income, a max-min fair share of the work, or another fairness criterion. A guarantee shrinks the set of allocations the system may use, so it can lower the total value the system generates. The question is how much value can be lost.

Many settings of this kind have no bound at all on the price of fairness or the price of anarchy (Bertsimas, Farias and Trichakis 2011; Koutsoupias and Papadimitriou 2009). Gur, Iancu and Warnes (SSRN 3351509, published in Management Science in 2020) identify a broad class of job-allocation systems and guarantees for which the relative loss is bounded by a quantity that depends only on the number of providers and on how different they are. This mission formalizes that bound, Theorem 1 of the paper, and the steps of its proof.

Setting

A job ddd in a finite set DDD has an intrinsic value v(d)∈Rv(d) \in \mathbb Rv(d)∈R. Values may be negative. A set of jobs S⊆DS \subseteq DS⊆D has value v(S)=∑d∈Sv(d)v(S) = \sum_{d \in S} v(d)v(S)=∑d∈S​v(d). There are nnn providers N={1,…,n}N = \{1, \dots, n\}N={1,…,n}. An allocation is a tuple A=(A1,…,An)A = (A_1, \dots, A_n)A=(A1​,…,An​) of subsets of DDD, where AiA_iAi​ is the set of jobs given to provider iii. Provider iii turns its jobs into value γiv(Ai)\gamma_i v(A_i)γi​v(Ai​). The heterogeneity profile γ\gammaγ lies in [γmin⁡,γmax⁡]n[\gamma_{\min}, \gamma_{\max}]^n[γmin​,γmax​]n with 0<γmin⁡≤γmax⁡0 < \gamma_{\min} \le \gamma_{\max}0<γmin​≤γmax​, and the degree of heterogeneity is

δ=γmax⁡−γmin⁡γmax⁡∈[0,1).\delta = \frac{\gamma_{\max} - \gamma_{\min}}{\gamma_{\max}} \in [0, 1).δ=γmax​γmax​−γmin​​∈[0,1).

The feasible allocations form a set F\mathcal FF that satisfies Assumption 1:

  • (i) indivisibility: bundles are pairwise disjoint;
  • (ii) symmetry: permuting the bundles among the providers keeps an allocation feasible;
  • (iii) monotonicity: any one provider's bundle may be shrunk;
  • (iv) provider independence: if A,B∈FA, B \in \mathcal FA,B∈F and AiA_iAi​ meets no BjB_jBj​ with j≠ij \ne ij=i, then replacing BiB_iBi​ by AiA_iAi​ in BBB is feasible.

The allocations with guarantees form a non-empty subset FG⊆F\mathcal F_G \subseteq \mathcal FFG​⊆F that satisfies Assumption 2 (Pareto efficiency): if B∈FGB \in \mathcal F_GB∈FG​, A∈FA \in \mathcal FA∈F and v(Ai)≥v(Bi)v(A_i) \ge v(B_i)v(Ai​)≥v(Bi​) for every iii, then A∈FGA \in \mathcal F_GA∈FG​. Income guarantees under monotone payments, max-min fairness and α-fairness are of this kind (§2.3 of the paper). The value loss under provider guarantees is

Lγ(F,FG)=max⁡A∈F∑i=1nγiv(Ai)−max⁡B∈FG∑i=1nγiv(Bi)max⁡A∈F∑i=1nγiv(Ai).(1)\mathbf L_\gamma(\mathcal F, \mathcal F_G) = \frac{\max_{A \in \mathcal F} \sum_{i=1}^n \gamma_i v(A_i) - \max_{B \in \mathcal F_G} \sum_{i=1}^n \gamma_i v(B_i)}{\max_{A \in \mathcal F} \sum_{i=1}^n \gamma_i v(A_i)}. \qquad (1)Lγ​(F,FG​)=maxA∈F​∑i=1n​γi​v(Ai​)maxA∈F​∑i=1n​γi​v(Ai​)−maxB∈FG​​∑i=1n​γi​v(Bi​)​.(1)

Formalization targets

Goal: Theorem 1 (p. 16)

For every γ∈[γmin⁡,γmax⁡]n\gamma \in [\gamma_{\min}, \gamma_{\max}]^nγ∈[γmin​,γmax​]n and all F\mathcal FF, FG\mathcal F_GFG​ satisfying Assumptions 1 and 2,

Lγ(F,FG)≤max⁡{δ,n−1n+(1−δ)(n−1)}.(5)\mathbf L_\gamma(\mathcal F, \mathcal F_G) \le \max\left\{\delta, \frac{n-1}{n + (1-\delta)(n-1)}\right\}. \qquad (5)Lγ​(F,FG​)≤max{δ,n+(1−δ)(n−1)n−1​}.(5)

The statement fixes nothing beyond the paper's model: every finite job set, every real-valued vvv, every number of providers and every profile in the box.

Milestones

These are the steps of the proof in Appendix A, in attack order:

  1. Lemma 1 (p. 35): for optimal A∈F∗A \in \mathcal F^*A∈F∗ and B∈FG∗B \in \mathcal F_G^*B∈FG∗​, v(Ai∖(B1∪⋯∪Bn))≤v(Bj∖Ai)v(A_i \setminus (B_1 \cup \dots \cup B_n)) \le v(B_j \setminus A_i)v(Ai​∖(B1​∪⋯∪Bn​))≤v(Bj​∖Ai​) for all i,ji, ji,j.
  2. The reduction (pp. 36–37): with xi=v(Ai∖∪kBk)x_i = v(A_i \setminus \cup_k B_k)xi​=v(Ai​∖∪k​Bk​), yi=v(Bi∖∪kAk)y_i = v(B_i \setminus \cup_k A_k)yi​=v(Bi​∖∪k​Ak​) and wij=v(Ai∩Bj)w_{ij} = v(A_i \cap B_j)wij​=v(Ai​∩Bj​), the inequalities (11) hold, these numbers are non-negative, and the loss equals the linear-fractional expression (12).
  3. The LP bound (pp. 37–38): the loss is at most the optimal value V(γ)V(\gamma)V(γ) of the linear program (14).
  4. Well-posedness (p. 38): (14) is feasible, its objective is at most 111, and V(γ)∈[0,1]V(\gamma) \in [0, 1]V(γ)∈[0,1].
  5. Strong duality (p. 38): V(γ)V(\gamma)V(γ) equals the optimal value f(γ)f(\gamma)f(γ) of the dual program (15)/(16), and both programs attain their values.
  6. Quasiconvexity (pp. 38–39): fff is quasiconvex on [γmin⁡,γmax⁡]n[\gamma_{\min}, \gamma_{\max}]^n[γmin​,γmax​]n, with values in [0,1][0, 1][0,1].
  7. Vertex reduction (p. 39): a function quasiconvex on a box is dominated at every point by its value at some vertex.
  8. Lemma 2 (p. 39, corrected): at the vertex with n0n_0n0​ entries γmax⁡\gamma_{\max}γmax​, the value of (14) is max⁡{δ,n−1n+n0+(1−δ)(n−n0)−1}\max\{\delta, \frac{n-1}{n + n_0 + (1-\delta)(n-n_0) - 1}\}max{δ,n+n0​+(1−δ)(n−n0​)−1n−1​}. This holds when n0<nn_0 < nn0​<n, or when δ≤n−12n−1\delta \le \frac{n-1}{2n-1}δ≤2n−1n−1​.
  9. Monotonicity in n0n_0n0​ (p. 39): this value is non-increasing in n0n_0n0​, and at n0=1n_0 = 1n0​=1 it equals the bound (5).

Significance

The result. With homogeneous providers (δ=0\delta = 0δ=0) any Pareto-efficient guarantee costs less than half of the optimal value, since n−12n−1<12\frac{n-1}{2n-1} < \frac122n−1n−1​<21​. For every fixed δ\deltaδ the loss stays below 12−δ\frac{1}{2-\delta}2−δ1​. A system designer may therefore choose among income guarantees, max-min fairness and similar rules knowing that none of them can destroy more than a fixed fraction of value. Theorem 2 of the paper shows that the bound is tight. Theorem 1 is the paper's main result.

Formalizing it. The result is proved in the paper; nothing in this mission is open mathematically. The work is the formal proof. On the way it produces reusable pieces:

  • an axiomatic model of allocations with guarantees;
  • an explicit linear program with its dual and their duality;
  • the quasiconvexity of an LP value as a function of its coefficients;
  • the vertex principle for quasiconvex functions on a box, which Mathlib does not have.

Two printed gaps get settled:

  • Lemma 2 as printed is false at n0=nn_0 = nn0​=n when δ>n−12n−1\delta > \frac{n-1}{2n-1}δ>2n−1n−1​. The mission states it with the minimal correction.
  • The proof's use of relabelling and rescaling of γ\gammaγ is left implicit on the page.

Difficulty

The obvious attempt is to compare an optimal unrestricted allocation with an optimal guaranteed one job by job. This gives no bound, because F\mathcal FF and FG\mathcal F_GFG​ are arbitrary sets subject only to the axioms: there is no explicit allocation rule to compare against. The paper's route has several steps that each need care.

  • Exchange argument. Lemma 1 combines symmetry, monotonicity, provider independence and Pareto efficiency in one exchange.
  • Non-negativity. The reduction to (13) needs x,y,w≥0x, y, w \ge 0x,y,w≥0 although vvv may be negative. This holds only for optimal allocations, and the page does not say so.
  • Rescaling. Passing from the fractional program (13) to the linear program (14) is a homogeneity argument.
  • Duality and quasiconvexity. The value of the dual must be shown quasiconvex in the coefficients γ\gammaγ, through partial minimization of a jointly quasiconvex function.
  • Vertices. Lemma 2 needs explicit primal and dual certificates in two regimes (δ\deltaδ above or below the second term). The worst vertex must then be identified, using that the LP is invariant under permuting providers and under scaling γ\gammaγ.

Formalization scope

Everything lives in the namespace ProviderGuarantee.Bound. The definitions are in the single file ProviderGuarantee.Bound.Model:

  • Jobs and allocations. DDD is a Fintype, and v:D→Rv : D \to \mathbb Rv:D→R carries no sign condition. An allocation is a function Fin n → Finset D, so provider iii of the paper is the index i−1i - 1i−1.
  • The assumptions. Assumption 1 is stated clause by clause. Symmetry permutes bundles (fun i => A (σ i)), and monotonicity and provider independence use Function.update. Assumption 2 includes FG⊆F\mathcal F_G \subseteq \mathcal FFG​⊆F.
  • Maxima. A maximum over a set of allocations is a real sSup. Every set of allocations is finite, so this is a true maximum on non-empty sets, and FG≠∅\mathcal F_G \ne \emptysetFG​=∅ is a hypothesis of the goal.
  • The loss. It uses Lean's division: when max⁡F=0\max_{\mathcal F} = 0maxF​=0 the page's ratio is 0/00/00/0 and Lean's value is 000. No hypothesis max⁡F>0\max_{\mathcal F} > 0maxF​>0 is added.
  • The linear programs. The value of (14) is a real sSup and the dual value fff is a real sInf over (15). (15) is (16) with sss explicit. The milestones state feasibility, boundedness and attainment, so neither value is a default.

The goal is about the value loss of the allocation model over all admissible γ\gammaγ, F\mathcal FF and FG\mathcal F_GFG​. A formalization stating Theorem 1 about the LP value, at a single vertex, at n0=1n_0 = 1n0​=1, with v≥0v \ge 0v≥0, or with a weakened Assumption 1 or 2 would prove a different and easier statement, and is ruled out.

A complete development needs:

  • finite-set bookkeeping (disjoint unions and sums over Finset.biUnion);
  • LP duality for this program, for which the platform's general-form strong duality (LinearOptimization.lp_strong_duality) is a possible tool;
  • quasiconvexity of linear-fractional maps and of partial minima;
  • the box vertex principle;
  • the algebra of the two certificate families of Lemma 2.

Contributions are welcome for any milestone, and for the invariance of (14) under permutation and positive scaling of γ\gammaγ, which the goal's proof needs and the paper uses tacitly.

Selected references

  • Y. Gur, D. Iancu, X. Warnes, Value Loss in Allocation Systems with Provider Guarantees, SSRN 3351509 (version of March 24, 2020); Management Science, 2020. https://ssrn.com/abstract=3351509, https://doi.org/10.1287/mnsc.2020.3656
  • D. Bertsimas, V. F. Farias, N. Trichakis, The Price of Fairness, Operations Research 59(1), 2011. https://doi.org/10.1287/opre.1100.0865
  • E. Koutsoupias, C. Papadimitriou, Worst-case equilibria, Computer Science Review 3(2), 2009. https://doi.org/10.1016/j.cosrev.2009.04.003
  • D. P. Bertsekas, A. Nedić, A. E. Ozdaglar, Convex Analysis and Optimization, Athena Scientific, 2003.
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