Discrete Convex Analysis XVI: Substitutes and Complements in Network FlowsTextbook
Motivation
In economics, a pair of goods are substitutes if raising the price of one increases demand for the other, and complements if it decreases it; formally, a utility or value function is submodular in the substitutes case and supermodular in the complements case. A natural question is which of these two regimes a given optimization problem's value function falls into, and whether the answer depends on the underlying combinatorial structure of the problem rather than being a coincidence of the particular numbers involved. Murota's Discrete Convex Analysis (SIAM, 2003) answers this question for the maximum-weight circulation problem in a directed network: the value function is submodular in some coordinates and supermodular in others, purely as a consequence of a graph-theoretic distinction — whether the arcs involved are parallel or series — and this chapter shows the distinction is explained precisely by the dual pair of discrete convexity notions (L-natural-convexity and M-natural-convexity) developed elsewhere in the book. This mission also completes the quadratic-forms thread the previous mission in this series (Discrete Convex Analysis XV) began, by formalizing its natural generalization to functions that may take the value .
Setting
Let be a directed graph with vertex set and arc set ; write , for the initial and terminal vertex of arc . For a flow , its boundary is , the net flow leaving . Given a capacity , is a feasible circulation for if for every arc and for every vertex. For a weight , is the maximum-weight circulation value, and is optimal for (with capacity ) if it is feasible and attains this maximum. A simple cycle is an alternating sequence of pairwise distinct vertices and arcs with (indices mod ) and . Two arcs are parallel if every simple cycle containing both of them orients them oppositely, and series if every such cycle orients them the same way; a set of arcs is parallel (series) if its arcs are pairwise parallel (series). A circuit is a -valued with whose support forms a simple cycle. For , , . A function is submodular if , supermodular with the reverse inequality, and has translation submodularity (is L-natural-convex) if the stronger inequality holds for every . A function has the M-natural exchange property (is M-natural-convex) if for there exist and with for ; a function is M-natural-concave or L-natural-concave if its negation is M-natural- or L-natural-convex.
Formalization targets
Goal (Theorem 2.23). For a parallel arc set and a series arc set,
where , denote 's dependence on the coordinates of , indexed by (resp. ) with the remaining coordinates held fixed. This is the mission's capstone: it upgrades the plain submodularity/supermodularity split of Theorem 2.22 to the sharper pair of combinatorial convexity classes that explains it.
Supporting milestones. Proposition 2.21 (the classical fact that is convex in and concave in , with no combinatorial content — the baseline against which Theorem 2.23's sharper claim is measured); Theorem 2.16 (the general, possibly--valued extension of the quadratic-form conjugacy from Discrete Convex Analysis XV's Theorem 2.11, to functions restricted to a linear subspace); Theorem 2.22 (plain submodularity/supermodularity of in and , the result Theorem 2.23 strengthens); and Propositions 2.24–2.28 (the graph-theoretic lemmas — sparse intersection of a circuit's support with a parallel or series arc set, merging two circuits along a series set, and three existence statements for optimality-preserving perturbations — that the book's own proof of Theorem 2.23 is built from).
Significance
Theorem 2.23 gives a structural explanation, rather than a case-by-case verification, for a phenomenon well known in network flow theory: that convexity/concavity and submodularity/supermodularity are independent properties, appearing in all four combinations depending on which side of the problem (weights or capacities) and which graph-theoretic role (parallel or series) is varied. Without it, (2.55)'s four combinations would be four separate facts with no common cause; with it, they are corollaries of two applications of a single pair of dual discrete-convexity notions, the same notions the book uses throughout to unify matroid theory, submodular optimization, and convex analysis. Formalizing this mission produces, so far as a platform search shows, the first Lean statement of a combinatorial-convexity classification result for a network optimization value function, together with the graph-theoretic vocabulary (simple cycles, parallel/series arcs, circuits) needed to state it — infrastructure with no prior formalized counterpart on the platform that a later mission on network flows or matroid union could reuse.
Difficulty
The naive approach to Theorem 2.23 tries to verify translation submodularity or the exchange property directly from the linear-programming definition of as a maximum over a polytope, treating as an abstract convex-piecewise-linear function; this loses the graph structure entirely and gives at best the plain submodularity of Theorem 2.22, not the sharper L-natural/M-natural classification, because submodularity alone does not distinguish a combinatorially meaningful discrete convexity from an arbitrary submodular function. The book's actual route instead works with explicit optimal circulations for the two perturbed weight vectors and reconstructs a feasible pair achieving the target inequality by rerouting flow along a circuit — and the existence of a usable circuit (one that touches the perturbed arcs in a way compatible with the parallel or series structure) is exactly what Propositions 2.24–2.28 supply via the conformal decomposition of a difference of two circulations into elementary circuits. This is why those five propositions, although individually narrow existence lemmas, are included as milestones: they are the load-bearing combinatorial content the naive convex-analytic argument cannot reach.
Formalization scope
The graph is {V A : Type*} with src dst : A → V rather than a bundled structure, matching
the book's own notation directly. is a real sSup over feasible
circulations' weights (existence of a maximizer is not asserted, since no proof is attempted this
pass); IsOptimalCirc is a separate, directly-stated primitive for " is optimal for ",
matching the book's own working vocabulary in the propositions that need it. A simple cycle is
formalized as an injective cyclically-indexed vertex sequence together with a matching arc
sequence, exactly as the book's own footnote defines it; parallel and series arcs are defined by
quantifying over every such representation of every simple cycle containing the two arcs, which
is checked to be independent of which of a cycle's two traversal directions or starting vertex is
chosen. Viewing as a function of alone extends a partial vector by a fixed background
vector on the complement of , the same partial-application device the book uses informally.
M-natural- and L-natural-concavity are recorded as the corresponding convexity property of the
negated function, the standard convention. The formalization does not trivialize: parallel and
series arc sets are genuine graph-theoretic hypotheses (not, e.g., specialized to or a
graph with no simple cycles, which would make the parallel/series distinction vacuous), and
Theorem 2.23's four conclusions are stated with the same combinatorial-convexity predicates
(TranslationSubmodular, MNatExchangeR) used for the book's sharpest discrete convexity
classes, not weakened to plain submodularity/supermodularity. Theorem 2.16 additionally needs
Set (V → ℝ)-valued subspaces K, H (following the book's own set-builder notation for ker M
and X⊥ rather than bundling them as Mathlib Submodules) and a WithTop ℝ-valued Legendre-
Fenchel conjugate. Infrastructure needed beyond Mathlib: all graph, circulation, and
combinatorial-convexity vocabulary is defined fresh in DiscreteConvex.CombinatorialC; a
contribution proving any of the five graph-theoretic lemmas (Propositions 2.24–2.28) or the
convex/concave halves of Proposition 2.21 independently would be a natural entry point.
Selected references
- K. Murota, Discrete Convex Analysis, SIAM, 2003, DOI 10.1137/1.9780898718508, Chapter 2.
- K. Murota, A. Shioura, "Conjugacy relationship between M-convex and L-convex functions in continuous variables," Mathematical Programming 101 (2004), 415–433.
- R. T. Rockafellar, Network Flows and Monotropic Optimization, Wiley, 1984.