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Combinatorics

630 missions · 354 completed

The mathematics of finite and discrete structures — counting the arrangements of a set, deciding when a configuration meeting prescribed constraints can exist, and characterizing the patterns such structures are forced to contain. It encompasses enumerative and extremal combinatorics, graph theory, design theory, and additive combinatorics, with deep ties to algebra, probability, and computer science.

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Operations ResearchOptimization·Captain: mikedeng1

Optimal Two- and Three-Stage Production Schedules with Setup Times Included 1: Johnson's Rule Minimizes the Total Elapsed Time on Two MachinesResearch Paper

Motivation

A two-machine flow shop is the simplest multi-stage production system: every job visits machine 1 and then machine 2, each machine works on one job at a time, and the goal is to finish all jobs as early as possible. S. M. Johnson's 1954 paper (Naval Research Logistics Quarterly 1(1):61–68, doi:10.1002/nav.3800010110) answered this question, posed by R. Bellman, with an exact rule, now called Johnson's rule. It is one of the first exact results in machine scheduling. In the three-field notation of Graham, Lawler, Lenstra and Rinnooy Kan (1979) the problem is written F2 ∥ Cmax⁡F2\,\|\,C_{\max}F2∥Cmax​. The rule is the standard polynomial case against which the NP-hardness of the three-machine flow shop (Garey, Johnson and Sethi 1976) is contrasted, and it is still used inside heuristics for larger shops.

Timeline:

  • 1954. Johnson proves the two-machine rule and a three-machine special case (the latter is the second mission of this series).
  • 1976. Garey, Johnson and Sethi prove that the three-machine flow shop is NP-hard in the strong sense, so the two-machine case marks the boundary of tractability.

Setting

There are nnn items i=1,…,ni = 1, \dots, ni=1,…,n. Item iii needs Ai>0A_i > 0Ai​>0 units of time on machine 1 and then Bi>0B_i > 0Bi​>0 units on machine 2. Each time is setup time plus work time, and the times are otherwise arbitrary. A schedule assigns start times si1s^1_isi1​ and si2s^2_isi2​. It is feasible when all start times are nonnegative, the intervals [si1,si1+Ai][s^1_i, s^1_i + A_i][si1​,si1​+Ai​] of distinct items do not overlap on machine 1, the intervals [si2,si2+Bi][s^2_i, s^2_i + B_i][si2​,si2​+Bi​] do not overlap on machine 2, and si1+Ai≤si2s^1_i + A_i \le s^2_isi1​+Ai​≤si2​ for every item. The total elapsed time T(s)=max⁡i(si2+Bi)T(s) = \max_i (s^2_i + B_i)T(s)=maxi​(si2​+Bi​) is the time at which the last item leaves machine 2.

An order is a permutation σ\sigmaσ, where σ(k)\sigma(k)σ(k) is the item in position kkk. The as-soon-as-possible schedule aσa_\sigmaaσ​ of an order processes the items in the order σ\sigmaσ on both machines, with no delay on machine 1. Each item starts on machine 2 as soon as it has left machine 1 and machine 2 is free.

Relation (II). Item iii is definitely preferred to item jjj when

min⁡(Ai,Bj)<min⁡(Aj,Bi),\min(A_i, B_j) < \min(A_j, B_i),min(Ai​,Bj​)<min(Aj​,Bi​),

and the two items are indifferent when equality holds. An order is consistent with all the definite preferences when no item is definitely preferred to an item placed earlier.

For an order σ\sigmaσ the paper uses the quantities

Ku=∑l≤uAσ(l)−∑l<uBσ(l),F(σ)=max⁡uKu.K_u = \sum_{l \le u} A_{\sigma(l)} - \sum_{l < u} B_{\sigma(l)}, \qquad F(\sigma) = \max_u K_u .Ku​=l≤u∑​Aσ(l)​−l<u∑​Bσ(l)​,F(σ)=umax​Ku​.

Formalization targets

Goal: Theorem 1 (p. 63)

For positive A,BA, BA,B:

∃ σ consistent with (II),and∀ σ consistent with (II), ∀ s feasible:aσ is feasible and T(aσ)≤T(s).\exists\, \sigma \text{ consistent with (II)}, \qquad\text{and}\qquad \forall\, \sigma \text{ consistent with (II)},\ \forall\, s \text{ feasible}:\quad a_\sigma \text{ is feasible and } T(a_\sigma) \le T(s).∃σ consistent with (II),and∀σ consistent with (II), ∀s feasible:aσ​ is feasible and T(aσ​)≤T(s).

The comparison is against every feasible schedule, including those whose two machines follow different orders.

Milestones

  1. Lemma 1 (p. 61). Every feasible schedule can be replaced, at no greater total elapsed time, by a feasible schedule that follows one common order on both machines.
  2. As soon as possible (p. 62). For a fixed common order, aσa_\sigmaaσ​ is feasible and minimizes TTT among the feasible schedules that follow σ\sigmaσ.
  3. Closed form (p. 62). T(aσ)=∑iBi+F(σ)T(a_\sigma) = \sum_i B_i + F(\sigma)T(aσ​)=∑i​Bi​+F(σ), i.e. the total idle time of machine 2 is max⁡uKu\max_u K_umaxu​Ku​.
  4. Adjacent interchange (p. 63). Interchanging the items in positions j,j+1j, j+1j,j+1 leaves every other KuK_uKu​ unchanged. Moreover, max⁡(Kj,Kj+1)<max⁡(Kj′,Kj+1′)\max(K_j, K_{j+1}) < \max(K'_j, K'_{j+1})max(Kj​,Kj+1​)<max(Kj′​,Kj+1′​) holds if and only if (II) holds for the pair.
  5. Interchanges do not increase FFF (p. 63). If the pair in positions j,j+1j, j+1j,j+1 satisfies (II) non-strictly, then F(σ)≤F(σ′)F(\sigma) \le F(\sigma')F(σ)≤F(σ′).
  6. Lemma 2 (p. 64). Relation (II) is transitive, except when the middle item is indifferent to both others.
  7. Worked example (p. 65). For A=(4,4,30,6,2)A = (4,4,30,6,2)A=(4,4,30,6,2) and B=(5,1,4,30,3)B = (5,1,4,30,3)B=(5,1,4,30,3), the order (5,1,4,3,2)(5,1,4,3,2)(5,1,4,3,2) takes 47 units with 4 units of idle time. The reversed order takes 78 units, and every order takes between 47 and 78 units.

Significance

The theorem reduces an optimization over a continuum of start-time vectors, and over n!n!n! orders, to sorting with respect to a pairwise relation. The paper's working rule computes an optimal order in O(nlog⁡n)O(n \log n)O(nlogn) time. The two-machine rule is the building block of Johnson's three-machine result, of the Campbell–Dudek–Smith heuristic for mmm machines, and of lower bounds in branch-and-bound methods for flow shops. The closed form T(aσ)=∑iBi+max⁡uKuT(a_\sigma) = \sum_i B_i + \max_u K_uT(aσ​)=∑i​Bi​+maxu​Ku​ reappears across flow-shop theory as a longest-path formula.

The result is classical and proved. This mission contributes a machine-checked proof in Lean 4 against Mathlib. As far as a search of the platform shows, no formal statement of the flow-shop model or of Johnson's rule exists there. The mission also fixes a reusable Lean model of a two-machine schedule: start times, feasibility, total elapsed time and the as-soon-as-possible schedule of an order.

Difficulty

The paper's argument leaves two steps informal, and a formal proof must supply both. First, Lemma 1 is justified by a picture and the phrase "successive interchanges". The page does not show that each interchange keeps the schedule feasible and does not delay the last completion on machine 2, and this is where most of the modelling work sits. Second, relation (II) is not a strict weak order when there are ties, so the obvious sorting argument fails. Consistency on adjacent pairs does not imply optimality: the items (A,B)=(5,2),(1,1),(2,5)(A, B) = (5,2), (1,1), (2,5)(A,B)=(5,2),(1,1),(2,5), in that order, satisfy (II) non-strictly on both adjacent pairs, yet take 13 units against an optimum of 10. Lemma 2's exception is exactly this case.

Formalization scope

Items are Fin n (0-based) and times are real numbers. Positivity Ai>0A_i > 0Ai​>0, Bi>0B_i > 0Bi​>0 is a hypothesis of the goal and of Lemma 1, the as-soon-as-possible step and the closed form, as on p. 61. Lemma 2 and the interchange statements are pure min/sum algebra and carry no positivity. An order is σ : Equiv.Perm (Fin n) with σ k the item in position k. Interchanging positions j,j+1j, j+1j,j+1 is σ * Equiv.swap j (j+1). The total elapsed time is Finset.univ.fold max 0 of the machine-2 completion times, so it is 000 when n=0n = 0n=0. KuK_uKu​ is indexed by 0-based positions (Lean's KuK_uKu​ is the paper's Ku+1K_{u+1}Ku+1​), and FFF requires n≥1n \ge 1n≥1.

Conventions made explicit or corrected:

  • "Consistent with all the definite preferences" is imposed on all pairs of positions k<lk < lk<l as the non-strict inequality min⁡(Aσ(k),Bσ(l))≤min⁡(Aσ(l),Bσ(k))\min(A_{\sigma(k)}, B_{\sigma(l)}) \le \min(A_{\sigma(l)}, B_{\sigma(k)})min(Aσ(k)​,Bσ(l)​)≤min(Aσ(l)​,Bσ(k)​). The goal also asserts that such an order exists, so its main clause is not vacuous.
  • The display of Ku′K'_uKu′​ on p. 63 prints the upper limit uuu on the B′B'B′-sum. The definition of KuK_uKu​ on p. 62 and the reduction of (I) to (II) require u−1u-1u−1, and the formalization uses u−1u-1u−1.
  • Lemma 2 keeps the page's exception (item 2 indifferent to both items); without it the statement is false.

Measuring the objective by F(σ)F(\sigma)F(σ), or comparing only against schedules that follow one common order, would drop Lemma 1 and change the theorem. The goal compares against every feasible start-time schedule. The working rule of p. 64 (a procedure) is not formalized.

Proofs of any milestone are welcome, as are further lemmas about the as-soon-as-possible schedule and a formalization of the working rule. The schedule definitions are the basis for the three-machine mission of this series.

Selected references

  • S. M. Johnson, Optimal two- and three-stage production schedules with setup times included, Naval Research Logistics Quarterly 1(1):61–68, 1954. doi:10.1002/nav.3800010110
  • M. R. Garey, D. S. Johnson, R. Sethi, The complexity of flowshop and jobshop scheduling, Mathematics of Operations Research 1(2):117–129, 1976. doi:10.1287/moor.1.2.117
  • R. L. Graham, E. L. Lawler, J. K. Lenstra, A. H. G. Rinnooy Kan, Optimization and approximation in deterministic sequencing and scheduling: a survey, Annals of Discrete Mathematics 5:287–326, 1979. doi:10.1016/S0167-5060(08)70356-X
  • H. G. Campbell, R. A. Dudek, M. L. Smith, A heuristic algorithm for the n job, m machine sequencing problem, Management Science 16(10):B630–B637, 1970. doi:10.1287/mnsc.16.10.B630
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Operations ResearchOptimization·Captain: Shuze Chen

Discrete Convex Analysis XIII: Existence of Equilibrium with Indivisible GoodsTextbook

Motivation

Competitive-equilibrium theory for economies of divisible commodities — where consumption and production are real vectors — has rested on a rigorous mathematical foundation since around 1960, built from convexity, compactness, and fixed-point theorems (Debreu 1959; Arrow–Hahn 1971; McKenzie 2002). A large share of real markets, however, trade goods that cannot be split: houses, cars, aircraft, job assignments, radio spectrum licenses. For such economies, no comparably general existence theory existed before the framework this mission formalizes. Kelso and Crawford (1982) and Gul and Stacchetti (1999) had identified the gross substitutes property as the right condition on preferences for equilibrium to exist in labor-market and assignment models; Danilov, Koshevoy, and Murota (1998, 2001) showed that gross substitutes, and several other conditions proposed independently in the economics literature, all coincide with a single combinatorial notion from discrete convex analysis: M-natural-concavity. This mission formalizes the resulting existence theorem for economies with indivisible goods, together with the definitional results that pin down exactly what M-natural-concavity of a utility function means and how it connects to the classical demand-set language of general equilibrium theory.

Setting

Fix a finite set KKK of indivisible commodity types and a finite set HHH of consumers ("she"). A consumption bundle is an integer vector x∈ZKx \in \mathbb Z^Kx∈ZK, one coordinate per commodity. Consumer hhh's preferences over bundles, net of a perfectly divisible numeraire ("money"), are summarized by a utility function Uh:ZK→R∪{−∞}U_h : \mathbb Z^K \to \mathbb R \cup \{-\infty\}Uh​:ZK→R∪{−∞}, where −∞-\infty−∞ marks bundles outside her feasible range (her effective domain, dom⁡Uh={x:Uh(x)≠−∞}\operatorname{dom} U_h = \{x : U_h(x) \ne -\infty\}domUh​={x:Uh​(x)=−∞}). Given a price vector p∈RKp \in \mathbb R^Kp∈RK (one real price per commodity), consumer hhh chooses a bundle from her demand set

Dh(p)=arg⁡max⁡x∈ZK(Uh(x)−⟨p,x⟩),D_h(p) = \arg\max_{x \in \mathbb Z^K} \big(U_h(x) - \langle p, x\rangle\big),Dh​(p)=argx∈ZKmax​(Uh​(x)−⟨p,x⟩),

the bundles that maximize utility net of expenditure; the shorthand Uh[−p](x):=Uh(x)−⟨p,x⟩U_h[-p](x) := U_h(x) - \langle p,x\rangleUh​[−p](x):=Uh​(x)−⟨p,x⟩ is used throughout. For the notion this mission is built around, write χi∈ZK\chi_i \in \mathbb Z^Kχi​∈ZK for the iii-th unit vector, and for x,y∈ZKx, y \in \mathbb Z^Kx,y∈ZK let supp⁡+(x−y)={k:x(k)>y(k)}\operatorname{supp}^+(x-y) = \{k : x(k) > y(k)\}supp+(x−y)={k:x(k)>y(k)} and supp⁡−(x−y)={k:x(k)<y(k)}\operatorname{supp}^-(x-y) = \{k : x(k) < y(k)\}supp−(x−y)={k:x(k)<y(k)}. A function UUU with nonempty effective domain is M-natural-concave if it satisfies the exchange axiom: for x,y∈dom⁡Ux, y \in \operatorname{dom} Ux,y∈domU and i∈supp⁡+(x−y)i \in \operatorname{supp}^+(x-y)i∈supp+(x−y),

U(x)+U(y)≤max⁡(U(x−χi)+U(y+χi), max⁡j∈supp⁡−(x−y)[U(x−χi+χj)+U(y+χi−χj)]),U(x) + U(y) \le \max\Big(U(x-\chi_i)+U(y+\chi_i),\ \max_{j \in \operatorname{supp}^-(x-y)} \big[U(x-\chi_i+\chi_j) + U(y+\chi_i-\chi_j)\big]\Big),U(x)+U(y)≤max(U(x−χi​)+U(y+χi​), j∈supp−(x−y)max​[U(x−χi​+χj​)+U(y+χi​−χj​)]),

with the convention that a maximum over the empty set is −∞-\infty−∞. A producer lll from a finite set LLL is symmetric, described by a cost function Cl:ZK→R∪{+∞}C_l : \mathbb Z^K \to \mathbb R \cup \{+\infty\}Cl​:ZK→R∪{+∞} that is M-natural-convex — the mirror-image exchange axiom with min⁡\minmin in place of max⁡\maxmax and the inequality reversed — and a supply set Sl(p)=arg⁡max⁡y(⟨p,y⟩−Cl(y))S_l(p) = \arg\max_y(\langle p,y \rangle - C_l(y))Sl​(p)=argmaxy​(⟨p,y⟩−Cl​(y)). An equilibrium for a total initial endowment x∘∈ZKx^\circ \in \mathbb Z^Kx∘∈ZK is a tuple ((xh∣h∈H),(yl∣l∈L),p)((x_h \mid h \in H), (y_l \mid l \in L), p)((xh​∣h∈H),(yl​∣l∈L),p) with xh∈Dh(p)x_h \in D_h(p)xh​∈Dh​(p), yl∈Sl(p)y_l \in S_l(p)yl​∈Sl​(p), market clearing ∑hxh=x∘+∑lyl\sum_h x_h = x^\circ + \sum_l y_l∑h​xh​=x∘+∑l​yl​, and p≥0p \ge 0p≥0.

Formalization targets

Theorem 11.13 (goal).If every Uh is nondecreasing and M-natural-concave with bounded domain, an equilibrium exists for every x∘∈⋂hdom⁡Uh in the exchange economy (L=∅).\textbf{Theorem 11.13 (goal).}\quad \text{If every } U_h \text{ is nondecreasing and M-natural-concave with bounded domain, an equilibrium exists for every } x^\circ \in \bigcap_h \operatorname{dom} U_h \text{ in the exchange economy } (L = \emptyset).Theorem 11.13 (goal).If every Uh​ is nondecreasing and M-natural-concave with bounded domain, an equilibrium exists for every x∘∈h⋂​domUh​ in the exchange economy (L=∅).

This is the weakest form of the existence claim the mission proves in full — no producers, so no interaction between two different M-natural-convexity classes is needed — and is the natural target because it isolates exactly what M-natural-concavity buys on the consumer side alone. Two companion results sharpen the picture: Theorem 11.4 pins down M-natural-concavity through an equivalent single-step ascent property, and Theorem 11.7 restates it through the combinatorial structure (M-natural-convexity) of the demand sets themselves, connecting the definition to the gross-substitutes literature. Proposition 11.12 supplies the structural fact the existence proof turns on (the aggregate excess-cost function inherits M-natural-convexity and has a nonempty subdifferential), Theorem 11.14 extends existence to the general economy with producers by transporting an equilibrium down from a continuous relaxation, and Theorem 11.16 establishes that the set of all equilibrium prices is not merely nonempty but a lattice-structured polyhedron.

Significance

The result itself. Theorem 11.13 is a genuine existence theorem for a discrete general- equilibrium model — not an approximation or a relaxation of the continuous theory, but a free-standing result about the integer lattice. Its consequence set is also constructive by consequence: Theorem 11.16's lattice structure and section 11.5's reduction to submodular-flow computation (not part of this mission) together show that finding an extreme equilibrium price is a polynomial-time problem, not merely a nonempty-existence claim. Before this line of work, economists working with indivisible goods either restricted to special two-sided matching structures or worked with sufficient conditions (such as gross substitutes) whose relationship to each other and to any unifying combinatorial property was not understood; Fujishige–Yang (2003) and Murota–Tamura independently identified the M-natural-concavity connection cited here.

Formalizing it. All of the results in this mission are proved in the source text; nothing here is open. What formalization adds is a machine-checked confirmation that the demand/supply-set and equilibrium definitions, and the exchange-axiom characterization of M-natural-concavity, compose exactly as the informal statements claim — a nontrivial check, since the definitions involve several layers of arg-max/arg-min over integer lattices and price-shifted objectives that are easy to state slightly wrong (e.g. conflating arg⁡max⁡\arg\maxargmax and arg⁡min⁡\arg\minargmin, or omitting the extended index 000 in the single-improvement axiom).

Difficulty

The obvious approach to existence — relax the discrete problem to RK\mathbb R^KRK, apply a classical fixed-point argument, and round the resulting continuous equilibrium to the nearest integer point — fails outright, and the book devotes section 11.2 to a two-agent, two-good example that demonstrates this concretely: at certain initial endowments, every candidate integer allocation leaves an unclaimed unit of surplus, so no equilibrium price exists at all, even though the continuous relaxation of the same economy has one. The gap is a failure of convexity in the Minkowski sum D1(p)+D2(p)D_1(p) + D_2(p)D1​(p)+D2​(p): ordinary discrete demand sets can be "hole-free" individually and still sum to a set with a hole. M-natural-concavity is precisely the condition under which Minkowski sums of demand sets stay hole-free (a consequence of the parallel discrete-convex-set theory this book develops earlier), which is what makes the round-down argument valid after all — but only under this specific hypothesis, not under plain concavity or submodularity.

Formalization scope

Commodities and prices live on a general finite type KKK (Fintype, DecidableEq), not a fixed Fin n\mathrm{Fin}\ nFin n; consumers and producers are indexed by general finite types HHH, LLL, with the pure exchange economy realized as the special case L=PEmptyL = \mathrm{PEmpty}L=PEmpty. Utility values lie in WithBot ℝ (R∪{−∞}\mathbb R \cup \{-\infty\}R∪{−∞}) and cost values in WithTop ℝ (R∪{+∞}\mathbb R \cup \{+\infty\}R∪{+∞}), matching the book's asymmetric conventions for the two families exactly; no constant appears anywhere in this mission's statements (all hypotheses and conclusions are qualitative), so there is no explicit-constant obligation to record. The one hypothesis that must never be silently dropped is "nondecreasing" in Theorem 11.13: it is a real, separate condition from M-natural-concavity (more of a good is always weakly preferred), stated as its own conjunct rather than folded into the concavity predicate. A formalization that replaced M-natural-concavity with ordinary real-valued concavity, or dropped the boundedness hypothesis on the domains, would be a different — and for indivisible goods, false — statement; section 11.2's example is a concrete witness that discreteness together with a weaker structural hypothesis than M-natural-concavity is not enough. This mission's "M-natural-convex set" (used in Theorem 11.7) and "L-natural-convex polyhedron" (used in Theorem 11.16) are each formalized via one of the book's own stated equivalent characterizations (projection of an M-convex set on an extended ground set, and the (SBS-natural[R]) lattice-translation property respectively) rather than reintroduced as new primitives. Reusable beyond this mission: the general subdifferential SubdiffR and the EReal-valued concave/convex closure constructions apply to any discrete convex/concave function, not only to the aggregate cost function of this chapter. Contributions welcome on the sorry'd proofs, and on formalizing section 11.5's computational reduction to the M-convex submodular flow problem (deferred here — see HARD.md — pending chunk 12's flow vocabulary).

Selected references

  • Murota, K. Discrete Convex Analysis. SIAM, 2003. DOI: 10.1137/1.9780898718508. (Chapter 11.)
  • Kelso, A. S., Crawford, V. P. "Job Matching, Coalition Formation, and Gross Substitutes." Econometrica 50(6), 1982, 1483–1504.
  • Gul, F., Stacchetti, E. "Walrasian Equilibrium with Gross Substitutes." Journal of Economic Theory 87(1), 1999, 95–124.
  • Danilov, V., Koshevoy, G., Murota, K. "Discrete Convexity and Equilibria in Economies with Indivisible Goods and Money." Mathematical Social Sciences 41(3), 2001, 251–273.
  • Fujishige, S., Yang, Z. "A Note on Kelso and Crawford's Gross Substitutes Condition." Mathematics of Operations Research 28(3), 2003, 463–469.
  • Debreu, G. Theory of Value: An Axiomatic Analysis of Economic Equilibrium. Yale University Press, 1959.
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Operations ResearchOptimization·Captain: Shuze Chen

Discrete Convex Analysis XII: Steepest Descent for M-Convex Function MinimizationTextbook

Motivation

Chapters 6 through 9 characterized minimality for M-convex functions structurally (the M-optimality criterion, Theorem 6.26: a point is a global minimizer iff no local swap improves it) without saying how to find one. Chapter 10 turns that structural fact into an algorithm: the local characterization is the termination test of the simplest possible minimization procedure, steepest descent by coordinate swaps. This mission formalizes that algorithm and its two complexity bounds, plus a structural min-max identity for submodular base polyhedra that the chapter's heavier submodular-minimization algorithms build on. It is the first mission in this series whose goal names a method, not just a property of a class of functions — formalizing it faithfully means giving the algorithm itself a Lean representation that the complexity theorem then quantifies over, not just describing its output.

Setting

Let f:ZV→R∪{+∞}f : \mathbb Z^V \to \mathbb R \cup \{+\infty\}f:ZV→R∪{+∞} be an M-convex function (MExchangeAxiom, chunk 06), n=∣V∣n = |V|n=∣V∣. The steepest descent algorithm repeatedly replaces the current point xxx by x−χu+χvx - \chi_u + \chi_vx−χu​+χv​ for a pair u≠vu \ne vu=v minimizing f(x−χu+χv)f(x - \chi_u + \chi_v)f(x−χu​+χv​), stopping when no such swap improves on f(x)f(x)f(x) — at which point, by the M-optimality criterion, xxx is a global minimizer. This mission represents a run of the algorithm as a sequence x:N→ZVx : \mathbb N \to \mathbb Z^Vx:N→ZV satisfying these step and termination relations directly, so that "the number of iterations" is a genuine property of any such run, not an informal gloss. Separately, for a submodular set function ρ:2V→R\rho : 2^V \to \mathbb Rρ:2V→R (chunk 04's SubmodularSetFunction), the base polyhedron B(ρ)B(\rho)B(ρ) (chunk 04's BasePolyhedron) is the polytope {x∈RV:x(X)≤ρ(X) ∀X, x(V)=ρ(V)}\{x \in \mathbb R^V : x(X) \le \rho(X)\ \forall X,\ x(V) = \rho(V)\}{x∈RV:x(X)≤ρ(X) ∀X, x(V)=ρ(V)}.

Formalization targets

Goal: Proposition 10.2 (iteration bound with tie-breaking)

For an M-convex function fff with finite ℓ1\ell^1ℓ1-diameter K1=max⁡{∥x−y∥1:x,y∈dom⁡f}K_1 = \max\{\|x-y\|_1 : x,y \in \operatorname{dom} f\}K1​=max{∥x−y∥1​:x,y∈domf} (Eq. (10.1)), the number of iterations in the steepest descent algorithm using the tie-breaking rule (10.2) — a fixed lexicographic rule for choosing among tied steepest pairs, based on an arbitrary but fixed ordering φ\varphiφ of VVV — is bounded by K1/2K_1/2K1​/2.

Milestones: Proposition 10.1, Proposition 10.8

Proposition 10.1: an unconditional warm-up — if fff has a unique minimizer x∗x^*x∗, any run of the plain (untied) algorithm from x0x^0x0 terminates within ∥x0−x∗∥1/2\|x^0 - x^*\|_1/2∥x0−x∗∥1​/2 iterations, with no tie-breaking rule needed. Proposition 10.8: a structural min-max identity, max⁡{x−(V):x∈B(ρ)}=min⁡{ρ(X):X⊆V}\max\{x^-(V) : x \in B(\rho)\} = \min\{\rho(X) : X \subseteq V\}max{x−(V):x∈B(ρ)}=min{ρ(X):X⊆V}, for a submodular set function ρ\rhoρ — chosen deliberately as a milestone that names no algorithm at all, in contrast to this mission's other two items.

Significance

The result itself. Proposition 10.2 is the complexity backbone of §10.1: it is what turns "steepest descent terminates" (an easy monotonicity observation) into a genuine polynomial bound, and it is the base case the chapter's more elaborate scaling and domain-reduction algorithms (not drafted here) improve on. Proposition 10.8, though algorithm-free, is the structural fact ("verifying membership in B(ρ)B(\rho)B(ρ) seems to need a submodular minimization procedure — but demonstrating optimality of a cut XXX only needs a base with x−(V)=ρ(X)x^-(V) = \rho(X)x−(V)=ρ(X)") that makes Schrijver's and the IFF algorithms' correctness proofs possible, and specializes chunk 04's Edmonds's intersection theorem to the two-function case ρ1=ρ,ρ2=0\rho_1 = \rho, \rho_2 = 0ρ1​=ρ,ρ2​=0.

Formalizing it. A prior-art search (q=steepest descent, q=submodular minimization, q=base polyhedron) found no existing platform items for any of this chapter's results. This mission gives the first formal statement of an M-convex minimization algorithm's complexity, and directly reuses chunk 06's MExchangeAxiom/ArgMin/CharVec/DomZ and chunk 04's SubmodularSetFunction/BasePolyhedron — genuine cross-chunk substrate reuse spanning two different chapters' worth of prior missions.

Difficulty

The chapter's own framing (quoted in BRIEF.md) is that every other chapter's theorems state a property of a class of functions or sets, while this chapter's theorems state properties of a named algorithm run on such an object. Formalizing "the number of iterations in the steepest descent algorithm is bounded by ..." faithfully means giving the algorithm's steps (S0-S3) and termination test a Lean representation that the bound then quantifies over — stating the bound about "the minimizer" alone, with the algorithm silently dropped, would misrepresent the theorem as a fact about minimizers rather than about a procedure that finds one. This mission represents a run of the algorithm as an abstract sequence satisfying the book's own step-transition relations (documented in full in MODERATION_NOTES.md), letting the complexity theorems quantify over any valid run rather than committing to one executable implementation.

A second difficulty is scope: the chapter's recommended primary goal, Proposition 10.18 (Schrijver's algorithm's complexity), needs a scaling procedure with several auxiliary data structures — a materially larger definitional undertaking than steepest descent's simple greedy-swap loop. Per BRIEF.md's own explicit fallback authorization, this mission takes Proposition 10.2 as its goal instead; see HARD.md and MODERATION_NOTES.md for the full reasoning.

Formalization scope

Runs of the algorithm are represented as x : ℕ → V → ℤ satisfying IsSteepestDescentRun (plain) or IsSteepestDescentRunTieBreak (with the tie-breaking rule) — a step relation plus a termination test, with an explicit iteration count N the theorems bound. The tie-breaking key Φ(u,v)\Phi(u,v)Φ(u,v) (Eq. (10.2)) and its lexicographic order are formalized directly (a manual three-way comparison, not Mathlib's default componentwise Prod order). Both iteration bounds are stated as 2 * N ≤ k rather than N ≤ k / 2, avoiding natural-number division. Not drafted: the derived "hence ... in O(F⋅n2K1)O(F \cdot n^2 K_1)O(F⋅n2K1​) time" corollary of Proposition 10.2 (needs a cost-model primitive for "time" and "FFF" this mission does not otherwise use — the iteration-count bound itself, this proposition's genuine combinatorial content, is drafted in full); Schrijver's algorithm and everything in §10.2.2 onward; the steepest descent scaling algorithm, the domain reduction algorithm and its scaling variant (§10.1.2-10.1.3, structurally different algorithms); the quasi-M-convex extension mentioned immediately after Proposition 10.2. A trivializing formalization would state the iteration bound as an unconditional fact about "a" minimizer-finding procedure, or would drop the tie-breaking rule from Proposition 10.2 and thereby understate what the bound actually requires; neither is done.

Selected references

  • K. Murota, Discrete Convex Analysis, SIAM, 2003. DOI: 10.1137/1.9780898718508.
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Applied Combinatorics VII: Minimum Spanning Trees and Dijkstra's AlgorithmTextbook

Motivation

Two optimization problems on weighted networks sit at the base of operations research and algorithm design. The first asks for the cheapest way to connect every node of a network, such as a cable, pipeline or communication network. The answer is a minimum weight spanning tree. The second asks for the shortest route from a depot to every other node of a road or data network, the single-source shortest path problem. Chapter 12 of Keller and Trotter's Applied Combinatorics (appliedcombinatorics.org, CC BY-SA 4.0) treats both. It proves the structural lemmas behind the greedy spanning tree algorithms of Kruskal (1956) and Prim (1957), and the correctness of the shortest path algorithm of Dijkstra (1959).

The minimum spanning tree problem goes back to Borůvka (1926), who designed an electrical network for Moravia. Kruskal and Prim gave the two greedy algorithms taught today, and Dijkstra's 1959 note treated both problems. Dijkstra's shortest path method, with heap-based refinements such as Fredman and Tarjan (1987), remains the standard solver for non-negative lengths and a building block of routing, scheduling and network flow codes.

Setting

A graph G=(V,E)G = (V, E)G=(V,E) has a finite vertex set VVV and a set EEE of 2-element subsets of VVV. A weight w(e)∈N0w(e) \in \mathbb N_0w(e)∈N0​ is attached to each edge, and a set SSS of edges has weight w(S)=∑e∈Sw(e)w(S) = \sum_{e \in S} w(e)w(S)=∑e∈S​w(e). A spanning forest of GGG is an acyclic graph H=(V,S)H = (V, S)H=(V,S) with S⊆ES \subseteq ES⊆E. A spanning tree is a spanning forest that is connected. The weight of a spanning tree is the weight of its edge set. In Lean these are SimpleGraph V with [Fintype V], IsSpanningForest G H (H≤GH \le GH≤G and acyclic), IsSpanningTree G T (T≤GT \le GT≤G and a tree), and weight w T for a weight w : Sym2 V → ℕ.

A digraph G=(V,E)G = (V, E)G=(V,E) has E⊆V×VE \subseteq V \times VE⊆V×V with x≠yx \ne yx=y for every directed edge (x,y)(x, y)(x,y). Each directed edge has a length w(x,y)∈N0w(x, y) \in \mathbb N_0w(x,y)∈N0​. The length is extended by w(x,y)=∞w(x, y) = \inftyw(x,y)=∞ for non-edges. A directed path from aaa to bbb is a sequence (a=u0,…,ut=b)(a = u_0, \dots, u_t = b)(a=u0​,…,ut​=b) of distinct vertices in which consecutive pairs are directed edges. Its length is ∑i<tw(ui,ui+1)\sum_{i<t} w(u_i, u_{i+1})∑i<t​w(ui​,ui+1​). The distance dist⁡(a,b)∈N0∪{∞}\operatorname{dist}(a, b) \in \mathbb N_0 \cup \{\infty\}dist(a,b)∈N0​∪{∞} is the minimum length of a directed path from aaa to bbb, and is ∞\infty∞ when no such path exists. A shortest path is a directed path attaining it. In Lean this is WeightedDigraph V with ext, IsDirPath, pathLength, dist and IsShortestPath.

Dijkstra's algorithm (Algorithm 12.14) with root rrr and n=∣V∣n = |V|n=∣V∣ keeps a sequence σ\sigmaσ of permanent vertices, a value δ(x)∈N0∪{∞}\delta(x) \in \mathbb N_0 \cup \{\infty\}δ(x)∈N0​∪{∞} and a sequence P(x)P(x)P(x) for each vertex. Step 1 sets δ(r)=0\delta(r) = 0δ(r)=0, P(r)=(r)P(r) = (r)P(r)=(r), σ=(r)\sigma = (r)σ=(r), and δ(x)=w(r,x)\delta(x) = w(r, x)δ(x)=w(r,x), P(x)=(r,x)P(x) = (r, x)P(x)=(r,x) for x≠rx \ne rx=r. Step iii with 1<i<n1 < i < n1<i<n scans from the last permanent vertex viv_ivi​. For every temporary xxx it sets δ(x)←min⁡{δ(x),δ(vi)+w(vi,x)}\delta(x) \leftarrow \min\{\delta(x), \delta(v_i) + w(v_i, x)\}δ(x)←min{δ(x),δ(vi​)+w(vi​,x)}, and on a strict decrease it replaces P(x)P(x)P(x) by P(vi)P(v_i)P(vi​) followed by xxx. Each step ends by appending to σ\sigmaσ a temporary vertex of minimum δ\deltaδ, chosen arbitrarily among ties. The algorithm halts at Step nnn. DijkstraRun G r i s holds when some sequence of admissible choices leads to state s at the start of Step iii.

Formalization targets

Goal: correctness of Dijkstra's algorithm (Theorem 12.18)

For every halted state of every run, and every vertex xxx,

δ(x)=dist⁡(r,x),dist⁡(r,x)<∞  ⟹  P(x) is a shortest path from r to x.\delta(x) = \operatorname{dist}(r, x), \qquad \operatorname{dist}(r, x) < \infty \implies P(x) \text{ is a shortest path from } r \text{ to } x.δ(x)=dist(r,x),dist(r,x)<∞⟹P(x) is a shortest path from r to x.

Milestones

  1. Proposition 12.3. A spanning forest H=(V,S)H = (V, S)H=(V,S) of a graph on n≥1n \ge 1n≥1 vertices has ∣S∣≤n−1|S| \le n - 1∣S∣≤n−1 and exactly n−∣S∣n - |S|n−∣S∣ components. It is a spanning tree if and only if ∣S∣=n−1|S| = n - 1∣S∣=n−1.
  2. Proposition 12.4 (Exchange Principle). Let TTT be a spanning tree and xy∈E∖Txy \in E \setminus Txy∈E∖T. Then TTT contains a unique path x=x0,…,xt=yx = x_0, \dots, x_t = yx=x0​,…,xt​=y, and replacing any edge xixi+1x_i x_{i+1}xi​xi+1​ of it by xyxyxy gives a spanning tree.
  3. Lemma 12.6. In a connected weighted graph, let FFF be a spanning forest and CCC a component of FFF. A minimum weight edge leaving CCC lies in some spanning tree that has minimum weight among the spanning trees containing FFF.
  4. Proposition 12.16. Every prefix and every suffix of a shortest path is a shortest path.
  5. Proposition 12.17. When the algorithm halts, δ(v1)≤δ(v2)≤⋯≤δ(vn)\delta(v_1) \le \delta(v_2) \le \cdots \le \delta(v_n)δ(v1​)≤δ(v2​)≤⋯≤δ(vn​).

Milestones 4 and 5 are the two statements the book's proof of the goal rests on. Milestones 1–3 are the spanning tree half of the chapter. Lemma 12.6 is the result from which the book derives the correctness of Kruskal's and Prim's algorithms.

Significance

Theorem 12.18 certifies that one pass of nnn steps computes all distances from rrr and a shortest path tree, with no condition on the digraph beyond non-negative lengths. Lemma 12.6 is the cut property. Every greedy minimum spanning tree method (Kruskal, Prim, Borůvka) is an instance of it, and the exchange principle is the matroid basis-exchange axiom specialised to the graphic matroid.

All of these results are classical and proved. None is formalized in this form on the platform. Mathlib has spanning trees of connected graphs, uniqueness of paths in acyclic graphs, and the edge count n−1n - 1n−1 of a tree. It has no edge–component count for forests, no exchange principle, no weighted spanning trees, and no Dijkstra. On Prove2Me, FamousTheorems.tree_card_edges_6b and ClassicalGaps.isAcyclic_edges_eq_card_sub_one_imp_connected cover only the tree case of Proposition 12.3. KServer.mst_cut_property is a cut property for complete graphs encoded by parent maps, a different statement. The label-correcting algorithm of Dynamic Programming and Optimal Control II (BertsekasDP.label_correcting_*) is a different algorithm: it keeps an open list and scans in arbitrary order, not by minimum label.

Difficulty

The goal is a statement about the final state of a run, but the facts it depends on only become visible across steps: a permanent vertex's δ\deltaδ and PPP never change again, and δ(x)\delta(x)δ(x) is always the length of the current P(x)P(x)P(x). None of this is recorded in the final state itself. An argument over the steps of the run has to show that each P(x)P(x)P(x) remains a path with distinct vertices, including when edges of length 000 allow ties. It also has to handle the value ∞\infty∞, where ∞+a=∞\infty + a = \infty∞+a=∞ and a comparison between two infinite values never counts as a decrease. Tie-breaking is arbitrary, so no argument may depend on which minimum is chosen. For Lemma 12.6 the difficulty is the exchange step: removing an edge of a tree path and adding a crossing edge must again give a tree that still contains the forest FFF, and this is a statement about cycles and components, not about counts.

Formalization scope

  • Graphs are SimpleGraph V over a Fintype V. Weights are Sym2 V → ℕ (the book's w:E→N0w : E \to \mathbb N_0w:E→N0​; values off EEE are never used). Acyclic, tree and connected components are Mathlib's. In Proposition 12.3, ∣S∣=n−k|S| = n - k∣S∣=n−k is written ∣S∣+k=n|S| + k = n∣S∣+k=n and n≥1n \ge 1n≥1 is assumed, which the bound n−1n - 1n−1 presupposes.
  • Lemma 12.6 assumes GGG connected, the section's standing assumption (p. 239). The page's "to avoid trivialities, we assume n≥3n \ge 3n≥3" is not imposed, because the statement holds for every nnn. The crossing edge may have either endpoint in CCC.
  • Lengths in the digraph are ℕ, and δ\deltaδ and distances are ℕ∞, where ∞\infty∞ is ⊤, never a large finite number. A version with real or ℝ≥0 lengths would be a generalization and is not what is asked.
  • Dijkstra's algorithm is defined step by step exactly as on pp. 246–247, including δ(x)=w(r,x)=∞\delta(x) = w(r, x) = \inftyδ(x)=w(r,x)=∞ and P(x)=(r,x)P(x) = (r, x)P(x)=(r,x) for non-neighbours at Step 1. The goal quantifies over every halted state, so it holds for every tie-breaking. A halted state always exists; a sorry-free check of this is in the workspace. For a vertex not reachable from rrr the book is silent. The distance there is read as ∞\infty∞, and the shortest-path conclusion is asserted only at finite distance.
  • A trivializing formalization is ruled out: δ\deltaδ is computed by the update rule of Algorithm 12.14, not defined as the distance, and the theorem is not stated for an arbitrary procedure satisfying its own conclusion.
  • The book uses no O(⋅)O(\cdot)O(⋅) bounds or approximate constants in these statements, so there are no constants to instantiate.
  • Reusable infrastructure: a list-based theory of directed paths and distances in ℕ∞, the invariants of Dijkstra's algorithm, and forest edge counting. Contributions of general lemmas (walks shortcut to paths without increasing length, component counts under edge insertion) are welcome.

Selected references

  • M. T. Keller and W. T. Trotter, Applied Combinatorics, 2017 Edition, Chapter 12. https://www.appliedcombinatorics.org/
  • E. W. Dijkstra, "A note on two problems in connexion with graphs", Numerische Mathematik 1 (1959) 269–271. https://doi.org/10.1007/BF01386390
  • J. B. Kruskal, "On the shortest spanning subtree of a graph and the traveling salesman problem", Proc. AMS 7 (1956) 48–50. https://doi.org/10.1090/S0002-9939-1956-0078686-7
  • R. C. Prim, "Shortest connection networks and some generalizations", Bell System Technical Journal 36 (1957) 1389–1401. https://doi.org/10.1002/j.1538-7305.1957.tb01515.x
  • M. L. Fredman and R. E. Tarjan, "Fibonacci heaps and their uses in improved network optimization algorithms", J. ACM 34 (1987) 596–615. https://doi.org/10.1145/28869.28874
  • O. Borůvka, "O jistém problému minimálním", Práce Moravské přírodovědecké společnosti 3 (1926) 37–58. https://dml.cz/handle/10338.dmlcz/500114
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Applied Combinatorics III: Inclusion–Exclusion and the Number of SurjectionsTextbook

Motivation

Counting the objects that avoid every one of a list of conditions is one of the most frequent tasks in enumerative combinatorics: functions that miss no value, permutations that fix no point, integers that share no prime factor with a given number. The Principle of Inclusion-Exclusion converts such a count into an alternating sum of counts of objects that do satisfy prescribed conditions, which are usually far easier to compute. Chapter 7 of Keller and Trotter's Applied Combinatorics (2017 Edition) develops the principle in the abstract language of properties and applies it to three classical questions: the number of surjections, the number of derangements, and Euler's totient function.

This mission formalizes the first two applications, with the chapter's headline result, the closed formula for the number of surjections from an nnn-element set onto an mmm-element set, as its goal. The surjection count answers distribution questions of the form "in how many ways can nnn distinct objects be handed to mmm distinct recipients so that every recipient receives at least one", which the book illustrates with fifteen lottery tickets shared among four grandchildren (S(15,4)=1016542800S(15,4) = 1016542800S(15,4)=1016542800).

Setting

Let XXX be a finite set and let P={P1,…,Pm}\mathcal P = \{P_1, \dots, P_m\}P={P1​,…,Pm​} be a family of properties: for each x∈Xx \in Xx∈X and each iii, either xxx satisfies PiP_iPi​ or it does not. For a subset S⊆[m]={1,…,m}S \subseteq [m] = \{1, \dots, m\}S⊆[m]={1,…,m} write

N(S)=∣{x∈X:x satisfies Pi for every i∈S}∣,N(S) = \bigl|\{x \in X : x \text{ satisfies } P_i \text{ for every } i \in S\}\bigr|,N(S)=​{x∈X:x satisfies Pi​ for every i∈S}​,

so that N(∅)=∣X∣N(\emptyset) = |X|N(∅)=∣X∣.

Two families of properties are used.

  • Functions. XXX is the set of all functions f:[n]→[m]f : [n] \to [m]f:[n]→[m], and fff satisfies PiP_iPi​ when iii is not in the range of fff, i.e. f(j)≠if(j) \ne if(j)=i for every j∈[n]j \in [n]j∈[n]. The functions satisfying none of the properties are the surjections, and their number is written S(n,m)S(n, m)S(n,m).
  • Permutations. XXX is the set of all permutations σ\sigmaσ of [n][n][n], and σ\sigmaσ satisfies PiP_iPi​ when σ(i)=i\sigma(i) = iσ(i)=i. The permutations satisfying none of the properties are the derangements, and their number is written dnd_ndn​.

In Lean, XXX is a type with [Fintype X], the properties are a decidable predicate family P : Fin m → X → Prop, and N(S)N(S)N(S) is AppliedComb.InclExcl.N P S. The two families are AppliedComb.InclExcl.NotInRange n m on Fin n → Fin m and AppliedComb.InclExcl.FixesPoint n on Equiv.Perm (Fin n).

Formalization targets

Goal: Theorem 7.9 (number of surjections)

For all n,m≥0n, m \ge 0n,m≥0,

S(n,m)=∣{f:[n]→[m] surjective}∣=∑k=0m(−1)k(mk)(m−k)n.S(n, m) = \bigl|\{f : [n] \to [m] \text{ surjective}\}\bigr| = \sum_{k=0}^{m} (-1)^k \binom{m}{k} (m-k)^n .S(n,m)=​{f:[n]→[m] surjective}​=k=0∑m​(−1)k(km​)(m−k)n.

Milestones

  1. Theorem 7.7 (Principle of Inclusion-Exclusion). For every finite XXX and every family of mmm properties,
∣{x∈X:x satisfies no Pi}∣=∑S⊆[m](−1)∣S∣N(S).\bigl|\{x \in X : x \text{ satisfies no } P_i\}\bigr| = \sum_{S \subseteq [m]} (-1)^{|S|} N(S).​{x∈X:x satisfies no Pi​}​=S⊆[m]∑​(−1)∣S∣N(S).
  1. Lemma 7.8. For the function properties, N(S)N(S)N(S) depends only on ∣S∣|S|∣S∣, and N(S)=(m−k)nN(S) = (m-k)^nN(S)=(m−k)n when ∣S∣=k|S| = k∣S∣=k.
  2. Lemma 7.10. For the permutation properties, N(S)N(S)N(S) depends only on ∣S∣|S|∣S∣, and N(S)=(n−k)!N(S) = (n-k)!N(S)=(n−k)! when ∣S∣=k|S| = k∣S∣=k.
  3. Theorem 7.11 (number of derangements). For all n≥0n \ge 0n≥0,
dn=∑k=0n(−1)k(nk)(n−k)!.d_n = \sum_{k=0}^{n} (-1)^k \binom{n}{k} (n-k)! .dn​=k=0∑n​(−1)k(kn​)(n−k)!.

Milestones 1 and 2 are the two ingredients the book names for the goal; milestones 3 and 4 are the parallel derangement application, which shares the definition of N(S)N(S)N(S) and milestone 1.

Significance

The result itself. The surjection formula is the standard closed form for m! S2(n,m)m!\,S_2(n,m)m!S2​(n,m), where S2S_2S2​ is the Stirling number of the second kind; it gives S(n,m)=0S(n, m) = 0S(n,m)=0 for n<mn < mn<m and S(n,n)=n!S(n, n) = n!S(n,n)=n! as special cases, and it underlies counts of ordered set partitions, of onto colourings, and of occupancy problems in which every cell is filled. The derangement formula is the standard answer to the hat-check problem and leads directly to the limit dn/n!→1/ed_n/n! \to 1/edn​/n!→1/e (Theorem 7.12 of the book). The Principle of Inclusion-Exclusion in the book's "none of the properties" form is the common tool behind both and behind Möbius inversion in general.

Formalizing it. All results are classical and fully proved in the book. Mathlib contains inclusion-exclusion for unions and intersections of finsets (Finset.inclusion_exclusion_card_biUnion, Finset.inclusion_exclusion_card_inf_compl), the derangement count via its own recurrence (numDerangements, card_derangements_eq_numDerangements, numDerangements_sum), and Stirling numbers of the second kind (Nat.stirlingSecond) with their recurrence, but no closed formula for the number of surjections. The platform has union-form inclusion-exclusion (FamousTheorems.inclusion_exclusion_card_biUnion) and the 1/e1/e1/e limit, neither in the property form used here. This mission produces the property-indexed statement of the principle, the two N(S)N(S)N(S) computations, and the surjection count as a cardinality of surjective functions, in a form that downstream missions of the series (generating functions, Pólya counting) can cite.

Difficulty

The proofs are short on paper, and the work lies in the bookkeeping that the page leaves implicit. Two points stand out. First, the Principle of Inclusion-Exclusion is phrased with properties and N(S)N(S)N(S) rather than with a union of sets; connecting the two forms, or proving the property form directly, requires handling sums over the power set of [m][m][m] together with the sign (−1)∣S∣(-1)^{|S|}(−1)∣S∣ in Z\mathbb ZZ. Second, the step "the result follows immediately, as there are (mk)\binom{m}{k}(km​) kkk-element subsets of [m][m][m]" requires regrouping a sum over all subsets S⊆[m]S \subseteq [m]S⊆[m] by cardinality, which needs Lemma 7.8's statement that N(S)N(S)N(S) depends only on ∣S∣|S|∣S∣ and a count of the subsets of each size. The book's one-line arguments for Lemmas 7.8 and 7.10 ("a string of length nnn from an alphabet of m−km-km−k letters", "a permutation among the remaining n−kn-kn−k positions") are counting identifications that have to be made precise for subtypes of Fin n → Fin m and of Equiv.Perm (Fin n).

Formalization scope

  • The book's [n]={1,…,n}[n] = \{1, \dots, n\}[n]={1,…,n} is represented by Fin n ={0,…,n−1}= \{0, \dots, n-1\}={0,…,n−1}; this is an index shift only.
  • S(n,m)S(n, m)S(n,m) is Fintype.card {f : Fin n → Fin m // Function.Surjective f} and dnd_ndn​ is Fintype.card {σ : Equiv.Perm (Fin n) // ∀ i, σ i ≠ i}. Defining S(n,m)S(n, m)S(n,m) by the formula, or dnd_ndn​ by the sum, would make the goal hold by rfl; the counts are therefore cardinalities of the sets the book describes. S(n,m)S(n,m)S(n,m) is also not stated through Nat.stirlingSecond, which counts unordered partitions and differs by a factor m!m!m!.
  • All alternating sums are identities in Z\mathbb ZZ; the natural-number counts are cast. The differences m−km - km−k and n−kn - kn−k are computed in N\mathbb NN where kkk ranges over 0,…,m0, \dots, m0,…,m (resp. 0,…,n0, \dots, n0,…,n) or equals ∣S∣|S|∣S∣, so they are exact.
  • The book introduces S(n,m)S(n,m)S(n,m) for positive n,mn, mn,m and states Theorem 7.11 for positive nnn. The formal statements are made for all n,m≥0n, m \ge 0n,m≥0, where they remain true with Lean's convention 00=10^0 = 100=1 (S(0,0)=1S(0,0) = 1S(0,0)=1, S(0,m)=0S(0,m) = 0S(0,m)=0 for m≥1m \ge 1m≥1, d0=1d_0 = 1d0​=1). No explicit constants arise: the chapter contains no O(⋅)O(\cdot)O(⋅) or approximate statements among the formalized results.
  • The Principle of Inclusion-Exclusion is stated for an arbitrary finite type and an arbitrary decidable family of m≥0m \ge 0m≥0 properties; for m=0m = 0m=0 both sides equal ∣X∣|X|∣X∣.

A complete development needs only Mathlib's finite-set, power-set and binomial-coefficient API. The property-form inclusion-exclusion (Theorem 7.7) and the two N(S)N(S)N(S) lemmas are reusable for other sieve-type counts, for example Euler's totient function (Theorem 7.14 of the book), which is not part of this mission. Proofs of any milestone independently of the others are welcome, as are alternative proofs of the goal (for instance via exponential generating functions) that do not pass through Theorem 7.7.

Selected references

  • Mitchel T. Keller and William T. Trotter, Applied Combinatorics, 2017 Edition, Chapter 7 (Theorems 7.7, 7.9, 7.11; Lemmas 7.8, 7.10), CC BY-SA 4.0. https://www.appliedcombinatorics.org/
  • Richard P. Stanley, Enumerative Combinatorics, Volume 1, 2nd ed., Cambridge University Press, 2011, Chapter 2 (sieve methods). https://doi.org/10.1017/CBO9781139058520
  • The Mathlib Community, The Lean Mathematical Library, CPP 2020. https://doi.org/10.1145/3372885.3373824
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An Analysis of Several Heuristics for the Traveling Salesman Problem IV: Insertion Heuristics Can Return Poor k-Optimal ToursResearch Paper

Motivation

Insertion heuristics build a traveling salesman tour one city at a time: start from a single city, and at each step choose a city not yet on the subtour and splice it into the subtour where it lengthens the subtour least. Local search heuristics start from a tour and repeatedly replace a few of its edges by others while this shortens the tour. Both families are standard in practice, and a natural engineering idea is to combine them: run an insertion heuristic, then polish the result by local search. The question this mission formalizes is whether local optimality of the insertion tour certifies anything about its quality.

Rosenkrantz, Stearns and Lewis (SIAM J. Comput. 6(3), 1977) answered this for graphs satisfying the triangle inequality. Their §4 proves that nearest and cheapest insertion always return a tour of length at most 2(1−1/n)2(1-1/n)2(1−1/n) times the optimal length, and their Theorem 5 shows this bound is attained. Their §7 then shows that the very tour attaining the bound is kkk-optimal for every k≤n/4k\le n/4k≤n/4: no exchange of kkk edges shortens it. So the insertion bound is tight even for tours that local search with kkk-changes cannot improve.

Timeline, as far as this mission is concerned:

  • 1965: Lin (Bell System Tech. J. 44) defines kkk-optimal tours and uses 3-optimal local search.
  • 1973: Lin and Kernighan (Oper. Res. 21) generalize the edge-exchange neighbourhoods.
  • 1977: Rosenkrantz, Stearns and Lewis prove the 2(1−1/n)2(1-1/n)2(1−1/n) upper bound for nearest and cheapest insertion (Theorem 4 and its corollary), its tightness for n≥6n\ge 6n≥6 (Theorem 5), the existence of kkk-optimal tours with the same ratio (Theorem 6, stated for n≥8n\ge 8n≥8), and the Corollary combining the two.

Setting

A traveling salesman graph on nnn nodes is the node set N={1,…,n}N=\{1,\dots,n\}N={1,…,n} with a distance d(i,j)≥0d(i,j)\ge 0d(i,j)≥0 that is symmetric and satisfies the triangle inequality d(i,k)≤d(i,j)+d(j,k)d(i,k)\le d(i,j)+d(j,k)d(i,k)≤d(i,j)+d(j,k). A tour is a Hamiltonian circuit; its length is the sum of its edge lengths; OPTIMAL is the least length of a tour. As in the paper, the identically zero distance is excluded, so OPTIMAL >0>0>0.

A subtour is a circuit on a subset of the nodes (a single node is a subtour without edges). For a subtour TTT and a node k∉Tk\notin Tk∈/T, TOUR(T,k)(T,k)(T,k) is obtained by deleting an edge (x,y)(x,y)(x,y) of TTT minimizing d(x,k)+d(k,y)−d(x,y)d(x,k)+d(k,y)-d(x,y)d(x,k)+d(k,y)−d(x,y) and adding (x,k)(x,k)(x,k) and (k,y)(k,y)(k,y); COST(T,k)(T,k)(T,k) is the resulting increase in length. An insertion method chooses nodes a0,a1,…,an−1a_0,a_1,\dots,a_{n-1}a0​,a1​,…,an−1​, starts from T1={a0}T_1=\{a_0\}T1​={a0​} and sets Ti+1=TOUR(Ti,ai)T_{i+1}=\mathrm{TOUR}(T_i,a_i)Ti+1​=TOUR(Ti​,ai​); INSERT is the length of TnT_nTn​. Nearest insertion chooses aia_iai​ minimizing d(Ti,x)=min⁡y∈Tid(y,x)d(T_i,x)=\min_{y\in T_i}d(y,x)d(Ti​,x)=miny∈Ti​​d(y,x) over x∉Tix\notin T_ix∈/Ti​; cheapest insertion chooses aia_iai​ minimizing COST(Ti,x)(T_i,x)(Ti​,x). Ties are broken arbitrarily.

A kkk-change of a tour deletes kkk of its edges and adds kkk other edges so that another tour is obtained. A tour is kkk-optimal if no kkk-change produces a strictly shorter tour.

The extremal instance is the circle (Nn,dn)(N_n,d_n)(Nn​,dn​): nnn cities equally spaced on a circular road, with dn(i,j)d_n(i,j)dn​(i,j) the smallest m≥0m\ge 0m≥0 with i−j≡mi-j\equiv mi−j≡m or j−i≡m(modn)j-i\equiv m \pmod nj−i≡m(modn). The insertion run of Theorem 5 inserts the cities in the order 1,2,…,n1,2,\dots,n1,2,…,n and produces the zig-zag tour TnT_nTn​: city 1, then the even cities in increasing order, then the odd cities in decreasing order.

Formalization targets

Goal: the Corollary to Theorem 6

For n≥6n\ge 6n≥6 and 4k≤n4k\le n4k≤n there is a traveling salesman graph with OPTIMAL >0>0>0 on which some run of nearest insertion, and some run of cheapest insertion, return a kkk-optimal tour with

INSERTOPTIMAL=2(1−1n).\frac{\mathrm{INSERT}}{\mathrm{OPTIMAL}}=2\left(1-\frac1n\right).OPTIMALINSERT​=2(1−n1​).

Milestones

  1. The insertion run on the circle: the subtours TiT_iTi​ and nodes ai=i+1a_i=i+1ai​=i+1 form an insertion run that obeys both the nearest and the cheapest rule (proof of Theorem 5).
  2. On the circle, TnT_nTn​ has length 2(n−1)2(n-1)2(n−1) and OPTIMAL =n=n=n (proof of Theorem 5).
  3. Theorem 5: for n≥6n\ge 6n≥6 there is a graph with INSERT/OPTIMAL =2(1−1/n)=2(1-1/n)=2(1−1/n) for both methods.
  4. Equation (7.4): the length of a tour of the circle is the sum over unit edges eee of COUNT(e,T)(e,T)(e,T), the number of times eee is traversed when each tour edge is replaced by a shortest arc.
  5. Every tour of the circle is odd or even (all counts of one parity), eq. (7.5).
  6. TnT_nTn​ is the shortest even tour, so every tour shorter than TnT_nTn​ is odd.
  7. TnT_nTn​ is kkk-optimal for every k≤n/4k\le n/4k≤n/4.
  8. Theorem 6: for n≥8n\ge 8n≥8 there is a graph with a tour that is kkk-optimal for all k≤n/4k\le n/4k≤n/4 and has LOCALOPT/OPTIMAL =2(1−1/n)=2(1-1/n)=2(1−1/n).

Significance

The result. The Corollary shows that the 2(1−1/n)2(1-1/n)2(1−1/n) worst-case guarantee of nearest and cheapest insertion cannot be improved by requiring that the returned tour survive kkk-change local search, for kkk up to a quarter of the number of cities. Theorem 6 says more generally that kkk-optimality with k≤n/4k\le n/4k≤n/4 does not bound the ratio to the optimum below 2(1−1/n)2(1-1/n)2(1−1/n). Together with the paper's upper bound, the insertion guarantee is exact, and it stays exact after local polishing with small neighbourhoods.

Formalizing it. All statements are proved in the paper; none, to our knowledge, has been machine-checked. The platform has an upper bound for nearest insertion (SupplyChainTheory, Theorem 10.7, ratio at most 2) but no tightness example and no notion of kkk-optimality. This mission produces a reusable definition of kkk-changes against arbitrary tours, the circle metric, and the parity-counting argument on a cycle, and it supplies the calculations the paper omits ("We omit these calculations but note that they require the assumption n≥6n\ge 6n≥6").

Difficulty

Two steps carry the weight. First, the omitted calculations for the insertion run: at each stage one must show that inserting aia_iai​ between i−1i-1i−1 and iii minimizes the insertion increase over every edge of the zig-zag subtour, and that no other outside city can be inserted for less than 2; the claim fails for n=4n=4n=4 and n=5n=5n=5, so the verification must use n≥6n\ge 6n≥6 in an essential way. Second, kkk-optimality is a statement about every tour at edge difference kkk, not about 2-opt segment reversals or any specific move family. A search over moves of a special form does not establish it; the argument must bound the length of an arbitrary tour at edge difference kkk from below.

Formalization scope

Nodes are Fin n, so the paper's node mmm is index m−1m-1m−1 and ai=i+1a_i=i+1ai​=i+1 is index iii; subtour indices stay 1-based (T1=[a0]T_1=[a_0]T1​=[a0​], approximation TnT_nTn​). A distance is d : Fin n → Fin n → ℝ with the structure IsTSPDist (symmetric, nonnegative, triangle inequality, and d(i,i)=0d(i,i)=0d(i,i)=0; the last is a normalization absent from the paper that changes no length). A tour is an Equiv.Perm (Fin n), a subtour a list read cyclically; OPTIMAL is Finset.univ.inf' over permutations, the true minimum. TOUR(T,k)(T,k)(T,k) is insertion at a position minimizing the new length; COST is a minimum over positions; the nearest-insertion distance (4.1) takes values in WithTop ℝ, so no junk value arises. kkk-optimality compares the tour with every permutation whose edge set (unordered pairs) misses exactly kkk of the tour's edges. Ratios are multiplied out.

COUNT(e,T)(e,T)(e,T) needs a choice of shortest arc for antipodal pairs when nnn is even; the formalization takes the arc through min⁡(x,y),…,max⁡(x,y)\min(x,y),\dots,\max(x,y)min(x,y),…,max(x,y). The paper's argument does not depend on this choice.

Deviations from the printed text: the Corollary is stated for n≥6n\ge 6n≥6 (the printed statement says only 4k≤n4k\le n4k≤n, but its proof uses the example of Theorem 5, which exists for n≥6n\ge 6n≥6; for k=0k=0k=0, n=3n=3n=3 the printed statement is false). Theorem 6 keeps its printed n≥8n\ge 8n≥8. In the proof of Theorem 5 the paper writes "(4.2) holds" where the cheapest-insertion condition (4.3) is meant; the formal statement uses (4.3).

The existence statements carry OPTIMAL >0>0>0, the paper's standing assumption (1.1). Without it, the zero distance would make every length zero and every tour kkk-optimal, which would satisfy the ratio equations trivially; that formalization is ruled out.

Contributions welcome: proofs of any milestone, in particular the omitted insertion calculations and the parity lemma, and reusable lemmas on cyclic lists and edge sets of permutations.

Selected references

  • D. J. Rosenkrantz, R. E. Stearns, P. M. Lewis II, An Analysis of Several Heuristics for the Traveling Salesman Problem, SIAM J. Comput. 6(3):563–581, 1977. https://doi.org/10.1137/0206041
  • S. Lin, Computer solutions of the traveling salesman problem, Bell System Tech. J. 44:2245–2269, 1965. https://doi.org/10.1002/j.1538-7305.1965.tb04146.x
  • S. Lin, B. W. Kernighan, An effective heuristic algorithm for the traveling-salesman problem, Oper. Res. 21(2):498–516, 1973. https://doi.org/10.1287/opre.21.2.498
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Convex OptimizationDiscrete GeometryOperations Research+1·Captain: Shuze Chen

Discrete Convex Analysis XXIII: Directional Derivatives and Subdifferentials of M-Convex FunctionsTextbook

Motivation

An M-convex function is defined on the integer lattice, but chapter 6's earlier results (companion missions 06-mconvex-functions-i, 22-ch06b-mconvexfunctions, 23-ch06c-mconvexfunctions) show it always extends to a genuine convex function on real space. Once that extension exists, every tool of classical convex analysis — directional derivatives, subdifferentials, positive homogeneity — becomes available, and the natural question is whether these classical objects remain combinatorially special when applied to an M-convex function's extension. This mission answers that question at its sharpest: the directional derivative of an M-convex function at any point is again a positively homogeneous M-convex function, its subdifferential is exactly the admissible-potential set of a distance function satisfying the triangle inequality, and this correspondence between positively homogeneous M-convex functions and triangle-inequality distance functions is itself a clean one-to-one correspondence. This closes the loop between chapters 4-5 (M-convex and L-convex sets, distance functions) and the continuous convex-analytic machinery chapter 8 needs for its duality theory.

Companion missions 06-mconvex-functions-i, 22-ch06b-mconvexfunctions, and 23-ch06c-mconvexfunctions cover this chapter's optimality theory, algebraic toolkit, and convex-extensibility characterization. This mission builds the vocabulary those results also need (redeclared here, since sibling drafts cannot yet import one another) and proves the chapter's real-variable capstones: the transfer of M-convexity's basic operations, optimality criterion, and supermodularity to the polyhedral (real-variable) setting, the identification of positively homogeneous M-convex functions with distance functions satisfying the triangle inequality, and — this mission's goal — the full directional-derivative/subdifferential correspondence.

Setting

Fix a finite ground set VVV. A polyhedral convex function g:RV→R∪{+∞}g : \mathbb R^V \to \mathbb R \cup \{+\infty\}g:RV→R∪{+∞} is (polyhedral) M-convex if it satisfies the real-variable exchange axiom (M-EXC[R]): for x,y∈dom⁡Rgx,y \in \operatorname{dom}_{\mathbb R} gx,y∈domR​g and u∈supp⁡+(x−y)u \in \operatorname{supp}^+(x-y)u∈supp+(x−y), some v∈supp⁡−(x−y)v \in \operatorname{supp}^-(x-y)v∈supp−(x−y) and α0>0\alpha_0 > 0α0​>0 make the exchange inequality hold on α∈[0,α0]\alpha \in [0,\alpha_0]α∈[0,α0​]; M♮-convex if its lift to one extra coordinate is M-convex. The directional derivative of ggg at x∈dom⁡Rgx \in \operatorname{dom}_{\mathbb R} gx∈domR​g in direction ddd is g′(x;d)=inf⁡t>0(g(x+td)−g(x))/tg'(x;d) = \inf_{t>0} (g(x+td) - g(x))/tg′(x;d)=inft>0​(g(x+td)−g(x))/t. A function is positively homogeneous if g(tx)=t⋅g(x)g(tx) = t \cdot g(x)g(tx)=t⋅g(x) for all t>0t > 0t>0; write 0M[R→R]0M[\mathbb R \to \mathbb R]0M[R→R] for the positively homogeneous polyhedral M-convex functions. A distance function γ\gammaγ satisfying the triangle inequality and its set of admissible potentials D(γ)D(\gamma)D(γ) were introduced in chapter 5; the subdifferential ∂Rf(x)={p:f(y)−f(x)≥⟨p,y−x⟩ ∀y}\partial_{\mathbb R} f(x) = \{p : f(y) - f(x) \ge \langle p, y-x \rangle\ \forall y\}∂R​f(x)={p:f(y)−f(x)≥⟨p,y−x⟩ ∀y} generalizes this to any function fff at a point xxx in its domain.

Formalization targets

Goal: the directional-derivative/subdifferential correspondence

For f∈M[R→R]f \in M[\mathbb R \to \mathbb R]f∈M[R→R] and x∈dom⁡Rfx \in \operatorname{dom}_{\mathbb R} fx∈domR​f, setting γf,x(u,v)=f′(x;−χu+χv)\gamma_{f,x}(u,v) = f'(x;-\chi_u+\chi_v)γf,x​(u,v)=f′(x;−χu​+χv​):

γf,x satisfies the triangle inequality,∂Rf(x)=D(γf,x)≠∅,f′(x;⋅)=γf,x^(⋅),\gamma_{f,x} \text{ satisfies the triangle inequality}, \quad \partial_{\mathbb R} f(x) = D(\gamma_{f,x}) \ne \emptyset, \quad f'(x;\cdot) = \widehat{\gamma_{f,x}}(\cdot),γf,x​ satisfies the triangle inequality,∂R​f(x)=D(γf,x​)=∅,f′(x;⋅)=γf,x​​(⋅),

with the analogous statement for f∈M[Z→R]f \in M[\mathbb Z \to \mathbb R]f∈M[Z→R] at an integer point xxx, using γf,x(u,v)=f(x−χu+χv)−f(x)\gamma_{f,x}(u,v) = f(x-\chi_u+\chi_v)-f(x)γf,x​(u,v)=f(x−χu​+χv​)−f(x) (Theorem 6.61). This is the weakest stable form: it identifies the subdifferential exactly, as a set, rather than bounding its size or complexity, and holds at every point of the domain uniformly.

Supporting structural targets

Ten further results build the real-variable toolkit and the positive-homogeneity correspondence this goal completes: the transfer of M♮-convexity, the basic operations, the optimality criterion, supermodularity, and weighted-minimizer polyhedrality to the real-variable setting (Theorems 6.48-6.52, Proposition 6.53), the identification of the classes 0M[Z∣R→R]0M[\mathbb Z|\mathbb R \to \mathbb R]0M[Z∣R→R] and 0M[R→R]0M[\mathbb R \to \mathbb R]0M[R→R] and the compatibility of convex extension with positive homogeneity (Proposition 6.56), the two directions of the correspondence between positively homogeneous M-convex functions and triangle-inequality distance functions (Propositions 6.57-6.58, Theorem 6.59), and the fact that a directional derivative of an M-convex function is itself positively homogeneous and M-convex (Proposition 6.60).

Significance

Theorem 6.61 is the technical bridge that lets discrete convex analysis borrow the entire apparatus of classical convex duality: because the subdifferential of an M-convex function is always the admissible-potential set of a chapter-5 distance function, every fact already proved about D(γ)D(\gamma)D(γ) (its polyhedral structure, its own L-convexity, its relationship to shortest paths) transfers immediately to subdifferentials of M-convex functions. This is exactly the mechanism the book calls out as essential for Chapter 8's separation theorem for M♮-convex functions. The 0M↔T0M \leftrightarrow T0M↔T correspondence (Theorem 6.59) is independently significant: it says the positively homogeneous special case of M-convex function theory — which is what directional derivatives of any M-convex function reduce to, by Proposition 6.60 — is exactly as rich as ordinary shortest-path distance function theory, no more and no less, so nothing new needs to be built to understand local behavior at a point.

None of these results are open — they are Murota's account of how the discrete exchange axiom interacts with directional differentiation and subgradients, a bridge chapter between the purely combinatorial theory of chapters 4-6 and the duality theory of chapter 8. What this mission contributes is a faithful, machine-checked formal statement of each, extending the shared Lean vocabulary (MExchangeAxiomR, DirDeriv, GammaHat) the Discrete Convex Analysis series builds on; no comparable formalization exists on the platform (see Formalization scope).

Difficulty

The naive approach to Theorem 6.61 would try to compute ∂Rf(x)\partial_{\mathbb R} f(x)∂R​f(x) directly from the definition of subgradient and separately verify it happens to equal some D(γ)D(\gamma)D(γ); the book's actual proof instead derives the equality of sets from the M-optimality criterion (Theorem 6.52) applied pointwise: p∈∂Rf(x)p \in \partial_{\mathbb R} f(x)p∈∂R​f(x) is shown, via a chain of logical equivalences, to be exactly the condition defining D(γf,x)D(\gamma_{f,x})D(γf,x​), so no separate verification of polyhedrality or nonemptiness is needed beyond what Theorem 6.52 and Proposition 6.60 already supply. The genuine difficulty is upstream, in Proposition 6.60 itself: showing a directional derivative is M-convex requires exploiting the local validity of the identity f(x+d)−f(x)=f′(x;d)f(x+d)-f(x) = f'(x;d)f(x+d)−f(x)=f′(x;d) for small ∥d∥1\|d\|_1∥d∥1​ (Eq. (6.85)) and then extending the exchange property from that neighborhood to all of RV\mathbb R^VRV using positive homogeneity — a two-step argument with no single-step shortcut, since the exchange axiom's defining inequality is not obviously homogeneous-invariant on its own.

Formalization scope

Ground-set elements are a Fintype V with DecidableEq; real-domain functions are (V→ℝ)→WithTop ℝ. The directional derivative is built directly as an infimum of difference quotients over t>0t>0t>0, matching the book's own local characterization (Eq. (6.85)) without a separate limit construction. Positive homogeneity and the classes 0M[R→R]/0M[Z→R] are stated exactly as the book defines them (the latter via positive homogeneity of the convex extension, not of f itself, since f is undefined off Zⱽ). Theorems 6.49-6.50 restate 4 of their 8 operations (matching the identical scope decision for chunk 22-ch06b-mconvexfunctions's Theorem 6.13); Theorem 6.61 omits the dual-integral refinement clauses for the M[R→R|Z]/ M[Z→Z] sub-classes. Both reductions are documented, not trivializing omissions — see Difficulty above and HARD.md/MODERATION_NOTES.md. No numeric constants are hard-coded anywhere in this mission. This mission's definitions are redeclared from chunks 06-mconvex-functions-i, 21-ch05b-lconvexsets (for the distance-function/admissible-potential vocabulary), 22-ch06b-mconvexfunctions, and 23-ch06c-mconvexfunctions rather than imported, since sibling drafts in this series cannot yet reference one another. Contributions completing any of the twelve sorrys are welcome; the goal and Proposition 6.60 carry the most independent proof content.

Selected references

  • K. Murota, Discrete Convex Analysis, SIAM, 2003. DOI: 10.1137/1.9780898718508.
  • K. Murota and A. Shioura, "M-convex function on generalized polymatroid," Mathematics of Operations Research, 24 (1999), pp. 95-105 (the polyhedral M-convex function theory this mission's real-variable results are drawn from).
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Operations ResearchOptimizationTheoretical Computer Science·Captain: mikedeng1

Approximation Algorithms for Combinatorial Problems III: The Worst-Case Ratio of the Weighted Algorithm B2Research Paper

Motivation

MAXIMUM SATISFIABILITY asks for a truth assignment satisfying as many clauses of a given set as possible. It was among the first NP-hard optimization problems for which an approximation algorithm came with a proven worst-case guarantee. In Approximation Algorithms for Combinatorial Problems (J. Comput. System Sci. 9, 1974, doi:10.1016/S0022-0000(74)80044-9), David S. Johnson set up a framework for measuring such guarantees and analyzed two heuristics for the problem. The second of these, algorithm B2, weights each clause by 2−∣C∣2^{-|C|}2−∣C∣ and repeatedly sets a literal so that the heavier side is satisfied. On inputs whose clauses all have at least kkk literals, it satisfies at least a 1−2−k1 - 2^{-k}1−2−k fraction of the optimum.

B2 is the ancestor of a line of work on MAX-SAT approximation:

  • 1974. Johnson proves the 2k/(2k−1)2^k/(2^k-1)2k/(2k−1) bound for B2 on MS(k) and the (k+1)/k(k+1)/k(k+1)/k bound for the unweighted greedy algorithm B1.
  • 1994. Goemans and Williamson (SIAM J. Discrete Math. 7) present Johnson's algorithm as the derandomization, by conditional expectations, of the uniformly random assignment, and combine it with LP rounding to obtain a 3/43/43/4-approximation.
  • 1999. Chen, Friesen and Zheng (JCSS 58) show that B2 is a 2/32/32/3-approximation on general inputs, sharper than the 1/21/21/2 that Johnson's bound gives at k=1k = 1k=1.

Setting

A literal is a variable xix_ixi​ or its negation xˉi\bar x_ixˉi​. A clause is a finite set of literals. A truth assignment is a set TTT of literals containing no pair {xi,xˉi}\{x_i, \bar x_i\}{xi​,xˉi​}; it satisfies a clause CCC when C∩T≠∅C \cap T \ne \emptysetC∩T=∅. An input is a finite set SSS of clauses, and S∗S^*S∗ is the largest ∣S′∣|S'|∣S′∣ over subsets S′⊆SS' \subseteq SS′⊆S satisfied by one truth assignment. MS(k) is the restriction to inputs in which every clause contains at least kkk distinct literals.

Algorithm B2 keeps a set SUB of satisfied clauses, a set LEFT of unsettled clauses, the literals LIT still available, and a weight w(C)w(C)w(C) per clause, starting from w(C)=2−∣C∣w(C) = 2^{-|C|}w(C)=2−∣C∣, SUB=∅\mathrm{SUB} = \emptysetSUB=∅, LEFT=S\mathrm{LEFT} = SLEFT=S. While some literal of LIT occurs in a clause of LEFT, it picks any such literal yyy. Let YT be the clauses of LEFT containing yyy and YF those containing yˉ\bar yyˉ​. If ∑YTw≥∑YFw\sum_{\mathrm{YT}} w \ge \sum_{\mathrm{YF}} w∑YT​w≥∑YF​w, it makes yyy true, moves YT to SUB and doubles the weight of each clause of YF; otherwise it does the symmetric move with yˉ\bar yyˉ​. Finally it removes y,yˉy, \bar yy,yˉ​ from LIT. When no literal of LIT remains in LEFT it returns SUB.

The choice of yyy is free, so several outputs may be choosable on one input. Johnson measures the algorithm by its worst choosable output, through the ratio r(B2,S)=S∗/∣SUB∣r(B2, S) = S^*/|\mathrm{SUB}|r(B2,S)=S∗/∣SUB∣ and its maximum R[B2,MS(k)](n)R[B2, \mathrm{MS}(k)](n)R[B2,MS(k)](n) over inputs of size at most nnn.

Formalization targets

Goal: Theorem 3, with the equality range corrected

For every k≥1k \ge 1k≥1, every SSS in MS(k) and every SUB choosable by B2 on SSS,

(2k−1) S∗≤2k ∣SUB∣,(2^k - 1)\,S^* \le 2^k\,|\mathrm{SUB}|,(2k−1)S∗≤2k∣SUB∣,

and for every k≥2k \ge 2k≥2 there are SSS in MS(k) and a choosable SUB with ∣SUB∣>0|\mathrm{SUB}| > 0∣SUB∣>0 and

(2k−1) S∗=2k ∣SUB∣.(2^k - 1)\,S^* = 2^k\,|\mathrm{SUB}|.(2k−1)S∗=2k∣SUB∣.

The paper states equality "for all sufficiently large nnn" for every k≥1k \ge 1k≥1. At k=1k = 1k=1 this is false: the ratio 2 would require every clause to be a unit clause and all clauses to be jointly satisfiable, and on such inputs B2 satisfies everything. The goal therefore asserts tightness for k≥2k \ge 2k≥2. A separate item states that at k=1k = 1k=1 the ratio is never attained.

Milestones

  1. Initially, the total weight of LEFT is at most ∣S∣/2k|S|/2^k∣S∣/2k.
  2. No iteration increases the total weight of LEFT, so at halting it is still at most ∣S∣/2k|S|/2^k∣S∣/2k.
  3. At halting, every clause left in LEFT has weight exactly 111.
  4. At halting, ∣LEFT∣≤∣S∣/2k|\mathrm{LEFT}| \le |S|/2^k∣LEFT∣≤∣S∣/2k and ∣SUB∣≥∣S∣(1−2−k)|\mathrm{SUB}| \ge |S|(1 - 2^{-k})∣SUB∣≥∣S∣(1−2−k).
  5. The eight-clause instance for k=3k = 3k=3 has S∗=8S^* = 8S∗=8 and admits a choosable output of size 777.

Significance

The bound 1−2−k1 - 2^{-k}1−2−k is exactly the expected fraction of clauses a uniformly random assignment satisfies on MS(k). B2 attains it deterministically, and the proof bounds ∣SUB∣|\mathrm{SUB}|∣SUB∣ against ∣S∣|S|∣S∣ rather than against S∗S^*S∗, a feature the paper points out. For k=3k = 3k=3 the constant 8/78/78/7 was later shown by Håstad (2001) to be optimal among polynomial-time algorithms unless P = NP, so the guarantee of this 1974 algorithm is best possible for MAX-E3-SAT.

Formalizing the result produces a machine-checked potential-function argument for a nondeterministic algorithm: the invariant links each clause's weight to how many of its literals have been removed. The mission also records a correction to the printed statement at k=1k = 1k=1. The paper's proof is complete; to our knowledge no machine-checked version exists.

Difficulty

The obvious argument follows the counting proof for algorithm B1 and compares clauses saved with clauses wounded in each step. It fails here: B2 can wound more clauses than it saves in a step, and the bound holds only in the weighted sense. The weight of a clause is not a static quantity. It is 2−∣C∣2^{-|C|}2−∣C∣ times 222 to the number of its literals already discarded, and this invariant must be carried through every step, including clauses that contain both yyy and yˉ\bar yyˉ​. Tightness needs an explicit input and an explicit adversarial run that exploits the tie in Step 4, and then a proof that every assignment of the remaining variables kills exactly one clause.

Formalization scope

  • Literals and clauses. A literal is a pair (variable index in N\mathbb NN, sign). Clauses are Finsets of literals, and an input is a Finset of clauses, so there are no duplicate clauses. Truth assignments are partial and consistent. S∗S^*S∗ is a maximum over the finite, nonempty family of satisfiable subsets.
  • B2 as a relation. B2 is a nondeterministic run relation, and "choosable" means reachable by finitely many steps from the initial state and halting. Step 3 allows a literal of either sign. The tie in Step 4 goes to yyy, and the comparison and doublings use the weights before the update. Weights are rationals.
  • Size-free ratios. The size-dependent R[B2,MS(k)](n)R[B2, \mathrm{MS}(k)](n)R[B2,MS(k)](n) is replaced by statements about every input (upper bound) and one attaining input (tightness). The two forms are equivalent because RRR is a maximum over finitely many inputs and nondecreasing in nnn.
  • No division. All ratios are multiplied out, so no division by zero can make a bound vacuous.
  • Trivializations ruled out. A deterministic tie-break in Step 3 or 4, or tightness at a single fixed kkk, would be a weaker theorem and is not acceptable. So is stating only the upper bound.

The definitions (the MS layer, the run relation) can be reused by other MAX-SAT approximation results, and an identical MS layer appears in the companion mission on algorithm B1. Contributions welcome: proofs of the milestones, of the k≥2k \ge 2k≥2 tightness family, and of the k=1k = 1k=1 correction.

Selected references

  • D. S. Johnson, Approximation algorithms for combinatorial problems, J. Comput. System Sci. 9 (1974) 256–278. https://doi.org/10.1016/S0022-0000(74)80044-9
  • J. Chen, D. K. Friesen, H. Zheng, Tight bound on Johnson's algorithm for maximum satisfiability, J. Comput. System Sci. 58 (1999) 622–640. https://doi.org/10.1006/jcss.1998.1610
  • M. X. Goemans, D. P. Williamson, New 3/4-approximation algorithms for the maximum satisfiability problem, SIAM J. Discrete Math. 7 (1994) 656–666. https://doi.org/10.1137/S0895480192243516
  • J. Håstad, Some optimal inapproximability results, J. ACM 48 (2001) 798–859. https://doi.org/10.1145/502090.502098
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Discrete Convex Analysis IV: Discrete Separation for L-Convex SetsTextbook

Motivation

The classical separating hyperplane theorem says that any two disjoint convex sets in Rn\mathbb R^nRn can be separated by a hyperplane with an arbitrary real normal vector. When the sets in question are not arbitrary convex sets but the integer points of specially structured discrete sets, one can sometimes ask for much more: not merely that a separator exists, but that it can be chosen from a small, structured, dimension-independent family regardless of the size or shape of the sets being separated. Results of this kind — "discrete separation theorems" — are a recurring and often surprising theme in combinatorial optimization, playing the role that the ordinary separation theorem plays in continuous convex analysis, but with genuinely combinatorial content beyond it.

L-convex sets, introduced by Murota as part of the discrete convex analysis framework, are one of the two dual families of well-behaved discrete convex sets studied in the book (the other being M-convex sets, chunk 04 of this series). They are defined by a lattice-closure axiom together with translation invariance, and they correspond one-to-one to integer-valued distance functions satisfying the triangle inequality — objects long familiar from network flow theory and shortest-path duality, even though the L-convexity terminology is not traditionally used there. This mission formalizes the chapter's central results, culminating in Theorem 5.9: two disjoint L-convex sets can always be separated by a vector with entries in {−1,0,1}\{-1, 0, 1\}{−1,0,1}, no matter how large or complicated the sets are.

Setting

Let VVV be a finite ground set. A nonempty set D⊆ZVD \subseteq \mathbb Z^VD⊆ZV is an L-convex set if it satisfies the sublattice axiom (SBS[Z]) — p,q∈D  ⟹  p∨q, p∧q∈Dp, q \in D \implies p \vee q,\ p \wedge q \in Dp,q∈D⟹p∨q, p∧q∈D, where ∨,∧\vee, \wedge∨,∧ are componentwise maximum and minimum — and the translation axiom (TRS[Z]) — p∈D  ⟹  p±1∈Dp \in D \implies p \pm \mathbf 1 \in Dp∈D⟹p±1∈D, where 1\mathbf 11 is the all-ones vector. A distance function γ:V×V→R∪{+∞}\gamma : V \times V \to \mathbb R \cup \{+\infty\}γ:V×V→R∪{+∞} satisfies γ(v,v)=0\gamma(v,v) = 0γ(v,v)=0 for every vvv; it satisfies the triangle inequality if γ(v1,v2)+γ(v2,v3)≥γ(v1,v3)\gamma(v_1,v_2) + \gamma(v_2,v_3) \ge \gamma(v_1,v_3)γ(v1​,v2​)+γ(v2​,v3​)≥γ(v1​,v3​) for all v1,v2,v3v_1, v_2, v_3v1​,v2​,v3​. The admissible-potential polyhedron of γ\gammaγ is

D(γ)={p∈RV:p(v)−p(u)≤γ(u,v) (∀u≠v)}.D(\gamma) = \{p \in \mathbb R^V : p(v) - p(u) \le \gamma(u,v)\ (\forall u \ne v)\}.D(γ)={p∈RV:p(v)−p(u)≤γ(u,v) (∀u=v)}.

The convex hull of a discrete set D⊆ZVD \subseteq \mathbb Z^VD⊆ZV is written Dˉ⊆RV\bar D \subseteq \mathbb R^VDˉ⊆RV.

Formalization targets

Goal: Theorem 5.9 (discrete separation for L-convex sets)

If D1,D2⊆ZVD_1, D_2 \subseteq \mathbb Z^VD1​,D2​⊆ZV are disjoint L-convex sets, there exists x∗∈{−1,0,1}Vx^* \in \{-1,0,1\}^Vx∗∈{−1,0,1}V such that

inf⁡{⟨p,x∗⟩:p∈D1}−sup⁡{⟨p,x∗⟩:p∈D2}≥1.\inf\{\langle p, x^*\rangle : p \in D_1\} - \sup\{\langle p, x^*\rangle : p \in D_2\} \ge 1.inf{⟨p,x∗⟩:p∈D1​}−sup{⟨p,x∗⟩:p∈D2​}≥1.

Dropping the {−1,0,1}V\{-1,0,1\}^V{−1,0,1}V restriction and allowing an arbitrary real separator would recover the classical separation theorem for convex sets, which holds regardless of L-convexity and carries no discrete-convexity content; the three-valued restriction is the weakest correct strengthening and is kept in full.

Milestones: Theorems 5.2, 5.5, 5.7

Theorem 5.2: an L-convex set is hole free (D=Dˉ∩ZVD = \bar D \cap \mathbb Z^VD=Dˉ∩ZV) — its integer points are exactly the integer points of its own convex hull. Theorem 5.5: DDD is L-convex if and only if D=D(γ)∩ZVD = D(\gamma) \cap \mathbb Z^VD=D(γ)∩ZV for some integer-valued distance function γ\gammaγ satisfying the triangle inequality — L-convex sets and such distance functions are two descriptions of the same object, the discrete analogue of chunk 04's M-convex-set / submodular- function correspondence. Theorem 5.7 (parts (1), (4)): L-convex sets are closed under intersection in the strongest sense — the convex hulls intersect exactly where the sets do, and a nonempty intersection of L-convex sets is again L-convex.

Significance

The result itself. Theorem 5.9 packs two claims into one, as the book itself points out: the separator is forced into {−1,0,1}V\{-1,0,1\}^V{−1,0,1}V (explicit in the statement), and disjoint L-convex sets satisfy "convexity in intersection" — their convex hulls are already disjoint whenever the sets themselves are (implicit, and necessary for the stated inequality to be possible at all). The {−1,0,1}\{-1,0,1\}{−1,0,1} structure connects directly to combinatorial duality in network flows: L-convex polyhedra are, without the name, a familiar object there, and a {−1,0,1}\{-1,0,1\}{−1,0,1}-separator corresponds to a signed cut or a negative-cost cycle in an associated graph. Theorem 5.5's correspondence is the L-convex mirror of chunk 04's M-convex/submodular correspondence, and the book explicitly flags that the two will be unified into a single conjugacy relationship in a later chapter (Note 5.6) — this mission's formalization of the L-side is a prerequisite for that later unification.

Formalizing it. No matching item exists on the platform (searches for "L-convex", "distance function", and "negative cycle" return only unrelated results — number-theoretic distance estimates, polytope graph metrics, shortest-path graph structures — none matching the combinatorial L-convexity/discrete-separation content here). This mission gives the first formal statement of L-convex sets and their central separation theorem. Notably, Theorem 5.9's own statement — unlike the analogous M-convex Theorem 4.18 — needs none of the distance-function machinery that its proof uses; only the L-convexity axiom itself appears in the goal, making its formal statement comparatively lean even though the underlying mathematics is just as deep.

Difficulty

The natural first attempt at Theorem 5.9 is to try to construct x∗x^*x∗ directly from the structure of D1,D2D_1, D_2D1​,D2​ — for instance, from a normal vector to a real separating hyperplane, rounded coordinatewise. This does not work: rounding an arbitrary real separator gives no control over its entries, and there is no reason a rounded vector should still separate. The book's actual proof instead represents D1,D2D_1, D_2D1​,D2​ via distance functions γ1,γ2\gamma_1, \gamma_2γ1​,γ2​ (Theorem 5.5), combines them into γ12=min⁡(γ1,γ2)\gamma_{12} = \min(\gamma_1, \gamma_2)γ12​=min(γ1​,γ2​), and extracts the separator from a shortest negative cycle in the associated graph: the vertices of the cycle alternate between the two sets' "tight" arcs, and the alternating ±1\pm 1±1 pattern around the cycle is exactly the {−1,0,1}\{-1,0,1\}{−1,0,1} vector x∗x^*x∗ — with the cycle's negativity translating directly into the required gap of at least 111. Locating the right combinatorial object (a shortest negative cycle, not an arbitrary one) is what pins the separator down to a vector supported on a single alternating cycle rather than an arbitrary {−1,0,1}\{-1,0,1\}{−1,0,1} pattern, and is the step a naive rounding or linear-algebra argument has no analogue of.

Formalization scope

The ground set VVV is a Fintype with DecidableEq; D⊆ZVD \subseteq \mathbb Z^VD⊆ZV is a Set (V → ℤ). Distance functions take values in WithTop ℝ; the goal's infimum and supremum are taken in EReal (a complete lattice), since L-convex sets are always infinite (translation invariance along the all-ones direction), so an ℝ-valued supremum/infimum would silently return a junk value on an unbounded set. The conclusion is stated as sup⁡D2⟨p,x∗⟩+1≤inf⁡D1⟨p,x∗⟩\sup_{D_2}\langle p,x^*\rangle + 1 \le \inf_{D_1}\langle p,x^*\ranglesupD2​​⟨p,x∗⟩+1≤infD1​​⟨p,x∗⟩, an addition-based reformulation of the book's subtraction inequality that avoids EReal's ⊤ - ⊤ ambiguity while remaining equivalent whenever both sides are finite.

A trivializing formalization of the goal would drop the {−1,0,1}V\{-1,0,1\}^V{−1,0,1}V constraint on x∗x^*x∗ (recovering the classical, L-convexity-independent separation theorem) or fix a single coordinate pattern rather than asserting existence over the full three-valued family; neither is done here. Theorem 5.5 is stated existentially rather than via the book's named bijection Φ,Ψ\Phi, \PsiΦ,Ψ (a documented scope reduction, parallel to chunk 04's treatment of Theorem 4.15), and Theorem 5.7 is drafted with only its two representation-independent clauses (parts (1) and (4); see MODERATION_NOTES.md). Contributions building the distance-function/admissible- potential apparatus needed for Theorem 5.7's remaining clauses, or the L-convex/integrally-convex bridge (Theorem 5.10, needing chunk 03's vocabulary), are welcome.

Selected references

  • K. Murota, Discrete Convex Analysis, SIAM, 2003. DOI: 10.1137/1.9780898718508.
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Discrete Convex Analysis III: Edmonds's Intersection TheoremTextbook

Motivation

Matroid intersection is one of the founding results of combinatorial optimization: given two matroids on a common ground set, the largest common independent set can be found in polynomial time, and its size equals the minimum of a natural upper bound ranging over all subsets — a min-max theorem in the spirit of König's theorem and Menger's theorem, but for a strictly richer combinatorial structure. Jack Edmonds proved this in 1970, and Jack Edmonds and Rick Giles's subsequent generalization to submodular flows, together with André Frank's discrete separation theorem for submodular and supermodular set functions (1982), placed matroid intersection inside a single unifying framework: submodular function duality. This framework explains, in one stroke, matroid intersection, the base-exchange structure of matroids, and a family of other combinatorial min-max theorems that had previously seemed unrelated.

Murota's Discrete Convex Analysis develops this framework as the theory of M-convex sets: sets of integer vectors satisfying a lattice-exchange axiom that turns out to be exactly equivalent to being the integer points of a base polyhedron of an integer-valued submodular set function. This mission formalizes the chapter's central results: the equivalence of four variant forms of the exchange axiom (Theorem 4.3), the M-convex set / submodular function correspondence (Theorem 4.15), Frank's discrete separation theorem (Theorem 4.17), and Edmonds's intersection theorem itself (Theorem 4.18) — the deepest duality result in the theory of submodular functions and the historical origin of the M-convexity concept that the rest of the book generalizes to real-valued functions.

Setting

Let VVV be a finite ground set. A set function ρ:2V→R∪{+∞}\rho : 2^V \to \mathbb R \cup \{+\infty\}ρ:2V→R∪{+∞} with ρ(∅)=0\rho(\emptyset) = 0ρ(∅)=0 and ρ(V)<+∞\rho(V) < +\inftyρ(V)<+∞ is submodular (the class S[R]S[\mathbb R]S[R]) if

ρ(X)+ρ(Y)≥ρ(X∪Y)+ρ(X∩Y)(X,Y⊆V).\rho(X) + \rho(Y) \ge \rho(X \cup Y) + \rho(X \cap Y) \qquad (X, Y \subseteq V).ρ(X)+ρ(Y)≥ρ(X∪Y)+ρ(X∩Y)(X,Y⊆V).

Its base polyhedron and submodular polyhedron are

B(ρ)={x∈RV:x(X)≤ρ(X) (∀X⊆V), x(V)=ρ(V)},P(ρ)={x∈RV:x(X)≤ρ(X) (∀X⊆V)},B(\rho) = \{x \in \mathbb R^V : x(X) \le \rho(X)\ (\forall X \subseteq V),\ x(V) = \rho(V)\}, \qquad P(\rho) = \{x \in \mathbb R^V : x(X) \le \rho(X)\ (\forall X \subseteq V)\},B(ρ)={x∈RV:x(X)≤ρ(X) (∀X⊆V), x(V)=ρ(V)},P(ρ)={x∈RV:x(X)≤ρ(X) (∀X⊆V)},

where x(X)=∑v∈Xx(v)x(X) = \sum_{v \in X} x(v)x(X)=∑v∈X​x(v); a supermodular function μ\muμ is one with −μ-\mu−μ submodular. A nonempty set B⊆ZVB \subseteq \mathbb Z^VB⊆ZV is an M-convex set if it satisfies the exchange axiom (B-EXC[Z]): for x,y∈Bx, y \in Bx,y∈B and uuu in the positive support of x−yx-yx−y, there is vvv in the negative support of x−yx-yx−y with both x−χu+χv∈Bx - \chi_u + \chi_v \in Bx−χu​+χv​∈B and y+χu−χv∈By + \chi_u - \chi_v \in By+χu​−χv​∈B, where χu\chi_uχu​ is the characteristic vector of uuu. A polyhedron P⊆RVP \subseteq \mathbb R^VP⊆RV is integral if P=conv⁡(P∩ZV)P = \operatorname{conv}(P \cap \mathbb Z^V)P=conv(P∩ZV).

Formalization targets

Goal: Theorem 4.18 (Edmonds's intersection theorem)

For submodular set functions ρ1,ρ2∈S[R]\rho_1, \rho_2 \in S[\mathbb R]ρ1​,ρ2​∈S[R],

max⁡{x(V):x∈P(ρ1)∩P(ρ2)}=min⁡{ρ1(X)+ρ2(V∖X):X⊆V},\max\{x(V) : x \in P(\rho_1) \cap P(\rho_2)\} = \min\{\rho_1(X) + \rho_2(V \setminus X) : X \subseteq V\},max{x(V):x∈P(ρ1​)∩P(ρ2​)}=min{ρ1​(X)+ρ2​(V∖X):X⊆V},

with both sides attained. If ρ1,ρ2\rho_1, \rho_2ρ1​,ρ2​ are integer valued, P(ρ1)∩P(ρ2)P(\rho_1) \cap P(\rho_2)P(ρ1​)∩P(ρ2​) is an integral polyhedron and the maximum is attained at an integer point. Dropping the integrality clause and stating only the real max-min equality would leave ordinary LP duality with no discrete content at all; this mission keeps it in the goal at every strength the book proves it.

Milestones: Theorems 4.3, 4.15, 4.17

Theorem 4.3: the exchange axiom (B-EXC[Z]) is equivalent to three variants that impose the exchange condition asymmetrically or only for distinct vectors — groundwork establishing that M-convexity does not depend on which variant is taken as primitive. Theorem 4.15: BBB is M-convex if and only if B=B(ρ)∩ZVB = B(\rho) \cap \mathbb Z^VB=B(ρ)∩ZV for some integer-valued submodular ρ\rhoρ — M-convex sets and integer-valued submodular set functions are two descriptions of the same combinatorial object. Theorem 4.17 (Frank): if a submodular ρ\rhoρ dominates a supermodular μ\muμ pointwise, a single vector x∗x^*x∗ separates them (ρ≥x∗≥μ\rho \ge x^* \ge \muρ≥x∗≥μ pointwise on every subset), integrally when ρ,μ\rho, \muρ,μ are integer valued — derived, in the book, as a direct corollary of the goal theorem.

Significance

The result itself. Edmonds's intersection theorem is the min-max theorem underlying polynomial-time matroid intersection (a matroid's rank function is submodular, so the classical matroid intersection theorem is the special case ρ1,ρ2\rho_1, \rho_2ρ1​,ρ2​ both matroid rank functions), and its generality — arbitrary submodular set functions, not just matroid ranks — is what lets Frank's discrete separation theorem, and through it a wide range of combinatorial duality results in network flows, scheduling, and matroid theory, be derived as corollaries rather than proved from scratch each time. The integrality clause specifically is the fact that makes these duality theorems combinatorial: it guarantees that optimal fractional solutions to the underlying linear program can always be taken integral, without which the connection to discrete optimization would be lost.

Formalizing it. No matching item exists on the platform (searches for "submodular set function", "base polyhedron", "matroid intersection" return no relevant hits; Mathlib's Combinatorics/Matroid/ develops matroid rank functions, a special case, but not general submodular set functions or their polyhedra). This mission gives the first formal statement of the theorem at its natural generality, together with the M-convex-set viewpoint that motivates the rest of the book, and Frank's separation theorem as an explicit worked corollary.

Difficulty

The real-valued half of Theorem 4.18 is ordinary LP duality applied to a cleverly chosen primal program (maximize ⟨p,x⟩\langle p, x\rangle⟨p,x⟩ over P(ρ1)∩P(ρ2)P(\rho_1) \cap P(\rho_2)P(ρ1​)∩P(ρ2​)) and its dual — routine once the right LP is written down. The integrality half is where the combinatorics enters: an optimal dual solution can always be chosen supported on a chain in each ρi\rho_iρi​'s effective domain (an extremal argument maximizing a strictly convex potential over the optimal dual face), and the incidence matrix of a chain of subsets is totally unimodular — this is the fact, external to ordinary LP theory, that forces an integral optimal solution to exist whenever the data (ρ1,ρ2\rho_1, \rho_2ρ1​,ρ2​) are integral. A proof that stops at real-valued LP duality, however carefully done, misses this step entirely and cannot produce the integrality clause; total unimodularity of a chain's incidence matrix is the one piece of combinatorics doing all the discrete work in an otherwise classical convex-duality argument.

Formalization scope

The ground set VVV is a Fintype with DecidableEq; subsets are Finset V, vectors are V → ℝ/V → ℤ. Submodular functions take values in WithTop ℝ (exactly R∪{+∞}\mathbb R \cup \{+\infty\}R∪{+∞}); supermodular functions in WithBot ℝ; comparisons across the two use an explicit embedding into EReal. The max/min in the goal are stated via IsGreatest/IsLeast sharing a common EReal witness, so that "both sides attained, at the same value" — not merely "sup equals inf" — is what the Lean statement asserts, which is essential since the integrality clause's whole content is about which point attains the maximum.

A trivializing formalization of the goal would drop the integrality clause (leaving unqualified LP duality) or replace IsGreatest/IsLeast with a bare supremum/infimum equality (losing the "is attained" content the second half of the theorem needs); both are avoided. Theorem 4.15 is stated as the existential "iff" (some integer submodular ρ\rhoρ realizes BBB) rather than reifying the book's own named bijection Φ,Ψ\Phi, \PsiΦ,Ψ explicitly — a deliberate, documented scope reduction of that one milestone (see MODERATION_NOTES.md), not of the goal. Contributions building the explicit Φ\PhiΦ map, the Lovász extension (needed for Theorem 4.16, not drafted here), or M-convex-set infrastructure reusable by chunks 06–07 (M-convex functions, which build on this chapter's vocabulary) are welcome.

Selected references

  • K. Murota, Discrete Convex Analysis, SIAM, 2003. DOI: 10.1137/1.9780898718508.
  • J. Edmonds, "Submodular functions, matroids, and certain polyhedra," in Combinatorial Structures and Their Applications, Gordon and Breach, 1970, pp. 69–87.
  • A. Frank, "An algorithm for submodular functions on graphs," Annals of Discrete Mathematics, 16, 1982, pp. 97–120.
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An Analysis of Several Heuristics for the Traveling Salesman Problem III: Nearest and Cheapest Insertion Are Within a Factor of TwoResearch Paper

Motivation

The traveling salesman problem (TSP) asks for a shortest closed route through a finite set of points. It is NP-hard, and in practice tours are built by fast constructive heuristics whose output is then improved or used as is. A central question in the analysis of algorithms, raised in this form by Rosenkrantz, Stearns and Lewis in 1977, is how far such a heuristic can be from optimal in the worst case, as a function of the number of points nnn, when the distances satisfy the triangle inequality.

The paper (SIAM J. Comput. 6(3), 1977) answers this for several heuristics. For the general class of insertion methods it proves a logarithmic bound (Theorem 3); for two specific rules, nearest insertion and cheapest insertion, it proves a bound that does not grow with nnn: the tour is less than twice the optimal (Theorem 4), and more precisely at most 2(1−1/n)2(1-1/n)2(1−1/n) times the optimal (Corollary, eq. (4.12)). Theorem 5 of the same paper shows the constant 2(1−1/n)2(1-1/n)2(1−1/n) is attained, so this is the exact worst case of both rules. These results, with Christofides' 3/2 bound of 1976, are the classical reference points for approximation ratios of TSP construction heuristics and appear in standard OR and approximation-algorithm texts.

Setting

A traveling salesman graph (N,d)(N,d)(N,d) has a finite node set NNN with ∣N∣=n|N| = n∣N∣=n and a distance d:N×N→Rd : N\times N\to\mathbb Rd:N×N→R that is symmetric, nonnegative and satisfies the triangle inequality d(i,k)≤d(i,j)+d(j,k)d(i,k)\le d(i,j)+d(j,k)d(i,k)≤d(i,j)+d(j,k). A tour is a circuit visiting every node exactly once; its length is the sum of its edge lengths, and OPTIMAL is the least tour length.

A subtour TTT is a tour on a subset of NNN (a one-node subtour has no edges). For k∉Tk\notin Tk∈/T, TOUR(T,k)\mathrm{TOUR}(T,k)TOUR(T,k) inserts kkk into TTT where it is cheapest: if TTT has at least two nodes, choose an edge (x,y)(x,y)(x,y) of TTT minimizing d(x,k)+d(k,y)−d(x,y)d(x,k)+d(k,y)-d(x,y)d(x,k)+d(k,y)−d(x,y) and replace it by (x,k),(k,y)(x,k),(k,y)(x,k),(k,y); if T={i}T=\{i\}T={i}, form the two-node tour on i,ki,ki,k. COST(T,k)\mathrm{COST}(T,k)COST(T,k) is the length of TOUR(T,k)\mathrm{TOUR}(T,k)TOUR(T,k) minus the length of TTT.

An insertion method builds subtours T1,…,TnT_1,\dots,T_nT1​,…,Tn​ with T1={a0}T_1=\{a_0\}T1​={a0​} and Ti+1=TOUR(Ti,ai)T_{i+1}=\mathrm{TOUR}(T_i,a_i)Ti+1​=TOUR(Ti​,ai​) for some ai∉Tia_i\notin T_iai​∈/Ti​, 1≤i<n1\le i<n1≤i<n; INSERT is the length of TnT_nTn​. With d(T,p)=min⁡x∈Td(x,p)d(T,p)=\min_{x\in T}d(x,p)d(T,p)=minx∈T​d(x,p):

  • nearest insertion chooses each aia_iai​ with d(Ti,ai)=min⁡{d(Ti,x):x∈N−Ti}d(T_i,a_i)=\min\{d(T_i,x): x\in N-T_i\}d(Ti​,ai​)=min{d(Ti​,x):x∈N−Ti​};
  • cheapest insertion chooses each aia_iai​ with COST(Ti,ai)=min⁡{COST(Ti,x):x∈N−Ti}\mathrm{COST}(T_i,a_i)=\min\{\mathrm{COST}(T_i,x): x\in N-T_i\}COST(Ti​,ai​)=min{COST(Ti​,x):x∈N−Ti​}.

The start node a0a_0a0​ and every tie (between candidate nodes, and between candidate edges) are arbitrary. TREE denotes the length of a minimal spanning tree of (N,d)(N,d)(N,d).

Formalization targets

Goal: Corollary to Theorem 4, eq. (4.12)

For every traveling salesman graph on n≥1n\ge1n≥1 nodes and every run of nearest insertion or of cheapest insertion,

INSERT  ≤  2(1−1n)⋅OPTIMAL.\mathrm{INSERT}\;\le\;2\Bigl(1-\frac1n\Bigr)\cdot\mathrm{OPTIMAL}.INSERT≤2(1−n1​)⋅OPTIMAL.

Milestones

  1. Lemma 2, (3.3): COST(T,k)≤2 d(k,j)\mathrm{COST}(T,k)\le 2\,d(k,j)COST(T,k)≤2d(k,j) for k∉Tk\notin Tk∈/T, j∈Tj\in Tj∈T.
  2. Eq. (3.7): for every insertion method, INSERT=∑i=1n−1COST(Ti,ai)\mathrm{INSERT}=\sum_{i=1}^{n-1}\mathrm{COST}(T_i,a_i)INSERT=∑i=1n−1​COST(Ti​,ai​).
  3. Eqs. (4.9)–(4.10): nearest insertion satisfies COST(Ti,ai)≤2 d(p,q)\mathrm{COST}(T_i,a_i)\le 2\,d(p,q)COST(Ti​,ai​)≤2d(p,q) for all p∈Tip\in T_ip∈Ti​, q∉Tiq\notin T_iq∈/Ti​ (4.5).
  4. Proof of Theorem 4: cheapest insertion satisfies (4.5) as well.
  5. Lemma 3: every insertion run satisfying (4.5) has INSERT≤2⋅TREE\mathrm{INSERT}\le 2\cdot\mathrm{TREE}INSERT≤2⋅TREE (4.6).
  6. Eq. (4.11): TREE≤(1−1/n)⋅OPTIMAL\mathrm{TREE}\le(1-1/n)\cdot\mathrm{OPTIMAL}TREE≤(1−1/n)⋅OPTIMAL.

Theorem 4 itself, INSERT<2⋅OPTIMAL\mathrm{INSERT}<2\cdot\mathrm{OPTIMAL}INSERT<2⋅OPTIMAL when ddd is not identically zero, is included as a companion statement.

Significance

The bound says that two simple O(n2)O(n^2)O(n2) and O(n2log⁡n)O(n^2\log n)O(n2logn) construction rules are never worse than a factor 2(1−1/n)2(1-1/n)2(1−1/n) from optimal on any metric instance, a guarantee independent of nnn, in contrast with nearest neighbor and with arbitrary insertion orders, whose ratios the same paper shows can grow logarithmically. Lemma 3 is reusable on its own: any insertion rule satisfying the local inequality (4.5) inherits the bound 2⋅TREE2\cdot\mathrm{TREE}2⋅TREE, and the paper notes that similar arguments apply to nearest addition and nearest merger.

The result has been proved since 1977. The Prove2Me library has a machine-checked proof of the weaker statement for nearest insertion only with constant 222 (SupplyChainTheory.nearest_insertion_bound, from Snyder–Shen, Theorem 10.7) and of TREE≤OPTIMAL\mathrm{TREE}\le\mathrm{OPTIMAL}TREE≤OPTIMAL (SupplyChainTheory.mst_lower_bound). This mission asks for the paper's full statement: both rules, the exact constant 2(1−1/n)2(1-1/n)2(1−1/n), and the general Lemma 3 via its correspondence between insertion steps and spanning-tree edges. Paired with the tightness result of the companion mission (Theorem 5), it would give a formally verified exact worst-case ratio for both heuristics.

Difficulty

Lemma 2 and inequality (4.5) are local consequences of the triangle inequality; the difficulty is global. The obvious attempt at Lemma 3 charges step iii to the tree edge joining aia_iai​ to its nearest node of TiT_iTi​, but distinct steps can then be charged to the same tree edge, and the sum of the charges no longer bounds 2⋅TREE2\cdot\mathrm{TREE}2⋅TREE. Any correct argument must control how the insertion order interacts with the structure of an arbitrary spanning tree, which in Lean means reasoning about paths in SimpleGraph together with the evolving subtours. For cheapest insertion the chosen node need not be a nearest node, so (4.5) is not immediate from the rule. Finally, the goal's constant 2(1−1/n)2(1-1/n)2(1−1/n) is sharper than the bound 2⋅OPTIMAL2\cdot\mathrm{OPTIMAL}2⋅OPTIMAL obtained from TREE≤OPTIMAL\mathrm{TREE}\le\mathrm{OPTIMAL}TREE≤OPTIMAL, so the weaker spanning-tree bound already in the library does not suffice.

Formalization scope

Nodes are Fin n with n≥1n\ge1n≥1 (the paper's nodes 1,…,n1,\dots,n1,…,n shifted to 0,…,n−10,\dots,n-10,…,n−1). The distance satisfies the paper's three axioms plus the normalization d(i,i)=0d(i,i)=0d(i,i)=0, which never affects a tour, subtour or tree length. Tours are permutations; OPTIMAL is a minimum over all of them (Finset.inf'). Subtours are lists of distinct nodes with closed length. TOUR(T,k)\mathrm{TOUR}(T,k)TOUR(T,k) is encoded as insertion of kkk at a list position whose resulting length is minimal over all ∣T∣+1|T|+1∣T∣+1 positions, which is the minimization of (3.1) over the edges of TTT; COST is the corresponding minimum increase. The subtour index is 1-based as printed (T1={a0}T_1=\{a_0\}T1​={a0​}, TnT_nTn​ final). The distance d(T,p)d(T,p)d(T,p) is taken in R∪{+∞}\mathbb R\cup\{+\infty\}R∪{+∞}, so no default value enters the nearest rule. Spanning trees are SimpleGraph (Fin n) with IsTree; statements about TREE are phrased over every spanning tree (upper bounds) or some spanning tree (bounds on TREE), which is equivalent. Ratios are multiplied out, so the goal needs no nontriviality hypothesis; Theorem 4's strict form carries the paper's exclusion of the identically zero distance (p. 564).

A formalization in which TOUR inserts at an arbitrary rather than a cheapest position, or in which the run fixes the start node or the tie-breaking, would state a different (and, for arbitrary positions, false) theorem; the statements here quantify over every run.

A complete development needs subtour-length lemmas for List.insertIdx, the telescoping identity (3.7), and a spanning-tree edge-assignment argument on Mathlib's SimpleGraph paths; the last two are reusable for other insertion rules and for the companion missions of this series. Proofs of any milestone are welcome independently.

Selected references

  • D. J. Rosenkrantz, R. E. Stearns, P. M. Lewis II, An Analysis of Several Heuristics for the Traveling Salesman Problem, SIAM Journal on Computing 6(3):563–581, 1977. https://doi.org/10.1137/0206041
  • N. Christofides, Worst-Case Analysis of a New Heuristic for the Travelling Salesman Problem, Report 388, GSIA, Carnegie Mellon University, 1976. https://doi.org/10.1007/s43069-021-00101-z (reprint in Operations Research Forum 3, 2022)
  • L. V. Snyder, Z.-J. M. Shen, Fundamentals of Supply Chain Theory, 2nd ed., Wiley, 2019, Chapter 10 (Theorem 10.7). https://doi.org/10.1002/9781119584445
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A Faster Algorithm Computing String Edit Distances 2: Discrete Edit Costs Are NecessaryResearch Paper

Motivation

The edit distance between two strings is the least total cost of a sequence of single-character insertions, deletions and replacements that turns one string into the other. It underlies spelling correction, sequence alignment in computational biology, and file comparison. Wagner and Fischer (J. ACM 21, 1974) computed it for strings of length nnn in time O(n2)O(n^2)O(n2) by filling an (n+1)×(n+1)(n+1) \times (n+1)(n+1)×(n+1) matrix. Masek and Paterson (J. Comput. System Sci. 20, 1980) lowered this to O(n2/log⁡n)O(n^2/\log n)O(n2/logn) with a "Four Russians" block method: the matrix is cut into m×mm \times mm×m blocks, and the effect of every possible block is tabulated in advance.

The tabulation only pays off if the number of possible blocks is small. The paper guarantees this under two hypotheses: the alphabet is finite, and the edit costs are discrete, that is, all integer multiples of one constant. Its §4 asks whether discreteness can be dropped, and answers no with an explicit example whose costs are 000, 111, π\piπ and 555. This mission formalizes that example.

Timeline:

  • 1974, Wagner and Fischer: the O(∣A∣ ∣B∣)O(|A|\,|B|)O(∣A∣∣B∣) matrix algorithm and its recurrence, for nonnegative costs.
  • 1980, Masek and Paterson: the O(n2/log⁡n)O(n^2/\log n)O(n2/logn) algorithm for a finite alphabet and discrete costs (§2, Lemma 4), and the example of §4 showing the discreteness hypothesis cannot simply be removed (Theorem 5).
  • 2015, Backurs and Indyk (STOC 2015): no strongly subquadratic algorithm under the Strong Exponential Time Hypothesis, which places the gap the paper left open in context.

Setting

Let Σ\SigmaΣ be an alphabet and λ\lambdaλ the null string. An edit operation a→ba \to ba→b is a pair of strings of length at most one other than (λ,λ)(\lambda, \lambda)(λ,λ): a replacement when both are symbols, a deletion when b=λb = \lambdab=λ, an insertion when a=λa = \lambdaa=λ. BBB results from AAA by a→ba \to ba→b if A=σaτA = \sigma a \tauA=σaτ and B=σbτB = \sigma b \tauB=σbτ. A cost function γ\gammaγ assigns a nonnegative real to each edit operation; Ra,b=γ(a→b)R_{a,b} = \gamma(a \to b)Ra,b​=γ(a→b), Da=γ(a→λ)D_a = \gamma(a \to \lambda)Da​=γ(a→λ), Ia=γ(λ→a)I_a = \gamma(\lambda \to a)Ia​=γ(λ→a). The edit distance δ(γ,A,B)\delta(\gamma, A, B)δ(γ,A,B) is the minimum of ∑iγ(si)\sum_i \gamma(s_i)∑i​γ(si​) over sequences s1,…,sms_1, \dots, s_ms1​,…,sm​ of edit operations taking AAA to BBB. For fixed strings, δi,j=δ(γ,Ai,Bj)\delta_{i,j} = \delta(\gamma, A^i, B^j)δi,j​=δ(γ,Ai,Bj), where Ai=A1⋯AiA^i = A_1 \cdots A_iAi=A1​⋯Ai​; this is the edit matrix. A step is the difference of two horizontally or vertically adjacent entries, δi,j−δi−1,j\delta_{i,j} - \delta_{i-1,j}δi,j​−δi−1,j​ or δi,j−δi,j−1\delta_{i,j} - \delta_{i,j-1}δi,j​−δi,j−1​, and the possible steps of γ\gammaγ are the steps of all edit matrices of all pairs of strings. The cost set Ω={Da}∪{Ia}∪{Ra,b}\Omega = \{D_a\} \cup \{I_a\} \cup \{R_{a,b}\}Ω={Da​}∪{Ia​}∪{Ra,b​} is discrete if some r>0r > 0r>0 has every element of Ω\OmegaΩ as an integer multiple.

An edit path is a sequence of matrix cells (p,q)(p, q)(p,q) in which each cell increases ppp, qqq or both by one: a deletion of Ap+1A_{p+1}Ap+1​ (cost DAp+1D_{A_{p+1}}DAp+1​​), an insertion of Bq+1B_{q+1}Bq+1​ (cost IBq+1I_{B_{q+1}}IBq+1​​), or a replacement of Ap+1A_{p+1}Ap+1​ by Bq+1B_{q+1}Bq+1​ (cost RAp+1,Bq+1R_{A_{p+1},B_{q+1}}RAp+1​,Bq+1​​). The eccentricity of (i,j)(i, j)(i,j) is ∣i−j∣|i - j|∣i−j∣.

The example. Σ={a,b,c}\Sigma = \{a, b, c\}Σ={a,b,c} with

Rσ,σ=0,Ra,b=Rb,a=1,Rc,a=Rc,b=Ra,c=Rb,c=π,Iσ=Dσ=5.R_{\sigma,\sigma} = 0,\quad R_{a,b} = R_{b,a} = 1,\quad R_{c,a} = R_{c,b} = R_{a,c} = R_{b,c} = \pi,\quad I_\sigma = D_\sigma = 5.Rσ,σ​=0,Ra,b​=Rb,a​=1,Rc,a​=Rc,b​=Ra,c​=Rb,c​=π,Iσ​=Dσ​=5.

Let μ2k=μ2k+1=⌊2k/(2π+1)⌋\mu_{2k} = \mu_{2k+1} = \lfloor 2k/(2\pi+1) \rfloorμ2k​=μ2k+1​=⌊2k/(2π+1)⌋. The infinite strings AAA and BBB are baba…baba\ldotsbaba… and abab…abab\ldotsabab… with a ccc written into both, at each even position iii where μi>μi−1\mu_i > \mu_{i-1}μi​>μi−1​, so that AiA^iAi and BiB^iBi each contain exactly μi\mu_iμi​ letters ccc. The first ccc is at position 888. P∗(i,j,k)P^*(i, j, k)P∗(i,j,k) is the minimum cost of an edit path from (i,j)(i, j)(i,j) to (i+k,j+k)(i+k, j+k)(i+k,j+k) through points all of eccentricity at least ∣i−j∣|i-j|∣i−j∣.

Formalization targets

Goal (Theorem 5, as its proof establishes it)

For the example's γ\gammaγ, AAA and BBB,

k↦δk,k+1−δk,k  is injective on N,and the set of possible steps of γ is infinite.k \mapsto \delta_{k,k+1} - \delta_{k,k} \ \text{ is injective on } \mathbb{N}, \qquad \text{and the set of possible steps of } \gamma \text{ is infinite.}k↦δk,k+1​−δk,k​  is injective on N,and the set of possible steps of γ is infinite.

The first part gives at least nnn distinct steps in the edit matrix of AnA^nAn and BnB^nBn; the second is the negation of the conclusion of the paper's Lemma 4. The goal fixes no constants and no growth rate beyond "at least one new step per diagonal position".

Milestones

  1. §2.3: for every nonnegative normalized cost function and all strings, δi,j\delta_{i,j}δi,j​ equals the minimum cost of an edit path from (0,0)(0,0)(0,0) to (i,j)(i,j)(i,j).
  2. Lemma 5: P∗(i,j,k)≥k−μi+k+μiP^*(i,j,k) \ge k - \mu_{i+k} + \mu_iP∗(i,j,k)≥k−μi+k​+μi​ if i−ji - ji−j is even, and P∗(i,j,k)≥(μi+k−μi+μj+k−μj)πP^*(i,j,k) \ge (\mu_{i+k} - \mu_i + \mu_{j+k} - \mu_j)\piP∗(i,j,k)≥(μi+k​−μi​+μj+k​−μj​)π if i−ji - ji−j is odd.
  3. Lemma 6: for 0≤k′≤k0 \le k' \le k0≤k′≤k, P∗(0,0,k′)+5+P∗(k′+1,k′,k−k′)≥5+(μk+1+μk)πP^*(0,0,k') + 5 + P^*(k'+1, k', k-k') \ge 5 + (\mu_{k+1} + \mu_k)\piP∗(0,0,k′)+5+P∗(k′+1,k′,k−k′)≥5+(μk+1​+μk​)π.
  4. Lemma 7: δk,k=k−μk\delta_{k,k} = k - \mu_kδk,k​=k−μk​ and δk,k+1=δk+1,k=5+(μk+1+μk)π\delta_{k,k+1} = \delta_{k+1,k} = 5 + (\mu_{k+1} + \mu_k)\piδk,k+1​=δk+1,k​=5+(μk+1​+μk​)π.

A further item records that the example satisfies every other condition of the paper: its costs are nonnegative and normalized (γ(a→b)=δ(γ,a,b)\gamma(a \to b) = \delta(\gamma, a, b)γ(a→b)=δ(γ,a,b)), but Ω={0,1,π,5}\Omega = \{0, 1, \pi, 5\}Ω={0,1,π,5} is not discrete.

Significance

The block algorithm precomputes one table entry per block and per pair of initial step vectors, so its preprocessing is polynomial in nnn only when the number of possible steps is bounded independently of the strings. The example shows that without discreteness the steps can grow with nnn even over a three-letter alphabet with nonnegative normalized costs, so the table size becomes of order (kn)m(kn)^m(kn)m and the method gives no speedup. It explains why the finite-alphabet, non-discrete case is left open in the paper's conclusion.

The paper's result is proved on paper; no machine-checked version is known to exist, and Mathlib has no edit distance at the pinned revision. The formalization produces exact closed forms for three diagonals of a nontrivial edit matrix with irrational entries, a formal link between edit distance over arbitrary edit sequences and minimum-cost paths, and a verified counterexample to the naive generalization of the algorithm. The sibling mission of the series formalizes the algorithm and Lemma 4.

Difficulty

The central difficulty is Lemma 5: a lower bound on the cost of every path confined to a band of eccentricity, not only the straight diagonal. A path may leave its diagonal, pay 101010 for a deletion and an insertion, and travel along another diagonal whose ccc's may or may not line up. The bound must hold uniformly in iii, jjj and kkk, and it depends on the floor function μ\muμ and on precise inequalities between μr+s−μr\mu_{r+s} - \mu_rμr+s​−μr​ and s/(2π+1)s/(2\pi+1)s/(2π+1). Checking that the straight diagonals are optimal for small kkk does not suffice: the ccc-densities are chosen so that even and odd diagonals cost almost exactly the same per step, and a periodic placement of ccc's would let one diagonal eventually undercut another.

Formalization scope

Strings are Lists; the infinite strings AAA, BBB are functions N→Σ\mathbb{N} \to \SigmaN→Σ read from index 111, and AnA^nAn is the list of their first nnn symbols. An edit operation is a pair of Option values other than (none,none)(\text{none}, \text{none})(none,none). The edit distance and P∗P^*P∗ are real infima (sInf) of nonempty sets of nonnegative reals, so they coincide with the paper's minima. δi,j\delta_{i,j}δi,j​ has iii indexing AAA and jjj indexing BBB (the paper's Figure 4 prints AAA across the columns). μi\mu_iμi​ is ⌊2⌊i/2⌋/(2π+1)⌋\lfloor 2\lfloor i/2 \rfloor/(2\pi+1) \rfloor⌊2⌊i/2⌋/(2π+1)⌋. The constraint of P∗P^*P∗ applies to every point of the path, endpoints included. Costs use Real.pi itself.

Pinned statements: the paper states Theorem 5 about the running time of Algorithm Y ("Discreteness is a necessary condition for Algorithm Y to run in time O(km)O(k^m)O(km) on length mmm strings and step sequences"); its proof establishes that the number of distinct steps grows linearly with the string length, which is what the goal states. Running time is not formalized. The §2.3 milestone is stated, as in the paper, for all strings and every nonnegative cost function satisfying the §1.1 normalization γ(a→b)=δ(γ,a,b)\gamma(a \to b) = \delta(\gamma, a, b)γ(a→b)=δ(γ,a,b); both standing assumptions are hypotheses. The paper's standing assumption ∣A∣≥∣B∣|A| \ge |B|∣A∣≥∣B∣ is used only for running times and is omitted.

The example must be the paper's: replacing π\piπ by a rational, or quantifying over "some" cost function or "some" strings, makes the goal false or empty, and the edit distance must be the minimum over edit sequences, not a recurrence.

Needed infrastructure: edit sequences and their costs, the reduction of edit sequences to edit paths, and bounds on ⌊⋅⌋\lfloor \cdot \rfloor⌊⋅⌋ with π\piπ (Mathlib's irrational_pi and Real.pi_gt_d2). The edit-distance definitions are shared in shape with the sibling mission and are reusable. Proofs of any milestone are welcome.

Selected references

  • W. J. Masek, M. S. Paterson, A Faster Algorithm Computing String Edit Distances, J. Comput. System Sci. 20 (1980), 18–31. https://doi.org/10.1016/0022-0000(80)90002-1
  • R. A. Wagner, M. J. Fischer, The String-to-String Correction Problem, J. ACM 21 (1974), 168–173. https://doi.org/10.1145/321796.321811
  • A. Backurs, P. Indyk, Edit Distance Cannot Be Computed in Strongly Subquadratic Time (unless SETH is false), STOC 2015, 51–58. https://doi.org/10.1145/2746539.2746612
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Maximizing Non-Monotone Submodular Functions III: Guarantees of Deterministic Local SearchResearch Paper

Motivation

Many optimization problems ask for a subset of a finite ground set that maximizes a function with diminishing returns: the cut of a graph or a directed graph, the value of a facility-location configuration, the entropy of a set of random variables, or a welfare function in combinatorial auctions. These functions are submodular but typically non-monotone: adding elements can decrease the value. Max Cut and Max Directed Cut are the textbook special cases. Unconstrained maximization of a nonnegative non-monotone submodular function is NP-hard, and before Feige, Mirrokni and Vondrák (SIAM J. Comput. 40(4), 2011) no constant-factor approximation was known for general such functions in the value-oracle model.

The paper gives several algorithms. A uniformly random set achieves 1/41/41/4 of the optimum (a separate mission of this series). This mission concerns the paper's first deterministic algorithm: a local search that repeatedly adds or removes a single element while the value improves by a factor larger than 1+ϵ/n21 + \epsilon/n^21+ϵ/n2, and returns the better of the final set and its complement. The key structural fact behind it, that a local optimum of a submodular function dominates all its subsets and supersets, goes back to Cherenin (1962) and Goldengorin, Tijssen and Tso (1999).

Timeline. Cherenin (1962) and Goldengorin–Tijssen–Tso (1999): local optima dominate comparable sets. Schäffer and Yannakakis (SIAM J. Comput. 1991): finding an exact local optimum of Max Cut is PLS-complete, which is why the algorithm here uses an approximate improvement threshold. Feige–Mirrokni–Vondrák (FOCS 2007; SIAM J. Comput. 2011): the 1/31/31/3 and 1/21/21/2 guarantees of this mission, and 2/52/52/5 for a randomized "smooth" local search. Buchbinder, Feldman, Naor and Schwartz (SIAM J. Comput. 2015): a randomized double-greedy 1/21/21/2-approximation, which is optimal in the value-oracle model by the lower bound of the same 2011 paper.

Setting

Let XXX be a finite ground set with n=∣X∣n = |X|n=∣X∣ elements. A set function assigns a real number f(S)f(S)f(S) to every S⊆XS \subseteq XS⊆X. It is submodular (Definition 1.1) if

f(S∪T)+f(S∩T)≤f(S)+f(T)for all S,T⊆X,f(S \cup T) + f(S \cap T) \le f(S) + f(T) \qquad \text{for all } S, T \subseteq X,f(S∪T)+f(S∩T)≤f(S)+f(T)for all S,T⊆X,

and symmetric if f(X∖S)=f(S)f(X \setminus S) = f(S)f(X∖S)=f(S) for all SSS. Throughout the section of the paper formalized here, fff is nonnegative. The algorithm may query f(S)f(S)f(S) for any SSS (a value oracle). The optimum is OPT=max⁡S⊆Xf(S)\mathrm{OPT} = \max_{S \subseteq X} f(S)OPT=maxS⊆X​f(S).

A set SSS is a local optimum if f(S∪{a})≤f(S)f(S \cup \{a\}) \le f(S)f(S∪{a})≤f(S) for every a∉Sa \notin Sa∈/S and f(S∖{a})≤f(S)f(S \setminus \{a\}) \le f(S)f(S∖{a})≤f(S) for every a∈Sa \in Sa∈S. It is a (1+α)(1+\alpha)(1+α)-approximate local optimum (Definition 3.2) if (1+α)f(S)≥f(S∖{v})(1+\alpha)f(S) \ge f(S \setminus \{v\})(1+α)f(S)≥f(S∖{v}) for v∈Sv \in Sv∈S and (1+α)f(S)≥f(S∪{v})(1+\alpha)f(S) \ge f(S \cup \{v\})(1+α)f(S)≥f(S∪{v}) for v∉Sv \notin Sv∈/S.

Algorithm LS with parameter ϵ>0\epsilon > 0ϵ>0 and c=1+ϵ/n2c = 1 + \epsilon/n^2c=1+ϵ/n2:

  1. Let S:={v}S := \{v\}S:={v}, where f({v})f(\{v\})f({v}) is the maximum over all singletons.
  2. If some a∈X∖Sa \in X \setminus Sa∈X∖S has f(S∪{a})>c f(S)f(S \cup \{a\}) > c\,f(S)f(S∪{a})>cf(S), let S:=S∪{a}S := S \cup \{a\}S:=S∪{a} and repeat step 2.
  3. If some a∈Sa \in Sa∈S has f(S∖{a})>c f(S)f(S \setminus \{a\}) > c\,f(S)f(S∖{a})>cf(S), let S:=S∖{a}S := S \setminus \{a\}S:=S∖{a} and go back to step 2.
  4. Return max⁡{f(S),f(X∖S)}\max\{f(S), f(X \setminus S)\}max{f(S),f(X∖S)}.

In Lean these are Submodular, SymmetricSetFun, OPT, IsLocalOptimum, IsApproxLocalOptimum, lsStep, IsLSRun, IsLSTerminal and lsOutput in NonmonotoneSubmod.LocalSearch.

Formalization targets

Goal: Theorem 3.4 (p. 1141)

For nonnegative submodular fff on a nonempty XXX and ϵ>0\epsilon > 0ϵ>0, every run of Algorithm LS, with any choice of starting singleton and of improving elements, satisfies:

at termination at S:max⁡{f(S),f(X∖S)}≥(13−ϵn)OPT;\text{at termination at } S:\qquad \max\{f(S), f(X\setminus S)\} \ge \Big(\frac13 - \frac{\epsilon}{n}\Big)\mathrm{OPT};at termination at S:max{f(S),f(X∖S)}≥(31​−nϵ​)OPT; if f is symmetric, at termination at S:f(S)≥(12−ϵn)OPT;\text{if } f \text{ is symmetric, at termination at } S:\qquad f(S) \ge \Big(\frac12 - \frac{\epsilon}{n}\Big)\mathrm{OPT};if f is symmetric, at termination at S:f(S)≥(21​−nϵ​)OPT; if n≥2, after any k steps:(1+ϵn2)k≤n.\text{if } n \ge 2, \text{ after any } k \text{ steps}:\qquad \Big(1 + \frac{\epsilon}{n^2}\Big)^k \le n.if n≥2, after any k steps:(1+n2ϵ​)k≤n.

The last line is the explicit content of the printed bound of O(1ϵn3log⁡n)O(\frac1\epsilon n^3 \log n)O(ϵ1​n3logn) oracle calls: it gives k=O(1ϵn2log⁡n)k = O(\frac1\epsilon n^2 \log n)k=O(ϵ1​n2logn) steps of at most 2n2n2n queries each, and in particular termination.

Milestones, in attack order

  1. Lemma 3.1: a local optimum SSS of a submodular fff satisfies f(T)≤f(S)f(T) \le f(S)f(T)≤f(S) whenever T⊆ST \subseteq ST⊆S or T⊇ST \supseteq ST⊇S.
  2. Lemma 3.3: for a (1+α)(1+\alpha)(1+α)-approximate local optimum, f(T)≤(1+nα)f(S)f(T) \le (1 + n\alpha) f(S)f(T)≤(1+nα)f(S) for such TTT.
  3. Termination bridge (sentence after Algorithm LS): a set at which LS has terminated is a (1+ϵ/n2)(1+\epsilon/n^2)(1+ϵ/n2)-approximate local optimum.
  4. First display of the proof: 2(1+nα)f(S)+f(X∖S)≥f(C)2(1+n\alpha)f(S) + f(X\setminus S) \ge f(C)2(1+nα)f(S)+f(X∖S)≥f(C) for every CCC.
  5. Second display, symmetric case: 2(1+nα)f(S)≥f(C)2(1+n\alpha)f(S) \ge f(C)2(1+nα)f(S)≥f(C) for every CCC.
  6. OPT≤nf({v})\mathrm{OPT} \le n f(\{v\})OPT≤nf({v}) for a maximum-value singleton, when n≥2n \ge 2n≥2.
  7. Growth along a run: f(Sk)≥(1+ϵ/n2)kf({v})f(S_k) \ge (1+\epsilon/n^2)^k f(\{v\})f(Sk​)≥(1+ϵ/n2)kf({v}).

Significance

The result. Theorem 3.4 is the deterministic constant-factor approximation of the paper that first gave guaranteed approximation factors for maximizing general nonnegative submodular functions ("Prior to our work, to the best of our knowledge, no guaranteed approximation factor was known", p. 1135), and the 1/21/21/2 bound for symmetric functions matches the value-oracle lower bound proved in the same paper (so it is optimal for symmetric functions among algorithms using polynomially many queries). Local search with a multiplicative acceptance threshold was subsequently used for constrained non-monotone submodular maximization (matroid and knapsack constraints, Lee–Mirrokni–Nagarajan–Sviridenko 2010).

Formalizing it. The result is proved; to our knowledge neither the theorem nor Lemmas 3.1 and 3.3 has a machine-checked proof. The mission produces a reusable finite model of set functions and single-element local search over Finset, with the algorithm stated as a nondeterministic step relation, so that the guarantee is proved for every tie-breaking rule. The same model is the starting point for formalizing other local-search guarantees.

Difficulty

The natural first idea, to argue from an exact local optimum via Lemma 3.1, does not apply: LS stops at an approximate local optimum, and the error α\alphaα per element must be accumulated along a chain of up to nnn single-element changes between SSS and S∩CS \cap CS∩C or S∪CS \cup CS∪C. This accumulation is where the nonnegativity of fff enters (the lemma fails for negative-valued fff), and where the factor nα=ϵ/nn\alpha = \epsilon/nnα=ϵ/n in the final ratio comes from. The running-time bound requires relating OPT\mathrm{OPT}OPT to the best singleton, which uses submodularity on sets of all sizes and breaks down on a one-element ground set. A further bookkeeping difficulty is the algorithm itself: its steps are ordered (removals only when no addition applies), and the termination bridge must use that order.

Formalization scope

  • Ground set: X : Type with [Fintype X] [DecidableEq X]; subsets are Finset X; fff is Finset X → ℝ; complements are Sᶜ. nnn is (Fintype.card X : ℝ).
  • Nonnegativity is the hypothesis ∀ S, 0 ≤ f S (standing assumption of §3); Lemma 3.1 and the termination bridge are stated without it, as they need none.
  • OPT\mathrm{OPT}OPT is the maximum over all subsets (Finset.sup'), never a supremum with a default value.
  • The algorithm is a relation: a run is a sequence S : ℕ → Finset X with S 0 = {v} for any maximum-value singleton v and consecutive sets related by an LS step; the theorems quantify over all runs. Steps use strict inequalities, termination their negation, exactly as printed.
  • Added hypotheses, each disclosed in the item statements: ϵ>0\epsilon > 0ϵ>0 (implicit in the paper); X≠∅X \neq \emptysetX=∅ for the goal; α≥0\alpha \ge 0α≥0 and f≥0f \ge 0f≥0 for Lemma 3.3 and the displays; n≥2n \ge 2n≥2 for OPT≤nf({v})\mathrm{OPT} \le n f(\{v\})OPT≤nf({v}) and the step bound (both false for n=1n = 1n=1: f(∅)=5f(\emptyset) = 5f(∅)=5, f({v})=0f(\{v\}) = 0f({v})=0). The displays are stated for every set CCC, not only an optimal one.
  • The printed O(1ϵn3log⁡n)O(\frac1\epsilon n^3 \log n)O(ϵ1​n3logn) oracle-call bound, an asymptotic statement with an unquantified constant, is replaced by the explicit step bound (1+ϵ/n2)k≤n(1+\epsilon/n^2)^k \le n(1+ϵ/n2)k≤n that its proof establishes.
  • Ruling out trivialization: the goal names the algorithm (its start at a maximum singleton, its ordered step rules, termination, and the returned maximum). A statement "for every (1+α)(1+\alpha)(1+α)-approximate local optimum" is a milestone, not the theorem; an exact local optimum (α=0\alpha = 0α=0) is a different algorithm.
  • Not in scope: the tight example of pp. 1141–1142, the randomized local search of §3.2, and the hardness results of §4.

Contributions welcome: proofs of the milestones, general lemmas about chains of single-element changes in Finset, and the derivation of the goal from them.

Selected references

  • U. Feige, V. S. Mirrokni, J. Vondrák, Maximizing Non-Monotone Submodular Functions, SIAM J. Comput. 40(4):1133–1153, 2011. https://doi.org/10.1137/090779346
  • V. Cherenin, Solving some combinatorial problems of optimal planning by the method of successive calculations, Novosibirsk, 1962 (in Russian).
  • B. Goldengorin, G. Tijssen, M. Tso, The Maximization of Submodular Functions: Old and New Proofs for the Correctness of the Dichotomy Algorithm, SOM report, University of Groningen, 1999.
  • A. A. Schäffer, M. Yannakakis, Simple local search problems that are hard to solve, SIAM J. Comput. 20(1):56–87, 1991. https://doi.org/10.1137/0220004
  • J. Lee, V. S. Mirrokni, V. Nagarajan, M. Sviridenko, Maximizing nonmonotone submodular functions under matroid or knapsack constraints, SIAM J. Discrete Math. 23(4):2053–2078, 2010. https://doi.org/10.1137/090750020
  • N. Buchbinder, M. Feldman, J. Naor, R. Schwartz, A tight linear time (1/2)-approximation for unconstrained submodular maximization, SIAM J. Comput. 44(5):1384–1402, 2015. https://doi.org/10.1137/130929205
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On Certain Polytopes Associated with Graphs III: The Stable Set Polytope after Substituting a Graph for a VertexResearch Paper

Motivation

Many combinatorial optimization problems on graphs are linear programs over a polytope whose inequality description is unknown. The stable set polytope is the standard example: maximizing a linear function over it is the maximum weight stable set problem, which is NP-hard, and no complete inequality description is known for general graphs. A productive line of work, begun in V. Chvátal's 1975 paper On certain polytopes associated with graphs (J. Combin. Theory Ser. B 18 (1975) 138–154), asks instead how such descriptions behave under graph operations: if descriptions are known for small graphs, can one write one down for a graph built from them?

Section 5 of that paper answers this for substitution, the operation that replaces a vertex of one graph by a whole second graph. Substitution contains three familiar constructions as special cases: duplicating a vertex, forming the join of two graphs, and forming the lexicographic product (composition). Duplication is one of the two ingredients of Lovász's proof of the perfect graph theorem (Lovász 1972); substitution in general is the operation under which perfection is preserved, and graphs built from simple pieces by substitution are a recurring source of classes with tractable stable set polytopes.

Setting

All graphs are finite, undirected and loopless. A stable set of a graph G=(V,E)G=(V,E)G=(V,E) is a set of vertices no two of which are adjacent. Write S(G)⊆RVS(G)\subseteq\mathbb R^VS(G)⊆RV for the set of incidence vectors of stable sets (the zero–one vectors xxx with {u:xu=1}\{u:x_u=1\}{u:xu​=1} stable), and

P(G)=conv⁡S(G)P(G)=\operatorname{conv}S(G)P(G)=convS(G)

for the stable set polytope. A finite system of linear inequalities in the variables (xu:u∈V)(x_u:u\in V)(xu​:u∈V) is a defining linear system of P(G)P(G)P(G) when its set of solutions is exactly P(G)P(G)P(G).

Let G1=(V1,E1)G_1=(V_1,E_1)G1​=(V1​,E1​) and G2=(V2,E2)G_2=(V_2,E_2)G2​=(V2​,E2​) be graphs with V1∩V2=∅V_1\cap V_2=\emptysetV1​∩V2​=∅, and let v∈V1v\in V_1v∈V1​. The graph GGG obtained from G1G_1G1​ by substituting G2G_2G2​ for vvv has vertex set (V1−{v})∪V2(V_1-\{v\})\cup V_2(V1​−{v})∪V2​. Its edges are the edges of G1−vG_1-vG1​−v, the edges of G2G_2G2​, and every edge joining a vertex of G2G_2G2​ to a neighbour of vvv in G1G_1G1​. In Lean the vertex type is the disjoint sum {u : V₁ // u ≠ v} ⊕ V₂ and the graph is substitute G₁ v G₂.

Formalization targets

Goal: Theorem 5.1

For k∈{1,2}k\in\{1,2\}k∈{1,2} let

−xu≤0 (u∈Vk),∑u∈Vkaiuxu≤bi (i∈Jk)-x_u\le 0\ (u\in V_k),\qquad \sum_{u\in V_k}a_{iu}x_u\le b_i\ (i\in J_k)−xu​≤0 (u∈Vk​),u∈Vk​∑​aiu​xu​≤bi​ (i∈Jk​)

be a defining linear system of P(Gk)P(G_k)P(Gk​), with J1,J2J_1,J_2J1​,J2​ finite index sets and real coefficients, and put aiv+=max⁡{aiv,0}a^+_{iv}=\max\{a_{iv},0\}aiv+​=max{aiv​,0} for i∈J1i\in J_1i∈J1​. Then

−xu≤0  (u∈V2∪(V1−{v})),aiv+∑u∈V2ajuxu+bj∑u∈V1−{v}aiuxu≤bibj  (i∈J1, j∈J2)(5.1)-x_u\le 0\ \ (u\in V_2\cup(V_1-\{v\})),\qquad a^+_{iv}\sum_{u\in V_2}a_{ju}x_u+b_j\sum_{u\in V_1-\{v\}}a_{iu}x_u\le b_ib_j\ \ (i\in J_1,\ j\in J_2)\tag{5.1}−xu​≤0  (u∈V2​∪(V1​−{v})),aiv+​u∈V2​∑​aju​xu​+bj​u∈V1​−{v}∑​aiu​xu​≤bi​bj​  (i∈J1​, j∈J2​)(5.1)

is a defining linear system of P(G)P(G)P(G). The statement fixes no particular system for G1G_1G1​ or G2G_2G2​: any defining systems of the two pieces produce one for GGG, with ∣J1∣⋅∣J2∣|J_1|\cdot|J_2|∣J1​∣⋅∣J2​∣ rows besides nonnegativity.

Milestones

  1. Validity of (5.1) (§5, p. 145): every x∈S(G)x\in S(G)x∈S(G) satisfies (5.1), hence so does every point of P(G)P(G)P(G).
  2. Proposition 2.1 (pp. 139–140): for a finite nonempty set SSS of solutions of a system with nonnegativity rows −xu≤0-x_u\le 0−xu​≤0, the solution set equals conv⁡S\operatorname{conv}SconvS if and only if for every integer vector ccc the value max⁡{cx:x∈S}\max\{cx:x\in S\}max{cx:x∈S} equals the minimum of the associated dual linear program, the minimum being attained.
  3. Decomposition of the optimum (§5, pp. 145–146): for an integer vector ccc on V2∪WV_2\cup WV2​∪W, W=V1−{v}W=V_1-\{v\}W=V1​−{v}, with du=max⁡{cu,0}d_u=\max\{c_u,0\}du​=max{cu​,0},
max⁡{cx:x∈S(G)}=max⁡{m0, m1+m2},\max\{cx:x\in S(G)\}=\max\{m_0,\ m_1+m_2\},max{cx:x∈S(G)}=max{m0​, m1​+m2​},

where m0m_0m0​ and m1m_1m1​ are the maxima of ∑u∈Wduxu\sum_{u\in W}d_ux_u∑u∈W​du​xu​ over x∈S(G1)x\in S(G_1)x∈S(G1​) with xv=0x_v=0xv​=0 and xv=1x_v=1xv​=1 respectively, and m2m_2m2​ is the maximum of ∑u∈V2duxu\sum_{u\in V_2}d_ux_u∑u∈V2​​du​xu​ over S(G2)S(G_2)S(G2​).

Significance

Theorem 5.1 gives an explicit construction: from a polyhedral description of P(G1)P(G_1)P(G1​) and P(G2)P(G_2)P(G2​) it writes one of P(G)P(G)P(G), row by row, with no loss. Specialized to G1=K2G_1=K_2G1​=K2​ it gives Corollary 5.2 of the paper, a defining linear system for the join G1+G2G_1+G_2G1​+G2​; applied repeatedly it gives defining systems for lexicographic products, and applied with G2=K2‾G_2=\overline{K_2}G2​=K2​​ it describes the effect of duplicating a vertex. Applied to clique systems, whose coefficients are 0 and 1, the rows of (5.1) are again clique inequalities of GGG, so the class of graphs whose stable set polytope is described by nonnegativity and clique inequalities is closed under substitution.

The result has been proved in print since 1975. As far as a search of the Prove2Me catalogue shows, none of it, including Proposition 2.1 and the substitution operation itself, has a machine-checked statement or proof. The mission asks for a formal proof of the theorem and of the two combinatorial and polyhedral steps it rests on. The definitions of S(G)S(G)S(G), P(G)P(G)P(G) and graph substitution, and the LP characterization of Proposition 2.1, are reusable by every other mission on stable set polytopes and on polyhedral descriptions of 0–1 sets.

Difficulty

That every point of P(G)P(G)P(G) satisfies (5.1) is a short case check on stable sets of GGG. The difficulty is the reverse inclusion: that no point outside P(G)P(G)P(G) satisfies (5.1). The first idea, taking a point that satisfies (5.1) and splitting it directly into a point of P(G1)P(G_1)P(G1​) and a point of P(G2)P(G_2)P(G2​), fails: (5.1) couples the two input systems through products of their coefficients and right-hand sides, and a fractional solution of (5.1) carries no evident decomposition into the two pieces. Nothing is assumed about the signs of the input coefficients, so the rows of (5.1) can mix positive and negative terms, and the positive part aiv+a^+_{iv}aiv+​ in place of aiva_{iv}aiv​ is what keeps the system valid when aiv<0a_{iv}<0aiv​<0.

The polyhedral step behind Proposition 2.1, relating a convex hull of finitely many points to an inequality system through linear programming duality, is not available in Mathlib in this form and has to be built.

Formalization scope

  • Graphs are SimpleGraph on a Fintype with decidable equality; the substituted graph lives on {u : V₁ // u ≠ v} ⊕ V₂, which builds in V1∩V2=∅V_1\cap V_2=\emptysetV1​∩V2​=∅.
  • S(G)S(G)S(G) is the set of real incidence vectors of finite stable sets (IsIndepSet); P(G)P(G)P(G) is convexHull ℝ (S G), never the solution set of an inequality system.
  • A linear system is a finite index type JJJ with real a : J → V → ℝ, b : J → ℝ. The nonnegativity rows −xu≤0-x_u\le0−xu​≤0 are kept as a separate conjunct ∀ u, 0 ≤ x u everywhere; Proposition 2.1 is false without them. "Defining linear system" is set equality of the solution set with P(G)P(G)P(G).
  • No sign conditions on the aiua_{iu}aiu​ or bib_ibi​ are assumed; the paper assumes none.
  • Implicit hypothesis made explicit: V2≠∅V_2\ne\emptysetV2​=∅ ([Nonempty V₂]) in Theorem 5.1. The paper's graphs have nonempty vertex sets and its proof picks a vertex of G2G_2G2​; with V2=∅V_2=\emptysetV2​=∅, J2=∅J_2=\emptysetJ2​=∅ and V1≠{v}V_1\ne\{v\}V1​={v}, (5.1) is just x≥0x\ge0x≥0 and the theorem fails. The validity milestone does not need it.
  • In Proposition 2.1 the set SSS is assumed nonempty, which the paper's max⁡{cx:x∈S}\max\{cx:x\in S\}max{cx:x∈S} presupposes. "max = min" is stated as a lower bound for every feasible dual vector plus a feasible dual vector attaining the maximum.
  • In the decomposition milestone each maximum is a real sSup over a finite set that always contains the zero vector or the incidence vector of {v}\{v\}{v}, so no junk value of sSup can occur.
  • A trivializing formalization is excluded: P(G)P(G)P(G) is the convex hull of stable-set vectors rather than a set defined through the same inequalities, and the goal is the full set equality, not the validity inclusion alone.

Contributions welcome: a proof of Proposition 2.1 (the reusable core), the combinatorial decomposition, the validity case check, and the assembly of the goal.

Selected references

  • V. Chvátal, On certain polytopes associated with graphs, J. Combin. Theory Ser. B 18 (1975) 138–154. https://doi.org/10.1016/0095-8956(75)90041-6
  • L. Lovász, Normal hypergraphs and the perfect graph conjecture, Discrete Math. 2 (1972) 253–267. https://doi.org/10.1016/0012-365X(72)90006-4
  • J. Edmonds, Maximum matching and a polyhedron with 0,1-vertices, J. Res. Nat. Bur. Standards 69B (1965) 125–130. https://doi.org/10.6028/jres.069B.013
  • F. Harary, Graph Theory, Addison-Wesley, 1969.
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Local Search Heuristics for k-Median and Facility Location Problems II: p-Swap Local Search for k-Median Has Locality Gap 3 + 2/pResearch Paper

Motivation

The k-median problem asks to open kkk facilities among a set of candidate sites so that the total distance from clients to their nearest open facility is as small as possible. It is a basic model of facility location and of clustering, and it is NP-hard, so the question studied in approximation algorithms is how close a polynomial-time method can get to the optimum.

Local search is the method most used in practice: start from any kkk facilities and repeatedly replace a few of them by others whenever this lowers the cost. Arya, Garg, Khandekar, Meyerson, Munagala and Pandit (SIAM J. Comput. 33(3), 2004) gave the first analysis of a local search for k-median with a bounded performance guarantee using only kkk medians. For single swaps they proved a locality gap of 555 (Theorem 3.2, the subject of the first mission of this series); allowing up to ppp facilities to be exchanged at once improves the gap to 3+2/p3 + 2/p3+2/p, which the paper notes improves on the 444-approximation of Charikar and Guha. That ppp-swap bound is the result this mission formalizes.

Timeline (as recounted in §1 of the paper):

  • Shmoys, Tardos and Aardal, and Charikar, Guha, Tardos and Shmoys: LP rounding gives a 6236\tfrac23632​-approximation for k-median.
  • Jain and Vazirani: primal–dual schema and Lagrangian relaxation give a 666-approximation; Charikar and Guha improve it to 444.
  • Korupolu, Plaxton and Rajaraman: local search with add, delete and swap moves gives a solution with k(1+ϵ)k(1+\epsilon)k(1+ϵ) facilities and service cost at most 3+5/ϵ3 + 5/\epsilon3+5/ϵ times the optimum.
  • Arya et al.: locality gap 555 for single swaps and 3+2/p3 + 2/p3+2/p for ppp-swaps with exactly kkk facilities, with a tight example.
  • Later work (Li and Svensson, 2013/2016) goes below 333 with methods other than local search.

Setting

A metric instance consists of a finite set CCC of clients, a finite set FFF of facilities and a distance ddd on C∪FC \cup FC∪F that is nonnegative, symmetric and satisfies the triangle inequality; cji=d(j,i)c_{ji} = d(j,i)cji​=d(j,i) is the cost of serving client jjj by facility iii.

For a nonempty set S⊆FS \subseteq FS⊆F of open facilities, each client is served by its nearest open facility, and

cost(S)=∑j∈Cmin⁡i∈Scji.\mathrm{cost}(S) = \sum_{j \in C} \min_{i \in S} c_{ji}.cost(S)=j∈C∑​i∈Smin​cji​.

Fix an integer p≥1p \ge 1p≥1. A ppp-swap ⟨A,B⟩\langle A, B\rangle⟨A,B⟩ deletes a set A⊆SA \subseteq SA⊆S of at most ppp facilities and adds a set B⊆FB \subseteq FB⊆F of the same size. The ppp-swap neighbourhood of SSS is

B(S)={(S∖A)∪B∣A⊆S, B⊆F, ∣A∣=∣B∣≤p},\mathcal B(S) = \{(S \setminus A) \cup B \mid A \subseteq S,\ B \subseteq F,\ |A| = |B| \le p\},B(S)={(S∖A)∪B∣A⊆S, B⊆F, ∣A∣=∣B∣≤p},

and SSS is locally optimum when cost(S)≤cost(S′)\mathrm{cost}(S) \le \mathrm{cost}(S')cost(S)≤cost(S′) for every S′∈B(S)S' \in \mathcal B(S)S′∈B(S). The locality gap is the supremum, over instances, of the ratio between the cost of a locally optimum solution and the cost of a global optimum.

In Lean the instance is MetricInstance Cl Fa with the distance on Cl ⊕ Fa, the cost is kmCost I S hS (defined only for nonempty S), and local optimality is IsPSwapLocalOpt I p S hS, all in the namespace LocalSearchFL.MultiSwap.

Formalization targets

Goal: locality gap at most 3+2/p3 + 2/p3+2/p

For every metric instance, every integer p≥1p \ge 1p≥1, every k≥1k \ge 1k≥1, every locally optimum SSS with ∣S∣=k|S| = k∣S∣=k, and every nonempty O⊆FO \subseteq FO⊆F with ∣O∣≤k|O| \le k∣O∣≤k,

cost(S)≤(3+2p)cost(O).\mathrm{cost}(S) \le \left(3 + \frac{2}{p}\right)\mathrm{cost}(O).cost(S)≤(3+p2​)cost(O).

This is the bound concluded at the end of §3.4 (p. 553, announced p. 551). The comparison solution OOO is arbitrary, not only an optimum, which is the strongest form printed.

Milestones

  1. §3.4, p. 551: for sets X,Y⊆SX, Y \subseteq SX,Y⊆S, disjoint sets have disjoint captures, and X⊆YX \subseteq YX⊆Y implies capture(X)⊆capture(Y)\mathrm{capture}(X) \subseteq \mathrm{capture}(Y)capture(X)⊆capture(Y), where capture(A)={o∈O∣∣NS(A)∩NO(o)∣>∣NO(o)∣/2}\mathrm{capture}(A) = \{o \in O \mid |N_S(A) \cap N_O(o)| > |N_O(o)|/2\}capture(A)={o∈O∣∣NS​(A)∩NO​(o)∣>∣NO​(o)∣/2}.
  2. Claim 3.1, p. 552: when ∣S∣=∣O∣|S| = |O|∣S∣=∣O∣, there are partitions A1,…,ArA_1,\dots,A_rA1​,…,Ar​ of SSS and B1,…,BrB_1,\dots,B_rB1​,…,Br​ of OOO with ∣Ai∣=∣Bi∣|A_i| = |B_i|∣Ai​∣=∣Bi​∣, Bi=capture(Ai)B_i = \mathrm{capture}(A_i)Bi​=capture(Ai​) and exactly one bad facility in AiA_iAi​ for i<ri < ri<r, and only good facilities in ArA_rAr​.
  3. §3.4, pp. 552–553: a family of swaps of size at most ppp with positive weights, such that each o∈Oo \in Oo∈O is swapped in with total weight exactly 111, each s∈Ss \in Ss∈S is swapped out with total weight at most (p+1)/p(p+1)/p(p+1)/p, and capture(A)⊆B\mathrm{capture}(A) \subseteq Bcapture(A)⊆B for every swap ⟨A,B⟩\langle A, B\rangle⟨A,B⟩.
  4. Property 3.2, p. 553: a bijection π\piπ of NO(o)N_O(o)NO​(o) with π(P)∩P=∅\pi(P) \cap P = \emptysetπ(P)∩P=∅ for every class PPP of a partition of NO(o)N_O(o)NO​(o) with ∣P∣≤12∣NO(o)∣|P| \le \tfrac12|N_O(o)|∣P∣≤21​∣NO​(o)∣.

Significance

The bound shows that the simplest optimization heuristic, stopped at any local optimum, is within a constant factor of optimal for metric k-median, and that the factor tends to 333 as the neighbourhood grows; the paper's tight example (§3.5, given for p=2p = 2p=2 and stated to generalize to every ppp) shows that the analysis cannot be improved for this neighbourhood. Combined with the standard ε\varepsilonε-improvement rule (p. 548), it yields a polynomial-time (3+2/p+ε)(3 + 2/p + \varepsilon)(3+2/p+ε)-approximation. The analysis template (charging each client's reassignment through a bijection of NO(o)N_O(o)NO​(o), and averaging the local-optimality inequalities of carefully chosen swaps) was reused for facility location, capacitated variants and k-means.

The result has been proved since 2001. What this mission adds is a machine-checked proof: no formalization of the k-median problem or of any locality-gap bound is known to exist in Mathlib or on this platform. The combinatorial milestones (capture, the partition of Claim 3.1, the weighted swaps, the bijection of Property 3.2) are independent of the metric and are reusable in any local-search analysis of clustering objectives.

Difficulty

For single swaps each facility of OOO is paired with one facility of SSS and a direct counting argument suffices. With ppp-swaps, a facility of SSS may capture several facilities of OOO at once, and a group of facilities of SSS may jointly capture a facility of OOO that none of them captures alone. Pairing facilities one by one then fails: the clients of a captured facility cannot be reassigned cheaply unless the capturing set is swapped out together with everything it captures. Swapping whole groups is only allowed when a group has at most ppp members; larger groups must be split into single swaps, and the weights must be chosen so that every facility of OOO is counted exactly once while no facility of SSS is counted more than (p+1)/p(p+1)/p(p+1)/p times. Getting the constant 3+2/p3 + 2/p3+2/p (rather than a weaker one) depends on this exact accounting.

Formalization scope

  • Clients and facilities are types Cl, Fa with Fintype and DecidableEq; solutions are Finset Fa. The distance is real-valued on Cl ⊕ Fa; d x x = 0 is not assumed (the paper neither states nor uses it).
  • The cost is the nearest-facility cost of a nonempty set; the empty set has no cost, so no junk value enters. The bound is stated multiplied out, kmCost I S hS ≤ (3 + 2 / (p : ℝ)) * kmCost I O hO, with the constant computed in R\mathbb RR.
  • ∣S∣=k|S| = k∣S∣=k is required; OOO ranges over all nonempty sets with ∣O∣≤k|O| \le k∣O∣≤k. §3.3 introduces multiswaps with p>1p > 1p>1; the statement takes p≥1p \ge 1p≥1, where p=1p = 1p=1 is Theorem 3.2 (bound 555).
  • Local optimality is over the whole neighbourhood (3), including sets BBB that meet SSS, not only over the swaps used in the analysis. Restricting it to those swaps would state a theorem with a stronger hypothesis.
  • The milestones state Claim 3.1, the swap construction and Property 3.2 in existence form; the procedure of Figure 8 is not formalized. Capture, good and bad are computed against the original SSS and OOO. The client assignments in the milestones are arbitrary functions; nearest-facility assignments are a special case. Milestone 3 also records that the deleted sets of two swaps are equal or disjoint, which is immediate from the construction and is what makes Property 3.2 applicable.
  • The per-swap reassignment inequality is not a milestone: the paper describes it only as "similar to the one presented for the single-swap heuristic" and prints no inequality.
  • Out of scope: the tight example (§3.5), the polynomial-time wrapper, and arbitrary client demands.

Needed infrastructure: finite sums over clients, Finset.inf', permutations (Equiv.Perm), and a weighted double-counting argument over the swaps. Proofs of the combinatorial milestones and alternative routes to the goal are welcome.

Selected references

  • V. Arya, N. Garg, R. Khandekar, A. Meyerson, K. Munagala, V. Pandit, Local Search Heuristics for k-Median and Facility Location Problems, SIAM J. Comput. 33(3):544–562, 2004. https://doi.org/10.1137/S0097539702416402
  • M. Charikar, S. Guha, É. Tardos, D. Shmoys, A Constant-Factor Approximation Algorithm for the k-Median Problem, J. Comput. System Sci. 65(1):129–149, 2002. https://doi.org/10.1006/jcss.2002.1882
  • K. Jain, V. Vazirani, Approximation Algorithms for Metric Facility Location and k-Median Problems Using the Primal-Dual Schema and Lagrangian Relaxation, J. ACM 48(2):274–296, 2001. https://doi.org/10.1145/375827.375845
  • M. Korupolu, C. Plaxton, R. Rajaraman, Analysis of a Local Search Heuristic for Facility Location Problems, J. Algorithms 37(1):146–188, 2000. https://doi.org/10.1006/jagm.2000.1100
  • S. Li, O. Svensson, Approximating k-Median via Pseudo-Approximation, SIAM J. Comput. 45(2):530–547, 2016. https://doi.org/10.1137/130938645
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Machine Learning·Captain: mikedeng1

On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities I: The Growth Function DichotomyResearch Paper

Motivation

Statistical learning theory asks when the empirical frequencies of a whole class of events converge to their probabilities uniformly over the class. Vapnik and Chervonenkis answered this question in 1971 (Theory Probab. Appl. 16 (1971) 264–280) by attaching to every class of sets a single combinatorial quantity, the growth function, and bounding the probability of a large uniform deviation in terms of it. For that bound to be useful, the growth function must grow more slowly than an exponential. The first result of the paper, Theorem 1, shows that the growth function of any class is either exactly 2r2^r2r or bounded by a polynomial. This dichotomy is the reason finite VC dimension (the size of the largest fully shattered sample) became the central complexity measure of learning theory.

Timeline of the combinatorial core:

  • 1971–1972. The same polynomial bound appeared in three independent papers: Vapnik and Chervonenkis (this paper; announced in Dokl. Akad. Nauk SSSR 181 (1968)), N. Sauer, On the density of families of sets, J. Combin. Theory Ser. A 13 (1972) 145–147, and S. Shelah, A combinatorial problem; stability and order for models and theories in infinitary languages, Pacific J. Math. 41 (1972) 247–261. The bound ∑k=0n(rk)\sum_{k=0}^{n} \binom{r}{k}∑k=0n​(kr​) of Lemma 1 below is now called the Sauer–Shelah lemma.
  • 1989. Blumer, Ehrenfeucht, Haussler and Warmuth, Learnability and the Vapnik–Chervonenkis dimension, J. ACM 36 (1989) 929–965, made finite VC dimension the characterization of PAC learnability.

Setting

Let XXX be a set and SSS a collection of subsets of XXX. A sample of size rrr is a finite sequence x1,…,xrx_1, \dots, x_rx1​,…,xr​ of elements of XXX; repetitions are allowed. Each A∈SA \in SA∈S induces in the sample the subsample of the terms that lie in AAA, which is determined by the set of positions {i:xi∈A}\{i : x_i \in A\}{i:xi​∈A}.

The index ΔS(x1,…,xr)\Delta^S(x_1, \dots, x_r)ΔS(x1​,…,xr​) is the number of different subsamples induced by the sets of SSS, i.e. the number of distinct sets of positions {i:xi∈A}\{i : x_i \in A\}{i:xi​∈A} with A∈SA \in SA∈S. It is at most 2r2^r2r. The growth function is

mS(r)=max⁡x1,…,xrΔS(x1,…,xr),m^S(r) = \max_{x_1, \dots, x_r} \Delta^S(x_1, \dots, x_r),mS(r)=x1​,…,xr​max​ΔS(x1​,…,xr​),

the maximum over all samples of size rrr. For the rays {y≤a}\{y \le a\}{y≤a} on the line mS(r)=r+1m^S(r) = r + 1mS(r)=r+1; for the open subsets of [0,1][0,1][0,1], mS(r)=2rm^S(r) = 2^rmS(r)=2r.

The function Φ(n,r)\Phi(n, r)Φ(n,r) on pairs of natural numbers is defined by the recurrence (1) of the paper,

Φ(n,r)=Φ(n,r−1)+Φ(n−1,r−1),Φ(0,r)=1,Φ(n,0)=1.\Phi(n, r) = \Phi(n, r-1) + \Phi(n-1, r-1), \qquad \Phi(0, r) = 1, \qquad \Phi(n, 0) = 1 .Φ(n,r)=Φ(n,r−1)+Φ(n−1,r−1),Φ(0,r)=1,Φ(n,0)=1.

In the Lean development these are index S x for x : Fin r → X, growthFunction S r, and Phi n r in the namespace VapnikChervonenkis.GrowthFunction.

Formalization targets

Goal: Theorem 1 (p. 267)

For a nonempty class SSS, either mS(r)=2rm^S(r) = 2^rmS(r)=2r for every rrr, or, with n≥1n \ge 1n≥1 the first value of rrr at which mS(r)=2rm^S(r) = 2^rmS(r)=2r fails,

mS(r)≤rn+1for all r≥0.m^S(r) \le r^n + 1 \qquad \text{for all } r \ge 0 .mS(r)≤rn+1for all r≥0.

The exponent nnn is pinned down by minimality: mS(n)≠2nm^S(n) \ne 2^nmS(n)=2n and mS(r)=2rm^S(r) = 2^rmS(r)=2r for every r<nr < nr<n.

Milestones, in the order the proof uses them

  1. The index is at most 2r2^r2r (p. 265): ΔS(x1,…,xr)≤2r\Delta^S(x_1, \dots, x_r) \le 2^rΔS(x1​,…,xr​)≤2r.
  2. The closed form of Φ\PhiΦ (p. 266): Φ(n,r)=∑k=0n(rk)\Phi(n, r) = \sum_{k=0}^{n} \binom{r}{k}Φ(n,r)=∑k=0n​(kr​) for r>nr > nr>n, and Φ(n,r)=2r\Phi(n, r) = 2^rΦ(n,r)=2r for r≤nr \le nr≤n.
  3. The polynomial bound (p. 266): Φ(n,r)≤rn+1\Phi(n, r) \le r^n + 1Φ(n,r)≤rn+1 for n>0n > 0n>0, r≥0r \ge 0r≥0.
  4. Lemma 1 (p. 266): if 1≤n≤i1 \le n \le i1≤n≤i and ΔS(x1,…,xi)≥Φ(n,i)\Delta^S(x_1, \dots, x_i) \ge \Phi(n, i)ΔS(x1​,…,xi​)≥Φ(n,i), some subsample xi1,…,xinx_{i_1}, \dots, x_{i_n}xi1​​,…,xin​​ of size nnn satisfies ΔS(xi1,…,xin)=2n\Delta^S(x_{i_1}, \dots, x_{i_n}) = 2^nΔS(xi1​​,…,xin​​)=2n.
  5. The first display of the proof of Theorem 1 (p. 268): if mS(n)≠2nm^S(n) \ne 2^nmS(n)=2n, then ΔS(x1,…,xr)<Φ(n,r)\Delta^S(x_1, \dots, x_r) < \Phi(n, r)ΔS(x1​,…,xr​)<Φ(n,r) for every sample of size r>nr > nr>n.

Significance

Theorem 1 converts the distribution-free bound P{π(l)>ε}≤4mS(2l)e−ε2l/8\mathbf P\{\pi^{(l)} > \varepsilon\} \le 4 m^S(2l) e^{-\varepsilon^2 l/8}P{π(l)>ε}≤4mS(2l)e−ε2l/8 of Theorem 2 of the same paper into a convergence statement: whenever the growth function is not identically 2r2^r2r, the right-hand side is a polynomial times a decaying exponential, so relative frequencies converge to probabilities uniformly over SSS. The same dichotomy underlies sample-complexity bounds for PAC learning, covering-number bounds for VC classes, and the notion of VC dimension itself; the exponent nnn is the VC dimension plus one.

The results are classical and proved. Mathlib contains the Sauer–Shelah lemma for finite set families (Finset.card_shatterer_le_sum_vcDim in Mathlib/Combinatorics/SetFamily/Shatter.lean). The platform has several open formal statements of Sauer's lemma for growth functions over finite point sets (ComputationalLearning.sauer_lemma, FoundationsML.RademacherVC.sauer_lemma, HighDimProb.Chaining.sauer_shelah) and a closed form for Kearns–Vazirani's Φ\PhiΦ (ComputationalLearning.phi_closed_form, the same recurrence). No statement of Theorem 1, and none over the paper's sequence model of samples, is formalized. This mission formalizes the paper's own route: Lemma 1 in the paper's form, the polynomial bound on Φ\PhiΦ, and the dichotomy with the minimal exponent. It also provides the growth function over sequences that the companion missions (Theorem 2, and the entropy criterion Theorem 4) are stated with.

Difficulty

The obvious argument has two steps: bound ΔS\Delta^SΔS by Φ(n,r)\Phi(n, r)Φ(n,r) whenever no subsample of size nnn is fully split, then bound Φ(n,r)\Phi(n, r)Φ(n,r) by rn+1r^n + 1rn+1. The first step is the Sauer–Shelah lemma, and it does not follow from counting alone. A class can induce many subsamples on rrr points without inducing all 2n2^n2n on any fixed nnn of them, and no counting of subsamples one position at a time rules this out. The second step is elementary but must hold uniformly for all rrr, including r≤nr \le nr≤n, where Φ(n,r)=2r\Phi(n, r) = 2^rΦ(n,r)=2r and the bound 2r≤rn+12^r \le r^n + 12r≤rn+1 uses r≤nr \le nr≤n.

Samples are sequences, not sets. With repeated points, two positions carrying the same point can never be separated, so Lemma 1 must be applied to position sets rather than point sets. Transferring Mathlib's set-family lemma to this setting is a bookkeeping step that does not reduce to a citation.

Formalization scope

  • A sample of size rrr is x : Fin r → X with positions 0,…,r−10, \dots, r-10,…,r−1; repetitions are allowed. A subsample of size nnn is x ∘ e with e : Fin n → Fin i strictly increasing.
  • index S x counts distinct Finset (Fin r) of positions {i | x i ∈ A} with A ∈ S. Counting point sets A ∩ {x_1, …, x_r} instead would be a different object when points repeat; the growth function over finite sets of points (as in ComputationalLearning_VC) differs from mSm^SmS when XXX has fewer than rrr elements.
  • growthFunction S r is the supremum in ℕ of index S x over all samples; the family is bounded by 2r2^r2r, so it is a maximum. When XXX is empty and r≥1r \ge 1r≥1 its value is 000; mS(0)=1m^S(0) = 1mS(0)=1 exactly when SSS is nonempty.
  • Phi is defined by the recurrence (1). The paper introduces Φ(n,r)\Phi(n, r)Φ(n,r) as the maximal number of components into which rrr hyperplanes cut nnn-space; that geometric identity (Example 3) is not part of this mission.
  • Hypothesis added to Theorem 1: SSS nonempty. The paper calls nnn "a positive constant"; for S=∅S = \emptysetS=∅ every index is 000, the first violation is at r=0r = 0r=0 and nnn is not positive.
  • Corrections of the printed text. (a) The closed form of Φ\PhiΦ is printed with summand (rn)\binom{r}{n}(nr​); it is formalized with (rk)\binom{r}{k}(kr​) (the printed version already fails at Φ(1,2)=3\Phi(1, 2) = 3Φ(1,2)=3). (b) The proof of Theorem 1 ends "for r>0r > 0r>0, Φ(n,r)<rn+1\Phi(n, r) < r^n + 1Φ(n,r)<rn+1", which fails at n=r=1n = r = 1n=r=1; the milestone is the non-strict bound stated on p. 266. The milestone texts are verbatim from the page.
  • Milestone 5 states the first display of the proof of Theorem 1 with its hypothesis as printed: nnn is the first value of rrr with mS(r)≠2rm^S(r) \ne 2^rmS(r)=2r.
  • The goal keeps the minimality of nnn. A version stating mS(r)≤rn+1m^S(r) \le r^n + 1mS(r)≤rn+1 for an arbitrary nnn with mS(n)≠2nm^S(n) \ne 2^nmS(n)=2n would be a different theorem, and a version that drops the first disjunct or allows n=0n = 0n=0 would trivialize.

No measure, σ-algebra or probability appears: the class SSS is an arbitrary collection of subsets of a bare type. Needed infrastructure: basic API for index (monotonicity in the sample, behaviour under restriction to a subsample) and a bridge between samples and Mathlib's set families (Finset.Shatters, Finset.vcDim). Both are reusable by the two companion missions of this paper, and contributions of either are welcome.

Selected references

  • V. N. Vapnik and A. Ya. Chervonenkis, On the uniform convergence of relative frequencies of events to their probabilities, Theory of Probability and Its Applications 16(2) (1971) 264–280 (English translation by B. Seckler). https://doi.org/10.1137/1116025
  • N. Sauer, On the density of families of sets, Journal of Combinatorial Theory, Series A 13 (1972) 145–147. https://doi.org/10.1016/0097-3165(72)90019-2
  • S. Shelah, A combinatorial problem; stability and order for models and theories in infinitary languages, Pacific Journal of Mathematics 41 (1972) 247–261. https://doi.org/10.2140/pjm.1972.41.247
  • A. Blumer, A. Ehrenfeucht, D. Haussler and M. K. Warmuth, Learnability and the Vapnik–Chervonenkis dimension, Journal of the ACM 36(4) (1989) 929–965. https://doi.org/10.1145/76359.76371
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Graph TheoryLinear algebraProbability+1·Captain: mikedeng1

Matching Is as Easy as Matrix Inversion: Steps 1–3 Find a Minimum Weight Perfect Matching with Probability at Least 1/2Research Paper

Motivation

Deciding whether a graph has a perfect matching, and finding one, are basic problems of combinatorial optimization; Edmonds' blossom algorithm solves them sequentially in polynomial time. The question behind this paper is whether they can also be solved in parallel, in polylogarithmic time on polynomially many processors (the class NC, or RNC when random bits are allowed).

The algebraic route to that question goes through the Tutte matrix. Tutte (1947) showed that a graph has a perfect matching if and only if its Tutte matrix, a skew-symmetric matrix of indeterminates, has a nonzero determinant. Substituting random numbers for the indeterminates turns this into a randomized parallel decision procedure, but it does not say which perfect matching exists, and a graph may have exponentially many.

Mulmuley, Vazirani and Vazirani (Combinatorica 7 (1987) 105–113) resolve this with the isolating lemma: random small integer weights make the minimum weight member of an arbitrary set family unique with probability at least one half. Once a single perfect matching is isolated, one determinant and one adjugate of an integer matrix reveal it. The isolating lemma has since become a standard tool in randomized algorithms and complexity theory, well beyond matchings.

Timeline:

  • 1947, Tutte: a graph has a perfect matching iff the determinant of its Tutte matrix is a nonzero polynomial (doi:10.1112/jlms/s1-22.2.107).
  • 1979, Lovász: random substitution into the Tutte matrix gives a randomized algorithm for deciding whether a perfect matching exists (Fundamentals of Computation Theory, LNCS 1979).
  • 1986, Karp, Upfal and Wigderson: the first RNC algorithm that finds a perfect matching, with RNC³ running time (Combinatorica 6 (1986) 35–48).
  • 1987, Mulmuley, Vazirani and Vazirani: the isolating lemma and an RNC² algorithm that inverts one integer matrix (this paper).
  • 2016–2017, Fenner, Gurjar and Thierauf (arXiv:1601.06319) for bipartite graphs, and Svensson and Tarnawski (arXiv:1704.01929) for general graphs, partially derandomize the isolation step and place perfect matching in quasi-NC. Whether perfect matching is in NC remains open.

Setting

A set system (S,F)(S, F)(S,F) is a finite set SSS of elements together with a family FFF of subsets of SSS. Given a weight wx∈Nw_x \in \mathbb{N}wx​∈N for each element xxx, the weight of T⊆ST \subseteq ST⊆S is w(T)=∑x∈Twxw(T) = \sum_{x \in T} w_xw(T)=∑x∈T​wx​, and FFF has a unique minimum weight set if one member of FFF is strictly lighter than every other member.

A graph GGG has vertices v1,…,vnv_1, \dots, v_nv1​,…,vn​ (in Lean, Fin n, in their natural order) and edge set EEE, with m=∣E∣m = |E|m=∣E∣. A perfect matching is a set M⊆EM \subseteq EM⊆E such that every vertex lies in exactly one edge of MMM. The edges and the perfect matchings of GGG form a set system.

Given edge weights wij∈Nw_{ij} \in \mathbb{N}wij​∈N, the integer matrix BBB is obtained from the Tutte matrix by substituting 2wij2^{w_{ij}}2wij​ for its indeterminates:

bij=2wij if (vi,vj)∈E, i<j;bij=−2wij if (vi,vj)∈E, i>j;bij=0 otherwise.b_{ij} = 2^{w_{ij}} \ \text{if } (v_i, v_j) \in E,\ i < j; \qquad b_{ij} = -2^{w_{ij}} \ \text{if } (v_i, v_j) \in E,\ i > j; \qquad b_{ij} = 0 \ \text{otherwise}.bij​=2wij​ if (vi​,vj​)∈E, i<j;bij​=−2wij​ if (vi​,vj​)∈E, i>j;bij​=0 otherwise.

∣B∣|B|∣B∣ is its determinant, BijB_{ij}Bij​ the submatrix with row iii and column jjj removed, and adj⁡(B)\operatorname{adj}(B)adj(B) its adjugate, whose (j,i)(j, i)(j,i) entry is ±∣Bij∣\pm|B_{ij}|±∣Bij​∣.

The algorithm of §4 is:

  1. Step 1. Compute ∣B∣|B|∣B∣ and obtain www, the exponent for which 22w2^{2w}22w is the highest power of 2 dividing ∣B∣|B|∣B∣.
  2. Step 2. Compute adj⁡(B)\operatorname{adj}(B)adj(B).
  3. Step 3. Output every edge (vi,vj)(v_i, v_j)(vi​,vj​) for which the integer ∣Bij∣ 2wij/22w|B_{ij}|\,2^{w_{ij}}/2^{2w}∣Bij​∣2wij​/22w is odd.

Formalization targets

Goal: Steps 1–3 find a minimum weight perfect matching with probability at least 1/2

For every graph GGG that has a perfect matching, with edge weights drawn uniformly and independently from {1,…,2m}\{1, \dots, 2m\}{1,…,2m},

Pr⁡[the output of Steps 1–3 is a perfect matching of G of minimum weight] ≥ 12.\Pr\bigl[\text{the output of Steps 1–3 is a perfect matching of } G \text{ of minimum weight}\bigr] \ \ge\ \tfrac12 .Pr[the output of Steps 1–3 is a perfect matching of G of minimum weight] ≥ 21​.

This is the correctness half of the paper's Theorem (p. 109). The probability is a fraction of the (2m)m(2m)^m(2m)m weight functions.

Milestones

  1. Lemma 1 (isolating lemma): for a nonempty family FFF over an nnn-element set, weights uniform in [1,2n][1, 2n][1,2n] give a unique minimum weight set with probability ≥1/2\ge 1/2≥1/2.
  2. Isolation for perfect matchings (§4): with edge weights uniform in [1,2m][1, 2m][1,2m], the minimum weight perfect matching is unique with probability ≥1/2\ge 1/2≥1/2.
  3. Odd-cycle cancellation (proof of Lemma 2): for a skew-symmetric integer matrix, only permutations all of whose cycles have even length contribute to the determinant.
  4. Lemma 2: if the minimum weight perfect matching is unique, of weight www, then ∣B∣≠0|B| \neq 0∣B∣=0 and 22w2^{2w}22w is the highest power of 2 dividing ∣B∣|B|∣B∣.
  5. Lemma 3: under the same hypothesis, (vi,vj)∈M(v_i, v_j) \in M(vi​,vj​)∈M iff ∣Bij∣ 2wij/22w|B_{ij}|\,2^{w_{ij}}/2^{2w}∣Bij​∣2wij​/22w is odd.
  6. Steps 1–3, deterministic core: under the same hypothesis, Step 1 obtains the weight of MMM and Steps 2–3 output exactly MMM.

Two companion items are included but are not on the goal's path: the maximum weight version of Lemma 1 (the remark after its proof, p. 107) and Lemma 4 (p. 110): the lexicographically largest matching set, for vertices sorted by decreasing weight, is a heaviest matching set.

Significance

The isolating lemma is a statement about arbitrary set families with no structure assumed, which is why it transfers: it is used for isolating satisfying assignments, for parallel algorithms for exact matching and minimum weight matchings with small weights, and in the derandomization program that led to the quasi-NC matching algorithms cited above. Lemmas 2 and 3 are the bridge from a combinatorial object (a unique minimum weight perfect matching) to arithmetic facts about one integer matrix (2-adic valuations of its determinant and adjugate entries), which is what makes the algorithm reducible to matrix inversion.

All results of this mission are proved in the paper. What the mission adds is machine-checked proofs: Mathlib at the pinned revision contains Tutte's barrier theorem but neither the isolating lemma nor the Tutte-matrix determinant arguments, and a search of Prove2Me (September 2026) found no formalization of them. A complete development yields a reusable isolating lemma for finite set systems and a reusable determinant expansion for skew-symmetric matrices.

Difficulty

The probabilistic step is a union bound over elements, but the event bounded for each element, "the element is ambiguous", is defined through a threshold that depends on all the other weights; the argument needs independence of that threshold from the element's own weight, which is a product-space (Fubini-type) counting statement rather than a one-line estimate. In a counting formalization over {1,…,2n}S\{1, \dots, 2n\}^S{1,…,2n}S, each fibre must be handled separately.

The determinant steps require a genuine combinatorial involution on permutations: reversing an odd cycle must be well defined (a canonical choice of cycle) and self-inverse, preserve the sign, negate the value, and in Lemma 3 also preserve the constraint σ(i)=j\sigma(i) = jσ(i)=j, which is where "since nnn is even, there are at least two odd cycles" enters. Relating a permutation with only even cycles to a pair of perfect matchings whose union is its trail is the second nontrivial bijection. Divisibility must be tracked exactly: 22w2^{2w}22w divides every term, and every term other than the one of MMM is divisible by 22w+12^{2w+1}22w+1.

Formalization scope

Vertices are Fin n and the graph is G : SimpleGraph (Fin n) with decidable adjacency. Edge weights are functions G.edgeSet → ℕ; perfect matchings are Finset G.edgeSet in which every vertex lies in exactly one edge. The matrix is weightedTutteMatrix G w : Matrix (Fin n) (Fin n) ℤ, with the positive entry above the diagonal. Probabilities are ratios of counts over Fintype.piFinset (fun _ => Finset.Icc 1 (2m)), stated without division as (2m)m≤2⋅#{… }(2m)^m \le 2 \cdot \#\{\dots\}(2m)m≤2⋅#{…}; the weight range is exactly [1,2m][1, 2m][1,2m] (resp. [1,2n][1, 2n][1,2n] in Lemma 1). "x/2kx/2^kx/2k is odd" means 2k∣x2^k \mid x2k∣x and x/2kx/2^kx/2k is an odd integer. The minor ∣Bij∣|B_{ij}|∣Bij​∣ is taken as Mathlib's signed cofactor adjugate B j i; parity and divisibility do not see the sign. Step 1's www is ⌊ν2(∣B∣)/2⌋\lfloor \nu_2(|B|)/2\rfloor⌊ν2​(∣B∣)/2⌋.

Added hypotheses: Lemma 1 and its maximum version assume FFF nonempty (the printed lemma omits it and is false for F=∅F = \emptysetF=∅); the goal and the isolation milestone assume GGG has a perfect matching, which is the paper's own input assumption. Lemmas 2 and 3 allow arbitrary natural weights, as printed.

The algorithm's output is defined from BBB, ∣B∣|B|∣B∣, adj⁡(B)\operatorname{adj}(B)adj(B), the 2-adic valuation and parity only; a definition of the output that refers to perfect matchings or to minimality would trivialize the goal and is ruled out. The complexity half of the Theorem (RNC², O(n3.5m)O(n^{3.5}m)O(n3.5m) processors), which rests on Pan's matrix-inversion algorithm, is not formalized, nor are §5a–b and §6.

Contributions welcome: proofs of the milestones in any order, general lemmas about the permutation expansion of skew-symmetric determinants, and a counting form of the union bound over product spaces, all of which are reusable outside this mission.

Selected references

  • K. Mulmuley, U. V. Vazirani, V. V. Vazirani, Matching is as easy as matrix inversion, Combinatorica 7(1) (1987) 105–113. https://doi.org/10.1007/BF02579206
  • W. T. Tutte, The factorization of linear graphs, J. London Math. Soc. 22 (1947) 107–111. https://doi.org/10.1112/jlms/s1-22.2.107
  • R. M. Karp, E. Upfal, A. Wigderson, Constructing a perfect matching is in random NC, Combinatorica 6(1) (1986) 35–48. https://doi.org/10.1007/BF02579407
  • L. Lovász, On determinants, matchings, and random algorithms, Fundamentals of Computation Theory (FCT '79), 1979, 565–574.
  • S. Fenner, R. Gurjar, T. Thierauf, Bipartite perfect matching is in quasi-NC, STOC 2016. https://arxiv.org/abs/1601.06319
  • O. Svensson, J. Tarnawski, The matching problem in general graphs is in quasi-NC, FOCS 2017. https://arxiv.org/abs/1704.01929
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Convex OptimizationGraph TheoryOperations Research·Captain: mikedeng1

Cones of Matrices and Set-Functions and 0–1 Optimization IV: Clique, Odd Hole, Odd Wheel and Odd Antihole Constraints Hold after One Round of N₊Research Paper

Motivation

The stable set problem (find a largest, or maximum-weight, set of pairwise non-adjacent nodes in a graph) is NP-hard, and its linear programming relaxations have been studied since the 1970s as a test bed for polyhedral combinatorics. Lovász and Schrijver (SIAM J. Optim. 1991) introduced a general lift-and-project procedure for 0–1 programs: lift a relaxation to a cone of (n+1)×(n+1)(n+1)\times(n+1)(n+1)×(n+1) matrices, impose conditions every 0–1 solution satisfies, and project back. Its semidefinite version, the operator N+N_+N+​, is one of the first systematic uses of positive semidefinite constraints in combinatorial optimization, and it is the ancestor of the Sherali–Adams, Lasserre and sum-of-squares hierarchies used today in approximation algorithms and proof complexity.

For the stable set problem the paper measures the strength of the operators by an index: how many rounds are needed before a given valid inequality is implied. This mission formalizes the paper's result that one round of N+N_+N+​ already implies four of the classical families of facets of the stable set polytope.

Timeline:

  • 1975: Chvátal shows that the rank constraint of a connected α-critical graph defines a facet of its stable set polytope (Chvátal 1975); clique, odd hole and odd antihole constraints are special rank constraints.
  • 1981–88: Grötschel, Lovász and Schrijver show that the weighted stable set problem is solvable in polynomial time for perfect and hhh-perfect graphs, through the theta body TH(G)\mathrm{TH}(G)TH(G) (Grötschel, Lovász, Schrijver 1988).
  • 1991: Lovász and Schrijver define the operators NNN and N+N_+N+​ and prove Corollary 2.15: clique, odd hole, odd wheel and odd antihole constraints have N+N_+N+​-index 1.

Setting

Vectors live in Rn+1\mathbb R^{n+1}Rn+1 with coordinates x0,x1,…,xnx_0, x_1, \dots, x_nx0​,x1​,…,xn​. The polar cone of KKK is K∗={u:uTx≥0 ∀x∈K}K^* = \{u : u^{\mathsf T}x \ge 0 \ \forall x \in K\}K∗={u:uTx≥0 ∀x∈K}. Let QQQ be the cone spanned by the 0–1 vectors with x0=1x_0 = 1x0​=1. For a convex cone K⊆QK \subseteq QK⊆Q, the matrix cone M+(K)M_+(K)M+​(K) consists of the symmetric positive semidefinite matrices Y=(yij)Y = (y_{ij})Y=(yij​) with yii=y0iy_{ii} = y_{0i}yii​=y0i​ for 1≤i≤n1 \le i \le n1≤i≤n and uTYv≥0u^{\mathsf T}Yv \ge 0uTYv≥0 for all u∈K∗u \in K^*u∈K∗, v∈Q∗v \in Q^*v∈Q∗. The operator is

N+(K)={Ye0:Y∈M+(K)},N_+(K) = \{Ye_0 : Y \in M_+(K)\},N+​(K)={Ye0​:Y∈M+​(K)},

and N+0(K)=KN_+^0(K) = KN+0​(K)=K, N+t(K)=N+(N+t−1(K))N_+^t(K) = N_+(N_+^{t-1}(K))N+t​(K)=N+​(N+t−1​(K)).

Let G=(V,E)G = (V, E)G=(V,E) be a finite graph with no isolated nodes (the paper's standing assumption for Section 2). STAB(G)\mathrm{STAB}(G)STAB(G) is the convex hull of incidence vectors χA\chi^AχA of stable sets AAA. FRAC(G)\mathrm{FRAC}(G)FRAC(G) is the polytope given by xi≥0x_i \ge 0xi​≥0 and xi+xj≤1x_i + x_j \le 1xi​+xj​≤1 for ij∈Eij \in Eij∈E. FR(G)⊆RV∪{0}\mathrm{FR}(G) \subseteq \mathbb R^{V\cup\{0\}}FR(G)⊆RV∪{0} is the cone xi≥0x_i \ge 0xi​≥0, xi+xj≤x0x_i + x_j \le x_0xi​+xj​≤x0​. The relaxations are

N+r(G)={x∈RV:(1,x)∈N+r(FR(G))},N_+^r(G) = \{x \in \mathbb R^V : (1, x) \in N_+^r(\mathrm{FR}(G))\},N+r​(G)={x∈RV:(1,x)∈N+r​(FR(G))},

so N+0(G)=FRAC(G)⊇N+1(G)⊇⋯⊇STAB(G)N_+^0(G) = \mathrm{FRAC}(G) \supseteq N_+^1(G) \supseteq \dots \supseteq \mathrm{STAB}(G)N+0​(G)=FRAC(G)⊇N+1​(G)⊇⋯⊇STAB(G). The N+N_+N+​-index of an inequality aTx≤ba^{\mathsf T}x \le baTx≤b valid for STAB(G)\mathrm{STAB}(G)STAB(G) is the least rrr with aTx≤ba^{\mathsf T}x \le baTx≤b valid for N+r(G)N_+^r(G)N+r​(G).

The four constraint families are:

  • clique: ∑i∈Bxi≤1\sum_{i\in B} x_i \le 1∑i∈B​xi​≤1 for a clique BBB;
  • odd hole: ∑i∈Cxi≤12(∣C∣−1)\sum_{i\in C} x_i \le \frac12(|C|-1)∑i∈C​xi​≤21​(∣C∣−1) for CCC inducing a chordless odd cycle;
  • odd wheel: ∑i∈U∖{u0}xi+∣U∣−22xu0≤∣U∣−22\sum_{i\in U\setminus\{u_0\}} x_i + \frac{|U|-2}{2}x_{u_0} \le \frac{|U|-2}{2}∑i∈U∖{u0​}​xi​+2∣U∣−2​xu0​​≤2∣U∣−2​ for UUU inducing an odd wheel with center u0u_0u0​ (an odd hole plus a node adjacent to all of it);
  • odd antihole: ∑i∈Dxi≤2\sum_{i\in D} x_i \le 2∑i∈D​xi​≤2 for DDD inducing a chordless odd cycle in the complement of GGG.

The contraction of a node vvv turns aTx≤ba^{\mathsf T}x \le baTx≤b into the inequality with the coefficients of vvv and its neighbours removed and right-hand side b−avb - a_vb−av​.

Formalization targets

Goal: Corollary 2.15

For every graph GGG without isolated nodes, each clique constraint (clique of size at least 3), odd hole constraint, odd wheel constraint and odd antihole constraint has N+N_+N+​-index exactly 1:

aTx≤b holds on N+1(G)and fails somewhere on FRAC(G).a^{\mathsf T}x \le b \text{ holds on } N_+^1(G) \quad\text{and fails somewhere on } \mathrm{FRAC}(G).aTx≤b holds on N+1​(G)and fails somewhere on FRAC(G).

Milestones

  1. Lemma 1.5: for a closed convex cone K⊆QK \subseteq QK⊆Q and aaa with ai≤0a_i \le 0ai​≤0 (i≥1i \ge 1i≥1), a0≥0a_0 \ge 0a0​≥0, if aTx≥0a^{\mathsf T}x \ge 0aTx≥0 holds on K∩GiK \cap G_iK∩Gi​ (where Gi={xi=x0}G_i = \{x_i = x_0\}Gi​={xi​=x0​}) for every iii with ai<0a_i < 0ai​<0, then it holds on N+(K)N_+(K)N+​(K).
  2. Lemma 2.14: if aTx≤ba^{\mathsf T}x \le baTx≤b is valid for STAB(G)\mathrm{STAB}(G)STAB(G), and the contraction of every node with positive coefficient is valid for N+r(G)N_+^r(G)N+r​(G), then aTx≤ba^{\mathsf T}x \le baTx≤b is valid for N+r+1(G)N_+^{r+1}(G)N+r+1​(G).
  3. Bipartite support (Section 2.c): an inequality valid for STAB(G)\mathrm{STAB}(G)STAB(G) whose nonzero-coefficient nodes induce a bipartite graph is valid for FRAC(G)\mathrm{FRAC}(G)FRAC(G).
  4. Contraction property (Section 2.d): contracting a node with positive coefficient in any of the four constraints leaves positive-coefficient nodes that induce a bipartite subgraph.

Further result

Corollary 2.19 (first sentence): the N+N_+N+​-index of a STAB(G)\mathrm{STAB}(G)STAB(G)-valid inequality aTx≤ba^{\mathsf T}x \le baTx≤b is at most the independence number of the subgraph induced by the nodes with positive coefficient.

Significance

Corollary 2.15 shows that a single round of N+N_+N+​, a relaxation over which one can optimize in polynomial time for each fixed number of rounds (the paper's Theorem 2.1), captures all clique, odd hole, odd wheel and odd antihole inequalities at once. Consequently N+(G)=STAB(G)N_+(G) = \mathrm{STAB}(G)N+​(G)=STAB(G) for every hhh-perfect graph, in particular for perfect and ttt-perfect graphs. The result is a standard reference point when comparing lift-and-project hierarchies, and the lemmas behind it (Lemma 1.5 and Lemma 2.14) are the paper's general tools for bounding N+N_+N+​-ranks.

The theorem was proved in 1991. To our knowledge it has not been machine-checked: this mission would produce the first formal development of the Lovász–Schrijver N+N_+N+​ operator, its iterates, and the stable set relaxations STAB\mathrm{STAB}STAB, FRAC\mathrm{FRAC}FRAC, FR\mathrm{FR}FR in Lean.

Difficulty

The lower bound (each constraint fails on FRAC(G)\mathrm{FRAC}(G)FRAC(G)) is a direct computation; the upper bound is where the work lies. The obvious approach, deriving each constraint from the linear conditions on the lifted matrix YYY alone, cannot succeed: those conditions define the linear operator NNN, and the goal is specifically about what positive semidefiniteness adds. The general lemmas are stated for arbitrary cones and require a working theory of polar cones and closedness in Rn+1\mathbb R^{n+1}Rn+1, including closedness of the iterates N+r(FR(G))N_+^r(\mathrm{FR}(G))N+r​(FR(G)), which the paper uses without comment. The graph-theoretic steps require facts about the stable set and fractional stable set polytopes of bipartite graphs and a careful case analysis of chordless odd cycles in a graph and in its complement, none of which is in Mathlib.

Formalization scope

  • Coordinates of Rn+1\mathbb R^{n+1}Rn+1 are indexed by Option ι, with none the special coordinate x0x_0x0​. For graphs, ι := V.
  • MMM is defined by condition (iii) with polar cones, not by its reformulations. Only M+M_+M+​, N+N_+N+​ and their iterates are defined; the linear operator NNN is not used.
  • Lemma 1.5 carries the hypothesis that KKK is closed. The paper takes it tacitly (all its cones are polyhedral); without it the lemma fails, since N+(K)N_+(K)N+​(K) depends only on the closure of KKK.
  • FR(G)\mathrm{FR}(G)FR(G) is defined by its constraints, which agree with the paper's "cone spanned by the vectors (1,x)(1,x)(1,x), x∈FRAC(G)x \in \mathrm{FRAC}(G)x∈FRAC(G)" because GGG has no isolated nodes. Every graph statement carries the no-isolated-nodes hypothesis.
  • Contraction is written on the same graph GGG as a zeroed coefficient vector, rather than on the subgraph G−Γ(v)−vG - \Gamma(v) - vG−Γ(v)−v.
  • Odd holes include triangles; odd antiholes have at least 5 nodes (a 3-node "antihole" is a stable set, for which the constraint is false); odd wheels are an odd hole plus a center adjacent to all its nodes.
  • Clique constraints in the goal are restricted to cliques with at least 3 nodes: cliques of size 1 or 2 give inequalities already valid on FRAC(G)\mathrm{FRAC}(G)FRAC(G), of index 0.
  • "N+N_+N+​-index at most rrr" is stated as validity on N+r(G)N_+^r(G)N+r​(G); the index itself is stated with IsLeast, never with an infimum that would default to 0 on an empty set.

A formalization asserting only validity on N+1(G)N_+^1(G)N+1​(G), or only for one fixed graph, would be weaker than the paper's statement and is ruled out: the goal states the exact index for all graphs without isolated nodes and all four families.

Not formalized: the linear operator NNN and its results, the polynomial-time separation results (Theorem 2.1, Corollaries 2.20–2.21), the theta-body results (Lemma 2.17, Corollary 2.18), graph indices (Corollary 2.16), and the second sentence of Corollary 2.19.

Reusable infrastructure includes the polar cone, the matrix cone M+M_+M+​ and the N+N_+N+​ operator (usable for any 0–1 program), the polytopes STAB\mathrm{STAB}STAB and FRAC\mathrm{FRAC}FRAC, and odd holes, antiholes and wheels as finite-set predicates. Contributions proving closedness of the iterates, the integrality of FRAC\mathrm{FRAC}FRAC for bipartite graphs, or the MMM-cone reformulations (iii′)–(iii″) are welcome.

Selected references

  • L. Lovász and A. Schrijver, Cones of matrices and set-functions and 0–1 optimization, SIAM Journal on Optimization 1(2), 1991, 166–190. https://doi.org/10.1137/0801013
  • M. Grötschel, L. Lovász and A. Schrijver, Geometric Algorithms and Combinatorial Optimization, Springer, 1988 (2nd ed. 1993). https://doi.org/10.1007/978-3-642-78240-4
  • V. Chvátal, On certain polytopes associated with graphs, Journal of Combinatorial Theory B 18, 1975, 138–154. https://doi.org/10.1016/0095-8956(75)90041-6
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Operations ResearchOptimizationTheoretical Computer Science·Captain: mikedeng1

Approximation Algorithms for Combinatorial Problems IV: Greedy Set Cover C1 Has Worst-Case Ratio H(k) on SC(k)Research Paper

Motivation

Set covering asks for the fewest members of a family of sets whose union is everything the family covers. It models crew scheduling, facility siting, test-suite reduction, logic minimization and fault testing; Johnson names the last two as its practical applications. Karp showed in 1972 that the decision version is NP-complete (Karp 1972), so in practice one runs a heuristic and asks how far from optimal it can be.

David S. Johnson's 1974 paper Approximation Algorithms for Combinatorial Problems (JCSS 9, 256–278) is one of the founding papers of the worst-case analysis of approximation algorithms. For set covering it analyses the obvious greedy rule, repeatedly take a set that covers the most still-uncovered points, and proves that on families whose sets have at most kkk elements its output is never more than the harmonic number H(k)=∑j=1k1/jH(k) = \sum_{j=1}^k 1/jH(k)=∑j=1k​1/j times the optimum, and that this factor is attained.

Timeline.

  • 1974: Johnson proves the H(k)H(k)H(k) bound for unweighted set cover with sets of size at most kkk, together with a matching family of examples (this mission).
  • 1975: Lovász proves the same bound for the fractional relaxation, giving an integrality-gap statement (Lovász 1975).
  • 1979: Chvátal extends the bound to weighted set cover, with the greedy rule choosing the set of least cost per newly covered point (Chvátal 1979).
  • 1998: Feige shows that no polynomial-time algorithm achieves (1−ε)ln⁡n(1-\varepsilon)\ln n(1−ε)lnn unless NP has slightly superpolynomial deterministic algorithms (Feige 1998), so the greedy guarantee is essentially the best possible.

Setting

An input FFF of SET COVERING I is a finite family {S1,…,Sp}\{S_1, \dots, S_p\}{S1​,…,Sp​} of finite sets. The set to be covered is T=⋃S∈FST = \bigcup_{S \in F} ST=⋃S∈F​S. A subcover is a subfamily F′⊆FF' \subseteq FF′⊆F with ⋃S∈F′S=T\bigcup_{S \in F'} S = T⋃S∈F′​S=T, and its measure is ∣F′∣|F'|∣F′∣. The optimum F∗F^*F∗ is the minimum measure of a subcover; FFF itself is a subcover, so the minimum exists. The subproblem SC(k) restricts the inputs to families no set of which has more than kkk elements.

Algorithm C1 keeps a family SUB of chosen sets, the set UNCOV of uncovered points, and an array SET[i][i][i] holding the still-uncovered part of SiS_iSi​. It starts with SUB =∅= \emptyset=∅, UNCOV =T= T=T, SET[i]=Si[i] = S_i[i]=Si​. While UNCOV is nonempty it chooses an index jjj with ∣SET[j]∣|\mathrm{SET}[j]|∣SET[j]∣ maximal, adds SjS_jSj​ to SUB, and removes SET[j][j][j] from UNCOV and from every SET[i][i][i]. When UNCOV is empty it returns SUB. When several indices tie at Step 3 any of them may be chosen, so one input can have several choosable outputs. Following Section 2 of the paper, the algorithm's value C1(F)C1(F)C1(F) is the worst choosable output, here the largest, and the ratio is r(C1,F)=C1(F)/F∗r(C1, F) = C1(F)/F^*r(C1,F)=C1(F)/F∗.

For the proof the paper introduces configurations K=⟨NK,UNCOVK,⟨SETK[1],…,SETK[NK]⟩⟩K = \langle N_K, \mathrm{UNCOV}_K, \langle \mathrm{SET}_K[1], \dots, \mathrm{SET}_K[N_K]\rangle\rangleK=⟨NK​,UNCOVK​,⟨SETK​[1],…,SETK​[NK​]⟩⟩ with ⋃iSETK[i]=UNCOVK\bigcup_i \mathrm{SET}_K[i] = \mathrm{UNCOV}_K⋃i​SETK​[i]=UNCOVK​, runs from a configuration (sequences of admissible choices ending when UNCOV is empty), Numbers(R)\mathrm{Numbers}(R)Numbers(R), the set of indices chosen in a run RRR, and calls a set MMM selectable from KKK if M=Numbers(R)M = \mathrm{Numbers}(R)M=Numbers(R) for some run RRR from KKK. Write n(K,i)=∣SETK[i]∣n(K, i) = |\mathrm{SET}_K[i]|n(K,i)=∣SETK​[i]∣.

Formalization targets

Goal: Theorem 4

For every k≥1k \ge 1k≥1:

for every input F∈SC(k) and every choosable F1:∣F1∣≤H(k)⋅F∗,\text{for every input } F \in SC(k) \text{ and every choosable } F_1:\quad |F_1| \le H(k)\cdot F^*,for every input F∈SC(k) and every choosable F1​:∣F1​∣≤H(k)⋅F∗, and some F∈SC(k) with F∗>0 has a choosable F1 with ∣F1∣=H(k)⋅F∗.\text{and some } F \in SC(k) \text{ with } F^* > 0 \text{ has a choosable } F_1 \text{ with } |F_1| = H(k)\cdot F^*.and some F∈SC(k) with F∗>0 has a choosable F1​ with ∣F1​∣=H(k)⋅F∗.

The paper states this as R[C1,SC(k)](n)≤∑j=1k(1/j)R[C1, SC(k)](n) \le \sum_{j=1}^k (1/j)R[C1,SC(k)](n)≤∑j=1k​(1/j) for all n>0n > 0n>0, with equality for all sufficiently large nnn. The two-part form above is the size-free equivalent.

Milestones

  1. Lemma 1. For a subcover F1F_1F1​ with index set M1={i:Si∈F1}M1 = \{i : S_i \in F_1\}M1={i:Si​∈F1​} and KKK the configuration after Step 1: F1F_1F1​ is choosable by C1 if and only if M1M1M1 is selectable from KKK.
  2. Lemma 2. For any configuration KKK, any M1M1M1 selectable from KKK and any M0M0M0 with ⋃i∈M0SETK[i]=UNCOVK\bigcup_{i \in M0} \mathrm{SET}_K[i] = \mathrm{UNCOV}_K⋃i∈M0​SETK​[i]=UNCOVK​:
∣M1∣≤∑i∈M0∑j=1n(K,i)1j.|M1| \le \sum_{i \in M0} \sum_{j=1}^{n(K,i)} \frac{1}{j}.∣M1∣≤i∈M0∑​j=1∑n(K,i)​j1​.
  1. Fig. 1. For every k≥1k \ge 1k≥1 there is an explicit input of SC(k)SC(k)SC(k) on k⋅k!k \cdot k!k⋅k! points with F∗=k!F^* = k!F∗=k! and a choosable output of k! H(k)k!\,H(k)k!H(k) sets.

Significance

The result. Theorem 4 is the first proof that greedy set cover has a worst-case guarantee depending only on the largest set size, and it pins the guarantee down exactly: the constant H(k)H(k)H(k) cannot be lowered for any kkk. Since H(k)≤1+ln⁡kH(k) \le 1 + \ln kH(k)≤1+lnk, it also gives the well-known 1+ln⁡n1 + \ln n1+lnn bound for general inputs. The H(k)H(k)H(k) bound and its later refinements are the standard reference point for analyses of greedy covering, dual fitting and submodular covering.

Formalizing it. The theorem has been proved since 1974. As far as a search of the platform shows, no machine-checked proof of it exists: the platform holds a Kearns–Vazirani-style statement ComputationalLearning.greedy_set_cover (the opt⋅ln⁡∣U∣\mathrm{opt}\cdot\ln|U|opt⋅ln∣U∣ form for a greedy sequence, still open) and a dual-fitting certificate lemma for weighted set cover, neither of which covers the SC(k)SC(k)SC(k) bound, the tie-breaking semantics or the tightness construction. A complete development provides both halves of Theorem 4, the configuration and run machinery of Lemmas 1–2, and the explicit Fig. 1 family.

Difficulty

The obvious argument charges each chosen set to the points it newly covers and compares the charges with an optimal cover. A statement about the initial input alone, with the original sizes of the optimal sets, does not survive a single greedy step: after a step the optimal sets are only partly uncovered and the remaining run faces a different instance. This is why Lemma 2 is stated for an arbitrary configuration, in terms of the current sizes n(K,i)n(K, i)n(K,i), and for an arbitrary covering subfamily M0M0M0. Because Step 3 breaks ties arbitrarily, the statement must hold for every admissible run, and a formalization that fixes one tie-breaking rule proves a weaker upper bound and cannot express the tightness example, which relies on adversarial ties at every stage.

For the tightness half, the difficulty is bookkeeping: showing that the k!/jk!/jk!/j blocks of each segment are admissible choices at each stage and that no cover uses fewer than k!k!k! sets.

Formalization scope

  • An input is an indexed family S : ι → Finset α over a finite index type ι and a ground type with decidable equality. The indices play the role of 1,…,N1, \dots, N1,…,N; two indices may carry the same set, which only widens the input class. The family, subcovers and F∗F^*F∗ are taken over the set of sets family S, as on the page. F∗F^*F∗ is a Finset.inf' over the nonempty finite set of subcovers; if T=∅T = \emptysetT=∅ then F∗=0F^* = 0F∗=0.
  • C1 is a nondeterministic step relation: a step is allowed for every index maximizing ∣SET[j]∣|\mathrm{SET}[j]|∣SET[j]∣. An output is choosable if a finite chain of steps from the initial state reaches a halting state with that SUB. No tie-breaking rule is fixed.
  • The paper's R[A,P](n)R[A, P](n)R[A,P](n) is a maximum over inputs of size at most nnn in an unspecified notation; it is replaced by the size-free two-part statement above, which is equivalent because RRR is a maximum over finitely many inputs and nondecreasing in nnn.
  • Ratios are stated multiplicatively in Q\mathbb{Q}Q (∣F1∣≤H(k)⋅F∗|F_1| \le H(k)\cdot F^*∣F1​∣≤H(k)⋅F∗), never as a quotient, so an input with F∗=0F^* = 0F∗=0 does not make the bound vacuous, and the attainment part requires F∗>0F^* > 0F∗>0. H(k)H(k)H(k) is Mathlib's harmonic k.
  • Configurations carry the covering condition as a field; runs are an inductive predicate on the list of chosen indices; Selectable K M means MMM is the set of indices of some run.
  • Lemma 1 assumes the family's sets are pairwise distinct (the paper's family is a set of sets); without that the index set {i:Si∈F1}\{i : S_i \in F_1\}{i:Si​∈F1​} may contain a duplicate index C1 never chose.
  • Trivializing formalizations are ruled out: a deterministic tie-break, a ratio written as a division, the original set sizes in place of n(K,i)n(K, i)n(K,i) in Lemma 2, or an attaining input with F∗=0F^* = 0F∗=0 would each change the theorem.

Contributions welcome: proofs of Lemma 2 (the core induction), of Lemma 1, of the Fig. 1 run, and of Theorem 4 from these; the configuration/run layer and the Fig. 1 family are reusable for other greedy covering analyses.

Selected references

  • David S. Johnson, Approximation algorithms for combinatorial problems, Journal of Computer and System Sciences 9 (1974), 256–278. https://doi.org/10.1016/S0022-0000(74)80044-9
  • Richard M. Karp, Reducibility among combinatorial problems, in Complexity of Computer Computations, Plenum, 1972, 85–103. https://doi.org/10.1007/978-1-4684-2001-2_9
  • László Lovász, On the ratio of optimal integral and fractional covers, Discrete Mathematics 13 (1975), 383–390. https://doi.org/10.1016/0012-365X(75)90058-8
  • Vašek Chvátal, A greedy heuristic for the set-covering problem, Mathematics of Operations Research 4 (1979), 233–235. https://doi.org/10.1287/moor.4.3.233
  • Uriel Feige, A threshold of ln n for approximating set cover, Journal of the ACM 45 (1998), 634–652. https://doi.org/10.1145/285055.285059
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Approximation Algorithms for Combinatorial Problems II: The Greedy Literal Algorithm B1 Has Worst-Case Ratio (k+1)/k on MS(k)Research Paper

Motivation

Maximum satisfiability asks for a truth assignment satisfying as many clauses of a propositional formula as possible. The paper notes that the restriction MS(k)MS(k)MS(k), in which every clause has at least kkk literals, is polynomial complete for every k≥1k \ge 1k≥1, so exact optimization is out of reach in general and one asks instead how close a fast algorithm is guaranteed to come. David S. Johnson's 1974 paper Approximation Algorithms for Combinatorial Problems (J. Comput. System Sci. 9, 256–278) set up a framework for exactly this question — optimization problems, nondeterministic approximation algorithms, and the worst-case ratio between the optimum and the algorithm's output — and applied it to subset-sum, maximum satisfiability, set covering, graph coloring and maximum clique. It is one of the founding papers of the theory of approximation algorithms.

Section 4 of the paper treats maximum satisfiability with two algorithms. This mission covers the first, a greedy literal-selection rule called B1, and its exact worst-case ratio (Theorem 2). A companion mission covers the weighted algorithm B2 (Theorem 3).

Timeline, for orientation:

  • 1971–1972: Cook and Karp establish NP-completeness of satisfiability and of many combinatorial problems.
  • 1974: Johnson proves that B1 has worst-case ratio exactly (k+1)/k(k+1)/k(k+1)/k on MS(k)MS(k)MS(k) and that the weighted algorithm B2 achieves 2k/(2k−1)2^k/(2^k-1)2k/(2k−1) (Theorems 2 and 3).
  • 1990s: semidefinite and LP-based algorithms (Goemans–Williamson, SIAM J. Discrete Math. 1994) improve the constants for general MAX-SAT.

Setting

Let L=⋃i>0{xi,xˉi}L = \bigcup_{i>0}\{x_i, \bar x_i\}L=⋃i>0​{xi​,xˉi​} be the set of literals; the complement of xix_ixi​ is xˉi\bar x_ixˉi​ and conversely. A clause is a finite set C⊆LC \subseteq LC⊆L. A truth assignment is a set T⊆LT \subseteq LT⊆L containing no complementary pair {xi,xˉi}\{x_i, \bar x_i\}{xi​,xˉi​}; it may leave variables unassigned. TTT satisfies CCC if C∩T≠∅C \cap T \ne \emptysetC∩T=∅.

An input is a finite set SSS of clauses. Its feasible solutions are the subsets S′⊆SS' \subseteq SS′⊆S satisfied by a single truth assignment, measured by ∣S′∣|S'|∣S′∣, and the optimum is

S∗=max⁡{∣S′∣:S′⊆S, some truth assignment satisfies every C∈S′}.S^* = \max\{|S'| : S' \subseteq S,\ \text{some truth assignment satisfies every } C \in S'\}.S∗=max{∣S′∣:S′⊆S, some truth assignment satisfies every C∈S′}.

The subproblem MS(k)MS(k)MS(k) admits only inputs whose clauses each contain at least kkk distinct literals.

Algorithm B1 keeps four variables: SUB (clauses already satisfied), LEFT (clauses not yet satisfied), TRUE (literals made true) and LIT (literals still available). It starts with SUB === TRUE =∅= \emptyset=∅, LEFT =S= S=S, LIT =L= L=L. While some literal of LIT occurs in a clause of LEFT, it picks a literal y∈y \iny∈ LIT contained in the most clauses of LEFT, moves those clauses YTYTYT from LEFT to SUB, adds yyy to TRUE, and removes yyy and yˉ\bar yyˉ​ from LIT. When no literal of LIT occurs in LEFT it returns SUB.

The choice of yyy is not determined when several literals tie. Following the paper's framework, every output reachable by some sequence of admissible choices is choosable, and the performance of B1 on SSS is the smallest ∣X∣|X|∣X∣ over choosable outputs XXX. The worst-case ratio on inputs of size at most nnn is

R[B1,MS(k)](n)=max⁡{S∗/B1(S):S∈MS(k), ∣S∣≤n}.R[B1, MS(k)](n) = \max\{S^*/B1(S) : S \in MS(k),\ |S| \le n\}.R[B1,MS(k)](n)=max{S∗/B1(S):S∈MS(k), ∣S∣≤n}.

Formalization targets

Goal: Theorem 2 (p. 262)

For all k≥1k \ge 1k≥1,

R[B1,MS(k)](n)≤k+1kfor all n>0,R[B1, MS(k)](n) \le \frac{k+1}{k}\quad\text{for all } n > 0,R[B1,MS(k)](n)≤kk+1​for all n>0,

with equality for all sufficiently large nnn. In the size-free form used here: every choosable output XXX on every S∈MS(k)S \in MS(k)S∈MS(k) satisfies k S∗≤(k+1) ∣X∣k\,S^* \le (k+1)\,|X|kS∗≤(k+1)∣X∣, and for every k≥1k \ge 1k≥1 some S∈MS(k)S \in MS(k)S∈MS(k) has a choosable XXX with ∣X∣>0|X| > 0∣X∣>0 and k S∗=(k+1) ∣X∣k\,S^* = (k+1)\,|X|kS∗=(k+1)∣X∣.

Milestones (from the proof of Theorem 2, pp. 262–263)

  1. In each iteration, the number of clauses saved (added to SUB) is at least the number of clauses remaining in LEFT that are wounded (lose a literal from LIT without being satisfied).
  2. When B1 halts, every clause left in LEFT is dead: each of its literals has had its complement made true.
  3. When B1 halts on an input of MS(k)MS(k)MS(k), ∣SUB∣≥k ∣LEFT∣|\mathrm{SUB}| \ge k\,|\mathrm{LEFT}|∣SUB∣≥k∣LEFT∣, and SUB and LEFT partition SSS.
  4. On the four-clause input {{x1,x2,x3},{xˉ1,x4,x5},{xˉ2,x6,x7},{xˉ3,x8,x9}}\{\{x_1,x_2,x_3\},\{\bar x_1,x_4,x_5\},\{\bar x_2,x_6,x_7\},\{\bar x_3,x_8,x_9\}\}{{x1​,x2​,x3​},{xˉ1​,x4​,x5​},{xˉ2​,x6​,x7​},{xˉ3​,x8​,x9​}} of MS(3)MS(3)MS(3), S∗=4S^* = 4S∗=4 while B1 may return three clauses.

Significance

The bound is stronger than a ratio: milestone 3 shows that B1 always satisfies at least kk+1∣S∣\tfrac{k}{k+1}|S|k+1k​∣S∣ clauses, whatever the optimum. The tightness half shows that this simple greedy rule cannot be analysed any better, which is what motivated the weighted algorithm B2 of the same section, with ratio 2k/(2k−1)2^k/(2^k-1)2k/(2k−1). The pair of theorems is an early instance of a now standard pattern: a potential-style counting argument for an upper bound, and an adversarial tie-breaking instance for the matching lower bound.

The result is proved in the paper; it has not, to our knowledge, been machine-checked. This mission produces a formal model of Johnson's framework for a maximization problem with a nondeterministic algorithm, a formal proof of the upper bound through the "saved versus wounded" accounting, and explicit tightness instances for every k≥1k \ge 1k≥1. The paper spells out only k=3k = 3k=3 and states that "similar examples can be constructed for any other k>0k > 0k>0"; the formal goal requires them for all kkk.

Difficulty

The upper bound needs an invariant over entire runs, not over a single step: a clause wounded in one iteration may be saved in a later one, so wounds and saves must be tallied globally, and the count of wounds received by a clause that ends in LEFT must be matched with its number of literals. That matching relies on the facts that B1 never makes both a literal and its complement true and that a clause containing a true literal has already left LEFT. Clauses containing both xix_ixi​ and xˉi\bar x_ixˉi​ are allowed and have to be handled.

The lower bound cannot be obtained from a fixed tie-breaking rule: the attaining run chooses negative literals whose count merely ties the maximum. For general kkk the instance has to be built so that every literal occurs in few enough clauses that the adversarial choice is admissible at every step; at k=1k = 1k=1 the paper's pattern degenerates and needs adjusting.

Formalization scope

  • A literal is a pair (variable index in N\mathbb NN, sign); a clause is a Finset of literals; an input is a Finset of clauses, so duplicate clauses are not allowed, as on the page. Tautological clauses are allowed.
  • A truth assignment is a Set of literals without a complementary pair (partial, as in the paper). S∗S^*S∗ is the maximum of ∣S′∣|S'|∣S′∣ over the finite nonempty family of satisfiable subsets, taken with Finset.sup'.
  • B1 is a nondeterministic run relation: a state holds SUB, LEFT, TRUE and the set of decided variables (LIT is its complement, since LLL is infinite); one step chooses any literal of LIT, of either sign, with maximum count; "choosable" is reachability of a halting state with the given SUB. No tie-break is fixed. A formalization that picks a variable and then its better sign, or that resolves ties deterministically, is a different algorithm and would make the tightness half false.
  • The ratio R[B1,MS(k)](n)R[B1, MS(k)](n)R[B1,MS(k)](n), whose problem size is left unspecified in the paper, is replaced by its size-free equivalent, and ratios are written multiplicatively in N\mathbb NN: k S∗≤(k+1)∣X∣k\,S^* \le (k+1)|X|kS∗≤(k+1)∣X∣. The tightness half requires ∣X∣>0|X| > 0∣X∣>0, so the empty input cannot witness it.
  • The running time O(nlog⁡n)O(n \log n)O(nlogn) is not stated.

Welcome contributions: proofs of the milestones, the invariants of reachable B1 states (SUB and LEFT partition SSS; TRUE is consistent and exactly covers the decided variables; no clause of LEFT meets TRUE), and the family of tightness instances for general kkk. The run-relation encoding of choosable outputs is reusable for the other algorithms of the paper.

Selected references

  • D. S. Johnson, Approximation algorithms for combinatorial problems, Journal of Computer and System Sciences 9 (1974), 256–278. https://doi.org/10.1016/S0022-0000(74)80044-9
  • R. M. Karp, Reducibility among combinatorial problems, in Complexity of Computer Computations, Plenum, 1972, 85–103. https://doi.org/10.1007/978-1-4684-2001-2_9
  • M. X. Goemans and D. P. Williamson, New 3/4-approximation algorithms for the maximum satisfiability problem, SIAM Journal on Discrete Mathematics 7 (1994), 656–666. https://doi.org/10.1137/S0895480192243516
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Approximation Algorithms for Combinatorial Problems I: The Subset-Sum Algorithms A_k Have Worst-Case Ratio (k+1)/kResearch Paper

Motivation

David S. Johnson's 1974 paper Approximation Algorithms for Combinatorial Problems (J. Comput. System Sci. 9 (1974) 256–278) is one of the founding papers of the theory of approximation algorithms. It asks, for optimization problems whose decision versions Karp had just shown to be polynomial complete, how close a fast heuristic can be guaranteed to come to the optimum in the worst case, and it measures this with a worst-case performance ratio that is still the standard yardstick.

Its first example is SUBSET-SUM, the simplest form of the knapsack problem: pack items of given sizes into a knapsack of capacity bbb so as to fill it as much as possible. For this problem the paper gives a family of algorithms AkA_kAk​, one for each k≥1k \ge 1k≥1, whose guaranteed ratio (k+1)/k(k+1)/k(k+1)/k tends to 111. It is one of the first examples of what is now called a polynomial-time approximation scheme: for every ϵ>0\epsilon > 0ϵ>0 there is a polynomial-time algorithm within a factor 1+ϵ1 + \epsilon1+ϵ of optimal. Sahni (1975) extended the idea to the knapsack problem with utilities, and Ibarra and Kim (1975) later obtained fully polynomial schemes for knapsack and subset-sum.

This mission formalizes Theorem 1 of the paper, the performance guarantee of AkA_kAk​ together with its tightness.

Setting

An input ⟨T,s,b⟩\langle T, s, b\rangle⟨T,s,b⟩ of SUBSET-SUM is a finite set TTT, a positive rational size s(x)s(x)s(x) for every x∈Tx \in Tx∈T, and a positive rational bound bbb. An approximate solution is a subset T′⊆TT' \subseteq TT′⊆T with m(T′)≤bm(T') \le bm(T′)≤b, where the measure is m(T′)=∑x∈T′s(x)m(T') = \sum_{x \in T'} s(x)m(T′)=∑x∈T′​s(x). The problem is a maximization problem with optimal measure

⟨T,s,b⟩∗=max⁡{ m(T′):T′⊆T, m(T′)≤b }.\langle T, s, b\rangle^* = \max\{\, m(T') : T' \subseteq T,\ m(T') \le b \,\}.⟨T,s,b⟩∗=max{m(T′):T′⊆T, m(T′)≤b}.

Fix k≥1k \ge 1k≥1 and call xxx big if s(x)>b/(k+1)s(x) > b/(k+1)s(x)>b/(k+1) and small otherwise. Algorithm AkA_kAk​ keeps a set SUB\mathrm{SUB}SUB, its measure SUM\mathrm{SUM}SUM, and the remaining elements LEFT\mathrm{LEFT}LEFT:

  1. SUB\mathrm{SUB}SUB is a subset of the big elements whose measure is as large as possible without exceeding bbb; SUM=m(SUB)\mathrm{SUM} = m(\mathrm{SUB})SUM=m(SUB) and LEFT=T∖SUB\mathrm{LEFT} = T \setminus \mathrm{SUB}LEFT=T∖SUB.
  2. If s(x)+SUM>bs(x) + \mathrm{SUM} > bs(x)+SUM>b for every x∈LEFTx \in \mathrm{LEFT}x∈LEFT, return SUB\mathrm{SUB}SUB.
  3. Otherwise pick y∈LEFTy \in \mathrm{LEFT}y∈LEFT with s(y)+SUMs(y) + \mathrm{SUM}s(y)+SUM as large as possible without exceeding bbb, move it from LEFT\mathrm{LEFT}LEFT to SUB\mathrm{SUB}SUB, add s(y)s(y)s(y) to SUM\mathrm{SUM}SUM, and return to step 2.

Steps 1 and 3 may have ties. Following the paper, a set T1T_1T1​ is choosable by AkA_kAk​ if some resolution of all ties produces it, and the performance Ak(u)A_k(u)Ak​(u) on input uuu is the smallest measure of a choosable output. The ratio is r(Ak,u)=u∗/Ak(u)≥1r(A_k, u) = u^*/A_k(u) \ge 1r(Ak​,u)=u∗/Ak​(u)≥1, and R[Ak](n)R[A_k](n)R[Ak​](n) is its maximum over inputs of size at most nnn.

Formalization targets

Goal: Theorem 1 (p. 260)

For k≥1k \ge 1k≥1 and n>0n > 0n>0,

R[Ak](n)≤k+1k,lim⁡n→∞R[Ak](n)=k+1k.R[A_k](n) \le \frac{k+1}{k}, \qquad \lim_{n \to \infty} R[A_k](n) = \frac{k+1}{k}.R[Ak​](n)≤kk+1​,n→∞lim​R[Ak​](n)=kk+1​.

Formally, for every k≥1k \ge 1k≥1: every choosable output T1T_1T1​ of every input satisfies k ⟨T,s,b⟩∗≤(k+1) m(T1)k\,\langle T,s,b\rangle^* \le (k+1)\,m(T_1)k⟨T,s,b⟩∗≤(k+1)m(T1​); and for every δ>0\delta > 0δ>0 some input has a choosable output T1T_1T1​ with m(T1)>0m(T_1) > 0m(T1​)>0 and ⟨T,s,b⟩∗>(k+1k−δ) m(T1)\langle T,s,b\rangle^* > \big(\tfrac{k+1}{k} - \delta\big)\,m(T_1)⟨T,s,b⟩∗>(kk+1​−δ)m(T1​).

Milestones

  1. For T1T_1T1​ choosable and T0T_0T0​ any approximate solution, m(T1BIG)≥m(T0BIG)m(T_1^{\mathrm{BIG}}) \ge m(T_0^{\mathrm{BIG}})m(T1BIG​)≥m(T0BIG​) (p. 260).
  2. If a small x∈Tx \in Tx∈T is not in a choosable T1T_1T1​, then s(x)+m(T1)>bs(x) + m(T_1) > bs(x)+m(T1​)>b, hence m(T1)>kb/(k+1)≥kk+1⟨T,s,b⟩∗m(T_1) > kb/(k+1) \ge \tfrac{k}{k+1}\langle T,s,b\rangle^*m(T1​)>kb/(k+1)≥k+1k​⟨T,s,b⟩∗ (p. 261).
  3. The stronger dichotomy: m(T1)=⟨T,s,b⟩∗m(T_1) = \langle T,s,b\rangle^*m(T1​)=⟨T,s,b⟩∗ or m(T1)≥kk+1 bm(T_1) \ge \tfrac{k}{k+1}\,bm(T1​)≥k+1k​b (p. 260).
  4. The lower-bound input T={a1,…,ak+2}T = \{a_1,\dots,a_{k+2}\}T={a1​,…,ak+2​}, s(a1)=1+εs(a_1) = 1+\varepsilons(a1​)=1+ε, s(ai)=1s(a_i) = 1s(ai​)=1 otherwise, b=k+1b = k+1b=k+1: its optimum is k+1k+1k+1, some output is choosable, and every choosable output has measure k+εk + \varepsilonk+ε (p. 261).

Significance

Theorem 1 shows that SUBSET-SUM admits polynomial-time algorithms with any worst-case ratio above 111, in contrast with the other problems of the paper (set covering, graph colouring, maximum clique), whose best known ratios grow with the input. The algorithms AkA_kAk​ are an early instance of the partial-enumeration schemes later used for knapsack-type problems. The tightness half shows that the analysis of AkA_kAk​ itself cannot be sharpened.

The theorem has a short published proof, but no machine-checked version is known; there is no subset-sum or knapsack approximation result on the platform. The mission produces a reusable model of SUBSET-SUM, a model of nondeterministic algorithms through a run relation that captures every tie-break, and a checked proof that the worst case is exactly (k+1)/k(k+1)/k(k+1)/k. The same modelling pattern (choosable outputs, worst-case ratio taken over them) is used in the sibling missions of this series for MAX-SAT, set covering and exact covering.

Difficulty

The arithmetic of the upper bound is short; the difficulty is in reasoning about the algorithm as a nondeterministic process. The natural first attempt, implementing AkA_kAk​ as a function with a fixed tie-breaking rule, proves a weaker statement: the guarantee must hold for every output the algorithm may return, including adversarial ties in step 1 (several maximum-measure sets of big elements) and step 3. Facts that are obvious for a single run, such as SUM\mathrm{SUM}SUM always equalling m(SUB)m(\mathrm{SUB})m(SUB) or which elements can enter SUB\mathrm{SUB}SUB after step 1, have to be established for the run relation as a whole. The lower bound requires tracing the run on the explicit input for general kkk: exactly k−1k-1k−1 unit elements are added after a1a_1a1​, and this must be shown for every choosable run, not only for one.

Formalization scope

  • Numbers. Sizes and the bound are rationals (ℚ), as in the paper; sizes are required to be positive on TTT and b>0b > 0b>0. The index kkk is a natural number with 1≤k1 \le k1≤k as a hypothesis; b/(k+1)b/(k+1)b/(k+1) is rational division, and "big" is the strict inequality s(x)>b/(k+1)s(x) > b/(k+1)s(x)>b/(k+1).
  • Optimum. opt u is Finset.sup' of the measure over the finite set of approximate solutions, which always contains ∅\emptyset∅; it is 000 when no element fits.
  • Run relation. Choosable k u T₁ states that some admissible step 1 choice, followed by a finite chain of admissible iterations (Relation.ReflTransGen), reaches a halting state returning T1T_1T1​. Every "closest to, without exceeding" is an existential choice among all maximizers.
  • Size-free restatement. The paper's input size ∣u∣|u|∣u∣ ("in some standard notation") is never fixed, so the goal quantifies over all inputs instead of over sizes. The upper bound for all choosable outputs is equivalent to R[Ak](n)≤(k+1)/kR[A_k](n) \le (k+1)/kR[Ak​](n)≤(k+1)/k for all nnn; since R[Ak]R[A_k]R[Ak​] is nondecreasing, the limit claim is equivalent to the supremum of the ratio over all inputs being (k+1)/k(k+1)/k(k+1)/k, which is the second part.
  • Multiplicative ratios. No ratio is written as a division, so an output of measure 000 cannot satisfy a bound vacuously; the lower-bound part requires m(T1)>0m(T_1) > 0m(T1​)>0. The value (k+1)/k(k+1)/k(k+1)/k is not claimed to be attained: the paper's family has ratio (k+1)/(k+ε)(k+1)/(k+\varepsilon)(k+1)/(k+ε).
  • Lower-bound input. A def on Fin (k + 2) exactly as on the page, with 0<ε<10 < \varepsilon < 10<ε<1 (the page leaves the range implicit; ε<1\varepsilon < 1ε<1 keeps a1a_1a1​ the only big element that fits when k=1k = 1k=1).
  • Ruled out. A formalization with a deterministic tie-break, with a bound of the form opt/m≤c\mathrm{opt}/m \le copt/m≤c in a field where x/0=0x/0 = 0x/0=0, or with tightness for a single fixed kkk would be trivial or weaker; none of these is the target.

Contributions welcome: proofs of the milestones and the goal, invariant lemmas for the run relation, and further sanity checks on small inputs. The running-time remark (O(nk)O(n^k)O(nk) for step 1) and Sahni's knapsack extension are not part of the mission.

Selected references

  • D. S. Johnson, Approximation algorithms for combinatorial problems, Journal of Computer and System Sciences 9 (1974) 256–278. https://doi.org/10.1016/S0022-0000(74)80044-9
  • S. Sahni, Approximate algorithms for the 0/1 knapsack problem, Journal of the ACM 22 (1975) 115–124. https://doi.org/10.1145/321864.321873
  • O. H. Ibarra, C. E. Kim, Fast approximation algorithms for the knapsack and sum of subset problems, Journal of the ACM 22 (1975) 463–468. https://doi.org/10.1145/321906.321909
  • R. M. Karp, Reducibility among combinatorial problems, in Complexity of Computer Computations, Plenum (1972) 85–103. https://doi.org/10.1007/978-1-4684-2001-2_9
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Discrete GeometryGraph Theory·Captain: aarontcao

Lovasz Problem 11.8: triangle-free unit vector systems sum to Theta(n^(2/3))Research Paper

Let u1,…,unu_1, \dots, u_nu1​,…,un​ be unit vectors in a Euclidean space such that among any three of them some two are orthogonal. How large can ∥u1+⋯+un∥\|u_1 + \dots + u_n\|∥u1​+⋯+un​∥ be?

The answer is Θ(n2/3)\Theta(n^{2/3})Θ(n2/3).

Attribution, which is commonly given wrong in both halves

Lovasz posed the question, as Problem 11.8 of Combinatorial Problems and Exercises (North Holland, 1979). Konyagin proved the O(n2/3)O(n^{2/3})O(n2/3) upper bound in Systems of vectors in Euclidean space and an extremal problem for polynomials, Mat. Zametki 29 (1981) 63-74, doi:10.1007/BF01142512. Alon gave a matching lower bound in Explicit Ramsey graphs and orthonormal labelings, Electron. J. Combin. 1 (1994) R12, doi:10.37236/1192. The two together pin the exponent exactly.

Where the proof comes from

The hypothesis is a graph condition in disguise. Join iii to jjj when ⟨ui,uj⟩≠0\langle u_i, u_j \rangle \ne 0⟨ui​,uj​⟩=0; then "among any three some two are orthogonal" says that graph is triangle-free.

The proof does not run through Ramsey counting, which is the natural first guess and does not reach the right exponent. It runs through the Lovasz theta function. Kashin and Konyagin bound θ=O(n1/3)\theta = O(n^{1/3})θ=O(n1/3) for graphs of independence number less than 3, that is for complements of triangle-free graphs, and Cauchy-Schwarz turns that into the bound on the norm of the sum. The orthonormal labeling of a graph by unit vectors is not a coincidence of notation: it is the definition of θ\thetaθ that the argument uses.

What this mission will cost

State this honestly rather than discover it later. The Lovasz theta function, orthonormal graph labeling, and Shannon capacity are all absent from Mathlib. So the milestone chain that the upper bound needs cannot be written yet, and this proposal ships with exactly one milestone, which is Alon's lower bound.

google-deepmind/formal-conjectures contains an SDP-form definition of the theta function, with basic bounds such as lovaszThetaFunction_le_card since PR #6100 of 2026-09-18. The proof here needs the orthonormal-labeling form instead, so that file is a starting point rather than a foundation. Building the theta function, proving that the two forms agree, and getting the Kashin-Konyagin bound is the real content of this mission and is larger than the statement of the goal suggests.

The lower bound is the tractable half. It needs explicit Ramsey graphs and an orthonormal labeling of one, and it does not need θ\thetaθ at all.

Notes on the formalization

Both items are stated in Mathlib primitives alone, so the mission omits definition items. The triangle-free hypothesis is written as a condition on triples of indices rather than through SimpleGraph.CliqueFree 3, so that a reader auditing the statement does not have to unfold a graph construction to see what is assumed. Anyone proving it is free to build the graph and use the Mathlib predicate.

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Operations ResearchOptimization·Captain: mikedeng1

Scheduling with Deadlines and Loss Functions: On One Processor, Decreasing Penalty-to-Length Order Is Optimal When No Task Finishes Before Its DeadlineResearch Paper

Motivation

A processor, a machine shop or a single server must work through a set of jobs one at a time, and each job is costly when it is late. Deciding the order is the single-machine sequencing problem, the simplest and most studied model of scheduling theory. Robert McNaughton's 1959 article Scheduling with Deadlines and Loss Functions (Management Science 6(1):1–12) treats it for a computer that must run several tasks, each with a deadline and a loss that grows linearly with the lateness. Its §2 gives the first sufficient condition under which a simple ratio rule is optimal in the presence of deadlines, and shows that interrupting and resuming tasks ("splitting", now called preemption) never helps on one processor.

Timeline.

  • 1956: W. E. Smith, Various optimizers for single-stage production (Naval Research Logistics Quarterly 3), proves that sequencing jobs by non-increasing weight-to-processing-time ratio minimizes the total weighted completion time over non-preemptive sequences.
  • 1959: McNaughton, §2 of the present paper, proves independently that the same ratio order is optimal against all schedules, split or not and with idle time (Theorem 2.3), and extends it to deadlines when no task finishes early in that order (Theorem 2.4). §3 of the same paper gives the "wrap-around" rule for preemptive makespan on identical processors, and §4 the non-preemptive optimality for weighted completion time on several processors.
  • 1977: J. K. Lenstra, A. H. G. Rinnooy Kan and P. Brucker show that minimizing total weighted tardiness on one machine, the general problem of §2, is strongly NP-hard (Annals of Discrete Mathematics 1); this is why §2 gives a sufficient condition and not an algorithm.

Setting

There are mmm tasks (1),…,(m)(1),\dots,(m)(1),…,(m) for a single processor, and the present is time 000. Task (i)(i)(i) takes ai>0a_i > 0ai​>0 units of processing time, has a deadline did_idi​ and a penalty rate pi≥0p_i \ge 0pi​≥0. If (i)(i)(i) is finished at time Ci≤diC_i \le d_iCi​≤di​ there is no loss; otherwise the loss on (i)(i)(i) is pixp_i xpi​x, where x=Ci−dix = C_i - d_ix=Ci​−di​ is the time from the deadline to the completion. Thus the loss on a task completed at time ttt is

ℓi(t)=pimax⁡(0, t−di).\ell_i(t) = p_i \max(0,\ t - d_i).ℓi​(t)=pi​max(0, t−di​).

The ratio of task (i)(i)(i) is ri=pi/air_i = p_i / a_iri​=pi​/ai​.

A task may be split: part of it may run between times 4 and 6 and the remainder between times 8 and 11, and similarly in any finite number of parts. A schedule SSS is therefore a finite list of pieces, each a task together with a start and a stop time. It is feasible when every piece lies in [0,∞)[0,\infty)[0,∞) with start ≤\le≤ stop, no two pieces overlap in time, and the pieces of each task (i)(i)(i) have total length exactly aia_iai​. The completion time Ci(S)C_i(S)Ci​(S) is the latest stop time of a piece of (i)(i)(i), and the total loss is

c(S)=∑i=1mℓi(Ci(S)).c(S) = \sum_{i=1}^{m} \ell_i\bigl(C_i(S)\bigr).c(S)=i=1∑m​ℓi​(Ci​(S)).

For an order σ\sigmaσ of the tasks (σ(k)\sigma(k)σ(k) in position kkk), the sequenced schedule SσS_\sigmaSσ​ runs the tasks without splits and without unused time: σ(k)\sigma(k)σ(k) occupies [∑l<kaσ(l), ∑l≤kaσ(l)]\bigl[\sum_{l<k} a_{\sigma(l)},\ \sum_{l\le k} a_{\sigma(l)}\bigr][∑l<k​aσ(l)​, ∑l≤k​aσ(l)​]. The order is in decreasing rir_iri​ when k≤lk \le lk≤l implies rσ(l)≤rσ(k)r_{\sigma(l)} \le r_{\sigma(k)}rσ(l)​≤rσ(k)​. Finally c∗(S)c^*(S)c∗(S) denotes the total loss of SSS computed as if d1=⋯=dm=0d_1 = \dots = d_m = 0d1​=⋯=dm​=0.

Formalization targets

Goal: Theorem 2.4 (p. 5)

If σ\sigmaσ is in decreasing rir_iri​ and no task finishes before its deadline in SσS_\sigmaSσ​, i.e. di≤Ci(Sσ)d_i \le C_i(S_\sigma)di​≤Ci​(Sσ​) for every iii, then SσS_\sigmaSσ​ is feasible and

c(Sσ)≤c(S′)for every feasible schedule S′.c(S_\sigma) \le c(S') \qquad \text{for every feasible schedule } S'.c(Sσ​)≤c(S′)for every feasible schedule S′.

The competitors S′S'S′ may split tasks and leave the processor idle. The condition is sufficient but not necessary.

Milestones, in attack order

  1. Theorem 2.1 (p. 4): if both (i)(i)(i) and (j)(j)(j) run in the ai+aja_i + a_jai​+aj​ consecutive units of time after a time ttt past both deadlines and ri>rjr_i > r_jri​>rj​, their joint loss is strictly smaller when (i)(i)(i) goes first:
ℓi(t+ai)+ℓj(t+ai+aj)<ℓj(t+aj)+ℓi(t+aj+ai).\ell_i(t+a_i) + \ell_j(t+a_i+a_j) < \ell_j(t+a_j) + \ell_i(t+a_j+a_i).ℓi​(t+ai​)+ℓj​(t+ai​+aj​)<ℓj​(t+aj​)+ℓi​(t+aj​+ai​).
  1. The reduction in the proof of Theorem 2.2 (pp. 4–5): a feasible schedule with more than mmm pieces can be replaced by a feasible one with fewer pieces and no greater loss.
  2. Theorem 2.2 (p. 4): some optimal schedule, optimal among all feasible schedules, splits no task.
  3. Theorem 2.3 (p. 5): if d1=⋯=dm=0d_1 = \dots = d_m = 0d1​=⋯=dm​=0, the sequenced schedule in decreasing rir_iri​ minimizes the total loss over all feasible schedules.
  4. The display of the proof of Theorem 2.4 (p. 6): if no task finishes early in S=SσS = S_\sigmaS=Sσ​, then for every feasible S′S'S′,
c(S′)−c(S)≥c∗(S′)−c∗(S).c(S') - c(S) \ge c^*(S') - c^*(S).c(S′)−c(S)≥c∗(S′)−c∗(S).

Significance

The result. Theorem 2.3 is the ratio rule for total weighted completion time, in its strongest single-machine form: it holds against preemptive schedules and schedules with idle time, not only against permutations. Theorem 2.4 carries the rule over to deadlines and linear tardiness penalties under a checkable condition on one schedule. Since weighted tardiness is strongly NP-hard in general, a condition of this kind is what one can hope for, and the paper's two-step heuristic for general deadlines (p. 6) is built on it. Theorem 2.2, as the paper remarks (p. 6), "does not depend on the linear loss function": it makes non-preemptive scheduling without loss of generality for single-machine objectives of this kind.

Formalizing it. All results of §2 are proved in the paper and are textbook material; none has a machine-checked proof on the platform. The platform's Scheduling Algorithms V mission formalizes the multi-processor results of §§3–4 (via Brucker's textbook), and nothing there states a single-processor ratio rule with deadlines. This mission supplies a single-processor schedule model with splitting, the interchange lemma, the non-preemption theorem and the ratio rule, each over all feasible schedules.

Difficulty

The interchange argument of Theorem 2.1 compares only two schedules that differ in the order of two adjacent tasks. Turning it into optimality against every feasible schedule requires two further steps, and each fails if done naively. First, a competitor may split tasks and leave gaps; the interchange argument does not apply to such schedules, so a separate argument must remove splits without raising any completion time. Second, with deadlines the loss max⁡(0,t−di)\max(0, t - d_i)max(0,t−di​) is not linear in the completion time, so the ratio order is in general not optimal; the obvious attempt to repeat the interchange argument fails as soon as a task can finish before its deadline, since moving such a task later costs nothing. This is why Theorem 2.4 needs its hypothesis that no task finishes early, and why the paper leaves the general case to a heuristic.

Formalization scope

Tasks and positions are the zero-based indices of Fin m; times, lengths, deadlines and penalties are real numbers. A schedule is a List of pieces (task, start, stop), mirroring the public definition SchedulingAlgorithms_ParallelMachines with one processor. Feasibility requires 0≤0 \le0≤ start ≤\le≤ stop, pairwise disjoint pieces, and exact total length aia_iai​ per task; zero-length pieces and unsorted lists are allowed. The completion time is the maximum stop time of the task's pieces (000 for a task with no pieces, which feasibility excludes). "No split" means exactly one piece per task, so two abutting pieces count as a split. "Decreasing rir_iri​" is non-increasing, with ties in any order. "Minimal" and "optimal" are stated as ≤\le≤ against every feasible schedule, never as an infimum.

Standing assumptions, stated in every item: ai>0a_i > 0ai​>0 (tasks take time, and ri=pi/air_i = p_i/a_iri​=pi​/ai​ needs ai≠0a_i \ne 0ai​=0), and pi≥0p_i \ge 0pi​≥0 for Theorems 2.2–2.4 and the proof steps (penalties are non-negative; with a negative penalty and idle time allowed the loss is unbounded below). Theorem 2.1 carries no sign condition. No condition is placed on the deadlines.

A formalization that restricts the competitors of Theorems 2.2–2.4 to unsplit schedules, or to sequenced schedules of other orders, states a weaker theorem and is ruled out: every statement quantifies over all feasible schedules.

A complete development needs: sums over sublists of pieces, rearrangements of pieces of a schedule and their effect on completion times, and optimality over permutations of a finite set of tasks. The schedule model and the non-preemption argument are reusable for any single-machine regular objective. Contributions of intermediate lemmas on these points are welcome.

Selected references

  • R. McNaughton, Scheduling with Deadlines and Loss Functions, Management Science 6(1):1–12, 1959. https://doi.org/10.1287/mnsc.6.1.1
  • W. E. Smith, Various optimizers for single-stage production, Naval Research Logistics Quarterly 3(1–2):59–66, 1956. https://doi.org/10.1002/nav.3800030106
  • J. K. Lenstra, A. H. G. Rinnooy Kan, P. Brucker, Complexity of machine scheduling problems, Annals of Discrete Mathematics 1:343–362, 1977. https://doi.org/10.1016/S0167-5060(08)70743-X
  • P. Brucker, Scheduling Algorithms, 5th ed., Springer, 2007. https://doi.org/10.1007/978-3-540-69516-5
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Graph TheoryTheoretical Computer Science·Captain: mikedeng1

Fast Algorithms for Finding Nearest Common Ancestors III: The Plies of the Compressed Tree Are SmallResearch Paper

Motivation

The nearest common ancestor problem asks, for a rooted tree and two of its vertices vvv and www, for the deepest vertex that is an ancestor of both, written nca⁡(v,w)\operatorname{nca}(v,w)nca(v,w). It is a subroutine in string and graph algorithms.

Harel and Tarjan (Fast Algorithms for Finding Nearest Common Ancestors, SIAM J. Comput. 13, 1984) preprocess a static tree of nnn vertices in linear time on a random-access machine so that each query takes constant time. For a complete binary tree the queries reduce to bit arithmetic on vertex numbers (§3). An arbitrary tree is first reduced, in §4, to a compressed tree CCC whose sizes double along every edge, and CCC is cut by rank into three plies. Lemma 9 bounds the size of each ply, and those bounds are what make the tables of the method fit in linear space. This mission formalizes the structural lemmas of §4 about CCC and Lemma 9.

Timeline.

  • 1976: Aho, Hopcroft and Ullman give an O(log⁡log⁡n)O(\log\log n)O(loglogn)-per-query random-access algorithm for static trees.
  • 1979: Tarjan (Applications of path compression on balanced trees, J. ACM 26) uses the decomposition of a tree by the doubling rule on subtree sizes to compute functions on paths; Lemmas 5–7 of Harel–Tarjan are cited from there without proof.
  • 1983: Sleator and Tarjan (A data structure for dynamic trees, J. Comput. System Sci. 26) use the same heavy/light split of edges for dynamic trees.
  • 1984: Harel and Tarjan give the O(n)O(n)O(n)-preprocessing, O(1)O(1)O(1)-query algorithm, with the compressed tree and its plies (§4).

Setting

A rooted tree TTT (Appendix, p. 354) consists of a finite vertex set VVV with n=∣V∣n = |V|n=∣V∣, a root r∈Vr \in Vr∈V and a parent map pTp_TpT​, defined for v≠rv \ne rv=r, such that every vertex reaches rrr by iterating pTp_TpT​. The edges of TTT are the pairs v→pT(v)v \to p_T(v)v→pT​(v) for v≠rv \ne rv=r. If pTi(v)=wp_T^i(v) = wpTi​(v)=w for some i≥0i \ge 0i≥0, then vvv is a descendant of www and www an ancestor of vvv. Every vertex is its own ancestor and descendant. The depth of vvv is the number of edges from vvv to rrr. sizeT(v)\mathrm{size}_T(v)sizeT​(v) is the number of descendants of vvv, including vvv.

An edge v→pT(v)v \to p_T(v)v→pT​(v) is light if 2⋅sizeT(v)≤sizeT(pT(v))2\cdot\mathrm{size}_T(v) \le \mathrm{size}_T(p_T(v))2⋅sizeT​(v)≤sizeT​(pT​(v)) and heavy otherwise. At most one heavy edge enters each vertex, so the heavy edges partition VVV into heavy paths. A vertex with no heavy edge entering or leaving it forms a heavy path by itself. The apex of a heavy path is its vertex of smallest depth, and apex(v)\mathrm{apex}(v)apex(v) denotes the apex of the heavy path containing vvv.

The compressed tree CCC has the same vertices and root as TTT, and its edges are

{ v→apex(pT(v)):v≠r }.\{\, v \to \mathrm{apex}(p_T(v)) : v \ne r \,\}.{v→apex(pT​(v)):v=r}.

Write pC(v)=apex(pT(v))p_C(v) = \mathrm{apex}(p_T(v))pC​(v)=apex(pT​(v)), and let sizeC(v)\mathrm{size}_C(v)sizeC​(v) be the number of descendants of vvv in CCC. The rank of vvv is rank(v)=⌊lg⁡sizeC(v)⌋\mathrm{rank}(v) = \lfloor \lg \mathrm{size}_C(v)\rfloorrank(v)=⌊lgsizeC​(v)⌋, where lg⁡=log⁡2\lg = \log_2lg=log2​. Let lg⁡(i)\lg^{(i)}lg(i) denote the iii-fold iterate of lg⁡\lglg. Ply three is the set of vertices of rank at least ⌊lg⁡(2)n⌋\lfloor\lg^{(2)} n\rfloor⌊lg(2)n⌋. Ply two is the set of vertices whose rank lies between ⌊lg⁡(3)n⌋\lfloor\lg^{(3)} n\rfloor⌊lg(3)n⌋ and ⌊lg⁡(2)n⌋−1\lfloor\lg^{(2)} n\rfloor - 1⌊lg(2)n⌋−1, inclusive. Ply one is the set of vertices of rank below ⌊lg⁡(3)n⌋\lfloor\lg^{(3)} n\rfloor⌊lg(3)n⌋.

Formalization targets

Goal: Lemma 9 in the explicit form of its proof

For every rooted tree on n≥4n \ge 4n≥4 vertices:

∣ply three∣≤4nlg⁡n,∣ply two∣≤4nlg⁡(2)n,|\text{ply three}| \le \frac{4n}{\lg n}, \qquad |\text{ply two}| \le \frac{4n}{\lg^{(2)} n},∣ply three∣≤lgn4n​,∣ply two∣≤lg(2)n4n​,

and for every vertex vvv in ply one, every CCC-descendant of vvv lies in ply one and sizeC(v)≤lg⁡(2)n\mathrm{size}_C(v) \le \lg^{(2)} nsizeC​(v)≤lg(2)n.

The paper states the first two bounds as O(n/log⁡n)O(n/\log n)O(n/logn) and O(n/log⁡(2)n)O(n/\log^{(2)} n)O(n/log(2)n). The constants 444 and 444 are the ones its proof on p. 345 establishes. The third clause is the paper's "each connected component of ply one is a subtree of CCC containing at most log⁡(2)n\log^{(2)} nlog(2)n vertices", read vertex by vertex. Ply one is closed under CCC-descendants, so the component of a ply-one vertex is the CCC-subtree of its shallowest ply-one ancestor.

Milestones

  1. Lemma 5 (p. 344): sizeC(v)=sizeT(v)\mathrm{size}_C(v) = \mathrm{size}_T(v)sizeC​(v)=sizeT​(v) if vvv is an apex, and sizeC(v)=1\mathrm{size}_C(v) = 1sizeC​(v)=1 otherwise.
  2. Lemma 6 (p. 344): 2⋅sizeC(v)≤sizeC(pC(v))2\cdot\mathrm{size}_C(v) \le \mathrm{size}_C(p_C(v))2⋅sizeC​(v)≤sizeC​(pC​(v)) for every v≠rv \ne rv=r.
  3. Lemma 8 (p. 344): for every iii, at most n/2in/2^in/2i vertices have rank iii.
  4. Proof of Lemma 9, first sentence (p. 345): at most n/2k−1n/2^{k-1}n/2k−1 vertices have rank kkk or greater.

A further item states Lemma 7 (p. 344): CCC has depth at most ⌊lg⁡n⌋\lfloor\lg n\rfloor⌊lgn⌋. The paper uses it to bound the tables of ply three, not in the proof of Lemma 9.

Significance

Lemma 9 is the counting step of the linear-time preprocessing. Ply three has O(n/log⁡n)O(n/\log n)O(n/logn) vertices, each with O(log⁡n)O(\log n)O(logn) ancestors in CCC by Lemma 7, so storing every vertex's ply-three ancestors takes O(n)O(n)O(n) space. Ply two has O(n/log⁡(2)n)O(n/\log^{(2)} n)O(n/log(2)n) vertices, each with O(log⁡(2)n)O(\log^{(2)} n)O(log(2)n) ply-two ancestors, which again gives O(n)O(n)O(n). Ply one splits into subtrees of at most lg⁡(2)n\lg^{(2)} nlg(2)n vertices, and these are small enough to be embedded in complete binary trees and answered by the bit arithmetic of §3.

Lemmas 5–8 and the proof of Lemma 9 are proved or cited in the paper, and none of them is open. As far as a search of the platform shows, none has a machine-checked proof, and Mathlib has no parent-map rooted trees, subtree sizes or heavy-path decompositions. The mission produces a reusable formal account of heavy paths and of the size-doubling compressed tree, with the paper's explicit constants.

Difficulty

The paper states Lemmas 5–7 without proof, citing Tarjan (1979). Lemma 5 requires identifying the CCC-descendants of an apex with its TTT-descendants. That identification needs a clean description of heavy paths: at most one heavy edge enters each vertex, a vertex's heavy path runs up to its apex, and the heavy paths do not overlap. Lemma 8 needs the observation that two vertices of equal rank are unrelated in CCC, so that their descendant sets are disjoint and the sizes add up to at most nnn. Lemma 9 turns floors of iterated real logarithms into bounds on powers of two. The step 2⌊lg⁡(2)n⌋>12lg⁡n2^{\lfloor \lg^{(2)} n\rfloor} > \tfrac12 \lg n2⌊lg(2)n⌋>21​lgn loses a factor 222, and this is where the constant 444 comes from; a proof that expects the constant 222 fails at this step.

Formalization scope

  • Trees. A rooted tree is a structure over a Fintype vertex type VVV with a root, a total parent map and the axiom that every vertex reaches the root. The paper's partial map is made total by pT(r)=rp_T(r) = rpT​(r)=r. Every statement about an edge v→p(v)v \to p(v)v→p(v) assumes v≠rv \ne rv=r, since for v=rv = rv=r Lemma 6 would read 2n≤n2n \le n2n≤n. The Appendix's printed "p0(v)=0p^0(v) = 0p0(v)=0" is read as p0(v)=vp^0(v) = vp0(v)=v.
  • Heavy edges and apex. A heavy edge is v≠rv \ne rv=r with sizeT(pT(v))<2 sizeT(v)\mathrm{size}_T(p_T(v)) < 2\,\mathrm{size}_T(v)sizeT​(pT​(v))<2sizeT​(v), the strict negation of light. apex(v)\mathrm{apex}(v)apex(v) is computed by climbing heavy edges from vvv until the first edge that is not heavy, which is the apex of the heavy path containing vvv. The root is always an apex.
  • Compressed tree. pC(v)=apex(pT(v))p_C(v) = \mathrm{apex}(p_T(v))pC​(v)=apex(pT​(v)) for v≠rv \ne rv=r and pC(r)=rp_C(r) = rpC​(r)=r. Ancestors and sizes in CCC are defined through iterates of pCp_CpC​.
  • Logarithms. The rank is Nat.log 2 of sizeC\mathrm{size}_CsizeC​, which is exactly ⌊lg⁡sizeC⌋\lfloor\lg\mathrm{size}_C\rfloor⌊lgsizeC​⌋. The ply thresholds are iterated Nat.log 2, which equal the real floors ⌊lg⁡(2)n⌋\lfloor\lg^{(2)} n\rfloor⌊lg(2)n⌋ and ⌊lg⁡(3)n⌋\lfloor\lg^{(3)} n\rfloor⌊lg(3)n⌋ for n≥4n \ge 4n≥4. The bounds of the goal use Real.logb 2.
  • Added hypothesis n≥4n \ge 4n≥4 in the goal. It makes lg⁡n≥2\lg n \ge 2lgn≥2 and lg⁡(2)n≥1\lg^{(2)} n \ge 1lg(2)n≥1, so the divisions are honest (Lean's x/0=0x/0 = 0x/0=0), and it makes lg⁡(3)n≥0\lg^{(3)} n \ge 0lg(3)n≥0. On the page it is hidden in the O(⋅)O(\cdot)O(⋅).
  • Division-free milestones. Lemma 8 is stated as #{rank=i}⋅2i≤n\#\{\mathrm{rank} = i\}\cdot 2^i \le n#{rank=i}⋅2i≤n, and the rank-≥k\ge k≥k count as #{rank≥k}⋅2k≤2n\#\{\mathrm{rank} \ge k\}\cdot 2^k \le 2n#{rank≥k}⋅2k≤2n.
  • Ruled out. The goal is not an ∃C\exists C∃C statement. Replacing the paper's 444 by an existential constant, or bounding ply three by nnn, would discard the content of the lemma.
  • Welcome contributions. A library of facts about heavy paths is welcome: uniqueness of the entering heavy edge, apex characterizations, and the descendants of an apex in CCC. So are proofs of Lemmas 5–8 and proofs that the iterated Nat.log thresholds agree with the real ones. It is reusable for heavy-light decompositions generally.

Selected references

  • D. Harel, R. E. Tarjan, Fast Algorithms for Finding Nearest Common Ancestors, SIAM J. Comput. 13(2):338–355, 1984. https://doi.org/10.1137/0213024
  • R. E. Tarjan, Applications of path compression on balanced trees, J. ACM 26(4):690–715, 1979. https://doi.org/10.1145/322154.322161
  • A. V. Aho, J. E. Hopcroft, J. D. Ullman, On finding lowest common ancestors in trees, SIAM J. Comput. 5(1):115–132, 1976. https://doi.org/10.1137/0205011
  • D. D. Sleator, R. E. Tarjan, A data structure for dynamic trees, J. Comput. System Sci. 26(3):362–391, 1983. https://doi.org/10.1016/0022-0000(83)90006-5
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Probability·Captain: mikedeng1

Limits of Permutation Sequences I: Every Convergent Permutation Sequence Has a Limit Permutation, and Every Limit Permutation Is a LimitResearch Paper

Motivation

Large combinatorial structures are often best understood through their limits. For dense graphs, Lovász and Szegedy (2006) showed that every sequence of graphs whose subgraph densities converge has a limit object, a graphon, and that every graphon arises this way. Borgs, Chayes, Lovász, Sós and Vesztergombi (2008) related this convergence to the cut distance. These results turned questions of extremal combinatorics and property testing into analysis on a compact space.

Hoppen, Kohayakawa, Moreira, Ráth and Sampaio (arXiv:1103.5844; J. Combin. Theory Ser. B, 2013) carried this programme over to permutations. Their limit objects, called limit permutations here and now usually called permutons (as a probability measure on the square), underlie later work on quasirandom permutations, pattern densities, and property testing of permutations (Hoppen et al., 2011). This mission formalizes the paper's main result, Theorem 1.6: convergent permutation sequences have limits, and every limit is attained.

Timeline:

  • 2006. Lovász and Szegedy prove that graphons are exactly the limits of convergent dense graph sequences.
  • 2008. Borgs et al. characterize convergence by the cut distance.
  • 2011–2013. Hoppen, Kohayakawa, Moreira, Ráth and Sampaio prove the permutation analogue (this paper), together with uniqueness of the limit and a characterization by a rectangular distance.

Setting

For n≥1n \ge 1n≥1, SnS_nSn​ is the set of permutations of [n]={1,…,n}[n] = \{1,\dots,n\}[n]={1,…,n}, and ∣π∣=n|\pi| = n∣π∣=n for π∈Sn\pi \in S_nπ∈Sn​. For τ∈Sk\tau \in S_kτ∈Sk​ and π∈Sn\pi \in S_nπ∈Sn​, the number of occurrences Λ(τ,π)\Lambda(\tau,\pi)Λ(τ,π) counts the increasing kkk-tuples x1<⋯<xkx_1 < \dots < x_kx1​<⋯<xk​ in [n][n][n] with π(xi)<π(xj)  ⟺  τ(i)<τ(j)\pi(x_i) < \pi(x_j) \iff \tau(i) < \tau(j)π(xi​)<π(xj​)⟺τ(i)<τ(j). The subpermutation density is t(τ,π)=Λ(τ,π)/(nk)t(\tau,\pi) = \Lambda(\tau,\pi)/\binom nkt(τ,π)=Λ(τ,π)/(kn​) for k≤nk \le nk≤n and 000 for k>nk > nk>n. A permutation sequence (σn)(\sigma_n)(σn​) is convergent if t(τ,σn)t(\tau,\sigma_n)t(τ,σn​) converges for every fixed τ\tauτ.

A function F:[0,1]→[0,1]F : [0,1]\to[0,1]F:[0,1]→[0,1] is a cdf if it is non-decreasing and right-continuous with F(0)≥0F(0) \ge 0F(0)≥0 and F(1)=1F(1) = 1F(1)=1. A limit permutation is a Lebesgue measurable Z:[0,1]2→[0,1]Z : [0,1]^2 \to [0,1]Z:[0,1]2→[0,1] such that Z(x,⋅)Z(x,\cdot)Z(x,⋅) is a cdf for every xxx, and ∫01Z(x,y) dx=y\int_0^1 Z(x,y)\,dx = y∫01​Z(x,y)dx=y for every yyy. The set of limit permutations is Z\mathcal ZZ.

With ZZZ one associates a random point (X,Y)(X,Y)(X,Y): X∼U[0,1]X \sim U[0,1]X∼U[0,1], and given XXX, YYY has cdf Z(X,⋅)Z(X,\cdot)Z(X,⋅). Draw kkk independent copies (Xi,Yi)(X_i,Y_i)(Xi​,Yi​). The ZZZ-random permutation σ(k,Z)\sigma(k,Z)σ(k,Z) records the relative order of the YiY_iYi​ read in increasing order of the XiX_iXi​. The density of τ∈Sk\tau \in S_kτ∈Sk​ in ZZZ is t(τ,Z)=P(σ(k,Z)=τ)t(\tau,Z) = \mathbf P(\sigma(k,Z) = \tau)t(τ,Z)=P(σ(k,Z)=τ). A sequence with ∣σn∣→∞|\sigma_n| \to \infty∣σn​∣→∞ converges to ZZZ, written σn→Z\sigma_n \to Zσn​→Z, if t(τ,σn)→t(τ,Z)t(\tau,\sigma_n) \to t(\tau,Z)t(τ,σn​)→t(τ,Z) for every τ\tauτ.

For σ∈Sn\sigma \in S_nσ∈Sn​, the step limit permutation ZσZ_\sigmaZσ​ spreads the permutation matrix of σ\sigmaσ uniformly over its n×nn \times nn×n grid cells. The rectangular distance d□(Z1,Z2)d_\square(Z_1,Z_2)d□​(Z1​,Z2​) is the largest difference, over axis-parallel rectangles, between the probabilities the two associated random points assign to the rectangle.

Formalization targets

Goal: Theorem 1.6

(i)(σn) convergent, ∣σn∣→∞ ⟹ ∃Z∈Z: σn→Z;\text{(i)}\quad (\sigma_n)\ \text{convergent},\ |\sigma_n|\to\infty \ \Longrightarrow\ \exists Z\in\mathcal Z:\ \sigma_n\to Z;(i)(σn​) convergent, ∣σn​∣→∞ ⟹ ∃Z∈Z: σn​→Z; (ii)∀Z∈Z  ∃(σn): σn→Z.\text{(ii)}\quad \forall Z\in\mathcal Z\ \ \exists (\sigma_n):\ \sigma_n\to Z.(ii)∀Z∈Z  ∃(σn​): σn​→Z.

The two parts together identify Z\mathcal ZZ with the set of limits of permutation sequences.

Milestones

In the order the proof uses them:

  1. Eq. (21): the joint distribution function of the random point associated with ZZZ is F(x,y)=∫0xZ(t,y) dtF(x,y) = \int_0^x Z(t,y)\,dtF(x,y)=∫0x​Z(t,y)dt.
  2. Lemma 2.2: every law on [0,1]2[0,1]^2[0,1]2 with uniform marginals has a limit permutation as its conditional cdf, unique up to a null set of xxx.
  3. Lemma 2.1: for uniform marginals, weak convergence is equivalent to uniform convergence of the joint distribution functions.
  4. Lemma 3.5: ∣t(τ,σ)−t(τ,Zσ)∣≤1n(k2)|t(\tau,\sigma) - t(\tau,Z_\sigma)| \le \frac1n\binom k2∣t(τ,σ)−t(τ,Zσ​)∣≤n1​(2k​).
  5. Eq. (49): for ∣σn∣→∞|\sigma_n| \to \infty∣σn​∣→∞, σn→Z  ⟺  Zσn→tZ\sigma_n \to Z \iff Z_{\sigma_n} \xrightarrow{t} Zσn​→Z⟺Zσn​​t​Z.
  6. Lemma 5.1: the densities t(τ,Z)t(\tau,Z)t(τ,Z) determine the law of the associated random point.
  7. Lemma 5.3: weak convergence, d□d_\squared□​-convergence and density convergence on Z\mathcal ZZ are equivalent.
  8. Lemma 4.2: for all large kkk and every ZZZ, P(d□(Z,σ(k,Z))≤16k−1/4)≥1−12e−k\mathbf P\big(d_\square(Z,\sigma(k,Z)) \le 16k^{-1/4}\big) \ge 1 - \tfrac12 e^{-\sqrt k}P(d□​(Z,σ(k,Z))≤16k−1/4)≥1−21​e−k​.
  9. Theorem 1.7 (corrected): if σn→Z1\sigma_n \to Z_1σn​→Z1​, then σn→Z2\sigma_n \to Z_2σn​→Z2​ exactly when Z1(x,⋅)=Z2(x,⋅)Z_1(x,\cdot) = Z_2(x,\cdot)Z1​(x,⋅)=Z2​(x,⋅) for almost every xxx.

Significance

Theorem 1.6 makes Z\mathcal ZZ, modulo null sets, the completion of the set of finite permutations under density convergence. Asymptotic statements about pattern densities, such as quasirandomness criteria, extremal pattern-density problems and the testability of permutation properties, can then be stated and proved on a compact space of measures rather than along sequences. Lemma 4.2 is the quantitative sampling statement behind testability, and Theorem 1.7 says that a limit, viewed as a measure on the square, is unique.

The results are proved in the paper and have been used for over a decade. To the best of current knowledge they are not formalized in any proof assistant. The mission produces a machine-checked account of the permuton correspondence: the definitions of subpermutation density, limit permutation and ZZZ-random permutation, and the equivalences between the three natural convergences on Z\mathcal ZZ. Alternative proofs are welcome, for instance of (ii) through Lemma 4.2 and the Borel–Cantelli lemma rather than the paper's strong law for U-statistics.

Difficulty

The obvious route to (i) is compactness: the laws of the random points attached to ZσnZ_{\sigma_n}Zσn​​ have a weakly convergent subsequence. The weak limit is only a measure, however. Turning it into a function ZZZ that is a cdf in yyy for every xxx, with exact uniform integrals for every yyy, requires a regular conditional distribution (Lemma 2.2). One then has to show that weak convergence carries the pattern densities along. That fails for general measures on the square, because the events defining σ(k,Z)=τ\sigma(k,Z)=\tauσ(k,Z)=τ have boundaries on which ties occur. Uniform marginals are what rule the ties out. The limit must also be independent of the subsequence, which needs the uniqueness statement Lemma 5.1. For (ii), the natural random sequence converges only almost surely, so an almost-sure limit theorem or a quantitative concentration bound is unavoidable.

Formalization scope

  • [0,1][0,1][0,1] is Mathlib's unitInterval with Lebesgue measure. A limit permutation is a curried real function Z : I → I → ℝ. Measurability is almost-everywhere measurability for the product measure, which is Lebesgue measurability. The cdf and integral conditions hold for every xxx and every yyy.
  • SnS_nSn​ is Equiv.Perm (Fin n) (0-based), and a permutation sequence is ℕ → Σ n, Equiv.Perm (Fin n). Patterns of every length, including the trivial length 000, are quantified over; the length-000 clause always holds.
  • The law of the associated random point is built by the inverse-cdf construction (x,u)↦(x,inf⁡{y:u≤Z(x,y)})(x,u) \mapsto (x, \inf\{y : u \le Z(x,y)\})(x,u)↦(x,inf{y:u≤Z(x,y)}) applied to Lebesgue measure on the square. The density t(τ,Z)t(\tau,Z)t(τ,Z) is the product measure of the event AτA_\tauAτ​ (strict orders, so ties are excluded).
  • ZσZ_\sigmaZσ​ is given in closed form; at x=0x = 0x=0 it uses the first row, a null-set choice that keeps every Zσ(x,⋅)Z_\sigma(x,\cdot)Zσ​(x,⋅) a cdf. d□d_\squared□​ is the real supremum over rectangles, and is bounded on Z\mathcal ZZ.
  • "kkk sufficiently large" in Lemma 4.2 is ∃k0 ∀k≥k0 ∀Z\exists k_0\,\forall k \ge k_0\,\forall Z∃k0​∀k≥k0​∀Z, with the paper's constants 161616, k−1/4k^{-1/4}k−1/4, 12e−k\tfrac12 e^{-\sqrt k}21​e−k​. The probability is written as a sum of t(τ,Z)t(\tau,Z)t(τ,Z) over the qualifying τ\tauτ.
  • Theorem 1.7 is false as literally printed (its "if" direction fails); the corrected form assumes σn→Z1\sigma_n \to Z_1σn​→Z1​.
  • A trivializing formalization is ruled out: t(τ,Z)t(\tau,Z)t(τ,Z) is a genuine sampling probability under a probability measure whose joint distribution function is pinned down by Eq. (21), and σn→Z\sigma_n \to Zσn​→Z includes ∣σn∣→∞|\sigma_n| \to \infty∣σn​∣→∞.

Needed infrastructure includes Prokhorov compactness of probability measures on a compact space, the Portmanteau theorem, conditional cdfs (ProbabilityTheory.condCDF), Hoeffding's inequality and Borel–Cantelli, all largely in Mathlib. The permutation-density and permuton layer is reusable for quasirandomness and testing results. Mission II of this series, on the rectangular-distance characterization, uses the same model.

Selected references

  • C. Hoppen, Y. Kohayakawa, C. G. Moreira, B. Ráth, R. M. Sampaio, Limits of permutation sequences, arXiv:1103.5844v2, 2012; J. Combin. Theory Ser. B 103 (2013). https://arxiv.org/abs/1103.5844v2
  • L. Lovász, B. Szegedy, Limits of dense graph sequences, J. Combin. Theory Ser. B 96 (2006) 933–957. https://doi.org/10.1016/j.jctb.2006.05.002
  • C. Borgs, J. T. Chayes, L. Lovász, V. T. Sós, K. Vesztergombi, Convergent sequences of dense graphs I: Subgraph frequencies, metric properties and testing, Adv. Math. 219 (2008) 1801–1851. https://doi.org/10.1016/j.aim.2007.08.004
  • C. Hoppen, Y. Kohayakawa, C. G. Moreira, R. M. Sampaio, Testing permutation properties through subpermutations, Theoret. Comput. Sci. 412 (2011) 3555–3567. https://doi.org/10.1016/j.tcs.2010.10.041
  • P. Billingsley, Convergence of Probability Measures, 2nd ed., Wiley, 1999. https://doi.org/10.1002/9780470316962
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