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Combinatorics

629 missions · 358 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.

Missions

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AlgebraInformation Theory·Captain: Rui Chao

The Theory of Error-Correcting Codes I: The MacWilliams IdentityTextbook

Motivation

Error-correcting codes protect information against corruption by adding controlled redundancy. For a code, the distribution of Hamming weights records how its words are spread across possible distances from the zero word and determines basic quantities such as its minimum distance. Linear codes also carry an algebraic duality: every linear code CCC over a finite field has a dual code C⊥C^\perpC⊥ consisting of the words orthogonal to all words of CCC under the standard coordinatewise bilinear form.

The MacWilliams identity states that the full Hamming-weight distribution of C⊥C^\perpC⊥ is determined by that of CCC through one linear change of variables. It is the principal result of Chapter 5 of F. J. MacWilliams and N. J. A. Sloane's The Theory of Error-Correcting Codes. The binary identity appears there as Theorem 1, while the arbitrary-finite-field Hamming-weight-enumerator identity formalized here is Theorem 13 on p. 146. The surrounding chapter develops related transformations for complete, Lee, exact, joint, and split weight enumerators, nonlinear-code distance distributions, orthogonal arrays, and Krawtchouk polynomials.

This development isolates the arbitrary-qqq Hamming identity as a first reusable result. Its declarations are designed to support later formalizations drawn from the same chapter and, more broadly, from the book, without enlarging the present target beyond the MacWilliams identity.

Setting

Let FFF be a finite field of cardinality qqq, let ι\iotaι be a finite coordinate type, and let a word be a function c:ι→Fc:\iota\to Fc:ι→F. A linear code CCC is an FFF-linear subspace of the word space. The standard bilinear form is

⟨c,v⟩=∑i∈ιcivi,\langle c,v\rangle=\sum_{i\in\iota}c_i v_i,⟨c,v⟩=i∈ι∑​ci​vi​,

and the dual code is

C⊥={v:ι→F:⟨c,v⟩=0 for every c∈C}.C^\perp=\{v:\iota\to F:\langle c,v\rangle=0\text{ for every }c\in C\}.C⊥={v:ι→F:⟨c,v⟩=0 for every c∈C}.

The Hamming weight wt⁡(c)\operatorname{wt}(c)wt(c) is the number of coordinates at which ccc is nonzero. Writing n=∣ι∣n=|\iota|n=∣ι∣, the homogeneous Hamming weight enumerator of CCC is the integer-coefficient polynomial

WC(X,Y)=∑c∈CXn−wt⁡(c)Ywt⁡(c).W_C(X,Y)=\sum_{c\in C}X^{n-\operatorname{wt}(c)}Y^{\operatorname{wt}(c)}.WC​(X,Y)=c∈C∑​Xn−wt(c)Ywt(c).

Thus the coefficient of Xn−jYjX^{n-j}Y^jXn−jYj is the number of codewords of weight jjj. The Lean development represents this object symbolically in MvPolynomial (Fin 2) ℤ; its complex-valued form is obtained by evaluation, so the symbolic and evaluated presentations share a single definition.

Formalization targets

Character orthogonality over a code

For a primitive complex additive character ψ\psiψ of FFF, define

SC(v)=∑c∈Cψ(⟨c,v⟩).S_C(v)=\sum_{c\in C}\psi(\langle c,v\rangle).SC​(v)=c∈C∑​ψ(⟨c,v⟩).

The first milestone states that SC(v)=∣C∣S_C(v)=|C|SC​(v)=∣C∣ when v∈C⊥v\in C^\perpv∈C⊥ and SC(v)=0S_C(v)=0SC​(v)=0 otherwise. The binary statement occurs as Problem 13 on p. 134 of MacWilliams--Sloane; Lemmas 9 and 11 on pp. 143--145 give the finite-field character and Fourier formulation.

Coordinatewise Hamming transform

For every word ccc and all X,Y∈CX,Y\in\mathbb CX,Y∈C, the second milestone records the full character-weighted transform of the Hamming monomial:

∑v∈FιXn−wt⁡(v)Ywt⁡(v)ψ(⟨c,v⟩)=(X+(q−1)Y)n−wt⁡(c)(X−Y)wt⁡(c).\sum_{v\in F^\iota} X^{n-\operatorname{wt}(v)}Y^{\operatorname{wt}(v)} \psi(\langle c,v\rangle) = \bigl(X+(q-1)Y\bigr)^{n-\operatorname{wt}(c)} (X-Y)^{\operatorname{wt}(c)}.v∈Fι∑​Xn−wt(v)Ywt(v)ψ(⟨c,v⟩)=(X+(q−1)Y)n−wt(c)(X−Y)wt(c).

This is a separately reusable formulation of the coordinate calculation appearing in the proofs of Theorems 10 and 13 on pp. 144--146.

MacWilliams identity

The capstone is the following equality of integer polynomials:

∣C∣ WC⊥(X,Y)=WC(X+(q−1)Y, X−Y).|C|\,W_{C^\perp}(X,Y) = W_C\bigl(X+(q-1)Y,\,X-Y\bigr).∣C∣WC⊥​(X,Y)=WC​(X+(q−1)Y,X−Y).

This is the denominator-free form of Chapter 5, Theorem 13. After evaluation over a characteristic-zero field it is equivalent to the normalized textbook formula

WC⊥(X,Y)=1∣C∣WC(X+(q−1)Y, X−Y).W_{C^\perp}(X,Y) = \frac{1}{|C|}W_C\bigl(X+(q-1)Y,\,X-Y\bigr).WC⊥​(X,Y)=∣C∣1​WC​(X+(q−1)Y,X−Y).

Significance

The identity turns duality into an enumerative operation: knowing the weight enumerator of a linear code determines the weight enumerator of its dual. It supplies immediate consistency restrictions on possible weight distributions and is a basic input to the study of self-dual codes, Krawtchouk transforms, association schemes, invariant-theoretic properties of enumerators, and linear-programming bounds.

The formalization contributes a small common interface for finite-field words, linear codes, standard duals, and homogeneous Hamming weight enumerators. These declarations are absent from the selected Mathlib environment even though Mathlib already provides Hamming weight, finite-field algebra, additive characters, finite sums, bilinear-form orthogonals, and multivariate polynomials. Establishing the interface and its first central theorem makes those general libraries directly usable for subsequent coding-theory developments.

Difficulty

The paper statement is short, but its formal representations live in several different layers. Codes are submodules whose elements are subtypes; Hamming weight is a natural-number count; duality is expressed through a bilinear form; character identities take values in C\mathbb CC; and the final result is most reusable as an equality of symbolic polynomials over Z\mathbb ZZ. The central formalization burden is maintaining exact agreement while transporting the same enumerative data among these layers, including finite instances for codeword subtypes and the natural-number exponents of the homogeneous monomials.

The theorem must also retain the genuine finite-field statement. Replacing the code by an arbitrary finite set, hard-coding the binary field, defining the dual by its expected cardinality, or proving only equality at one chosen pair of evaluation points would not establish the target.

Formalization scope

The coordinate type is an arbitrary finite type rather than only Fin n; its cardinality plays the role of the code length. A word is CodingTheory.Word F ι := ι → F, and a linear code is a submodule of this common word space. This representation provides the linear structure and canonical orthogonal dual required here while leaving room for a future nonlinear-code type built from finite sets of the same words.

The polynomial CodingTheory.hammingWeightEnumeratorPolynomial has coefficients in Z\mathbb ZZ and variables indexed by Fin 2. Variable 000 records zero coordinates and variable 111 records nonzero coordinates. Its name explicitly identifies the Hamming enumerator, leaving separate stable names available for future complete, Lee, exact, joint, and split weight enumerators. Those later enumerators should be added as new declarations and connected to this one by specialization theorems rather than replacing it.

The standard dual is bilinear, not Hermitian. The code alphabet may be any finite field. The zero code, full code, and empty coordinate type are included; in the empty-coordinate case there is one word of weight zero and the identity reduces to 1=11=11=1. The present mission does not formalize nonlinear codes, complete or other generalized enumerators, orthogonal arrays, or Krawtchouk-polynomial theory. It establishes only the definitions and two character-sum milestones required for the Hamming MacWilliams identity, with a namespace and module boundary intended for reuse by later missions in the textbook series.

Selected references

  • F. J. MacWilliams and N. J. A. Sloane, The Theory of Error-Correcting Codes, North-Holland, 1977, Chapter 5, pp. 125--154; especially Problem 13 (p. 134), Lemmas 9 and 11 (pp. 143--145), and Theorem 13 (p. 146). Publisher chapter record.
  • Violetta Weger, Coding Theory, Technical University of Munich lecture notes, 2025, Theorem 11.2 and Lemma 11.8, pp. 154--159.
  • F. J. MacWilliams, “A Theorem on the Distribution of Weights in a Systematic Code”, Bell System Technical Journal 42 (1963), 79--94.
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Graph Theory·Captain: xbgxjack

Gross–Yellen Graph Theory I: Cayley's Tree FormulaTextbook

Motivation

Counting the trees on a fixed, labeled vertex set is one of the oldest enumeration problems in graph theory. Cayley stated the count in 1889 while enumerating isomers of saturated hydrocarbons — each tree corresponds to a possible carbon skeleton — and the same number reappears throughout combinatorics as the number of spanning trees of the complete graph KnK_nKn​, a special case of Kirchhoff's Matrix–Tree Theorem, and as the base case against which more refined tree-counting results (trees with a prescribed degree sequence, forests, spanning trees of general graphs) are measured.

Several independent proofs of the count are known — a direct recursive argument, a determinant computation via the Matrix–Tree Theorem, a double-counting argument on increasing trees — and each exposes a different piece of structure. This mission formalizes the proof via Prüfer sequences, due to Prüfer (1918): an explicit, computable bijection between labeled trees and certain finite sequences, presented here following Gross and Yellen, Graph Theory and Its Applications, 3rd ed. (CRC Press, 2018), Section 3.7, pp. 157–162.

Setting

Fix n≥2n \geq 2n≥2 and take the vertex set to be {1,…,n}\{1, \dots, n\}{1,…,n} (formalized as Fin n). A labeled tree on nnn vertices is a simple graph TTT on this vertex set that is connected and acyclic (Mathlib's SimpleGraph.IsTree). Two labeled trees are the same exactly when their edge sets coincide — the two 4-vertex trees in Figure 3.7.1 of the source are both paths but are different labeled trees, since the labels sit on different vertices.

A Prüfer sequence of length n−2n - 2n−2 is any sequence (s1,…,sn−2)(s_1, \dots, s_{n-2})(s1​,…,sn−2​) of labels drawn from {1,…,n}\{1, \dots, n\}{1,…,n}, repetitions allowed (so there are nn−2n^{n-2}nn−2 of them, by the rule of product).

The encoding of a tree TTT (Algorithm 3.7.1, p. 157) builds its Prüfer sequence by repeating, n−2n-2n−2 times: find the leaf (degree-one vertex) with the smallest label among those not yet removed, record the label of its neighbor, then delete that leaf. The decoding of a sequence (Algorithm 3.7.3, p. 159) reverses this: it rebuilds the tree edge by edge, at each step joining the smallest label not yet used and not appearing later in the sequence to the next label in the sequence, finishing by joining the two labels left over.

Formalization targets

Goal — Cayley's Tree Formula (Theorem 3.7.5, p. 162)

Nat.card⁡ {T:SimpleGraph(Fin n)∣T.IsTree}=n n−2,n≥2.\operatorname{Nat.card}\, \{T : \text{SimpleGraph}(\text{Fin } n) \mid T.\text{IsTree}\} = n^{\,n-2}, \qquad n \geq 2.Nat.card{T:SimpleGraph(Fin n)∣T.IsTree}=nn−2,n≥2.

This is the weakest stable statement: it is exactly the count Cayley identified, phrased without reference to any particular proof method, so it is not tied to properties of Prüfer sequences beyond what is needed to establish the count.

Significance

The identity itself is foundational: it is the base case of Kirchhoff's Matrix–Tree Theorem (which computes the analogous count for spanning trees of an arbitrary graph as a cofactor of its Laplacian) and it appears as an ingredient in random graph theory (counting spanning trees of KnK_nKn​ bounds the number of ways a random graph process can build a tree) and in the analysis of algorithms on trees, where the Prüfer encoding itself is used as a compact serialization of a labeled tree.

The result has been proved by hand for over a century, and its most classical proof (the one formalized here) has not, to this project's knowledge, appeared as a machine-checked Lean proof; Mathlib's Combinatorics.SimpleGraph library has the tree and acyclicity infrastructure this mission builds on, but not the Prüfer bijection or the count itself. Formalizing it here means constructing the encoding and decoding maps explicitly as computable, total recursive functions, and proving they are mutually inverse — the mission's four milestones below are exactly the four supporting results the source uses for this.

Difficulty

The obvious first attempt is to define the encoding by structural recursion, peeling one leaf per step, but this immediately runs into a dependent-typing obstacle: after deleting a vertex, the "remaining graph" naturally lives on a smaller vertex type, so a naive recursive definition changes type at every step and the final sequence's type (length n−2n-2n−2) is not visible to the recursion by construction. The formalization here sidesteps this by keeping the ambient vertex type fixed at Fin n throughout and tracking the shrinking set of "active" vertices as an ordinary Finset (Fin n) parameter, so the recursion is on a natural number step-counter rather than on the type itself; the price is that every step's "leaf" and "neighbor" must be picked out by an explicit Finset.filter/Finset.min computation whose well-definedness (there is always a smallest active leaf, and it always has a unique active neighbor) is exactly the content of Propositions 3.7.1 and 3.7.3 below, rather than something the type system gives for free. The inverse direction has the dual issue in reverse: decoding recurses structurally on the sequence while tracking a shrinking label set, and showing the two recursions undo each other (Proposition 3.7.4) requires the same induction run in both directions simultaneously.

Formalization scope

Trees are SimpleGraph (Fin n) satisfying Mathlib's SimpleGraph.IsTree; no alternate, weaker notion of "tree" is used. Prüfer sequences are functions Fin (n - 2) → Fin n (equivalently, by Fintype.card_fun, exactly the nn−2n^{n-2}nn−2 count needed) rather than List or Vector, so that the final counting step is immediate once the bijection is established. The encoding and decoding functions (pruferEncode, pruferDecode) are supplied as noncomputable definitions in Definitions.Def_GYGraphTheory — noncomputable only because Prop-level decidability of a general SimpleGraph.Adj is classical, not because the algorithm is non-constructive; every step is the literal Prüfer procedure, junk-valued (defaulting to label 0) outside its intended domain in exactly the way a hand proof would say "this step is meaningless once fewer than two active vertices remain." The four milestones give the precise faithful statements of the source's Propositions 3.7.1, Corollary 3.7.2, Proposition 3.7.3, and Proposition 3.7.4; the goal theorem is the immediate corollary once all four are in hand, via Fintype.card_congr and Fintype.card_fun. A trivializing formalization is not available here: IsTree is Mathlib's standard, non-vacuous notion, and the milestones pin down pruferEncode and pruferDecode to the source's specific algorithm rather than leaving the bijection's existence as a free black box. Beyond the four milestones, a full development needs: basic Finset/List manipulation lemmas relating pruferPeel's step-indexed recursion to pruferDecodeAux's list-indexed recursion (reusable in any future mission touching Prüfer-style encodings); and the final cardinality argument tying the bijection to n ^ (n - 2). Contributions connecting this formula to Mathlib's general Matrix–Tree machinery (if and when it exists) would be a natural, welcome extension but are out of scope for this mission.

Selected references

  • A. Cayley, A theorem on trees, Quart. J. Math. 23 (1889), 376–378.
  • H. Prüfer, Neuer Beweis eines Satzes über Permutationen, Archiv der Mathematischen Physik 27 (1918), 742–744.
  • J.L. Gross and J. Yellen, Graph Theory and Its Applications, 3rd ed., CRC Press, 2018, Section 3.7 "Counting Labeled Trees: Prüfer Encoding", pp. 157–162.
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Graph Theory·Captain: hao jia

Weak Pentagon Colorings of Triangle-Free Cubic Graphs (OPG-434)Open Problem

Motivation

The weak pentagon problem asks for a five-label structure on the edges of every triangle-free cubic graph. Although its wording resembles proper edge coloring, properness is not part of the conjecture. Instead, each individual color class must meet enough odd cycles that deleting that class leaves a bipartite spanning graph. The problem connects odd-cycle transversals, cut structure, and homomorphisms to a fixed sixteen-vertex graph.

Robert Šámal recorded the conjecture on the Open Problem Garden in 2007. DeVos and Šámal proved that sufficiently high-girth subcubic graphs map to the Clebsch graph, with an explicit girth threshold in their theorem; that does not cover all triangle-free cubic graphs. The mission separates the general existence question from two exact reformulations that can be verified independently.

Setting

Let GGG be a finite simple triangle-free cubic graph. A five-edge coloring here is any symmetric assignment

c:E(G)⟶{1,2,3,4,5}.c:E(G)\longrightarrow\{1,2,3,4,5\}.c:E(G)⟶{1,2,3,4,5}.

It need not be proper or surjective. For a color iii, delete all edges with label iii while retaining every vertex. The coloring is a weak-pentagon coloring when each of the five resulting spanning graphs is bipartite.

Equivalently, each color class is an odd-cycle edge transversal: it meets the edge set of every simple odd cycle. The cycles are not required to be induced. This last distinction matters because an odd cycle may have a chord in the original graph and still survive in a deleted-edge spanning subgraph.

A second representation uses the sixteen four-bit vectors. Two vectors are adjacent when their Hamming distance is three or four. This graph is a model of the Clebsch graph. A graph homomorphism sends every edge of GGG to an adjacent pair in this target.

Formalization targets

Weak pentagon conjecture

The root target is

∀G finite, simple, triangle-free, and cubic,∃c:E(G)→[5] ∀i∈[5],G−c−1(i) is bipartite.\forall G\text{ finite, simple, triangle-free, and cubic}, \qquad \exists c:E(G)\to[5]\ \forall i\in[5], \quad G-c^{-1}(i)\text{ is bipartite}.∀G finite, simple, triangle-free, and cubic,∃c:E(G)→[5] ∀i∈[5],G−c−1(i) is bipartite.

No condition is imposed on adjacent edges receiving different labels.

Odd-cycle equivalence

For every fixed graph and fixed five-edge labeling,

(∀i, G−c−1(i) is bipartite)⟺(∀i, c−1(i) meets every odd cycle of G).\bigl(\forall i,\ G-c^{-1}(i)\text{ is bipartite}\bigr) \quad\Longleftrightarrow\quad \bigl(\forall i,\ c^{-1}(i)\text{ meets every odd cycle of }G\bigr).(∀i, G−c−1(i) is bipartite)⟺(∀i, c−1(i) meets every odd cycle of G).

This theorem is graph-general: triangle-freeness and cubicity delimit the root but are not needed for the equivalence.

Sixteen-vertex homomorphism formulation

For every finite simple graph GGG,

G has a weak-pentagon coloring⟺G⟶H16,G\text{ has a weak-pentagon coloring} \quad\Longleftrightarrow\quad G\longrightarrow H_{16},G has a weak-pentagon coloring⟺G⟶H16​,

where H16H_{16}H16​ has vertex set {0,1}4\{0,1\}^4{0,1}4 and edges at Hamming distance three or four. The statement concerns existence of some coloring and some homomorphism; it does not preserve an arbitrarily prescribed coloring.

Significance

The root theorem would establish a uniform parity decomposition for all triangle-free cubic graphs. The transversal form makes every odd cycle use all five colors. The homomorphism form replaces edge labels and five separate bipartitions by one bounded vertex certificate, allowing structural and computational methods to share an exact target.

Formalization prevents several nearby but inequivalent conjectures from being conflated. A weak-pentagon coloring can be improper. Checking only induced odd cycles of the original graph is insufficient. Mapping to a five-cycle is stronger and fails even for familiar positive examples. The explicit four-bit model also avoids relying on the name “Clebsch graph” without fixing its adjacency convention.

Difficulty

The equivalences reorganize the problem but do not create the required object. Five odd-cycle transversals must be pairwise compatible as color fibers; finding one small transversal is not enough. Local deletion and gluing methods must preserve existence of a whole homomorphism, not one chosen boundary assignment.

High-girth results leave finitely many short-cycle configurations only when the girth hypothesis is present. Triangle-free graphs may still contain overlapping five- and seven-cycles, and naive local recoloring can repair one odd cycle while breaking another color complement. Minimum-counterexample arguments also require care because deleting vertices preserves subcubicity but not cubicity.

Formalization scope

Colors are Fin 5. The coloring stores a symmetric value on ordered endpoint pairs, with nonedge values ignored. Cubic means every neighbor set has extended cardinality exactly three. A simple odd cycle is a cyclic list of at least three distinct vertices of odd length; it need not be induced. Bipartiteness is witnessed by a Boolean side assignment after one color is deleted.

The sixteen-vertex relation is defined directly on four-bit functions by Hamming distance, so its cardinality and adjacency are not hidden behind an imported graph name. The repository's transversal proof, normalization, and local homomorphism studies are candidate_only; the mission publishes their clean statements as proof obligations. Contributions may close either equivalence, formalize known high-girth results, prove restricted graph classes, or attack the root. A finite benchmark or a failure of one extension strategy is not a counterexample to the conjecture.

Selected references

  • R. Šámal, Weak pentagon problem, Open Problem Garden, 2007. https://www.openproblemgarden.org/op/weak_pentagon_problem
  • M. DeVos and R. Šámal, High-girth cubic graphs are homomorphic to the Clebsch graph, Journal of Graph Theory 66 (2011), 241–259. https://arxiv.org/abs/math/0602580
  • P. Kolman, B. Lidický, and J.-S. Sereni, On Minimum Fair Odd Cycle Transversal, 2010. https://kam.mff.cuni.cz/kamserie/clanky/2010/s956.pdf
  • Open Problem Garden / UnsolvedMath, OPG-434. https://www.unsolvedmath.com/problems/OPG-434
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Graph Theory·Captain: hao jia

Two Acyclic Colors for Planar Orientations (OPG-169)Open Problem

Motivation

The dichromatic number of a digraph is the directed analogue of chromatic number: vertices of one color may be adjacent, but each color class must induce an acyclic digraph. The Two Color Conjecture asks whether every orientation of a planar graph has dichromatic number at most two. It is a natural directed-coloring counterpart to planar graph coloring, with the key difference that forbidden monochromatic objects are directed cycles rather than undirected edges.

Critical-digraph theory gives general degree restrictions on minimal counterexamples, and Li and Mohar proved two-colorability under the additional hypothesis that the directed girth is at least four. The unrestricted planar-orientation problem permits directed triangles, so that theorem is a genuine partial result rather than a solution. The project candidate develops the elementary least-order-counterexample consequences needed before any planar structural argument.

Setting

Let GGG be a finite simple planar graph. An orientation DDD assigns exactly one direction to every edge of GGG, with no loops, parallel arcs, or pair of opposite arcs. For X⊆V(D)X\subseteq V(D)X⊆V(D), the induced digraph D[X]D[X]D[X] retains every arc whose two endpoints lie in XXX.

A two-coloring is a map

c:V(D)⟶{0,1}.c:V(D)\longrightarrow\{0,1\}.c:V(D)⟶{0,1}.

It is valid when both induced digraphs D[c−1(0)]D[c^{-1}(0)]D[c−1(0)] and D[c−1(1)]D[c^{-1}(1)]D[c−1(1)] contain no directed cycle. The color classes need not be independent and either color may be unused.

Planarity belongs to the underlying undirected graph. Lean represents it by an injective straight-line embedding with noncrossing nonincident edges. Directed reachability is reflexive, so a singleton orientation is strongly connected under the usual length-zero convention, although it is also acyclic and hence cannot be a counterexample.

Formalization targets

Two Color Conjecture

The goal is

∀D an orientation of a finite simple planar graph,∃c:V(D)→{0,1},D[c−1(0)] and D[c−1(1)] are acyclic.\forall D\text{ an orientation of a finite simple planar graph}, \qquad \exists c:V(D)\to\{0,1\}, \quad D[c^{-1}(0)]\text{ and }D[c^{-1}(1)]\text{ are acyclic}.∀D an orientation of a finite simple planar graph,∃c:V(D)→{0,1},D[c−1(0)] and D[c−1(1)] are acyclic.

Disconnected graphs and empty color classes are included.

Least-order counterexample structure

A supporting theorem states that every counterexample of minimum vertex order is nonempty and strongly connected, and its underlying graph has minimum degree at least three:

D least-order counterexample⟹D strongly connected and δ(U(D))≥3.D\text{ least-order counterexample} \quad\Longrightarrow\quad D\text{ strongly connected and }\delta(U(D))\ge3.D least-order counterexample⟹D strongly connected and δ(U(D))≥3.

The minimum is taken over the full class of finite planar orientations, not over one embedding or an arc-minimal subclass.

Semidegree candidate

A stronger open milestone asks whether every vertex of such a least-order counterexample has at least two incoming and at least two outgoing neighbors. This is recorded separately because it is stronger than the degree-three conclusion and its repository proof remains candidate_only.

Significance

The root theorem would establish a universal two-color bound for planar orientations while allowing directed triangles and arbitrary local degree. A counterexample would demonstrate a sharp obstruction specific to directed cycles, not visible to ordinary planar coloring.

The formalized minimal-counterexample package is reusable regardless of the ultimate answer. Strong connectivity permits arguments inside one component, while the degree and semidegree restrictions narrow discharging configurations and finite searches. Encoding the full induced color classes prevents an invalid shortcut in which only a selected acyclic spanning subdigraph is checked.

Difficulty

Deleting a low-degree vertex is safe only if a valid coloring of the smaller graph can be extended without creating a monochromatic directed cycle through the restored vertex. For a chosen color, obstruction depends on both an incoming and an outgoing neighbor of that color together with a directed return path in the old color class. Merely seeing same-colored in- and out-neighbors is not sufficient.

Strongly connected components can be colored separately because their condensation is acyclic, but that observation only reduces a minimal counterexample to one component. Planarity alone does not eliminate directed triangles or the return paths that block both colors. Results assuming directed girth at least four therefore leave the central case untouched.

Formalization scope

A directed graph is a binary relation, coupled to a SimpleGraph by an orientation predicate that requires exactly one direction on every edge and forbids arcs on nonedges. A directed cycle is a cyclic list of at least three distinct vertices. A color class is acyclic when no such list lies entirely in that class. Strong connectivity is nonempty mutual reflexive-transitive reachability.

The least-order predicate quantifies over every smaller finite planar orientation in the same universe. It does not assert that a counterexample exists. Consequently, its structural theorems may be true vacuously if the root conjecture is true; the read-back must expose that conditional form.

Repository arguments, finite tables, and transport receipts are not machine-checked proofs. Contributions may formalize component gluing, exact vertex-extension criteria, degree or semidegree restrictions, planar reducible configurations, or the root. Any stronger minimum-degree claim must remain distinct from the admitted degree-three target until proved.

Selected references

  • Open Problem Garden / UnsolvedMath, OPG-169: The Two Color Conjecture. https://www.unsolvedmath.com/problems/OPG-169
  • B. Mohar, Eigenvalues and colorings of digraphs, Linear Algebra and its Applications, 2010. https://www.sfu.ca/~mohar/Reprints/Inprint/BM09_LAA09_Mohar_EigenvaluesandColorings.pdf
  • Z. Li and B. Mohar, Planar digraphs of digirth four are 2-colourable, Journal of Combinatorial Theory, Series B, 2017. https://arxiv.org/abs/1606.06114
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Graph Theory·Captain: hao jia

Circular (20,7)-Coloring of Triangle-Free Subcubic Planar Graphs (OPG-401)Open Problem

Motivation

Circular coloring refines ordinary vertex coloring by placing colors on a cycle and measuring separation modulo the palette size. It records information that an ordinary chromatic-number bound can lose, and it interacts sharply with planarity, forbidden short cycles, and degree constraints. OPG-401 asks for a specific bound at the intersection of those themes: whether triangle-free planar graphs of maximum degree three always admit a circular coloring of ratio 20/720/720/7.

The question appears on Xuding Zhu's open-problem page and in the Open Problem Garden record. Nearby theorems on fractional coloring do not settle it: fractional chromatic number and circular chromatic number are distinct parameters, so the known fractional bounds for subcubic triangle-free graphs cannot simply be substituted for a circular-coloring proof. Work on circular recoloring likewise studies connectivity between colorings that already exist and does not supply the missing universal existence theorem.

Setting

For integers p≥2q>0p\ge 2q>0p≥2q>0, a (p,q)(p,q)(p,q)-coloring of a finite simple graph GGG is a map

φ:V(G)⟶Zp\varphi:V(G)\longrightarrow \mathbb Z_pφ:V(G)⟶Zp​

such that the shortest cyclic distance between φ(u)\varphi(u)φ(u) and φ(v)\varphi(v)φ(v) is at least qqq for every edge uvuvuv. Equivalently, using representatives in {0,…,p−1}\{0,\ldots,p-1\}{0,…,p−1}, the modular difference lies between qqq and p−qp-qp−q, inclusive. The circular chromatic number is the infimum of the ratios p/qp/qp/q for which such a coloring exists.

The root domain consists of all finite simple graphs that are planar, triangle-free, and subcubic. Disconnected and empty graphs are included. Planarity is represented by an injective straight-line drawing with no vertex in the interior of an edge and no intersection between nonincident edges. For finite simple graphs this is the standard straight-line form of planarity.

Formalization targets

Root question

The central target is

G finite, simple, planar, triangle-free, and Δ(G)≤3⟹G has a (20,7)-coloring.G\text{ finite, simple, planar, triangle-free, and }\Delta(G)\le 3 \quad\Longrightarrow\quad G\text{ has a }(20,7)\text{-coloring}.G finite, simple, planar, triangle-free, and Δ(G)≤3⟹G has a (20,7)-coloring.

This is exactly the claim χc(G)≤20/7\chi_c(G)\le 20/7χc​(G)≤20/7 in a form suitable for finite Lean data.

Local extension table

A reusable finite milestone freezes the local palette arithmetic. For a∈Z20a\in\mathbb Z_{20}a∈Z20​, let A(a)A(a)A(a) be the colors at cyclic distance at least seven from aaa. For all a,ba,ba,b,

∣A(a)∩A(b)∣=7−d20(a,b),A(a)∩A(b)≠∅  ⟺  d20(a,b)≤6.|A(a)\cap A(b)|=7-d_{20}(a,b), \qquad A(a)\cap A(b)\ne\varnothing\iff d_{20}(a,b)\le6.∣A(a)∩A(b)∣=7−d20​(a,b),A(a)∩A(b)=∅⟺d20​(a,b)≤6.

This includes equal colors, antipodal colors, tied symmetries, and all twenty residues. It is the exact obstruction encountered when extending a coloring over a deleted degree-two vertex while preserving every old color. The repository artifact supporting this formulation is only candidate_only; the mission publishes the statement as an open formal target rather than claiming it as proved.

Significance

A proof of the root theorem would give the requested sharp circular-coloring guarantee uniformly over a broad planar graph class. It would also separate the circular problem from nearby fractional results by constructing the stronger cyclic palette assignment itself. A counterexample, if one exists, would have to survive the combined restrictions of planarity, triangle-freeness, and maximum degree three, and would identify a genuine boundary for local extension methods.

Formalization adds two concrete assets. First, the cyclic-distance convention is fixed once, avoiding common errors involving directed residues, unrestricted integer lifts, or truncated subtraction. Second, graph reductions can be checked against a precise preservation obligation: deleting a vertex does not help unless the chosen coloring of the smaller graph has compatible boundary colors. The mission therefore welcomes both global structural arguments and verified finite boundary classifications, but finite enumeration alone is not accepted as a proof for arbitrary graph order.

Difficulty

The obvious induction on vertices fails at degree two. A coloring of G−vG-vG−v need not extend over vvv: if its two neighbors receive colors at cyclic distance at least seven, their two allowed sets can be disjoint. The local table characterizes this failure exactly but does not guarantee that a different coloring of G−vG-vG−v has favorable boundary values. Recoloring, reducible configurations, and planar discharging must therefore interact without silently assuming universal extension or connectivity of the recoloring graph.

A second source of difficulty is parameter confusion. Bounds for fractional colorings do not automatically yield (20,7)(20,7)(20,7)-colorings, and a theorem about mixing existing circular colorings does not prove existence. Any proposed bridge must be stated and verified explicitly.

Formalization scope

Lean represents colors by Fin 20 and uses the minimum of the two directed modular differences as cyclic distance. Edge compatibility includes both the lower bound 777 and the formal upper bound 131313. Triangle-freeness is literal absence of three mutually cyclic adjacent vertices, and subcubic means every neighbor set has extended cardinality at most three.

The definition bundle contains no theorem and no sorry. Draft theorem items contain exactly one := by sorry. The local candidate computations and GitHub transport records are provenance, not evidence that either theorem is proved. A complete contribution may formalize the finite palette table, a faithful reducible configuration, a recoloring lemma with all quantifiers exposed, or the root theorem. Every claimed universal reduction must retain finiteness, simplicity, planarity, triangle-freeness, and the degree bound.

Selected references

  • X. Zhu, Circular chromatic number of triangle-free planar graphs with maximum degree three, open-problem page. https://www.math.nsysu.edu.tw/~zhu/open-problems/chic-k3free-planar.htm
  • Open Problem Garden, OPG-401. https://www.unsolvedmath.com/problems/OPG-401
  • X. Zhu, The fractional version of Hedetniemi's conjecture is true, European Journal of Combinatorics, 2011. https://doi.org/10.1016/j.ejc.2011.03.004
  • Z. Dvořák, J.-S. Sereni, and J. Volec, Subcubic triangle-free graphs have fractional chromatic number at most 14/5, Journal of the London Mathematical Society, 2014. https://arxiv.org/abs/1301.5296
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Graph Theory·Captain: hao jia

Six Colors for Star Edge-Coloring Subcubic Graphs (OPG-37271)Open Problem

Motivation

A star edge coloring is a proper edge coloring with an additional local restriction: no path or cycle of four edges may use only two colors. It sits between ordinary proper edge coloring and strong edge coloring. The problem is local enough to admit finite obstruction searches, but global enough that independently valid local colorings may fail to fit together.

Dvořák, Mohar, and Šámal proved in 2013 that every subcubic multigraph has a star edge coloring with seven colors and conjectured that six always suffice. The Open Problem Garden records the simple-graph version as OPG-37271. The value six would be best possible because the complete bipartite graph K3,3K_{3,3}K3,3​ has star chromatic index six.

Subsequent work has proved the six-color bound under additional hypotheses. Lei, Shi, and Song proved it for subcubic multigraphs with maximum average degree less than 5/25/25/2 and obtained a five-color result below 24/1124/1124/11. Casselgren, Granholm, and Raspaud proved the conjecture for cubic Halin graphs and several bipartite families. These results leave the unrestricted finite subcubic case as the target of this mission.

Setting

Let GGG be a finite simple undirected graph. An edge coloring assigns to each unordered edge of GGG one color from a finite palette. It is proper if two distinct edges incident with the same vertex always have different colors.

A simple path of four edges has five pairwise distinct vertices v0,v1,v2,v3,v4v_0,v_1,v_2,v_3,v_4v0​,v1​,v2​,v3​,v4​ and consecutive edges v0v1,v1v2,v2v3,v3v4v_0v_1,v_1v_2,v_2v_3,v_3v_4v0​v1​,v1​v2​,v2​v3​,v3​v4​. It is bichromatic in a proper coloring exactly when the first and third edges have the same color and the second and fourth edges have the same color. The path need not be induced: additional chords do not remove it. A four-cycle has four pairwise distinct vertices and is bichromatic under the analogous alternating equalities, including the closing edge.

A coloring is a star edge coloring when it is proper and contains neither type of bichromatic four-edge configuration. The star chromatic index χs′(G)\chi'_s(G)χs′​(G) is the least palette size admitting such a coloring. A graph is subcubic when every vertex has at most three neighbors.

Formalization targets

Goal — the six-color conjecture

The main target is the exact OPG-37271 assertion for finite simple graphs:

Δ(G)≤3⟹χs′(G)≤6.\Delta(G)\le 3 \quad\Longrightarrow\quad \chi'_s(G)\le 6.Δ(G)≤3⟹χs′​(G)≤6.

In the Lean statement, this is expressed directly as the existence of a coloring by Fin 6; no separate minimization operator is needed.

Known upper bound

The first literature milestone is the established seven-color theorem:

Δ(G)≤3⟹χs′(G)≤7.\Delta(G)\le 3 \quad\Longrightarrow\quad \chi'_s(G)\le 7.Δ(G)≤3⟹χs′​(G)≤7.

Formalizing this result provides a checked baseline and infrastructure that a six-color argument can reuse.

Sharpness at K3,3K_{3,3}K3,3​

The second literature milestone records both sides of the exact value

χs′(K3,3)=6.\chi'_s(K_{3,3})=6.χs′​(K3,3​)=6.

Thus the mission cannot be completed by weakening the goal to a larger universal constant.

Significance

A proof would determine the universal star chromatic-index bound for graphs of maximum degree three and would match the known lower-bound example K3,3K_{3,3}K3,3​. A counterexample, if one exists, would separate six from the established seven-color bound and identify the first genuinely seven-chromatic subcubic graph.

The formalization contributes a reusable definition of star edge coloring on Mathlib finite simple graphs. In particular, it fixes several conventions that are easy to blur in informal or computational work: forbidden paths have four edges rather than four vertices; they are simple but need not be induced; four-cycles are checked separately; and properness is not inferred merely from the absence of an alternating four-edge pattern. These definitions can support certified bounded searches, verified coloring certificates, and later formalizations of sparse or planar special cases.

The current research repository contains candidate-only local extension criteria and finite certificates. They may motivate future milestones, but they are not treated here as proofs of the conjecture, as admitted evidence, or as replacements for the literature milestones.

Difficulty

A direct greedy coloring argument can fail at a newly inserted edge because a color may be forbidden either by an adjacent edge or by a bichromatic four-edge path created several incidences away. Deleting a low-degree vertex and coloring the remaining graph therefore does not guarantee that the old coloring extends without recoloring. Explicit small configurations already witness failure of this zero-recoloring strategy while remaining globally six-colorable.

The known seven-color proof has one extra color available to break such interactions. Reaching six requires coordinating local recolorings or extracting stronger structure from a minimal counterexample. Finite searches can test configurations and produce certificates, but bounded verification alone cannot establish the universal quantifier over all finite graphs.

Formalization scope

The mission uses SimpleGraph with an arbitrary finite vertex type. Edges are unordered edge-set elements, and palettes are the labeled finite types Fin k. The graph need not be connected, cubic, planar, or nonempty; isolated vertices and the empty graph are included. “Subcubic” means degree at most three, not degree exactly three.

A forbidden path is represented by five pairwise distinct vertices and four consecutive adjacencies. It is not required to be induced. A forbidden cycle is represented separately by four pairwise distinct vertices and four cyclic adjacencies. Under the properness hypothesis, equality of opposite edge colors is precisely the bichromatic alternating pattern.

A complete development should supply the known seven-color theorem, certify the exact value for K3,3K_{3,3}K3,3​, and then address the six-color goal. Contributions formalizing faithful special cases or reusable extension lemmas are welcome, but sampled graph families and successful SAT searches remain finite evidence unless converted into a general Lean proof.

Selected references

  • Z. Dvořák, B. Mohar, and R. Šámal, Star chromatic index, Journal of Graph Theory 72 (2013), 313–326. arXiv:1011.3376
  • H. Lei, Y. Shi, and Z.-X. Song, Star chromatic index of subcubic multigraphs, Journal of Graph Theory 88 (2018), 566–576. arXiv:1701.04105
  • C. J. Casselgren, J. B. Granholm, and A. Raspaud, On star edge colorings of bipartite and subcubic graphs, Discrete Applied Mathematics 298 (2021), 21–33. arXiv:1912.02467
  • Open Problem Garden, Star chromatic index of subcubic graphs, OPG-37271. Problem page
  • Vibe Mathing candidate repository, OPG-37271 star chromatic index of subcubic graphs, candidate-only artifacts at commit ddc49c1978a196490702150bb75264793a658457. Repository
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Captain: wamlart

Discrete Mathematics—Lecture Notes I: Capacitated Hall MatchingTextbook

Assigning distinct resources under compatibility constraints

A finite allocation problem begins with a list of permitted choices. Each recipient may use some resources but not others, and a resource may be assigned at most once. Knowing that every recipient has an available resource is insufficient: several recipients may all depend on the same small pool. A useful theorem must decide whether the compatibility pattern permits all requirements to be met simultaneously.

This mission develops the matching results in the chapter on systems of distinct representatives in D. Yogeshwaran's Discrete Mathematics—Lecture Notes, §6.1. Its endpoint allows different recipients to require different numbers of resources. The classical one-resource problem, the regular-graph case, and the case in which a bounded number of assignments may remain unfilled are retained as separate source-numbered results. The project concerns established theorems, not a new conjecture about the existence of matchings.

Graphs, matchings, and demands

A finite simple graph consists of a finite set of vertices and unordered pairs of distinct vertices called edges. A bipartition is a pair of disjoint sets L,RL,RL,R whose union is the vertex set, such that every edge joins a vertex in LLL to a vertex in RRR. The left vertices represent recipients and the right vertices represent resources. An edge records that the resource is permitted for that recipient. These graph conventions follow Definition 1.1 of the notes.

For a vertex xxx, the neighbor set NG(x)N_G(x)NG​(x) contains the vertices joined to xxx. For a set SSS of vertices, write NG(S)=⋃x∈SNG(x)N_G(S)=\bigcup_{x\in S}N_G(x)NG​(S)=⋃x∈S​NG​(x). A matching is an edge set in which no vertex is used twice. It is complete on LLL if every left vertex is used, and perfect if every vertex is used. A subgraph may retain selected edges of the original graph. Its degree deg⁡H(x)\deg_H(x)degH​(x) counts the retained neighbors of xxx.

A demand is a natural number dxd_xdx​ attached to each x∈Lx\in Lx∈L. Unlike a complete ordinary matching, the capstone may assign more than one resource to a recipient. Resources still have capacity one, and a demand may be zero.

Formalization targets

The ordinary matching criterion is Theorem 6.2:

∃ a complete matching on L⟺∀S⊆L,∣S∣≤∣NG(S)∣.\exists\text{ a complete matching on }L \quad\Longleftrightarrow\quad \forall S\subseteq L,\quad |S|\le |N_G(S)|.∃ a complete matching on L⟺∀S⊆L,∣S∣≤∣NG​(S)∣.

The development also includes Exercise 6.3, asserting that a kkk-regular bipartite graph has a perfect matching when k>0k>0k>0. Proposition 6.4 states the quantitative deficit version:

(∀S⊆L, ∣S∣−d≤∣NG(S)∣)⟹∃M matching,∣L∣−d≤∣E(M)∣,d≥1.\bigl(\forall S\subseteq L,\ |S|-d\le |N_G(S)|\bigr) \quad\Longrightarrow\quad \exists M\text{ matching},\quad |L|-d\le |E(M)|, \qquad d\ge1.(∀S⊆L, ∣S∣−d≤∣NG​(S)∣)⟹∃M matching,∣L∣−d≤∣E(M)∣,d≥1.

The capstone is the prescribed-degree equivalence of Exercise 6.5:

∃H⊆G:(∀x∈L, deg⁡H(x)=dx)∧(∀y∈R, deg⁡H(y)≤1)⟺∀S⊆L,∑x∈Sdx≤∣NG(S)∣.\begin{split} &\exists H\subseteq G: \bigl(\forall x\in L,\ \deg_H(x)=d_x\bigr) \land \bigl(\forall y\in R,\ \deg_H(y)\le1\bigr)\\ &\qquad\Longleftrightarrow\quad \forall S\subseteq L,\quad \sum_{x\in S}d_x\le |N_G(S)|. \end{split}​∃H⊆G:(∀x∈L, degH​(x)=dx​)∧(∀y∈R, degH​(y)≤1)⟺∀S⊆L,x∈S∑​dx​≤∣NG​(S)∣.​

This statement retains the entire demand function and does not fix a uniform demand, restrict demands to positive values, or replace integral selections by real weights.

The set-theoretic interface is Corollary 6.9. A finite family of arbitrary sets (Ai)i∈I(A_i)_{i\in I}(Ai​)i∈I​ has a system of distinct representatives, meaning an injective choice f(i)∈Aif(i)\in A_if(i)∈Ai​, exactly when

∀J⊆I,∣J∣≤∣⋃i∈JAi∣.\forall J\subseteq I,\qquad |J|\le \left|\bigcup_{i\in J}A_i\right|.∀J⊆I,∣J∣≤​i∈J⋃​Ai​​.

Only the index family is finite; the sets themselves may be infinite.

What the development provides

The demand criterion characterizes feasibility entirely in terms of the original compatibility graph and the requested multiplicities. Its necessity identifies an obstruction to any assignment, while its sufficiency asserts that no other obstruction exists. The deficit theorem gives a quantitative statement when complete coverage is unavailable. The regular case gives a distinct consequence for graphs described through their degrees, rather than through a separately supplied collection of neighborhood inequalities. These are the respective contents of Exercises 6.3 and 6.5 and Proposition 6.4.

Mathlib already provides finite-family and graph versions of Hall's theorem in its Hall development and graph interface. The source-aligned development therefore reuses established infrastructure. Its additional work consists of connecting exact graph degrees and edge counts to the source statements, retaining the deficit and zero-demand cases, and supplying an arbitrary-set representatives interface. Local proofs of the five theorem statements have been checked in Lean 4.29.0-rc3 with Mathlib 777aaa6.

Where exact formalization is delicate

Independent local choices do not guarantee a matching: different choices can collide at one resource. Replacing distinct selections by nonnegative real allocations would change the conclusion. Counting total demand alone also misses obstructions carried by proper subsets of recipients.

Several representation issues matter even after the mathematics is known. A left-saturating matching need not be perfect. A subgraph's vertex set may omit isolated ambient vertices. Cardinality conventions for infinite sets can turn a superficially plausible formula into a different assertion. Finally, a theorem that assumes all neighborhood inequalities has not established those inequalities merely because a graph is regular. The individual interfaces must distinguish these obligations rather than hide them inside a definition.

Formalization scope

The graph results use finite vertex types and native SimpleGraph and Subgraph objects. Both disjointness and coverage of the bipartition are explicit. Local-finiteness instances supply finite neighbor enumerations; they impose no further restriction on finite graphs. The complete-matching predicate combines the native matching condition with inclusion of the prescribed vertex set.

Degrees in the capstone are cardinalities of finite subgraph neighbor sets. The deficit conclusion counts unordered subgraph edges. Natural subtraction is truncated at zero, an equivalent convention for these nonnegative cardinality lower bounds. Empty graphs, empty index families, and zero demands remain admissible. In the representatives theorem, arbitrary sets are measured by extended cardinality; infinity is never replaced by zero.

The reusable outputs are the source-aligned graph statements, the complete-matching interface, the prescribed-degree equivalence, and the arbitrary-set representatives criterion. Equivalent proofs and clearer reusable interfaces are within scope. Placeholder conclusions, extra assumptions that exclude the difficult cases, and fractional substitutes for the integral capstone are not.

Selected references

  • D. Yogeshwaran, Discrete Mathematics—Lecture Notes, Indian Statistical Institute Bangalore, HTML edition generated 2025. Chapter 6.1; graph conventions.
  • The mathlib community, Mathlib 4, revision 777aaa6, 2026. Finite-family Hall theorem; native graph Hall theorem.
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ProbabilityTheoretical Computer Science·Captain: sr

Erdős (1947): The Probabilistic Ramsey Lower BoundResearch Paper

Motivation

Ramsey theory asks for the smallest number R(k)R(k)R(k) such that every graph on R(k)R(k)R(k) vertices contains either a clique of size kkk or an independent set of size kkk. Beyond being one of the oldest problems in extremal combinatorics, Ramsey numbers sit at the junction of combinatorics, probability, and computer science: the two-coloring of edges they quantify is exactly the distinction between a graph and its complement, and their growth controls constructions used in derandomization and in the theory of Boolean functions.

This mission formalizes the paper that started the probabilistic method as a systematic tool: Erdős's 1947 proof that R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2. It is also the natural companion to the platform's Sipser–Gács–Lautemann mission: the union-bound argument formalized here is the same counting technique that drives the Lautemann lemma used to place BPP\mathsf{BPP}BPP in Σ2p\Sigma_2^pΣ2p​.

Timeline. Ramsey proved in 1928 that R(k)R(k)R(k) is finite; Erdős and Szekeres gave the first upper bounds in 1935; Erdős's 1947 paper supplied the exponential lower bound R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2 by a one-page counting argument, introducing the probabilistic method. Better constants for specific regimes followed (Lovász local lemma 1975, Spencer 1977), but no general lower bound beyond 2(1+o(1))k/22^{(1+o(1))k/2}2(1+o(1))k/2 is known today.

Setting

Fix an integer k≥3k \ge 3k≥3 and put N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋. A graph is a pair (V,E)(V,E)(V,E) with EEE an irreflexive symmetric relation on VVV; here vertices are labeled 0,…,N−10, \dots, N-10,…,N−1. A subset s⊆Vs \subseteq Vs⊆V of size kkk is a clique if every two distinct vertices of sss are adjacent, and an independent set if every two distinct vertices of sss are non-adjacent. A kkk-set that is either a clique or an independent set is monochromatic: it is monochromatic in the two-coloring of the complete graph on VVV in which an edge is colored by the graph (present) or its complement (absent).

The ambient probability space is the uniform distribution over all graphs on NNN labeled vertices — equivalently, each of the (N2)\binom{N}{2}(2N​) possible edges is present independently with probability 1/21/21/2. This space has exactly 2(N2)2^{\binom{N}{2}}2(2N​) elements.

A graph with no monochromatic kkk-set is a graph with neither a kkk-clique nor an independent kkk-set. The mission's goal, "the Ramsey number satisfies R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2", is formalized as the bare existence of such a graph on N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋ vertices, without defining the Ramsey number itself.

Formalization targets

Goal: the probabilistic lower bound

R(k)>2k/2,k≥3R(k) > 2^{k/2}, \qquad k \ge 3R(k)>2k/2,k≥3

i.e. there exists a graph on N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋ labeled vertices that contains no monochromatic kkk-set.

Stronger: the three steps of the proof, as separate targets

  1. Count estimate. For k≥3k \ge 3k≥3 and N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋,
(Nk)⋅21−(k2)<1,equivalently(Nk)⋅2<2(k2).\binom{N}{k} \cdot 2^{1-\binom{k}{2}} < 1, \qquad \text{equivalently} \quad \binom{N}{k} \cdot 2 < 2^{\binom{k}{2}}.(kN​)⋅21−(2k​)<1,equivalently(kN​)⋅2<2(2k​).
  1. Union-bound principle. In any finite outcome space, if the total number of outcomes ruled out by all bad events together is less than the number of outcomes, some outcome avoids every bad event:
∑i∣{ω:bad i ω}∣<∣Ω∣  ⟹  ∃ ω, ∀i, ¬bad i ω.\sum_i \left| \{\omega : \mathrm{bad}\ i\ \omega\} \right| < |\Omega| \implies \exists\, \omega, \ \forall i,\ \neg \mathrm{bad}\ i\ \omega.i∑​∣{ω:bad i ω}∣<∣Ω∣⟹∃ω, ∀i, ¬bad i ω.
  1. Pair-count bound. Over all graphs on NNN vertices, the total number of pairs (G,s)(G, s)(G,s) with sss a monochromatic kkk-set in GGG is at most
(Nk)⋅21+(N2)−(k2).\binom{N}{k} \cdot 2^{1+\binom{N}{2}-\binom{k}{2}}.(kN​)⋅21+(2N​)−(2k​).

The goal follows by combining the three steps: the pair count is the sum over bad events in the union-bound principle, and the count estimate makes that sum smaller than the 2(N2)2^{\binom{N}{2}}2(2N​) graphs.

Significance

The result. The lower bound R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2 is exponential, matching (up to the constant in the exponent) the best known upper bound R(k)<4kR(k) < 4^kR(k)<4k from Erdős–Szekeres. It shows that the Ramsey function, despite being finite, grows genuinely fast — and the proof's method became more influential than the bound: the probabilistic method now permeates combinatorics, graph theory, and theoretical computer science (random graphs, discrepancy, property testing, derandomization).

Formalizing it. Mathlib currently contains no Ramsey theory at all: no definition of a Ramsey number and no lower bound. This mission closes that gap with the foundational result, in a way that is deliberately elementary — no measure theory, no randomness: the "probabilistic" argument is re-expressed as exact counting, which is why the statements are fully formalizable in Mathlib today. The union-bound principle (target 2) is a reusable lemma for future probabilistic-method formalizations, and the monochromatic-set infrastructure (targets 1 and 3) is the natural base layer for a future definition of the Ramsey number R(k)R(k)R(k).

Difficulty

The central difficulty is that the bad events — "the kkk-set sss is monochromatic" — overlap heavily: a typical graph contains many monochromatic kkk-sets, so the union bound must be crude enough to survive the overlap. Concretely, the estimate (Nk)⋅21−(k2)<1\binom{N}{k} \cdot 2^{1-\binom{k}{2}} < 1(kN​)⋅21−(2k​)<1 holds for N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋ but fails for N=2⌊k/2⌋+1N = 2^{\lfloor k/2 \rfloor+1}N=2⌊k/2⌋+1; the naive "take one vertex more" step is where the argument breaks. A solver who tries to strengthen the bound will find the exponent is tight.

A second difficulty is purely formal: the uniform distribution over graphs has to be eliminated. The mission's statements do this by counting graphs with a fixed monochromatic kkk-set (21+(N2)−(k2)2^{1+\binom{N}{2}-\binom{k}{2}}21+(2N​)−(2k​) of them) and applying the union-bound principle, so no probability theory enters the formalization.

Formalization scope

Representation. Graphs are SimpleGraph (Fin N): a relation on NNN labeled vertices. A candidate set is a Finset (Fin N) of cardinality kkk; "monochromatic" is IsClique ∨ IsIndepSet on the graph; "no monochromatic kkk-set" is the predicate NoMonoK. All counting is cardinality of finite sets; monoCount N k G is the number of monochromatic kkk-sets of GGG.

Conventions. N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋ uses natural-number division, so for odd kkk the graph lives on 2(k−1)/22^{(k-1)/2}2(k−1)/2 vertices — the standard reading of R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2. The hypothesis k≥3k \ge 3k≥3 is explicit. The theorem quantifies existence over all graphs; it does not define the Ramsey number R(k)R(k)R(k) (a definition item for it, with the re-stated bound R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2, is a natural follow-up contribution).

Reusability. The union-bound principle, the monochromatic-kkk-set machinery, and the pair-count bound are all reusable beyond this mission. Welcome contributions: defining ramseyNumber and restating the bound as R(k)>2⌊k/2⌋R(k) > 2^{\lfloor k/2 \rfloor}R(k)>2⌊k/2⌋; the Erdős–Szekeres upper bound R(k)≤4kR(k) \le 4^kR(k)≤4k as a companion mission; applications of the same principle elsewhere.

Selected references

  • Paul Erdős, Some remarks on the theory of graphs, Bulletin of the American Mathematical Society 53(4), 1947, pp. 292–294. https://doi.org/10.1090/S0002-9904-1947-08785-X — the source paper: main construction proving R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2.
  • Noga Alon, Joel H. Spencer, The Probabilistic Method, 4th ed., Wiley, 2016 — Chapter 1 (the Erdős lower bound) and Chapter 3 (Lovász local lemma); standard exposition of the technique.
  • Stanisław Radziszowski, Small Ramsey Numbers, Electronic Journal of Combinatorics, Dynamic Survey DS1 — survey of Ramsey number bounds and history.

Context: where this sits in the formalization landscape

This mission is not a duplicate of existing platform content, and the choice of target is deliberate:

  • Mathlib gap. The pinned environment (mathlib 0df444a) contains no Ramsey-number theory at all — nothing in Combinatorics/SimpleGraph, no ramseyNumber-style definition. This mission seeds that subfield with reusable infrastructure: the monochromatic-set model, the finite union-bound (probabilistic-method) principle, and the double-counting bound are all general-purpose lemmas, not one-off steps.
  • Existing Ramsey content is a different quantity. The platform's fully-proved Erdos183 mission concerns multicolour triangle Ramsey numbers R(3,…,3)R(3,\dots,3)R(3,…,3) and is driven by recursive palette constructions — a different Ramsey parameter and a different technique. The classical 2-colour diagonal bound formalized here appears nowhere on the platform as a proved statement.
  • Directly load-bearing for a live open problem. The public open problem diagonal_ramsey_asymptotics (same environment 0df444a) asks, eventually in kkk, for 2⌊k/2⌋≤R(k,k)≤4k2^{\lfloor k/2 \rfloor} \le R(k,k) \le 4^k2⌊k/2⌋≤R(k,k)≤4k; its upper half is already proved as ramsey_theory_upper_bound. The lower half is exactly what this mission's goal supplies: once ramsey_lower_bound is proved, closing that open problem reduces to a translation between the graph formulation used here (SimpleGraph / NoMonoK) and the edge-colouring formulation (ramseyDiag) used there, plus the eventual-quantifier wrapper.
  • Formalization convention. The bound is stated on N=2⌊k/2⌋N = 2^{\lfloor k/2 \rfloor}N=2⌊k/2⌋ vertices (natural-number division), matching the exponent convention of the existing platform open problem above. For even kkk this is exactly Erdős's 2k/22^{k/2}2k/2; for odd kkk it is the standard floor form, equivalent to the classical asymptotic reading R(k)1/k≥2R(k)^{1/k} \ge \sqrt{2}R(k)1/k≥2​.
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Captain: ShouqiaoWang

Cubic Congruence for the q-Secant Inversion EnumeratorResearch Paper

Motivation

Alternating permutations are a classical meeting point of enumerative combinatorics, permutation statistics, and special functions. An up--down permutation alternates between rises and falls, and their ordinary counts are the Euler secant and tangent numbers. Refining this count by the inversion statistic produces the qqq-secant polynomial E2n(q)E_{2n}(q)E2n​(q). Its values and congruences retain information that disappears after setting q=1q=1q=1: they distinguish how the alternating permutations are distributed by inversion number and reveal cancellation at roots such as q=−1q=-1q=−1. Ji-Cai Liu's article isolates the next nontrivial term in the (1+q)(1+q)(1+q)-adic expansion of this polynomial, strengthening an earlier Andrews--Foata congruence. The mission formalizes the article's main result, Theorem 1.1, as an exact polynomial-divisibility statement.

Setting

For n≥0n\ge 0n≥0, let A(2n)A(2n)A(2n) be the set of permutations σ=(σ1,…,σ2n)\sigma=(\sigma_1,\ldots,\sigma_{2n})σ=(σ1​,…,σ2n​) of {1,…,2n}\{1,\ldots,2n\}{1,…,2n} satisfying

σ1<σ2>σ3<σ4>⋯<σ2n.\sigma_1<\sigma_2>\sigma_3<\sigma_4>\cdots<\sigma_{2n}.σ1​<σ2​>σ3​<σ4​>⋯<σ2n​.

The empty permutation is the unique member of A(0)A(0)A(0). The inversion number is

inv⁡(σ)=#{(i,j):1≤i<j≤2n, σi>σj}.\operatorname{inv}(\sigma) =\#\{(i,j):1\le i<j\le 2n,\ \sigma_i>\sigma_j\}.inv(σ)=#{(i,j):1≤i<j≤2n, σi​>σj​}.

The qqq-secant inversion enumerator is the integer polynomial

E2n(q)=∑σ∈A(2n)qinv⁡(σ)∈Z[q].E_{2n}(q)=\sum_{\sigma\in A(2n)}q^{\operatorname{inv}(\sigma)}\in\mathbb Z[q].E2n​(q)=σ∈A(2n)∑​qinv(σ)∈Z[q].

Congruence modulo (1+q)3(1+q)^3(1+q)3 means divisibility in Z[q]\mathbb Z[q]Z[q]: two polynomials FFF and GGG are congruent precisely when (1+q)3(1+q)^3(1+q)3 divides F−GF-GF−G. This formulation avoids evaluation at a single number and records the first three orders of behavior at q=−1q=-1q=−1.

In Lean, a permutation is represented as an equivalence of Fin (2*n). The alternating inequalities and inversion number are finite predicates and counts on this zero-based type. The polynomial variable is the canonical indeterminate in Polynomial ℤ.

Formalization targets

Cubic congruence

For every integer n≥0n\ge0n≥0, prove

E2n(q)≡q2n(n−1)−(n2)(1+q)2(mod(1+q)3).E_{2n}(q)\equiv q^{2n(n-1)}-\binom n2(1+q)^2 \pmod{(1+q)^3}.E2n​(q)≡q2n(n−1)−(2n​)(1+q)2(mod(1+q)3).

Equivalently,

(1+q)3∣E2n(q)−(q2n(n−1)−(n2)(1+q)2)in Z[q].(1+q)^3\mid E_{2n}(q)- \left(q^{2n(n-1)}-\binom n2(1+q)^2\right) \quad\text{in }\mathbb Z[q].(1+q)3∣E2n​(q)−(q2n(n−1)−(2n​)(1+q)2)in Z[q].

The boundary value n=0n=0n=0 is included. With the empty-permutation convention and natural-number truncated subtraction in the exponent, both sides reduce correctly, so the formal target does not hide a separate exceptional case.

Significance

The theorem identifies the exact quadratic correction to the highest-inversion monomial near q=−1q=-1q=−1. It therefore explains why the prior congruence modulo (1+q)2(1+q)^2(1+q)2 does not generally lift unchanged to the cubic modulus. Specializing at q=1q=1q=1 also yields the corresponding refinement modulo 888 for the ordinary secant numbers. More broadly, the statement is a compact test case for formal reasoning that combines finite permutations, order predicates, inversion statistics, generating polynomials, binomial coefficients, and divisibility in a polynomial ring.

A machine-checked proof would contribute reusable infrastructure for permutation enumerators and polynomial congruences. The published article supplies a human proof; the Prove2me goal is the formal reconstruction of its theorem in Lean. The mission does not encode a proof certificate, an orbit count, or the desired divisibility inside a definition. A successful submission must derive the divisibility from the concrete finite definitions.

The result also gives a useful interface between two styles of formal combinatorics. On one side, alternating permutations are finite objects that can be enumerated, mapped, and partitioned. On the other, their aggregate is an algebraic object in Z[q]\mathbb Z[q]Z[q] whose divisibility can be studied without referring to individual permutations. Infrastructure connecting these levels can be reused for other qqq-Euler numbers, descent and major-index enumerators, and congruences obtained from finite weighted actions. The mission keeps that infrastructure general-purpose by making the final target an equality in a quotient of the polynomial ring rather than a specialized computational procedure.

Difficulty

Direct expansion of E2n(q)E_{2n}(q)E2n​(q) is factorial in nnn and gives no uniform explanation of divisibility by a third power. Divisibility by (1+q)3(1+q)^3(1+q)3 is stronger than merely checking the value at q=−1q=-1q=−1: it simultaneously constrains the value and the first two formal orders there. A formal solution must control the entire finite family of alternating permutations while preserving exact inversion exponents and polynomial coefficients. Index conventions are also delicate, because the paper numbers positions and values from 111, whereas Lean uses Fin indices from 000.

The source argument introduces combinatorial structure beyond the bare statement. Formalizers may contribute reusable lemmas about switching consecutive values, invariance of alternation under permitted switches, inversion-number changes, finite group actions, and divisibility of orbit enumerators. Those are natural milestones, but the present root goal deliberately remains the stable polynomial congruence rather than committing to one decomposition.

Formalization scope

The mission fixes the coefficient ring to Z\mathbb ZZ and uses exact polynomial divisibility. It does not replace congruence by coefficientwise arithmetic modulo 888, evaluation at q=−1q=-1q=−1, or a numerical check for bounded nnn. UpDown is defined directly on permutations of Fin (2*n), invNumber counts ordered index pairs with the required inequality, and qSecant is the finite sum of monomials qinv⁡(σ)q^{\operatorname{inv}(\sigma)}qinv(σ).

The formal statement quantifies over every natural number. The conventions at n=0n=0n=0 and n=1n=1n=1 are part of the same theorem and have been audited explicitly. The uploaded definition bundle is transparent and sorry-free; the only admitted declaration is the mission theorem itself. Useful contributions include general lemmas about polynomial divisibility, finite involutions and orbit sums, or bridges between one-based paper notation and Lean's finite types.

Selected references

  • Ji-Cai Liu, A Combinatorial Proof of a Cubic Congruence for the qqq-Secant Inversion Enumerator, Electronic Journal of Combinatorics 33(3), P3.10, 2026. DOI
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Captain: Community (Bot)

The Green–Tao TheoremResearch Paper

That the prime numbers, thinning out as they climb yet never quite vanishing, should nonetheless contain arithmetic progressions of every finite length is one of the most celebrated discoveries of twenty-first-century mathematics. Ben Green and Terence Tao proved it in 2004 (published in the Annals of Mathematics in 2008), resolving a question whose roots reach back to Lagrange and Waring around 1770 and which had crystallized in the Erdős–Turán conjecture. The primes have density zero, so Szemerédi's theorem — which guarantees long progressions only in positive-density sets — does not apply directly; the genius of the proof was a transference principle extending Szemerédi's theorem to sets sitting densely inside a 'pseudorandom' host, built from the sieve ideas of Goldston, Pintz, and Yıldırım. The result was a centerpiece of the citation for Tao's 2006 Fields Medal and opened a whole industry, including the Tao–Ziegler extension to polynomial progressions. Unusually for a headline problem, this theorem is already proved — which makes it an ideal flagship formalization mission: a deep, decomposable argument whose pieces, from Szemerédi's theorem to the transference principle, the community can rebuild and verify in Lean.

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Algorithmic Game TheoryMechanism DesignOperations Research·Captain: mikedeng1

Combinatorial Auctions with Interdependent Valuations: SOS to the Rescue 4: The k-SS Mechanism Is Ex-Post IC-IR and a (2 log k + 4)-Approximation to Welfare for Strong-SOS ValuationsResearch Paper

Motivation

In auctions with interdependent values, the value an agent assigns to an outcome depends not only on her own private information but on the information of the others: a bidder for drilling rights values a tract according to every bidder's geological survey, and a buyer of a used asset values it according to every inspector's report. Each agent observes only her own signal, while the mechanism designer knows how values depend on the full signal profile. Maximizing welfare truthfully is then much harder than with private values: the VCG mechanism no longer applies, and without structural assumptions on the valuations no ex-post truthful mechanism gives a good approximation of the optimal welfare (the source's Examples 1.2–1.3).

Eden, Feldman, Fiat, Goldner and Karlin (arXiv:1903.08384) identify submodularity over signals (SOS) as a condition under which constant or near-constant approximations become possible, including for combinatorial auctions, where agents value bundles of items. For single-dimensional signals that take kkk values, they give a (k+3)(k+3)(k+3)-approximation under SOS (Theorem 6.1) and, under the stronger condition strong-SOS, a (2log⁡2k+4)(2\log_2 k+4)(2log2​k+4)-approximation (Theorem 6.5). This mission formalizes the second result.

Timeline. Milgrom and Weber (1982) introduced the interdependent value model for auctions; Dasgupta and Maskin (2000) studied efficient auctions under the single-crossing condition. The computer science literature then gave approximation results for simple single-parameter settings (mostly single-item auctions or matroid constraints), again largely under single crossing or its variants, e.g. Roughgarden and Talgam-Cohen (2016) and Eden, Feldman, Fiat and Goldner (2018), as surveyed in the source. The SOS paper (arXiv v2, 2019; journal version in Mathematics of Operations Research, 2024) drops single crossing and gives, in its own words, the first welfare approximation guarantees for multi-dimensional combinatorial auctions with interdependent values.

Setting

There are nnn agents and mmm items. Agent iii holds a signal si∈{0,1,…,k−1}s_i\in\{0,1,\dots,k-1\}si​∈{0,1,…,k−1}, and s=(s1,…,sn)\mathbf s=(s_1,\dots,s_n)s=(s1​,…,sn​) is the signal profile. For every bundle T⊆[m]T\subseteq[m]T⊆[m], agent iii's value is viT(s)≥0v_{iT}(\mathbf s)\ge0viT​(s)≥0, with vi∅=0v_{i\emptyset}=0vi∅​=0; for nonempty TTT it is weakly increasing in every signal and strictly increasing in sis_isi​.

A function www of the profile is strong-SOS if for every coordinate jjj, every δ≥0\delta\ge0δ≥0 and profiles s′≤s\mathbf s'\le\mathbf ss′≤s coordinate-wise,

w(s−j,sj+δ)−w(s)  ≤  w(s−j′,sj′+δ)−w(s′).w(\mathbf s_{-j},s_j+\delta)-w(\mathbf s)\;\le\;w(\mathbf s'_{-j},s'_j+\delta)-w(\mathbf s').w(s−j​,sj​+δ)−w(s)≤w(s−j′​,sj′​+δ)−w(s′).

Raising one signal helps less the higher the profile, including the raised coordinate itself; in particular the effect of an agent's own signal is concave. SOS asks this only when the raised coordinate starts from the same value in both profiles.

An allocation T=(T1,…,Tn)T=(T_1,\dots,T_n)T=(T1​,…,Tn​) gives pairwise disjoint bundles. A deterministic mechanism maps reported signals to an allocation and payments; it is ex-post IC if, whatever the true signals and with the others truthful, no agent gains by misreporting, and ex-post IR if truthful utility is nonnegative. A randomized mechanism is universally ex-post IC-IR if every deterministic mechanism in its support is.

Let k=2qk=2^qk=2q. Random Bucket picks ℓ∈{1,…,log⁡2k}\ell\in\{1,\dots,\log_2 k\}ℓ∈{1,…,log2​k} uniformly, calls NBℓ={i:si≥2ℓ−1}N_{B_\ell}=\{i:s_i\ge2^{\ell-1}\}NBℓ​​={i:si​≥2ℓ−1} the high agents, and allocates to them a bundle assignment maximizing ∑i∈NBℓviSi(sN¬Bℓ,2ℓ−1NBℓ)\sum_{i\in N_{B_\ell}}v_{iS_i}(\mathbf s_{N_{\neg B_\ell}},\mathbf{2^{\ell-1}}_{N_{B_\ell}})∑i∈NBℓ​​​viSi​​(sN¬Bℓ​​​,2ℓ−1NBℓ​​​), the values with every high signal lowered to 2ℓ−12^{\ell-1}2ℓ−1; agent iii receiving Tˉi\bar T_iTˉi​ pays viTˉi(s−i,2ℓ−1−1)v_{i\bar T_i}(\mathbf s_{-i},2^{\ell-1}-1)viTˉi​​(s−i​,2ℓ−1−1). Random Sampling splits the agents uniformly at random into AAA and BBB, allocates to BBB a bundle assignment maximizing ∑i∈BviSi(sA,0B)\sum_{i\in B}v_{iS_i}(\mathbf s_A,\mathbf 0_B)∑i∈B​viSi​​(sA​,0B​), and charges nothing. k-SS runs Random Bucket with probability pRB=log⁡2klog⁡2k+2p_{RB}=\frac{\log_2 k}{\log_2 k+2}pRB​=log2​k+2log2​k​ and Random Sampling otherwise.

Formalization targets

Goal: Theorem 6.5

For strong-SOS valuations, k-SS is universally ex-post IC-IR and, for every grid profile s\mathbf ss and every feasible allocation T∗T^*T∗,

∑iviTi∗(s)  ≤  (2log⁡2k+4)  E[welfare of k-SS at s].\sum_i v_{iT^*_i}(\mathbf s)\;\le\;(2\log_2 k+4)\;\mathbb E\big[\text{welfare of k-SS at }\mathbf s\big].i∑​viTi∗​​(s)≤(2log2​k+4)E[welfare of k-SS at s].

Milestones

  1. Strong-SOS implies SOS (p. 19).
  2. Display (9), corrected: with SELF=∑ℓ=1k−1∑i:si=ℓviTi(0−i,si)\mathsf{SELF}=\sum_{\ell=1}^{k-1}\sum_{i:s_i=\ell}v_{iT_i}(\mathbf 0_{-i},s_i)SELF=∑ℓ=1k−1​∑i:si​=ℓ​viTi​​(0−i​,si​),
SELF≤2∑ℓ=1log⁡2k∑i:2ℓ−1≤si<2ℓviTi(0−i,2iℓ−1).\mathsf{SELF}\le 2\sum_{\ell=1}^{\log_2 k}\sum_{i:2^{\ell-1}\le s_i<2^\ell}v_{iT_i}(\mathbf 0_{-i},2^{\ell-1}_i).SELF≤2ℓ=1∑log2​k​i:2ℓ−1≤si​<2ℓ∑​viTi​​(0−i​,2iℓ−1​).
  1. Lemma 6.4: Random Bucket is ex-post IC-IR and SELF≤2log⁡2k⋅E[welfare of Random Bucket]\mathsf{SELF}\le 2\log_2 k\cdot\mathbb E[\text{welfare of Random Bucket}]SELF≤2log2​k⋅E[welfare of Random Bucket].
  2. The combination: SELF+OTHER≤(2log⁡2k+4) E[welfare of k-SS]\mathsf{SELF}+\mathsf{OTHER}\le(2\log_2 k+4)\,\mathbb E[\text{welfare of k-SS}]SELF+OTHER≤(2log2​k+4)E[welfare of k-SS], where OTHER=∑iviTi(s−i,0i)\mathsf{OTHER}=\sum_i v_{iT_i}(\mathbf s_{-i},0_i)OTHER=∑i​viTi​​(s−i​,0i​).

Significance

The theorem shows that the price of truthfulness in combinatorial auctions with interdependent values grows only logarithmically in the number of signal values once values are concave in the agents' own signals, compared with the linear (k+3)(k+3)(k+3) of the SOS mechanism. It also exhibits a decomposition of optimal welfare into a part driven by the other agents' signals (OTHER) and a part driven by the agent's own signal (SELF), each covered by a different randomized mechanism; this template recurs in later work on interdependent values.

The result is proved in the paper; no machine-checked version exists. Formalizing it fixes the exact model behind a proof that is stated in a few lines and checks it against the paper's own appendix: the printed display (9) omits a factor 2 (it fails for one agent with v(s)=s1v(\mathbf s)=s_1v(s)=s1​, k=4k=4k=4, s1=3s_1=3s1​=3), and the mission states the corrected inequality, which is the d=1d=1d=1 case of the paper's display (12) and is what the ratio 2log⁡2k2\log_2 k2log2​k requires.

Difficulty

The obvious route compares the mechanism's allocation with the optimal one agent by agent, but the mechanisms allocate by proxy values computed from modified signal profiles, and the optimal allocation's value at the true profile is not directly comparable with any single proxy. Covering SELF requires bounding an agent's own-signal contribution within a bucket by its value at the bucket floor, which needs concavity in the own signal and is false under SOS alone. Covering OTHER requires the Key Lemma 3.1 on random zeroing of signals. Incentive compatibility needs the argmax to be read off the proxy profile alone; an argmax with tie-breaking on the full report fails it.

Formalization scope

Signals are natural numbers and every hypothesis (nonnegativity, monotonicity, SOS, strong-SOS, the selectors' optimality) is quantified over the grid {0,…,k−1}n\{0,\dots,k-1\}^n{0,…,k−1}n only. k=2qk=2^qk=2q with log⁡2k=q\log_2 k=qlog2​k=q is a disclosed reading: the buckets cover {1,…,k−1}\{1,\dots,k-1\}{1,…,k−1} only for powers of two. The empty bundle is worth 000, and the monotonicity clauses apply to nonempty bundles. The argmax of each mechanism is an arbitrary selector that sees only the bucket index (or BBB) and the proxy profile and returns a feasible maximizer; theorems quantify over all such selectors. Random Sampling zeroes all of BBB, the agent's own signal included (the paper's "vijv_{ij}vij​" is read as viTv_{iT}viT​). Expectations are finite uniform averages; at q=0q=0q=0 Lean's 0−1=00^{-1}=00−1=0 makes the Random Bucket term vanish, matching pRB=0p_{RB}=0pRB​=0.

The approximation is stated for every feasible allocation and with true values at the truthful profile, not with proxy values or a supremum; IC and IR are stated for each deterministic component, not for the mixture's expectation. Replacing the average over partitions by an existential, or the explicit payments by existence of payments, would not be this theorem.

The model layer (signal grid, combinatorial valuations, SOS, ex-post IC-IR, OTHER and SELF, Random Sampling) is shared with the companion missions and lives in InterdepSOS.KHL and InterdepSOS.RSV; strong-SOS, Random Bucket and k-SS are defined in InterdepSOS.KSS. Lemma 6.3 and the decomposition (7), which the proof uses, are posed in the companion mission on k-HL. Proofs of the milestones, and reusable lemmas on concavity in the own signal and on random zeroing, are welcome. The source is the arXiv v2 preprint; the journal version in Mathematics of Operations Research (2024) is not what the mission cites.

Selected references

  • A. Eden, M. Feldman, A. Fiat, K. Goldner, A. R. Karlin, Combinatorial Auctions with Interdependent Valuations: SOS to the Rescue, arXiv:1903.08384v2, 2019. https://arxiv.org/abs/1903.08384v2
  • P. Milgrom, R. Weber, A Theory of Auctions and Competitive Bidding, Econometrica 50(5), 1982. https://doi.org/10.2307/1911865
  • P. Dasgupta, E. Maskin, Efficient Auctions, Quarterly Journal of Economics 115(2), 2000. https://doi.org/10.1162/003355300554737
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Graph TheoryLinear OptimizationOperations Research+2·Captain: mikedeng1

Linear Programming and Community Detection 5: The LP Relaxation Recovers the Planted Bisection w.h.p. in the Very Dense SBM When p − q > 1/2Research Paper

Motivation

The stochastic block model (SBM), introduced by Holland, Laskey and Leinhardt (1983), is the standard random model for networks with community structure, and the basic benchmark for community-detection algorithms (Abbe 2018). In its two-community form the nodes are split into two equal halves, edges inside a half appear with probability ppp, and edges across with probability q<pq<pq<p. The task of exact recovery is to identify the hidden halves from the graph alone.

The maximum a posteriori estimator for this model is the minimum bisection problem (find a balanced cut with the fewest crossing edges), which is NP-hard in general. Abbe, Bandeira and Hall (2016) determined when it recovers the planted bisection, and showed that a semidefinite relaxation is as good as the integer program. Del Pia, Khajavirad and Kunisky (arXiv:2006.03213, Mathematics of Operations Research 2023) ask the same question for the cheapest standard relaxation: the metric linear programming relaxation, defined by triangle inequalities. This mission is their positive result in the very dense regime.

Setting

Let V={1,…,n}V=\{1,\dots,n\}V={1,…,n} with nnn even. A bisection is a partition V=V1∪V2V=V_1\cup V_2V=V1​∪V2​ with ∣V1∣=∣V2∣=n/2|V_1|=|V_2|=n/2∣V1​∣=∣V2​∣=n/2. For a graph G=(V,E)G=(V,E)G=(V,E) let aij=1a_{ij}=1aij​=1 if (i,j)∈E(i,j)\in E(i,j)∈E and 000 otherwise. The metric relaxation (LP-P) is

min⁡x∈R(n2) ∑i<jaijxijs.t.xij≤xik+xjk,xij+xik+xjk≤2,∑i<jxij=n24,\min_{x\in\mathbb R^{\binom n2}}\ \sum_{i<j}a_{ij}x_{ij}\quad\text{s.t.}\quad x_{ij}\le x_{ik}+x_{jk},\quad x_{ij}+x_{ik}+x_{jk}\le 2,\quad \sum_{i<j}x_{ij}=\frac{n^2}{4},x∈R(2n​)min​ i<j∑​aij​xij​s.t.xij​≤xik​+xjk​,xij​+xik​+xjk​≤2,i<j∑​xij​=4n2​,

the first constraint for all distinct i,j,ki,j,ki,j,k with i<ji<ji<j, the second for all i<j<ki<j<ki<j<k, and xji:=xijx_{ji}:=x_{ij}xji​:=xij​. The cut vector xˉ\bar xxˉ of a bisection has xˉij=0\bar x_{ij}=0xˉij​=0 for i,ji,ji,j on the same side and xˉij=1\bar x_{ij}=1xˉij​=1 otherwise. (LP-P) recovers the planted bisection when xˉ\bar xxˉ is its unique optimal solution.

In the Erdős–Rényi model Gn,p\mathcal G_{n,p}Gn,p​ every pair of nodes is an edge independently with probability ppp. In the SBM Gn,p,q\mathcal G_{n,p,q}Gn,p,q​ a bisection V1,V2V_1,V_2V1​,V2​ is first chosen uniformly at random; then pairs inside V1V_1V1​ or inside V2V_2V2​ are edges with probability ppp, pairs between them with probability qqq, all independently. Gn,0,q\mathcal G_{n,0,q}Gn,0,q​ is the random bipartite graph across a random bisection. An event occurs with high probability (w.h.p.) if its probability tends to 111 as n→∞n\to\inftyn→∞. The graph is very dense when ppp and qqq are constants.

For a finite graph G=(V,E)G=(V,E)G=(V,E) and b∈Z≥0Vb\in\mathbb Z_{\ge0}^Vb∈Z≥0V​, a bbb-factor (or fff-factor) is a set F⊆EF\subseteq EF⊆E with exactly bvb_vbv​ edges of FFF at each node vvv; N(U,U′)N(U,U')N(U,U′) counts edges with one endpoint in UUU and one in U′U'U′; dmin⁡d_{\min}dmin​, dmax⁡d_{\max}dmax​ are the minimum and maximum degrees; and the node connectivity κ(G)\kappa(G)κ(G) is the minimum number of nodes whose deletion disconnects GGG (the number of nodes, for a complete graph).

Formalization targets

Goal: Theorem 6 (p. 15)

For constants 0<q<p<10<q<p<10<q<p<1,

p−q>12 ⟹ PG∼Gn,p,q[(LP-P) recovers the planted bisection]→n→∞1.p-q>\tfrac12\ \Longrightarrow\ \mathbb P_{G\sim\mathcal G_{n,p,q}}\big[\text{(LP-P) recovers the planted bisection}\big]\xrightarrow[n\to\infty]{}1 .p−q>21​ ⟹ PG∼Gn,p,q​​[(LP-P) recovers the planted bisection]n→∞​1.

Milestones

  1. Proposition 6 (p. 20): for G∼G2m,0,qG\sim\mathcal G_{2m,0,q}G∼G2m,0,q​ there is C>0C>0C>0 with dmax⁡≤qm+Cmlog⁡md_{\max}\le qm+C\sqrt{m\log m}dmax​≤qm+Cmlogm​ w.h.p.
  2. Proposition 5 (p. 20; Schrijver, Cor. 21.4a): a bipartite graph has a bbb-factor iff N(U,U)≥b(U)−12b(V)N(U,U)\ge b(U)-\frac12 b(V)N(U,U)≥b(U)−21​b(V) for every U⊆VU\subseteq VU⊆V.
  3. Proposition 3 (p. 14): there is Creg,2>0C_{\mathrm{reg},2}>0Creg,2​>0 such that for every q∈(0,1)q\in(0,1)q∈(0,1), w.h.p. G∼Gn,0,qG\sim\mathcal G_{n,0,q}G∼Gn,0,q​ is a subgraph of a regular bipartite graph with the same bipartition, of degree dreg=qn2+Creg,2n2log⁡n2d_{\mathrm{reg}}=\frac{qn}2+C_{\mathrm{reg},2}\sqrt{\frac n2\log\frac n2}dreg​=2qn​+Creg,2​2n​log2n​​ (rounded down).
  4. Proposition 8 (p. 24): for G∼Gn,pG\sim\mathcal G_{n,p}G∼Gn,p​ there is C>0C>0C>0 with dmin⁡≥pn−Cnlog⁡nd_{\min}\ge pn-C\sqrt{n\log n}dmin​≥pn−Cnlogn​ w.h.p.
  5. Proposition 9 (p. 24; Bollobás–Thomason): for G∼Gn,pG\sim\mathcal G_{n,p}G∼Gn,p​, κ(G)=dmin⁡\kappa(G)=d_{\min}κ(G)=dmin​ w.h.p.
  6. Proposition 7 (p. 24; Tutte's fff-factor theorem).
  7. Proposition 4 (p. 14): there is Creg,1>0C_{\mathrm{reg},1}>0Creg,1​>0 such that for every p∈(0,1)p\in(0,1)p∈(0,1), w.h.p. G∼Gn,pG\sim\mathcal G_{n,p}G∼Gn,p​ contains a spanning regular subgraph of degree dreg=pn−Creg,1nlog⁡nd_{\mathrm{reg}}=pn-C_{\mathrm{reg},1}\sqrt{n\log n}dreg​=pn−Creg,1​nlogn​ (rounded up to an even integer).

The deterministic recovery criterion that the goal also depends on, Theorem 4 of the paper (regular sandwiching with din−dout≥n/4d_{\mathrm{in}}-d_{\mathrm{out}}\ge n/4din​−dout​≥n/4), is the goal of mission 3 of this series and is not restated here.

Significance

The result. Theorem 6 is the only positive recovery guarantee for the metric LP in the random setting of the paper. Together with the failure results of Theorems 7 and 8 (missions 6 and 7), it locates the LP strictly between trivial and information-theoretically optimal: it recovers in a region of constant p,qp,qp,q, but not up to the threshold p>qp>qp>q that the minimum bisection problem and its SDP relaxation reach. Propositions 3 and 4, that dense random graphs sit inside, and contain, regular graphs of nearly their average degree, are of independent interest in random graph theory, as the authors note.

Formalizing it. The result is proved in the paper; none of it is machine-checked. The mission also requires three classical theorems that are not in Mathlib: the bbb-factor criterion for bipartite graphs, Tutte's fff-factor theorem (Mathlib has only the perfect-matching case f≡1f\equiv 1f≡1), and the Bollobás–Thomason theorem κ=dmin⁡\kappa=d_{\min}κ=dmin​ for random graphs, together with degree concentration for Gn,p\mathcal G_{n,p}Gn,p​ and the bipartite SBM. Each is reusable well beyond this paper.

Difficulty

The obvious argument for recovery is to exhibit a dual certificate for (LP-P), which needs regularity of the communities and of the cross edges; a random graph is not regular. The paper bridges the gap by sandwiching the random graph between regular graphs of nearly equal degree, and that step is where the difficulty lies: the existence of a regular sub- or supergraph is a global combinatorial property, characterized by factor theorems with exponentially many conditions, each of which must hold simultaneously with high probability. Degree concentration alone, the first idea, controls only the singleton conditions. Tutte's fff-factor theorem and the bipartite bbb-factor criterion are themselves substantial combinatorial theorems, and the connectivity statement of Bollobás and Thomason is a deep result on random graphs.

Formalization scope

Nodes are Fin n (0-based). A bisection is a Finset V1V_1V1​ with 2∣V1∣=n2|V_1|=n2∣V1​∣=n. Points of R(n2)\mathbb R^{\binom n2}R(2n​) are symmetric arrays with zero diagonal; (LP-P) has no box constraints 0≤x≤10\le x\le10≤x≤1 (they are implied by the constraints and adding them would change the LP). Recovery means: xˉ\bar xxˉ is optimal and every optimal solution equals xˉ\bar xxˉ.

The random-graph laws are finite: a probability is a weighted sum over all graphs on Fin n, with independent edge weights, and for the SBM an average over all bisections; the event may depend on the drawn bisection. Edge probabilities are clamped into [0,1][0,1][0,1], which is the identity on the parameters used here. "With high probability" is Tendsto … atTop (𝓝 1), along n=2mn=2mn=2m for the SBM. The standing assumption p>qp>qp>q is not built into the law, so that Gn,0,q\mathcal G_{n,0,q}Gn,0,q​ is the case p=0p=0p=0.

Disclosed readings: the printed dregd_{\mathrm{reg}}dreg​ of Propositions 3 and 4 is not an integer; Proposition 3 is posed with degree ⌊dreg⌋\lfloor d_{\mathrm{reg}}\rfloor⌊dreg​⌋ and Proposition 4 with 2⌈dreg/2⌉2\lceil d_{\mathrm{reg}}/2\rceil2⌈dreg​/2⌉, the least even integer ≥dreg\ge d_{\mathrm{reg}}≥dreg​ (the proof assumes dregd_{\mathrm{reg}}dreg​ even). κ(Kn)=n\kappa(K_n)=nκ(Kn​)=n as on p. 24. Quantifier order follows each page: in Propositions 3 and 4 the constant precedes the probability parameter, in Propositions 6 and 8 it follows it; no constant depends on nnn.

A statement in which "with high probability" is replaced by a positive probability or an eventual bound, in which the bisection is fixed rather than random, or in which the regular degree is compared with an irrational real (an empty event) is not this mission's target.

Infrastructure needed: the finite random-graph laws, Hoeffding-type concentration over them, the two factor theorems, and node connectivity. Proofs of any milestone, and of the classical results as general graph theory, are welcome.

Selected references

  • A. Del Pia, A. Khajavirad, D. Kunisky, Linear Programming and Community Detection, Mathematics of Operations Research, 2023; arXiv:2006.03213v2. https://arxiv.org/abs/2006.03213
  • E. Abbe, A. S. Bandeira, G. Hall, Exact Recovery in the Stochastic Block Model, IEEE Transactions on Information Theory 62(1), 2016. https://arxiv.org/abs/1405.3267
  • E. Abbe, Community Detection and Stochastic Block Models: Recent Developments, Journal of Machine Learning Research 18, 2018. https://arxiv.org/abs/1703.10146
  • P. W. Holland, K. B. Laskey, S. Leinhardt, Stochastic Blockmodels: First Steps, Social Networks 5(2), 1983. https://doi.org/10.1016/0378-8733(83)90021-7
  • W. T. Tutte, The Factors of Graphs, Canadian Journal of Mathematics 4, 1952. https://doi.org/10.4153/CJM-1952-028-2
  • A. Schrijver, Combinatorial Optimization: Polyhedra and Efficiency, Springer, 2003 (Corollary 21.4a).
  • B. Bollobás, A. Thomason, Random Graphs of Small Order, in Random Graphs '83, North-Holland Mathematics Studies 118, 1985 (Theorem 1).
  • A. Frieze, M. Karoński, Introduction to Random Graphs, Cambridge University Press, 2016 (Chapter 3). https://doi.org/10.1017/CBO9781316339831
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Operations ResearchProbability·Captain: mikedeng1

Secretary Problems with Biased Evaluations Using Partial Ordinal Information II: No Algorithm Beats Competitive Ratio ω on Posets of Width ωResearch Paper

Motivation

In hiring, admissions and procurement, candidates are often judged by scores that are known to be biased: two candidates from different groups, schools or evaluation pipelines cannot be compared by their observed scores, while two candidates from the same pipeline can. Salem and Gupta (SSRN 3444283, published in Management Science, 2023) model this situation as a poset secretary problem. The decision maker sees only a partial order between candidates, namely the comparisons that are trustworthy, and must still make irrevocable online selections.

The classical secretary problem and its kkk-selection variant (Kleinberg, 2005) assume a total order. With only partial comparisons, the natural question is how much the missing comparisons cost. Salem and Gupta answer it in terms of the width of the poset. This mission formalizes their lower bound: no algorithm can do better than a factor of the width.

Setting

A finite set C\mathcal CC of NNN candidates carries a partial order ⪯\preceq⪯. Each candidate aaa has a true score w(a)w(a)w(a). The scores are nonnegative and pairwise distinct, and they are consistent with the order: a≺ba\prec ba≺b implies w(a)<w(b)w(a)<w(b)w(a)<w(b). The pair I=(P,w)\mathcal I=(\mathcal P,w)I=(P,w) is an instance. Candidates arrive in uniformly random order. An algorithm knows NNN and a capacity kkk, observes the comparisons of P\mathcal PP among the candidates that have arrived, and selects at most kkk candidates, irrevocably. It never observes the scores.

The offline optimum is

OPT(w,k)=max⁡{∑a∈Sw(a)  :  S⊆C, ∣S∣≤k}.\mathrm{OPT}(w,k)=\max\Big\{\textstyle\sum_{a\in S}w(a)\;:\;S\subseteq\mathcal C,\ |S|\le k\Big\}.OPT(w,k)=max{∑a∈S​w(a):S⊆C, ∣S∣≤k}.

An algorithm is α\alphaα-competitive if E[w(Alg(I))]≥OPT(I)/α\mathbb E[w(\mathsf{Alg}(\mathcal I))]\ge\mathrm{OPT}(\mathcal I)/\alphaE[w(Alg(I))]≥OPT(I)/α on every instance (Definition 3.4).

The width ω\omegaω of P\mathcal PP is the largest number of pairwise incomparable candidates (an antichain).

Because an algorithm sees only the poset and the arrival order, on a fixed poset its randomness (arrival order and internal coins) induces a probability distribution μ\muμ on the selected set, supported on sets of at most kkk elements, and μ\muμ does not depend on the scores. Such a μ\muμ is called a selection rule with capacity kkk. Its expected score is Eμ[w(Alg)]=∑Sμ(S)∑a∈Sw(a)\mathbb E_\mu[w(\mathrm{Alg})]=\sum_S\mu(S)\sum_{a\in S}w(a)Eμ​[w(Alg)]=∑S​μ(S)∑a∈S​w(a). The selection probability of aaa is p(a)=∑S∋aμ(S)p(a)=\sum_{S\ni a}\mu(S)p(a)=∑S∋a​μ(S).

The instance of the lower bound is Chains(ω,k)\mathrm{Chains}(\omega,k)Chains(ω,k): ω\omegaω disjoint chains of kkk elements each, with elements in different chains incomparable (Figure 8 of the paper, with n=ωkn=\omega kn=ωk).

Formalization targets

Goal: Proposition 5.1 (p. 14, proof in Appendix F, p. 42)

For every k≥1k\ge1k≥1 and ω≥1\omega\ge1ω≥1 there is a poset P\mathcal PP of width ω\omegaω such that for every selection rule μ\muμ with capacity kkk and every ε>0\varepsilon>0ε>0 there is a consistent scoring www with OPT(w,k)>0\mathrm{OPT}(w,k)>0OPT(w,k)>0 and

Eμ[w(Alg)]≤(1+ε) OPT(w,k)ω.\mathbb E_\mu[w(\mathrm{Alg})]\le\frac{(1+\varepsilon)\,\mathrm{OPT}(w,k)}{\omega}.Eμ​[w(Alg)]≤ω(1+ε)OPT(w,k)​.

Equivalently, for every algorithm, sup⁡IOPT(I)/E[w(Alg(I))]≥ω\sup_{\mathcal I}\mathrm{OPT}(\mathcal I)/\mathbb E[w(\mathsf{Alg}(\mathcal I))]\ge\omegasupI​OPT(I)/E[w(Alg(I))]≥ω, the supremum taken over the scorings of P\mathcal PP.

Milestones (Appendix F, p. 42)

  1. The width of Chains(ω,k)\mathrm{Chains}(\omega,k)Chains(ω,k) is ω\omegaω for k≥1k\ge1k≥1.
  2. For every selection rule with capacity kkk on Chains(ω,k)\mathrm{Chains}(\omega,k)Chains(ω,k), some chain iii has ∑jpji≤k/ω\sum_j p^i_j\le k/\omega∑j​pji​≤k/ω.
  3. If www is a consistent perturbation of the scoring that gives M/kM/kM/k to each element of one chain i0i_0i0​ and 000 elsewhere, with perturbations below M/2kM/2kM/2k in absolute value, nonnegative off i0i_0i0​, and summing to 000 on i0i_0i0​, then OPT(w,k)=M\mathrm{OPT}(w,k)=MOPT(w,k)=M.
  4. Given such a chain i0i_0i0​, M>0M>0M>0 and ε>0\varepsilon>0ε>0, there is a consistent scoring with OPT=M\mathrm{OPT}=MOPT=M and Eμ[w(Alg)]≤(1+ε)OPT/ω\mathbb E_\mu[w(\mathrm{Alg})]\le(1+\varepsilon)\mathrm{OPT}/\omegaEμ​[w(Alg)]≤(1+ε)OPT/ω.

Significance

The result shows that the width of the poset is a genuine barrier: whatever the algorithm, an adversary choosing scores after seeing how the algorithm spreads its selections can force a ratio arbitrarily close to ω\omegaω. The paper's ProxyLabel algorithm has competitive ratio at most e(ω+1)/(1−1/k)k−1≤e2(ω+1)e(\omega+1)/(1-1/k)^{k-1}\le e^2(\omega+1)e(ω+1)/(1−1/k)k−1≤e2(ω+1) when the width is known (Corollary 5.1, p. 15). Together the two results show that the best achievable competitive ratio in the poset secretary problem is of order ω\omegaω, which the paper calls order-optimal. The lower bound also covers the group-bias model of the paper: ω\omegaω groups whose members are compared only within their group form exactly the instance used here.

On the formal side, the result is proved in the paper but has no machine-checked proof. The mission produces a formal model of score-independent randomized selection on a finite poset, a formal offline optimum with kkk selections, and the width of a disjoint union of chains. These can be reused for other lower bounds in online selection.

Difficulty

The argument is short, and the work lies in getting the quantifiers and the encoding right. The printed statement places "there is an instance" before "for any algorithm". Read literally this is false for ω≥2\omega\ge2ω≥2: on a fixed instance, the algorithm that always selects the kkk highest-scoring elements achieves ratio 111. The proof establishes the other order: the poset is fixed, then the algorithm, then the scoring. A formalization must keep the scoring chosen after the algorithm while preventing the algorithm from depending on the scores.

The printed chain of inequalities also needs care. Its middle step drops the term ∑jpjωεjω\sum_j p^\omega_j\varepsilon^\omega_j∑j​pjω​εjω​, which the stated constraints on the perturbation do not make nonpositive. The bound therefore holds for perturbations chosen small enough, not for every perturbation satisfying the printed constraints. The existence of distinct, order-consistent scores meeting all the constraints at once has to be shown, and so does the identification of the optimum with the heavy chain.

Formalization scope

Elements form a finite type with a partial order. A consistent scoring is a function to R\mathbb RR that is nonnegative, injective and strictly monotone (a<b⇒w(a)<w(b)a<b\Rightarrow w(a)<w(b)a<b⇒w(a)<w(b)). These are the standing assumptions of the model (§3.1, p. 7), not additions. OPT\mathrm{OPT}OPT is a finite maximum over subsets of at most kkk elements. Width is the published definition AppliedComb.Posets.width, the size of a largest antichain, not a minimum number of chains, so the width milestone is a real claim. Algorithms are represented by selection rules: nonnegative weights on subsets summing to 111 and vanishing on subsets of more than kkk elements. This class contains the selected-set law of every online algorithm, so a lower bound for it is a lower bound for online algorithms. Expectations and probabilities are finite sums. Competitiveness is stated as E≤(1+ε)OPT/ω\mathbb E\le(1+\varepsilon)\mathrm{OPT}/\omegaE≤(1+ε)OPT/ω together with OPT>0\mathrm{OPT}>0OPT>0, with no division by an expectation that may vanish. The hypotheses k≥1k\ge1k≥1 and ω≥1\omega\ge1ω≥1 are standing: with ω=0\omega=0ω=0 the poset is empty, and with k=0k=0k=0 every ratio is 0/00/00/0. The instance is the sigma type Σ (i:Fin ω),Fin k\Sigma\,(i:\mathrm{Fin}\,\omega),\mathrm{Fin}\,kΣ(i:Finω),Fink with Mathlib's disjoint order.

Trivializing formalizations are ruled out explicitly. A selection rule must have total mass 111, so the zero rule does not make the expected score vanish. It must respect the capacity, so the rule selecting everything is excluded. The scoring is quantified after the selection rule, never before it and never as an input to it. OPT>0\mathrm{OPT}>0OPT>0 is part of the conclusion.

The development needs finite sums over subsets, the order on sigma types, and antichains. Contributions are welcome on any milestone. The width of a disjoint union of chains and the pigeonhole bound on selection probabilities are reusable beyond this mission.

Selected references

  • J. Salem and S. Gupta, Secretary Problems with Biased Evaluations Using Partial Ordinal Information, Management Science, 2023. Preprint: SSRN 3444283 (version of 2022-04-17), https://ssrn.com/abstract=3444283. Published version: https://doi.org/10.1287/mnsc.2023.4926
  • R. Kleinberg, A multiple-choice secretary algorithm with applications to online auctions, Proceedings of SODA, 2005. https://dl.acm.org/doi/10.5555/1070432.1070519
  • R. P. Dilworth, A decomposition theorem for partially ordered sets, Annals of Mathematics 51(1), 1950. https://doi.org/10.2307/1969503
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Graph TheoryOperations Research·Captain: mikedeng1

Linear Programming and Community Detection 2: The Minimum Bisection Recovery Condition d_in − d_out > n/4 − 1 Is TightResearch Paper

Why minimum bisection recovery matters

The minimum bisection problem partitions an even-sized graph into two equally large groups while cutting as few edges as possible. In community detection, a graph may have been generated around an unknown, balanced pair of groups. The statistical question is whether an optimizer can identify that planted partition from the edges. Before studying random graph models or relaxations, it is useful to know which properties of a single observed graph suffice for recovery and whether those properties can be weakened.

Del Pia, Khajavirad and Kunisky express a deterministic sufficient condition through two vertex-degree parameters. Their Theorem 1 says that minimum bisection recovers the planted partition when the smallest within-community degree exceeds the largest cross-community degree by more than n/4−1n/4-1n/4−1. Theorem 2 supplies graphs at or below that boundary where recovery fails. Thus the degree difference has a sharp worst-case boundary within the theorem's stated size and degree ranges. This mission formalizes that second, tightness result.

Graphs, bisections, and degrees

Let G=(V,E)G=(V,E)G=(V,E) be a simple undirected graph with nnn vertices. A bisection is a partition V1,V2V_1,V_2V1​,V2​ of VVV with ∣V1∣=∣V2∣=n/2|V_1|=|V_2|=n/2∣V1​∣=∣V2​∣=n/2. Its cut cost is the number of edges with one endpoint in each side. The planted bisection is a designated partition regarded as the answer the optimizer should recover. Since exchanging V1V_1V1​ and V2V_2V2​ leaves the partition unchanged, uniqueness is always understood up to this exchange.

For each vertex vvv, count its neighbors on its own side of the planted bisection and its neighbors on the opposite side. Write din(v)d_{\mathrm{in}}(v)din​(v) and dout(v)d_{\mathrm{out}}(v)dout​(v) for these counts. The two parameters of the planted graph are

din=min⁡v∈Vdin(v),dout=max⁡v∈Vdout(v).d_{\mathrm{in}}=\min_{v\in V}d_{\mathrm{in}}(v),\qquad d_{\mathrm{out}}=\max_{v\in V}d_{\mathrm{out}}(v).din​=v∈Vmin​din​(v),dout​=v∈Vmax​dout​(v).

Minimum bisection recovers the planted partition if every bisection with cost at most that of the planted one is the planted partition, up to swapping its sides. This formulation requires both optimality and uniqueness. If the planted bisection costs more than a competitor, recovery fails; it also fails when a distinct bisection ties it. These definitions follow §2 of the pinned preprint.

Formalization targets

Existence of regular graph pieces

Lemma 1 supplies two finite-graph existence statements. For positive even ttt, a simple ddd-regular bipartite graph exists on ttt vertices with t/2t/2t/2 vertices per side whenever 0≤d≤t/20\le d\le t/20≤d≤t/2. For the same ttt, a simple ddd-regular graph exists whenever 0≤d≤t−10\le d\le t-10≤d≤t−1. The bipartite part includes the edgeless graph at d=0d=0d=0 and the complete bipartite graph at d=t/2d=t/2d=t/2. The second part includes the edgeless and complete graphs at its own endpoints.

Tightness of the recovery threshold

The mission's goal is Theorem 2. For every positive multiple of eight nnn and every pair of nonnegative integers satisfying

din≤n2−1,dout≤n2,din−dout≤n4−1,d_{\mathrm{in}}\le \frac n2-1,\qquad d_{\mathrm{out}}\le \frac n2,\qquad d_{\mathrm{in}}-d_{\mathrm{out}}\le \frac n4-1,din​≤2n​−1,dout​≤2n​,din​−dout​≤4n​−1,

there exist a graph GGG on nnn vertices and a planted bisection with those exact parameters for which minimum bisection does not recover the planted partition. The inequalities delimit the claimed family; the goal does not assert failure for every graph with those degrees. The word “exact” matters because a construction with merely smaller within-side degrees or larger cross-side degrees would not establish tightness for the requested parameter pair.

What the result establishes

Together with the paper's Theorem 1, the goal locates the worst-case threshold for recovery by minimum bisection: a strictly larger degree difference guarantees recovery, while every admissible parameter pair at or below the boundary occurs in a counterexample. This separates a guarantee about all graphs with given degree extrema from a claim about a particular graph. It also gives a deterministic baseline for comparing the behavior of the paper's linear programming relaxation and stochastic block model, whose recovery guarantees concern different optimization procedures and graph distributions.

The theorem is proved in the cited paper; the task here is to state its graph model, parameter extrema, and recovery conclusion in Lean with the same quantifiers and boundary cases, then obtain a machine-checked proof. The regular-graph existence lemma is independently reusable for other finite graph constructions. The definition layer can also support later exact-recovery statements for the same paper after the series' graph conventions are consolidated.

The obstacle to a direct argument

A strict threshold being sufficient does not itself show that it is necessary. At equality, an inequality used in a recovery guarantee no longer forces a unique optimum, but that leaves open whether a graph with the prescribed degree extrema actually has a competing bisection. Every requested pair (din,dout)(d_{\mathrm{in}},d_{\mathrm{out}})(din​,dout​) must be realized by a genuine simple graph, including the degree endpoints, and the competing partition must be balanced and distinct even after sides are exchanged. The proof therefore needs graph existence and degree bookkeeping as well as a comparison of cut costs. The page states one numbered supporting lemma, Lemma 1; its two clauses are the mission's milestone.

Formalization scope

Vertices are represented by Fin n, indexed from zero rather than the paper's 1,…,n1,\ldots,n1,…,n. A side of a bisection is a Finset; its complement represents the other side. Graphs are Mathlib SimpleGraph values, and cut cost counts each undirected crossing edge once by ordering its endpoints. The within and across degrees are filtered neighbor counts. Their minimum and maximum range over all vertices, matching the paper. An empty vertex type receives a conventional zero degree extremum, while Theorem 2 requires n>0n>0n>0.

The bounds involving n/2−1n/2-1n/2−1 and n/4−1n/4-1n/4−1 are compared in the reals, so natural-number subtraction cannot truncate a negative difference. The hypothesis 8∣n8\mid n8∣n makes n/4n/4n/4 an integer in the theorem's actual domain. Lemma 1 uses positive even ttt, with Mathlib's regular-degree predicate and a bisection set witnessing equal bipartition sizes. Its bound t−1t-1t−1 is safe in natural numbers because t>0t>0t>0.

The formal goal requires a witness graph whose minimum within-side degree equals the requested dind_{\mathrm{in}}din​ and whose maximum across-side degree equals the requested doutd_{\mathrm{out}}dout​. It also requires an actual planted bisection and failure of uniqueness up to complement. Replacing either equality with a loose degree bound, or allowing a non-bisection witness, would make the claim easier and lose the paper's result. Contributions toward finite regular graph constructions, exact degree calculations, and cut-cost comparisons are within scope.

Selected references

  • A. Del Pia, A. Khajavirad and D. Kunisky, Linear Programming and Community Detection, Mathematics of Operations Research, 2023; pinned source: arXiv:2006.03213v2, §2, pp. 3–6, especially Lemma 1 and Theorem 2 on p. 5.
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Algorithmic Game TheoryMechanism DesignOperations Research·Captain: mikedeng1

Combinatorial Auctions with Interdependent Valuations: SOS to the Rescue 1: Random Sampling Vickrey Is Ex-Post IC-IR and a 2(d+1)-Approximation to Welfare for d-SOS ValuationsResearch Paper

Motivation

In an auction with interdependent values, a bidder's value can depend on information held by other bidders. An estimate of a shared resource's usefulness, for example, may improve when another participant reports a stronger signal. The auctioneer must decide whom to serve using reported signals, while each participant has an incentive to report a signal that improves her allocation or payment. This combination makes a welfare guarantee and truthful reporting harder to obtain together than in a setting where each bidder's value depends only on her own information. Eden, Feldman, Fiat, Goldner, and Karlin study this problem under a diminishing-returns condition on signals and give mechanisms for several allocation settings in their arXiv preprint, §§1–4.

This mission concerns their single-parameter, downward-closed setting. Each agent either receives service or does not; the feasible groups of served agents are specified in advance. The result gives a direct welfare guarantee for a randomized allocation rule whose deterministic components can each be paired with truthful payments. It is one of four separate missions drawn from the same preprint. The source here is arXiv:1903.08384v2, dated June 2019; theorem labels and pages in this mission refer to that preprint, not to the 2024 Mathematics of Operations Research version.

Setting

There are nnn agents. Agent iii has a signal si∈R+=[0,∞)s_i\in\mathbb R_+=[0,\infty)si​∈R+​=[0,∞), and a complete profile is s=(s1,…,sn)s=(s_1,\ldots,s_n)s=(s1​,…,sn​). If served, agent iii receives value vi(s)≥0v_i(s)\ge0vi​(s)≥0. The value is weakly increasing in each coordinate and strictly increasing in agent iii's own signal. A family I\mathcal II of subsets of agents is downward closed when every subset of a feasible set is feasible. The welfare of a feasible served set SSS at the true profile is ∑i∈Svi(s)\sum_{i\in S}v_i(s)∑i∈S​vi​(s). These conventions come from Definitions 2.1–2.2 and §4 of the source.

A function vvv is ddd-submodular over signals, or ddd-SOS, when increasing coordinate jjj by the same nonnegative increment yields at most ddd times as much extra value at a larger profile of the other coordinates as at a smaller one. For d=1d=1d=1 this is called SOS. This condition compares marginal gains from one signal while holding that signal's starting value fixed. It is the condition in Definition 2.13 of the preprint, p. 11.

The Random Sampling Vickrey mechanism, RS-V, chooses a uniformly random partition of agents into AAA and BBB. For each i∈Bi\in Bi∈B, it computes the proxy weight wi=vi(sA,si,0B∖{i})w_i=v_i(s_A,s_i,0_{B\setminus\{i\}})wi​=vi​(sA​,si​,0B∖{i}​) from the reported profile: it keeps the signals in AAA and agent iii's own signal, and sets the other signals in BBB to zero. It then serves a feasible subset S⊆BS\subseteq BS⊆B maximizing ∑i∈Swi\sum_{i\in S}w_i∑i∈S​wi​. Its true welfare is the sum of vi(s)v_i(s)vi​(s) for the served agents, evaluated at the true profile. The mechanism is specified in §4, p. 14 of the preprint.

For a deterministic allocation and payment rule, ex-post incentive compatibility means that, when all other agents report truthfully, no agent can gain by changing her own report. Ex-post individual rationality means that truthful participation gives nonnegative utility. Utility uses the true value of the allocation and the payment determined by reports. A randomized mechanism is universally ex-post IC-IR when every deterministic mechanism in its support has these properties, as in Definitions 2.3–2.8 of the preprint, pp. 9–10.

Formalization targets

Main theorem

For every downward-closed I\mathcal II, every ddd-SOS valuation family meeting the setting above, and every feasible maximizing selector used to break RS-V ties, each partition component admits ex-post IC-IR payments, and for every S∈IS\in\mathcal IS∈I and signal profile sss,

∑i∈Svi(s) ≤ 2(d+1) EB ⁣[∑i∈xB(s)vi(s)].\sum_{i\in S}v_i(s)\ \le\ 2(d+1)\,\mathbb E_B\!\left[\sum_{i\in x_B(s)}v_i(s)\right].i∈S∑​vi​(s) ≤ 2(d+1)EB​​i∈xB​(s)∑​vi​(s)​.

Here xB(s)x_B(s)xB​(s) is the set served by RS-V with candidate set BBB. At d=1d=1d=1, the factor is 444. This is Theorem 4.1, p. 14 of the preprint. The universal payment claim reads the theorem alongside its proof and the paper's definition of universal ex-post IC-IR.

Supporting results

The milestones follow the paper's stated results: Proposition 2.1 characterizes which deterministic allocation rules admit ex-post IC-IR payments; the opening of §4 states monotonicity of RS-V's allocation; Lemma 2.3 extends the ddd-SOS marginal bound to a set of signal coordinates; Lemma 3.1 bounds value after randomly zeroing the other agents' signals; and display (4) specializes that expectation to one RS-V proxy weight. Each has its own source quote and page in the milestone list.

Significance

The theorem says that a mechanism that only sees reported signals can remain truthful component by component while obtaining welfare within a factor determined by the SOS parameter. The guarantee compares against every feasible allocation at the true profile, so it applies to the optimal welfare without requiring a separately chosen optimum in the statement. The same preprint uses the random-zeroing estimate beyond this single-parameter mechanism, including in its combinatorial-auction sections Eden et al., §§3–6.

The theorem and supporting results are proved on paper. This mission asks for machine-checked proofs of their stated formalizations. A complete development will also provide reusable definitions for signal profiles, SOS valuations, ex-post incentives, finite random-partition averages, and allocation selectors. No machine-checked proof is claimed by this proposal.

Difficulty

The agent's value depends on reports from other agents, so maximizing reported welfare directly does not by itself give an ex-post incentive guarantee. RS-V instead allocates using proxy values, which raises a second issue: high proxy welfare need not equal high true welfare for a particular partition. The central mathematical task is to control the loss caused by zeroing signals in a uniform random partition. The incentive claim also needs to hold for every maximizing tie choice, rather than for a specially chosen selector. These are the obstacles behind the source's separate monotonicity and random-zeroing statements Eden et al., §§3–4.

Formalization scope

Agents are Fin n, with arbitrary finite nnn; signals are nonnegative real numbers, including zero, and valuations and payments are real valued. A served set is a Finset, and feasibility is a downward-closed set of such sets. The selector is a function of the reported profile and the partition, constrained to return a feasible maximizer among subsets of BBB. Every such selector is covered. Payments for a partition are functions of reports alone. The random choice of BBB is the finite uniform average over all 2n2^n2n subsets, while Lemma 3.1 averages over all 2n−12^{n-1}2n−1 subsets of the other agents when an agent iii exists. Welfare uses true values, not proxy weights.

The printed Definition 2.1 says the value of agent jjj is strictly increasing in sis_isi​; the formalization reads this as agent jjj's own signal. The symbol R+\mathbb R_+R+​ includes zero because the mechanism sets signals to zero. The printed Lemma 3.1 omits a range for ddd; its standalone statement adds d≥0d\ge0d≥0, since it is false for negative ddd near zero. Theorem 4.1 needs no separate bound on ddd, because its strict own-signal monotonicity and ddd-SOS hypothesis already imply d≥1d\ge1d≥1 for a nonempty agent set. The formalization excludes vacuous selectors by requiring the returned set to be feasible and to maximize the specified proxy objective. These choices and their source locations are recorded in the moderation notes.

Contributions may establish the SOS lemmas, the monotone-allocation and payment characterization, and the final finite-average welfare bound. The basic definitions and finite averaging infrastructure can be reused in the later missions of this preprint once the separately drafted models are consolidated.

Selected references

  • Alon Eden, Michal Feldman, Amos Fiat, Kira Goldner, and Anna R. Karlin, Combinatorial Auctions with Interdependent Valuations: SOS to the Rescue, arXiv:1903.08384v2, 2019. Preprint.
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Mechanism DesignOperations ResearchProbability·Captain: mikedeng1

Scaling Blockchains: Can Committee-Based Consensus Help? II: With a Single Voter, Voting for the k Candidates Most Likely to Be Honest Is OptimalResearch Paper

Motivation

Many proof-of-stake blockchains do not let every token holder take part in consensus. Instead, token holders elect a small committee of block producers, and the committee runs a Byzantine agreement protocol. EOS, for instance, elects 21 producers by an up-to-30-vote approval ballot (paper, p. 9, citing EOS voting guide 2018). Byzantine agreement protocols are safe only if a supermajority of the committee is honest, typically more than two thirds. Whether the electorate can reliably seat such a supermajority depends on how voters vote and on how much they know about the candidates.

Benhaim, Falk and Tsoukalas (arXiv:2110.08673, Management Science 2023) model this election as approval voting under limited information. Each voter sees a noisy private signal of every candidate's type and turns it into a posterior probability that the candidate is honest. This mission formalizes the paper's single-voter result, Proposition 2: a voter who decides the committee alone should approve exactly the kkk candidates most likely to be honest. The same statement covers voters who pool their signals (Proposition 4), because once the shared posteriors are computed the pooled electorate acts as one voter. A companion mission (I of this series) formalizes the paper's main result for many voters, exponential convergence of the success probability.

Setting

There are mmm candidates c1,…,cmc_1,\dots,c_mc1​,…,cm​ and a committee size k≤mk \le mk≤m. A voter approves a set C\mathcal CC of candidates (the ballot). The score of a candidate is the number of voters approving it (Definition 1); with a single voter it is 111 on C\mathcal CC and 000 elsewhere. The kkk highest-scoring candidates are elected. When fewer than kkk candidates have non-zero score the committee is filled adversarially, and ties at the lowest elected score are broken adversarially (Definition 3). The committees the rule can produce are therefore the admissible committees: sets TTT with ∣T∣=k|T| = k∣T∣=k and score(b)≤score(a)\mathrm{score}(b) \le \mathrm{score}(a)score(b)≤score(a) for every a∈Ta \in Ta∈T and b∉Tb \notin Tb∈/T.

Each candidate is honest or malicious. Write Hon\mathrm{Hon}Hon for the set of honest candidates. For a tolerance p∈[0,1]p \in [0,1]p∈[0,1], the committee is honest, T=H\mathbb T = HT=H, if it has at least ⌈(1−p)k⌉\lceil (1-p)k \rceil⌈(1−p)k⌉ honest members. Since the adversary chooses after the types are realised, T=H\mathbb T = HT=H means that every admissible committee TTT satisfies ∣T∩Hon∣≥⌈(1−p)k⌉|T \cap \mathrm{Hon}| \ge \lceil (1-p)k\rceil∣T∩Hon∣≥⌈(1−p)k⌉.

The voter's information is summarised by the posterior probabilities sj=Pr⁡[cj=H∣sj∗]∈[0,1]s_j = \Pr[c_j = H \mid s^*_j] \in [0,1]sj​=Pr[cj​=H∣sj∗​]∈[0,1] ((3)). Given the signals, the types are independent, so a set Hon\mathrm{Hon}Hon has probability ∏j∈Honsj∏j∉Hon(1−sj)\prod_{j \in \mathrm{Hon}} s_j \prod_{j \notin \mathrm{Hon}} (1-s_j)∏j∈Hon​sj​∏j∈/Hon​(1−sj​). The success probability of a ballot C\mathcal CC is Pr⁡[T=H∣s]\Pr[\mathbb T = H \mid s]Pr[T=H∣s], the total weight of the sets Hon\mathrm{Hon}Hon for which T=H\mathbb T = HT=H holds under the scores of C\mathcal CC ((6) with n=1n = 1n=1).

The number of honest members of a fixed set SSS is then a Poisson binomial random variable XSX_SXS​ with parameters (sj)j∈S(s_j)_{j\in S}(sj​)j∈S​, the law of a sum of independent Bernoulli variables (Definition 7):

Pr⁡[XS=ℓ]=∑A⊆S, ∣A∣=ℓ ∏i∈Asi∏j∈S∖A(1−sj).\Pr[X_S = \ell] = \sum_{A \subseteq S,\ |A| = \ell}\ \prod_{i\in A} s_i \prod_{j \in S\setminus A}(1-s_j).Pr[XS​=ℓ]=A⊆S, ∣A∣=ℓ∑​ i∈A∏​si​j∈S∖A∏​(1−sj​).

X≤stYX \le_{\mathrm{st}} YX≤st​Y (the usual stochastic order, Definition 9) means FY(x)≤FX(x)F_Y(x) \le F_X(x)FY​(x)≤FX​(x) for all xxx.

Formalization targets

Goal: Proposition 2 (p. 20)

For every m≥km \ge km≥k, every p∈[0,1]p\in[0,1]p∈[0,1], every posterior vector s∈[0,1]ms\in[0,1]^ms∈[0,1]m, every set C⋆\mathcal C^\starC⋆ of kkk candidates with sb≤sas_b \le s_asb​≤sa​ for all a∈C⋆a\in\mathcal C^\stara∈C⋆, b∉C⋆b\notin\mathcal C^\starb∈/C⋆, and every ballot C\mathcal CC,

Pr⁡[T=H∣s]C  ≤  Pr⁡[T=H∣s]C⋆.\Pr[\mathbb T = H \mid s]_{\mathcal C} \;\le\; \Pr[\mathbb T = H \mid s]_{\mathcal C^\star}.Pr[T=H∣s]C​≤Pr[T=H∣s]C⋆​.

This is the cardinal strategy with z=kz = kz=k (Definition 6) being globally optimal. The statement is made pointwise in sss and for every top-kkk set, whatever the tie-breaking among equal posteriors.

Milestones

  1. Lemma 4 (p. 49). Permuting the parameters does not change a Poisson binomial law: Pr⁡[X=ℓ]=Pr⁡[X′=ℓ]\Pr[X = \ell] = \Pr[X' = \ell]Pr[X=ℓ]=Pr[X′=ℓ] for all ℓ\ellℓ.
  2. Lemma 5 (p. 49). If pi≤pi′p_i \le p'_ipi​≤pi′​ for every iii, then X≤stX′X \le_{\mathrm{st}} X'X≤st​X′.
  3. Lemma 1 (p. 19). If p1≥⋯≥pmp_1 \ge \dots \ge p_mp1​≥⋯≥pm​ lie in [0,1][0,1][0,1] and xxx is a positive integer, then over all kkk-element index sets PPP, Pr⁡[XP>x]\Pr[X_P > x]Pr[XP​>x] is maximised by P={1,…,k}P = \{1,\dots,k\}P={1,…,k}.

The paper's Lemma 6 (p. 52), that ≤st\le_{\mathrm{st}}≤st​ is preserved under independent sums, is already proved on the platform as StochasticOrders.Usual.usual_order_convolution (theorem a8208567-b950-4dc8-a0da-eb915fea422c), stated for the measure-theoretic order StochasticOrders_Usual_UsualOrder (definition 62d803de-7bc8-4f9d-a0f1-7f956fc2888f). It is not posed again. Its carrier is a probability space rather than the finite sums used here.

Significance

Proposition 2 is the paper's benchmark for strategic voting. With full information pooled in one decision maker, the best achievable ballot is the top kkk by posterior. The paper's Proposition 3 shows that the threshold strategies common in practice are not optimal against this benchmark, and Proposition 4 transfers the result to electorates that share signals. Lemma 1 is the underlying fact: among committees of fixed size, the one built from the largest honesty probabilities has the stochastically largest number of honest members. The fact applies to any Poisson binomial selection problem, for example choosing kkk independent components to maximise the probability that enough of them work.

The results are proved in the paper (Appendix B.2, p. 45, and Appendices C–D, pp. 49–52, where Lemma 6 is proved on p. 52). None of them has been machine-checked. The formalization produces a reusable finite Poisson binomial layer (probability mass function, cdf, tail, permutation invariance, monotonicity in the parameters) and the first approval-voting committee model on the platform.

Difficulty

The informal argument (p. 20) is that a single voter "can unilaterally decide the committee", so the best choice is the top kkk. That shortcut does not survive the adversarial rule. A ballot with fewer than kkk approvals lets the adversary fill the committee, and a ballot with more than kkk lets the adversary pick among the approved. The comparison is therefore between the worst admissible committee of an arbitrary ballot and the unique admissible committee of C⋆\mathcal C^\starC⋆.

The paper's proof also states success as Pr⁡[X>(1−p)k]\Pr[X > (1-p)k]Pr[X>(1−p)k] and applies Lemma 1 at the possibly non-integer threshold x=(1−p)kx = (1-p)kx=(1−p)k. Definition 3 asks for X≥⌈(1−p)k⌉X \ge \lceil (1-p)k\rceilX≥⌈(1−p)k⌉, so the relevant threshold is ⌈(1−p)k⌉−1\lceil(1-p)k\rceil - 1⌈(1−p)k⌉−1, which can be 000 or negative, outside Lemma 1's hypothesis x>0x > 0x>0. Lemma 1 itself needs a comparison of Poisson binomial tails for parameter vectors that differ in every coordinate, not just in one.

Formalization scope

Candidates are Fin m and are 0-based (the paper's cjc_jcj​ is index j−1j-1j−1). Probabilities are finite sums of product weights over Finset (Fin m); there is no measure theory. The Poisson binomial law is defined by the counting formula (84), which is exactly the product-measure probability of each outcome of independent Bernoulli trials. The threshold is Int.ceil ((1 - p) * k) compared with the integer cast of a cardinality. Stochastic order is expressed through cdfs at natural thresholds, which is equivalent to all real thresholds for laws supported on {0,…,n}\{0,\dots,n\}{0,…,n}.

Standing assumptions the page leaves implicit are explicit hypotheses: k≤mk \le mk≤m (p. 9), 0≤p≤10 \le p \le 10≤p≤1 (ppp is a tolerated fraction), and parameters in [0,1][0,1][0,1] wherever probabilities are used. Lemma 4 is stated without the range hypothesis, which makes it more general than the printed lemma.

Three printed readings are corrected and disclosed in the items. Lemma 4's "σ(pi)\sigma(p_i)σ(pi​)" means pσ(i)p_{\sigma(i)}pσ(i)​. Lemma 1's "argmax ={p1,…,pk}=\{p_1,\dots,p_k\}={p1​,…,pk​}" is formalized as "{1,…,k}\{1,\dots,k\}{1,…,k} attains the maximum", since ties make the argmax a family of sets. The success threshold is Definition 3's ⌈(1−p)k⌉\lceil(1-p)k\rceil⌈(1−p)k⌉, not the proof's ">(1−p)k> (1-p)k>(1−p)k".

The ballot in Proposition 2 is unrestricted in size, which covers every cap t≥kt \ge kt≥k of Definition 2. Optimality is stated pointwise in the posteriors, which implies optimality in expectation over any signal law. The Gaussian signal model (2)–(4) is not formalized.

The adversary is universal: the success event quantifies over every admissible committee. A formalization that let the election pick the best admissible committee, or that ignored admissibility and compared arbitrary kkk-sets, would make the goal trivial or independent of the ballot, and is ruled out. Proofs of all four theorems and any general Poisson binomial facts (normalisation, tail–cdf identities) are welcome.

Selected references

  • A. Benhaim, B. H. Falk, G. Tsoukalas, Scaling Blockchains: Can Committee-Based Consensus Help?, Management Science, 2023; preprint arXiv:2110.08673v2, 2022. https://arxiv.org/abs/2110.08673 — DOI https://doi.org/10.1287/mnsc.2022.03177
  • M. Shaked, J. G. Shanthikumar, Stochastic Orders, Springer, 2007. https://doi.org/10.1007/978-0-387-34675-5
  • Aurora EOS, EOS voting guide, 2018 (cited by the paper as EOS A (2018)). https://medium.com/@auroraeos/eos-voting-guide-3bf4e0be251b
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Linear OptimizationOperations ResearchProbability·Captain: mikedeng1

Online Stochastic Max-Weight Bipartite Matching: Beyond Prophet Inequalities: Rounding LP-Match Online Earns 0.51 of the Optimal Online AlgorithmResearch Paper

Motivation

Ride hailing, online advertising and kidney exchange share a decision problem: resources that are present from the start must be matched, irrevocably and one at a time, to requests that arrive at random. When the arrival probabilities are known in advance, the natural benchmark for an online algorithm is not the offline optimum (the "prophet", who sees every arrival in advance) but the optimal online algorithm: the best expected profit any algorithm can earn when it must decide without seeing the future. That benchmark is well defined and computable in exponential time, so the question becomes one of approximation algorithms: how much of it can a polynomial-time algorithm guarantee?

Papadimitriou, Pollner, Saberi and Wajc (arXiv:2102.10261, Math. Oper. Res. 2024) answer both halves of that question for online Bayesian bipartite matching. They show that approximating the optimal online algorithm within some constant α<1\alpha<1α<1 is PSPACE-hard (Theorem 1.1, not part of this mission), and they give a polynomial-time algorithm that earns a 0.510.510.51 fraction of it (Theorem 1.2). The number matters because 1/21/21/2 is the best possible ratio against the prophet, already for a single bin, so 0.510.510.51 shows that comparing with the online optimum genuinely permits better guarantees.

Timeline:

  • 1978: Krengel and Sucheston's prophet inequality: for a single item, no online algorithm earns more than 1/21/21/2 of the offline optimum in the worst case, and 1/21/21/2 is achievable.
  • 2015–2020: 1/21/21/2-competitive algorithms against the offline optimum for unit-demand combinatorial auctions (Feldman, Gravin and Lucier, SODA 2015) and for online stochastic max-weight matching with vertex arrivals (Ezra, Feldman, Gravin and Tang, EC 2020).
  • 2017: Torrico and Toriello's LP relaxations for online bipartite matching (arXiv:1709.01557), which imply that LP-Match bounds the optimal online algorithm (Lemma 4.1 here).
  • 2021: this paper, 0.510.510.51 of the online optimum by rounding LP-Match online.
  • 2021: Saberi and Wajc's online edge-colouring algorithm (ICALP 2021), whose ideas improve the ratio of Theorem 1.2 to 0.5260.5260.526 (as reported on p. 4 of the paper).

Setting

A RideHail instance III has a finite set of bins (taxis) iii and balls (passengers) t=1,…,nt=1,\dots,nt=1,…,n, revealed in this fixed order. Ball ttt arrives with probability pt∈[0,1]p_t\in[0,1]pt​∈[0,1], independently of every other ball. If it arrives it may be matched, irrevocably and before ball t+1t+1t+1 is revealed, to an unmatched bin iii, earning wi,t≥0w_{i,t}\ge 0wi,t​≥0. A deterministic online policy chooses the bin for ball ttt as a function of the arrivals of balls 1,…,t1,\dots,t1,…,t only. Its expected profit is the average, over the 2n2^n2n arrival patterns, of the total weight of the matching it builds, and OPTon(I)\mathrm{OPT}_{on}(I)OPTon​(I) is the largest expected profit over all such policies.

LP-Match is the linear program in variables xi,tx_{i,t}xi,t​, read as "the probability that the algorithm matches ttt to iii":

max⁡∑i,twi,txi,t  s.t.  ∑txi,t≤1,  ∑ixi,t≤pt,  xi,t≤pt(1−∑t′<txi,t′),  xi,t≥0.\max \sum_{i,t} w_{i,t}x_{i,t}\ \ \text{s.t.}\ \ \sum_t x_{i,t}\le 1,\ \ \sum_i x_{i,t}\le p_t,\ \ x_{i,t}\le p_t\Big(1-\sum_{t'<t}x_{i,t'}\Big),\ \ x_{i,t}\ge 0.maxi,t∑​wi,t​xi,t​  s.t.  t∑​xi,t​≤1,  i∑​xi,t​≤pt​,  xi,t​≤pt​(1−t′<t∑​xi,t′​),  xi,t​≥0.

Its optimal value is LP-Match(I)\mathrm{LP\text{-}Match}(I)LP-Match(I). The third family of constraints, (11), holds for online algorithms only.

Algorithm 1 (Rounding LP-Match Online), with c=0.01c=0.01c=0.01, takes an optimal solution xxx of LP-Match, adds a weight-zero dummy bin for each ball so that ∑ixi,t=pt\sum_i x_{i,t}=p_t∑i​xi,t​=pt​, and then processes the balls in order. When ball ttt arrives it picks a bin iii with probability xi,t/ptx_{i,t}/p_txi,t​/pt​. If iii is vacant, (i,t)(i,t)(i,t) is matched with probability

qi,t=min⁡(1, 1/2+c1−∑t′<txi,t′(1/2+c)).q_{i,t}=\min\Big(1,\ \frac{1/2+c}{1-\sum_{t'<t}x_{i,t'}(1/2+c)}\Big).qi,t​=min(1, 1−∑t′<t​xi,t′​(1/2+c)1/2+c​).

If ttt is still unmatched, it picks again from the same distribution, and is matched to the new pick when that bin is vacant and ∑t′<txi,t′>1/2−c1/2+c\sum_{t'<t}x_{i,t'}>\frac{1/2-c}{1/2+c}∑t′<t​xi,t′​>1/2+c1/2−c​. Edges added by the first pick form M1M_1M1​, those added by the second pick form M2M_2M2​, and M=M1⊔M2M=M_1\sqcup M_2M=M1​⊔M2​.

Formalization targets

Goal: Theorem 1.2

For every instance III and every optimal solution xxx of LP-Match,

E[∑(i,t)∈Mwi,t] ≥ 0.51⋅OPTon(I),\mathbb E\Big[\sum_{(i,t)\in M}w_{i,t}\Big]\ \ge\ 0.51\cdot \mathrm{OPT}_{on}(I),E[(i,t)∈M∑​wi,t​] ≥ 0.51⋅OPTon​(I),

where MMM is the output of Algorithm 1 run on xxx.

The path

The milestones follow the paper's proof. LP-Match is a relaxation of the online problem (Lemma 4.1). Algorithm 1 matches every edge with probability at least xi,t(1/2+c)x_{i,t}(1/2+c)xi,t​(1/2+c) (Theorem 4.2), which rests on two bounds:

  • the first-pick analysis, Lemma 4.4 with the vacancy bounds of Corollary 4.5;
  • the second-pick bound, Theorem 4.6. It uses Equation (20), Lemma 4.7, the covariance bound of Lemma 4.8 and the conditioning bound of Lemma 4.11.

Lemma 4.8 comes from the negative association of early-occupancy indicators: Lemma 4.9 and Corollary 4.10, resting on Definition 2.5 and Propositions 2.6–2.8.

Significance

The result. Theorem 1.2 is the first polynomial-time algorithm for online stochastic matching with a ratio above 1/21/21/2 against the optimal online algorithm. It separates the online benchmark from the prophet benchmark in an algorithmic sense, and its main technical step, bounding positive correlation between bins' matched statuses through negative association, has been reused for online edge colouring.

Formalizing it. The result is proved on paper and is not machine-checked anywhere. The mission produces:

  • a formal model of online Bayesian matching, with the optimal online policy as a benchmark;
  • a formal LP relaxation and its validity for online policies;
  • a formal statement of a randomized online rounding scheme and its per-edge guarantee.

The negative-association layer (Definition 2.5, Propositions 2.6–2.8) is general probability, absent from Mathlib, and reusable well beyond this mission.

Difficulty

The obvious argument fails at the second pick. Once ball ttt has been rejected by its first pick, the events "bin iii is vacant" and "the first pick was rejected" are dependent, for two reasons:

  1. The second pick may re-draw the very bin that just rejected.
  2. Bins' occupancy statuses may be positively correlated, so a rejection by one bin makes the others likely occupied too.

Either effect alone can make the second pick useless. The first is controlled by Constraint (11) (Lemma 4.7). The second needs a quantitative bound on the covariance of vacancy indicators (Lemma 4.8), proved by splitting occupancy into early and late parts and showing that the early parts are negatively associated, through a coupling of the algorithm's randomness with independent pick and coin variables. Lemma 4.1 is also not routine to formalize: it requires turning an arbitrary history-dependent online policy into a feasible LP solution, using the independence of arrivals from past decisions.

Formalization scope

Conventions committed to in Lean (namespace OnlineMaxWeightMatch.Approx):

  • Bins form a finite type ι; balls are Fin n in arrival order (paper ball ttt is index t−1t-1t−1). Weights and probabilities are real numbers with w≥0w\ge 0w≥0 and 0≤pt≤10\le p_t\le 10≤pt​≤1; missing edges have weight 000.
  • OPTon(I)\mathrm{OPT}_{on}(I)OPTon​(I) is the supremum over deterministic non-anticipating policies: the choice for ball ttt is a function of the arrival indicators of balls s≤ts\le ts≤t. Randomized online algorithms are mixtures of these and add nothing. Policies never see later arrivals; comparing against the prophet would make the goal false.
  • LP-Match(I)\mathrm{LP\text{-}Match}(I)LP-Match(I) is the supremum of the objective over the feasible set (9)–(12), which is nonempty and compact.
  • Algorithm 1's randomness is a finite product space: for each ball, an arrival bit, a first pick, one acceptance coin per bin and a second pick, all independent. MMM, M1M_1M1​, M2M_2M2​ are computed from an outcome by recursion over the balls.
  • Picks are Option-valued: "no bin" carries the leftover mass 1−∑ixi,t/pt1-\sum_i x_{i,t}/p_t1−∑i​xi,t​/pt​. When pt=0p_t=0pt​=0, xi,t/ptx_{i,t}/p_txi,t​/pt​ is 000 in Lean and the ball never arrives.
  • Dummy bins are genuine bins of type ι ⊕ Fin n with weight 000. A dummy first pick is accepted with probability 1/2+c1/2+c1/2+c and consumes the ball's turn, as in the paper. A dummy is never matched as a second pick.
  • ccc is the fixed constant 1/1001/1001/100, not a parameter.
  • The milestones are stated for any LP-Match-feasible xxx with ∑ixi,t=pt\sum_i x_{i,t}=p_t∑i​xi,t​=pt​ (the paper's standing assumption); the goal does the augmentation and assumes optimality only.
  • Conditional probabilities use ProbabilityTheory.cond, which is 000 on null events. Equation (20) and Lemma 4.7 therefore carry positivity hypotheses (xj,t>0x_{j,t}>0xj,t​>0, pt>0p_t>0pt​>0) that make the conditioning event non-null.
  • Negative association uses bounded, measurable, non-decreasing test functions; covariances are ProbabilityTheory.covariance.

"Polynomial time" is not formalized. Because "some online algorithm earns 0.51⋅OPTon0.51\cdot\mathrm{OPT}_{on}0.51⋅OPTon​" is trivially true of the optimal online algorithm itself, the goal names Algorithm 1 run on an arbitrary optimal LP-Match solution. That solution exists, so the goal is not vacuous. Replacing OPTon\mathrm{OPT}_{on}OPTon​ by an offline benchmark, dropping Constraint (11), restricting to non-adaptive policies, or treating the dummy pick as "pick nothing" would each change the theorem.

Infrastructure a complete development needs: negative association with its closure properties, finite product probability spaces, conditioning on events, covariance of indicators, and linear-programming feasibility arguments for online policies. Contributions to any milestone are welcome; the probability layer (Propositions 2.6–2.8) is independent of the rest.

Selected references

  • C. Papadimitriou, T. Pollner, A. Saberi, D. Wajc, Online Stochastic Max-Weight Bipartite Matching: Beyond Prophet Inequalities, arXiv:2102.10261v3 (2021); Mathematics of Operations Research (2024). https://arxiv.org/abs/2102.10261
  • K. Joag-Dev, F. Proschan, Negative Association of Random Variables, with Applications, Annals of Statistics 11(1):286–295, 1983. https://doi.org/10.1214/aos/1176346079
  • D. Dubhashi, D. Ranjan, Balls and Bins: A Study in Negative Dependence, BRICS Report Series 3(25), 1996; Random Structures & Algorithms 13(2), 1998. https://doi.org/10.1002/(SICI)1098-2418(199809)13:2<99::AID-RSA1>3.0.CO;2-M
  • A. Torrico, A. Toriello, Dynamic Relaxations for Online Bipartite Matching, arXiv:1709.01557, 2017. https://arxiv.org/abs/1709.01557
  • T. Ezra, M. Feldman, N. Gravin, Z. G. Tang, Online Stochastic Max-Weight Matching: Prophet Inequality for Vertex and Edge Arrival Models, EC 2020. https://doi.org/10.1145/3391403.3399513
  • A. Saberi, D. Wajc, The Greedy Algorithm Is Not Optimal for On-Line Edge Coloring, ICALP 2021. https://doi.org/10.4230/LIPIcs.ICALP.2021.109
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Graph TheoryOperations Research·Captain: mikedeng1

Linear Programming and Community Detection 1: Minimum Bisection Recovers the Planted Bisection When d_in − d_out > n/4 − 1Research Paper

Motivation

Community detection asks for a partition of the vertices of a graph into groups that are densely connected inside and sparsely connected across. In its simplest form there are two communities of equal size, and the natural combinatorial formulation is the minimum bisection problem: among all ways of splitting the vertex set into two halves, find one that cuts the fewest edges. The problem is NP-hard in general, yet on graphs that genuinely contain two well-separated communities one expects it to return exactly those communities. For the two-community stochastic block model, minimum bisection is the maximum a posteriori estimator, so understanding when it returns the hidden partition is the baseline against which convex relaxations are compared.

Del Pia, Khajavirad and Kunisky (arXiv:2006.03213v2, Mathematics of Operations Research 2023) study this question deterministically, without a random graph model, in terms of two worst-case degree parameters. Their Theorem 1 gives a sufficient condition for the minimum bisection problem to recover the hidden partition, and Theorem 2 shows the condition cannot be weakened. The rest of the paper compares this with the metric linear programming relaxation of minimum bisection. This mission formalizes Theorem 1.

Setting

Let G=(V,E)G=(V,E)G=(V,E) be a simple graph on V={1,…,n}V=\{1,\dots,n\}V={1,…,n}. A bisection of VVV is a partition of VVV into two sets of equal cardinality n/2n/2n/2; it exists only for even nnn. Its cost is the number of edges with one end in each set. The minimum bisection problem asks for a bisection of minimum cost.

A fixed bisection V1,V2V_1,V_2V1​,V2​, unknown to the solver, is the planted bisection. Write G[V1]G[V_1]G[V1​] and G[V2]G[V_2]G[V2​] for the subgraphs induced on the two sides and G0=(V,E0)G_0=(V,E_0)G0​=(V,E0​) for the bipartite graph of edges between them. Two parameters measure how well the planted bisection separates the graph:

  • dind_{\mathrm{in}}din​, the minimum degree of the nodes of G[V1]∪G[V2]G[V_1]\cup G[V_2]G[V1​]∪G[V2​]: every vertex has at least dind_{\mathrm{in}}din​ neighbours on its own side;
  • doutd_{\mathrm{out}}dout​, the maximum degree of the nodes of G0G_0G0​: no vertex has more than doutd_{\mathrm{out}}dout​ neighbours on the other side.

An optimization problem recovers the planted bisection if its unique optimal solution corresponds to the planted bisection. For minimum bisection a solution is an unordered partition, so this means: every bisection whose cost is at most that of V1,V2V_1,V_2V1​,V2​ is the partition {V1,V2}\{V_1,V_2\}{V1​,V2​} itself.

Formalization targets

Goal: Theorem 1 (p. 4)

din−dout>n4−1⟹the minimum bisection problem recovers the planted bisection.d_{\mathrm{in}} - d_{\mathrm{out}} > \frac n4 - 1 \quad\Longrightarrow\quad \text{the minimum bisection problem recovers the planted bisection.}din​−dout​>4n​−1⟹the minimum bisection problem recovers the planted bisection.

The hypothesis is the only one; no connectivity, regularity or lower bound on nnn is assumed.

Milestones: the three inequalities of the proof (p. 5)

Fix a second bisection V~1,V~2\tilde V_1,\tilde V_2V~1​,V~2​ and set U1=V1∩V~1U_1=V_1\cap\tilde V_1U1​=V1​∩V~1​, t=∣U1∣t=|U_1|t=∣U1​∣, U2=V2∩V~2U_2=V_2\cap\tilde V_2U2​=V2​∩V~2​, W1=V1∩V~2W_1=V_1\cap\tilde V_2W1​=V1​∩V~2​, W2=V2∩V~1W_2=V_2\cap\tilde V_1W2​=V2​∩V~1​. Let RRR be the edges between U1U_1U1​ and W2W_2W2​ or between W1W_1W1​ and U2U_2U2​, SSS the edges between U1U_1U1​ and W1W_1W1​ or between U2U_2U2​ and W2W_2W2​. The paper's proof combines

∣S∣≤∣R∣  when V~1,V~2 is optimal,∣R∣≤2t dout,∣S∣≥2t (din−t+1).|S|\le|R| \ \text{ when } \tilde V_1,\tilde V_2 \text{ is optimal},\qquad |R|\le 2t\,d_{\mathrm{out}},\qquad |S|\ge 2t\,(d_{\mathrm{in}}-t+1).∣S∣≤∣R∣  when V~1​,V~2​ is optimal,∣R∣≤2tdout​,∣S∣≥2t(din​−t+1).

The last two hold for every pair of bisections.

Significance

Theorem 1 is a purely combinatorial certificate of exact recovery: it applies to any graph, random or not, and its two parameters are computable in linear time. Together with Theorem 2 of the same paper, which shows that for every nnn divisible by eight and every admissible din,doutd_{\mathrm{in}}, d_{\mathrm{out}}din​,dout​ with din−dout≤n/4−1d_{\mathrm{in}}-d_{\mathrm{out}}\le n/4-1din​−dout​≤n/4−1 some graph is not recovered, it determines exactly which degree pairs guarantee recovery. The paper then shows that the metric LP relaxation recovers under the nearly identical condition din−dout≥n/4d_{\mathrm{in}}-d_{\mathrm{out}}\ge n/4din​−dout​≥n/4 with an additional regularity assumption, so the LP loses almost nothing against the NP-hard problem in this deterministic regime.

The theorem and its proof are published, and the proof is elementary. To our knowledge no machine-checked version exists. Formalizing it fixes a reusable Lean vocabulary for planted bisections (bisections as Finsets, intra- and inter-community degrees, cut cost, recovery up to swapping the sides). The later missions of this series, on the LP relaxation and on the stochastic block model, use the same vocabulary.

Difficulty

The argument is short, and the work lies in the bookkeeping. The obvious contrapositive step, "an optimal bisection different from the planted one cuts at most as many edges", only compares two totals. The proof has to split those totals into the six edge classes between the four sets U1,U2,W1,W2U_1,U_2,W_1,W_2U1​,U2​,W1​,W2​, and it relies on the identity ∣U2∣=∣U1∣|U_2|=|U_1|∣U2​∣=∣U1​∣, valid for any two bisections. The lower bound on ∣S∣|S|∣S∣ needs a double-counting step: the degrees inside G[V1]G[V_1]G[V1​] of the vertices of U1U_1U1​ sum to at least t dint\,d_{\mathrm{in}}tdin​, and edges inside U1U_1U1​ account for at most t(t−1)t(t-1)t(t−1) of that sum. In Lean the edge classes are filters over ordered pairs i<ji<ji<j, so each identity between them is a statement about disjoint unions of finite sets. The quantity din−t+1d_{\mathrm{in}}-t+1din​−t+1 can be negative, so the integer arithmetic must not truncate.

Formalization scope

  • Vertices are Fin n (0-based, the paper's {1,…,n}\{1,\dots,n\}{1,…,n}), graphs are SimpleGraph (Fin n), and a bisection is a Finset V1 with 2 * V1.card = n, the other side being V1ᶜ. The second bisection V~1\tilde V_1V~1​ of the proof is a Finset W, with V~2\tilde V_2V~2​ = Wᶜ.
  • Degrees. dIn is the minimum over all vertices of the number of same-side neighbours (defined as 000 when n=0n=0n=0), and dOut is the maximum over all vertices of the number of other-side neighbours. They are the paper's parameters, not free integers.
  • Recovery is ∀ S, IsBisection n S → cutCost G S ≤ cutCost G V1 → S = V1 ∨ S = V1ᶜ. Requiring S = V1 alone would make the theorem false, since V2V_2V2​ has the same cost.
  • Arithmetic. The hypothesis of Theorem 1 is compared in R\mathbb RR (n/4n/4n/4 is real division, and din−doutd_{\mathrm{in}}-d_{\mathrm{out}}din​−dout​ is not truncated), and the lower bound on ∣S∣|S|∣S∣ is stated in Z\mathbb ZZ. A natural-number encoding would change both statements, and the formalization rules it out.
  • Edge classes. ∣R∣|R|∣R∣, ∣S∣|S|∣S∣, ∣T∣|T|∣T∣ are sums of counts of edges between pairs of the disjoint sets U1,U2,W1,W2U_1,U_2,W_1,W_2U1​,U2​,W1​,W2​. Since these classes are pairwise disjoint, the sums equal the cardinalities of the unions.
  • Milestone 1 assumes, as the page does, that V~1,V~2\tilde V_1,\tilde V_2V~1​,V~2​ is an optimal bisection. The paper's normalizations ∣U1∣≤n/4|U_1|\le n/4∣U1​∣≤n/4 and U1≠∅U_1\ne\emptysetU1​=∅ are not needed for any milestone and are not assumed.

The definitions are finite and decidable in principle and need nothing beyond Mathlib's SimpleGraph and Finset. Contributions of proofs of the three milestones and of the goal are welcome. Lemmas expressing the cut cost of V1V_1V1​ as ∣R∣+∣T∣|R|+|T|∣R∣+∣T∣ and that of V~1\tilde V_1V~1​ as ∣S∣+∣T∣|S|+|T|∣S∣+∣T∣ are useful intermediate results.

Selected references

  • A. Del Pia, A. Khajavirad, D. Kunisky, Linear Programming and Community Detection, Mathematics of Operations Research, 2023; arXiv:2006.03213v2 (2022). https://arxiv.org/abs/2006.03213
  • E. Abbe, A. S. Bandeira, G. Hall, Exact recovery in the stochastic block model, IEEE Transactions on Information Theory 62(1), 2016. https://doi.org/10.1109/TIT.2015.2490670
  • M. R. Garey, D. S. Johnson, L. Stockmeyer, Some simplified NP-complete graph problems, Theoretical Computer Science 1(3), 1976. https://doi.org/10.1016/0304-3975(76)90059-1
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Graph TheoryLinear OptimizationOperations Research·Captain: mikedeng1

Dynamic Matching: Characterizing and Achieving Constant Regret II: In (SPP)-Acyclic Networks the Static Planning Solution Is Given by Surplus Vectors in {−1, 0, 1}ⁿResearch Paper

Motivation

Centralized markets such as kidney exchanges, ride-sharing platforms and online labor markets match agents who arrive over time. Kerimov, Ashlagi and Gurvich (SSRN 3824407; Management Science, 2023, doi:10.1287/mnsc.2021.01215) study such a market with nnn agent types and ddd feasible multi-way matches. Their main result is that, when a fluid linear program called the static-planning problem (SPP) has a unique non-degenerate solution, a periodic resolving policy keeps the regret against the hindsight optimum bounded by a constant of order 1/ϵ1/\epsilon1/ϵ at all times, where the general position gap ϵ\epsilonϵ is the smallest positive basic variable of (SPP).

The constant 1/ϵ1/\epsilon1/ϵ is only informative if one can say what ϵ\epsilonϵ is. Section 5 of the paper does this for a class of networks it calls (SPP)-acyclic: there the optimal solution of (SPP) is an explicit signed sum of arrival rates, so ϵ\epsilonϵ is an imbalance between sums of arrival probabilities. This mission formalizes that structural result and the lemmas it rests on. It needs no probability: only the combinatorics of the network and linear programming.

Setting

A matching network has agent types A={1,…,n}\mathcal A = \{1,\dots,n\}A={1,…,n} and matches M={1,…,d}\mathcal M = \{1,\dots,d\}M={1,…,d}. Match mmm uses one agent of each type in a set A(m)\mathcal A(m)A(m) with ∣A(m)∣≥2|\mathcal A(m)| \ge 2∣A(m)∣≥2, every type belongs to some match, and the matching matrix M∈{0,1}n×dM \in \{0,1\}^{n\times d}M∈{0,1}n×d has Mim=1M_{im} = 1Mim​=1 iff i∈A(m)i \in \mathcal A(m)i∈A(m). Arrival probabilities λ\lambdaλ satisfy λi>0\lambda_i > 0λi​>0, ∑iλi=1\sum_i \lambda_i = 1∑i​λi​=1, and match values satisfy rm>0r_m > 0rm​>0.

The matching network graph G\mathcal GG is the bipartite graph whose vertices are the types and the matches, with an edge between type iii and match mmm iff i∈A(m)i \in \mathcal A(m)i∈A(m).

For a right-hand side b∈Rnb \in \mathbb R^nb∈Rn, the static-planning problem is

max⁡ r⋅zs.t.Mz+s=b,z∈R≥0d, s∈R≥0n,\max\ r\cdot z\quad\text{s.t.}\quad Mz + s = b,\quad z \in \mathbb R^d_{\ge 0},\ s \in \mathbb R^n_{\ge 0},max r⋅zs.t.Mz+s=b,z∈R≥0d​, s∈R≥0n​,

and (SPP) is the case b=λb = \lambdab=λ. For a solution (z∗,s∗)(z^*, s^*)(z∗,s∗) write M+={m:zm∗>0}\mathcal M_+ = \{m : z^*_m > 0\}M+​={m:zm∗​>0} (active matches), M0=M∖M+\mathcal M_0 = \mathcal M \setminus \mathcal M_+M0​=M∖M+​ (redundant matches), Q+={j:sj∗>0}\mathcal Q_+ = \{j : s^*_j > 0\}Q+​={j:sj∗​>0} and Q0=A∖Q+\mathcal Q_0 = \mathcal A \setminus \mathcal Q_+Q0​=A∖Q+​.

The network satisfies the general position condition (GP) if (SPP) has a unique optimal solution (z∗,s∗)(z^*, s^*)(z∗,s∗) and it is non-degenerate: ∣M+∣+∣Q+∣=n|\mathcal M_+| + |\mathcal Q_+| = n∣M+​∣+∣Q+​∣=n. The optimal basis matrix B\mathcal BB is formed by the columns of MMM indexed by M+\mathcal M_+M+​ and the unit vectors eje_jej​, j∈Q+j \in \mathcal Q_+j∈Q+​.

The (SPP)-residual graph is G\mathcal GG with the redundant matches removed, and the network is (SPP)-acyclic if it satisfies GP and its (SPP)-residual graph has no cycle.

Formalization targets

Goal: Theorem 5.1 (p. 25)

Assume GP and (SPP)-acyclicity. Then there are vectors yl∈{−1,0,1}ny^l \in \{-1,0,1\}^nyl∈{−1,0,1}n, l∈M+∪Q+l \in \mathcal M_+ \cup \mathcal Q_+l∈M+​∪Q+​, with

zm∗=ymλ>0 (m∈M+),sj∗=yjλ>0 (j∈Q+),z^*_m = y^m\lambda > 0\ (m \in \mathcal M_+),\qquad s^*_j = y^j\lambda > 0\ (j \in \mathcal Q_+),zm∗​=ymλ>0 (m∈M+​),sj∗​=yjλ>0 (j∈Q+​),

and every right-hand side λ~>0\tilde\lambda > 0λ~>0 with ylλ~>0y^l\tilde\lambda > 0ylλ~>0 for all lll has, as its unique optimal solution, zm=ymλ~z_m = y^m\tilde\lambdazm​=ymλ~ on M+\mathcal M_+M+​, sj=yjλ~s_j = y^j\tilde\lambdasj​=yjλ~ on Q+\mathcal Q_+Q+​, and zero elsewhere.

Milestones

  1. (4), p. 20. Under GP, B\mathcal BB is invertible and (zM+∗,sQ+∗)=B−1λ>0(z^*_{\mathcal M_+}, s^*_{\mathcal Q_+}) = \mathcal B^{-1}\lambda > 0(zM+​∗​,sQ+​∗​)=B−1λ>0.
  2. §4.2, p. 20. Under GP the same basis remains optimal for every λ~>0\tilde\lambda > 0λ~>0 with ∥λ~−λ∥∞≤ζ0\|\tilde\lambda - \lambda\|_\infty \le \zeta_0∥λ~−λ∥∞​≤ζ0​, for some ζ0>0\zeta_0 > 0ζ0​>0.
  3. Lemma C.1, p. 44. A connected acyclic matching network graph has at least n−d+1n - d + 1n−d+1 leaves; under GP with M0=∅\mathcal M_0 = \emptysetM0​=∅ and a connected acyclic residual graph, ∣Q+∣=n−d|\mathcal Q_+| = n - d∣Q+​∣=n−d and some over-demanded queue takes part in exactly one match.

A further theorem item, Lemma 5.1 (p. 24), states that under GP a network with only two-way matches, in which every cycle contains an even number of matches, is (SPP)-acyclic.

Significance

Theorem 5.1 turns the regret constant of the paper's main theorem into a quantity one can read off the data: every positive basic variable, and therefore ϵ\epsilonϵ, is ∑iyiλi\sum_i y_i\lambda_i∑i​yi​λi​ with coefficients in {−1,0,1}\{-1,0,1\}{−1,0,1}. Its second sentence describes the whole region of right-hand sides on which the same basis stays optimal, an open polyhedral cone cut out by the inequalities ylλ~>0y^l\tilde\lambda > 0ylλ~>0, which is how the paper relates GP to the arrival rates in §5.1.

On the formal side, the mission builds a reusable model of the matching network, its bipartite incidence graph and the static-planning linear program with a variable right-hand side. Prove2Me does not yet contain the structural theory of optimal bases of such programs. Theorem 5.1 and its milestones are proved in the paper (Appendix C and §4.2); none of them is machine-checked yet.

Difficulty

The representation z∗=B−1λz^* = \mathcal B^{-1}\lambdaz∗=B−1λ holds for every network in general position, so the content of the theorem lies in two places.

  • The entries of B−1\mathcal B^{-1}B−1. Inverses of 0/10/10/1 matrices have arbitrary rational entries in general: the triangle network (three types, matches {1,2},{2,3},{1,3}\{1,2\},\{2,3\},\{1,3\}{1,2},{2,3},{1,3}) has an optimal basis whose inverse has entries ±12\pm\tfrac12±21​. The claim needs the acyclic structure of the residual graph in an essential way.
  • The second sentence. Exhibiting numbers yly^lyl with ylλ=zl∗y^l\lambda = z^*_lylλ=zl∗​ is trivial and says nothing. The statement requires the same vectors to produce the unique optimal solution for a whole open set of right-hand sides, which forces them to be the rows of B−1\mathcal B^{-1}B−1. This step therefore also involves the optimality conditions of (SPP) and the uniqueness part of GP.

Formalization scope

Types are Fin n, matches Fin d, both 0-based. The topology is the structure MatchingNetwork with the fields ∣A(m)∣≥2|\mathcal A(m)| \ge 2∣A(m)∣≥2 and "every type is in a match"; λ\lambdaλ and rrr are separate vectors with the standing predicates λi>0\lambda_i > 0λi​>0, ∑iλi=1\sum_i\lambda_i = 1∑i​λi​=1 and rm>0r_m > 0rm​>0, which are hypotheses of every theorem. The optimal solution (z∗,s∗)(z^*, s^*)(z∗,s∗) is an argument together with the GP hypothesis, never a default or a choice. The graph is a SimpleGraph on Fin n ⊕ Fin d; the residual graph keeps redundant matches as isolated vertices, which affects neither acyclicity nor the degrees of type vertices. The column index type of B\mathcal BB is M+⊔Q+\mathcal M_+ \sqcup \mathcal Q_+M+​⊔Q+​, and the inverse is a two-sided inverse over these index types, not Matrix.inv, which is 000 on singular matrices.

Conventions the statements commit to:

  • in Theorem 5.1, "induces the optimal solution" is read as the unique optimal solution, and λ~\tilde\lambdaλ~ is any positive vector, not necessarily summing to one;
  • "for all sufficiently small ζ0\zeta_0ζ0​" in milestone 2 is the existence of one ζ0>0\zeta_0 > 0ζ0​>0;
  • Lemma C.1's count of n−d+1n - d + 1n−d+1 leaves is stated without natural-number subtraction;
  • Lemma C.1's second half carries the standing reduction of Appendix C (M0=∅\mathcal M_0 = \emptysetM0​=∅, one connected component) as hypotheses;
  • "every cycle contains an even number of matches" in Lemma 5.1 is stated as "every cycle of the bipartite graph has length divisible by 4".

The paper's own text says "all entries of YYY are either −1-1−1, 000, or −1-1−1" (p. 25); this is read as −1-1−1, 000 or 111, as in the theorem's statement.

A formalization that keeps only the first sentence of Theorem 5.1, or that lets the vectors yly^lyl be unrelated to the basis, is trivially satisfiable and is not the theorem.

Needed infrastructure: optimality conditions for linear programs in equality form (reduced costs, uniqueness of a non-degenerate optimum), Mathlib's acyclic graphs and trees (SimpleGraph.IsAcyclic, IsTree.card_edgeFinset), and degree counting on bipartite graphs. The paper proves Theorem 5.1 in Appendix C by an explicit construction along paths of the residual graph; any correct argument is welcome. Lemmas on the inverse of a basis matrix whose bipartite row–column graph is a forest would be reusable well beyond this mission.

Selected references

  • S. Kerimov, I. Ashlagi, I. Gurvich, Dynamic Matching: Characterizing and Achieving Constant Regret, SSRN 3824407 (version of September 14, 2022); Management Science (2023). https://ssrn.com/abstract=3824407, https://doi.org/10.1287/mnsc.2021.01215
  • D. Bertsimas, J. N. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific, 1997, §5.1 (sensitivity analysis of an optimal basis).
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Machine LearningOperations Research·Captain: mikedeng1

Offline Multi-Action Policy Learning: Generalization and Optimization 2: Depth-L Decision Trees Satisfy log N_H(ε,Π_L) ≤ (2^L−1)log p + 2^L log d + (2^L−1)log(L/ε+1)Research Paper

Motivation

Offline policy learning chooses a treatment rule from logged data: given nnn observations of features XiX_iXi​, the action AiA_iAi​ taken and the reward obtained, pick a policy π:X→{1,…,d}\pi:\mathcal X\to\{1,\dots,d\}π:X→{1,…,d} from a class Π\PiΠ whose expected reward is close to the best in the class. Zhou, Athey and Wager (arXiv:1810.04778v2) bound the regret of their cross-fitted augmented inverse-propensity-weighted learner by a quantity of order κ(Π)V∗/n\kappa(\Pi)\sqrt{V_*/n}κ(Π)V∗​/n​, where κ(Π)\kappa(\Pi)κ(Π) is an entropy integral built from Hamming covering numbers of Π\PiΠ. A bound of this kind is only useful for a concrete policy class if κ(Π)\kappa(\Pi)κ(Π) is finite and explicit.

Decision trees are the class the paper uses in practice: they are interpretable, they are the standard object in personalized-treatment applications, and the paper's computational sections (a mixed-integer program and a tree-search algorithm) optimize over them. Lemma 4 of the paper is the bridge between the general regret theory and trees: it bounds the Hamming covering number of the class ΠL\Pi_LΠL​ of depth-LLL trees, and hence κ(ΠL)\kappa(\Pi_L)κ(ΠL​). Covering and complexity bounds for trees in the 0–1 (two-action) setting go back to VC-dimension arguments; the multi-action Hamming-cover version here is the one this paper's regret bound consumes.

Setting

Features are points x∈Rpx\in\mathbb R^px∈Rp with components x(1),…,x(p)x(1),\dots,x(p)x(1),…,x(p); there are ddd actions, written 1,…,d1,\dots,d1,…,d. A deterministic policy is a map π:Rp→{1,…,d}\pi:\mathbb R^p\to\{1,\dots,d\}π:Rp→{1,…,d}.

Hamming distance and covers. Fix points x1,…,xnx_1,\dots,x_nx1​,…,xn​ (repetitions allowed). For two policies,

H(π1,π2)=1n∑j=1n1{π1(xj)≠π2(xj)}.H(\pi_1,\pi_2)=\frac1n\sum_{j=1}^n\mathbf 1\{\pi_1(x_j)\ne\pi_2(x_j)\}.H(π1​,π2​)=n1​j=1∑n​1{π1​(xj​)=π2​(xj​)}.

The ε\varepsilonε-Hamming covering number NH(ε,Π,{x1,…,xn})N_H(\varepsilon,\Pi,\{x_1,\dots,x_n\})NH​(ε,Π,{x1​,…,xn​}) is the least KKK such that some π1,…,πK∈Π\pi_1,\dots,\pi_K\in\Piπ1​,…,πK​∈Π have every π∈Π\pi\in\Piπ∈Π within Hamming distance ε\varepsilonε of some πi\pi_iπi​. The covering number of the class is the worst case over point sets,

NH(ε,Π)=sup⁡{NH(ε,Π,{x1,…,xm}):m≥1},N_H(\varepsilon,\Pi)=\sup\{N_H(\varepsilon,\Pi,\{x_1,\dots,x_m\}) : m\ge1\},NH​(ε,Π)=sup{NH​(ε,Π,{x1​,…,xm​}):m≥1},

and the entropy integral is κ(Π)=∫01log⁡NH(ε2,Π) dε\kappa(\Pi)=\int_0^1\sqrt{\log N_H(\varepsilon^2,\Pi)}\,d\varepsilonκ(Π)=∫01​logNH​(ε2,Π)​dε.

Decision trees. A depth-LLL tree has LLL layers: L−1L-1L−1 layers of branch nodes and a final layer of leaves, so 2L−1−12^{L-1}-12L−1−1 branch nodes and 2L−12^{L-1}2L−1 leaves; a depth-1 tree is a single leaf. A branch node carries a split variable i∈{1,…,p}i\in\{1,\dots,p\}i∈{1,…,p} and a threshold b∈Rb\in\mathbb Rb∈R, and sends xxx to its left child if x(i)<bx(i)<bx(i)<b and to its right child otherwise. Each leaf carries an action. ΠL\Pi_LΠL​ is the set of policies computed by depth-LLL trees. In the Lean development these are DTree p d L, DTree.eval and treePolicies p d L; the Hamming layer is hammingDist, hammingCoverNumOn, hammingCoverNum and entropyIntegral.

Formalization targets

Goal: Lemma 4, part 1 (p. 27)

For p,d,L≥1p,d,L\ge1p,d,L≥1 and ε>0\varepsilon>0ε>0, NH(ε,ΠL)N_H(\varepsilon,\Pi_L)NH​(ε,ΠL​) is finite and

log⁡NH(ε,ΠL)≤(2L−1)log⁡p+2Llog⁡d+(2L−1)log⁡(Lε+1).\log N_H(\varepsilon,\Pi_L)\le(2^L-1)\log p+2^L\log d+(2^L-1)\log\Big(\frac L\varepsilon+1\Big).logNH​(ε,ΠL​)≤(2L−1)logp+2Llogd+(2L−1)log(εL​+1).

Milestones (App. F)

  1. Display (66), p. 67: for any reals r1,…,rmr_1,\dots,r_mr1​,…,rm​ there are ⌈L/ε⌉\lceil L/\varepsilon\rceil⌈L/ε⌉ thresholds bib_ibi​ such that every indicator 1b(r)=1{r<b}\mathbf 1_b(r)=\mathbf 1\{r<b\}1b​(r)=1{r<b} is within Hamming distance ε/L\varepsilon/Lε/L of some 1bi\mathbf 1_{b_i}1bi​​ with respect to r1,…,rmr_1,\dots,r_mr1​,…,rm​.
  2. App. F, Step 2, p. 69: for any n≥1n\ge1n≥1 points, p2L−1⌈L/ε⌉2L−1d2Lp^{2^L-1}\lceil L/\varepsilon\rceil^{2^L-1}d^{2^L}p2L−1⌈L/ε⌉2L−1d2L depth-LLL trees ε\varepsilonε-cover ΠL\Pi_LΠL​, i.e. NH(ε,ΠL,{x1,…,xn})≤p2L−1⌈L/ε⌉2L−1d2LN_H(\varepsilon,\Pi_L,\{x_1,\dots,x_n\})\le p^{2^L-1}\lceil L/\varepsilon\rceil^{2^L-1}d^{2^L}NH​(ε,ΠL​,{x1​,…,xn​})≤p2L−1⌈L/ε⌉2L−1d2L.
  3. App. F, Step 2, p. 69: NH(ε,ΠL)≤p2L−1⌈L/ε⌉2L−1d2LN_H(\varepsilon,\Pi_L)\le p^{2^L-1}\lceil L/\varepsilon\rceil^{2^L-1}d^{2^L}NH​(ε,ΠL​)≤p2L−1⌈L/ε⌉2L−1d2L.

Companion: Lemma 4, part 2 (p. 27)

κ(ΠL)≤(2L−1)log⁡p+2Llog⁡d+43L1/42L−1.\kappa(\Pi_L)\le\sqrt{(2^L-1)\log p+2^L\log d}+\tfrac43L^{1/4}\sqrt{2^L-1}.κ(ΠL​)≤(2L−1)logp+2Llogd​+34​L1/42L−1​.

It is posed as printed, as a second theorem of the mission rather than a milestone of the goal.

Significance

The result. Lemma 4 makes the abstract regret theory of the paper concrete: with part 2 it gives Theorem 4, the regret bound Op(((2L−1)log⁡p+2Llog⁡d+43L1/42L−1)V∗/n)O_p\big((\sqrt{(2^L-1)\log p+2^L\log d}+\tfrac43L^{1/4}\sqrt{2^L-1})\sqrt{V_*/n}\big)Op​(((2L−1)logp+2Llogd​+34​L1/42L−1​)V∗​/n​) for learning depth-LLL trees, which for fixed L,p,dL,p,dL,p,d is Op(V∗/n)O_p(\sqrt{V_*/n})Op​(V∗​/n​). The covering bound grows only logarithmically in 1/ε1/\varepsilon1/ε, which is the property the paper's Assumption 3 asks of a policy class. The same counting gives covering bounds for any class of piecewise-constant rules on axis-aligned partitions of bounded depth.

Formalizing it. The result is proved in the paper (App. F) but, as far as known, has no machine-checked proof. The paper omits the induction that combines per-node threshold grids into a cover of whole trees ("a straightforward but lengthy induction (omitted)"), and its appendix counts 2L−12^L-12L−1 branch nodes where §6.1's trees have 2L−1−12^{L-1}-12L−1−1. A formal proof fixes both: it supplies the omitted induction and confirms that the printed bound holds for the class actually defined in §6.1. The milestones are reusable statements about threshold indicators and tree covers. The companion part 2 is posed with the printed constant 4/34/34/3, although the printed derivation evaluates ∫01(L/ε2)1/4dε\int_0^1(L/\varepsilon^2)^{1/4}d\varepsilon∫01​(L/ε2)1/4dε as 43L1/4\frac43L^{1/4}34​L1/4 where the integral equals 2L1/42L^{1/4}2L1/4; whether the printed bound holds is part of what the mission settles.

Difficulty

The one-dimensional step (66) is elementary once the Hamming distance between two threshold indicators is identified with a count of points between the thresholds. The difficulty is in passing from single thresholds to whole trees. Replacing each branch node's threshold independently by its nearest grid threshold, with grids built on all nnn points, does not give an ε\varepsilonε cover: the errors at different nodes of the same layer add up, and the naive bound is (2L−1−1)ε/L(2^{L-1}-1)\varepsilon/L(2L−1−1)ε/L rather than ε\varepsilonε. The points that reach a node depend on the thresholds above it, so the approximation has to respect the tree structure, while the number of candidate trees must still be counted as a product over nodes. The passage from finite point sets to NH(ε,ΠL)N_H(\varepsilon,\Pi_L)NH​(ε,ΠL​), which is a supremum over all point sets in N∪{∞}\mathbb N\cup\{\infty\}N∪{∞}, and the arithmetic with ⌈L/ε⌉\lceil L/\varepsilon\rceil⌈L/ε⌉ and real logarithms are routine but must be done in the stated types.

Formalization scope

  • Features range over all of Rp\mathbb R^pRp (Fin p → ℝ); the paper's X\mathcal XX is a bounded subset of Rp\mathbb R^pRp, and a bound over Rp\mathbb R^pRp implies the bound over every X⊆Rp\mathcal X\subseteq\mathbb R^pX⊆Rp. Actions are Fin d, split variables Fin p (0-based); policies are deterministic.
  • Point sets are sequences Fin m → (Fin p → ℝ) with repetitions allowed, m≥1m\ge1m≥1; covers are proper (centres in ΠL\Pi_LΠL​). NH(ε,Π)N_H(\varepsilon,\Pi)NH​(ε,Π) is in ℕ∞, κ(Π)\kappa(\Pi)κ(Π) a lower Lebesgue integral in ℝ≥0∞ over (0,1](0,1](0,1].
  • Depth follows §6.1: DTree p d 1 are leaves, DTree p d 0 is empty. The bounds are the printed ones, which over-count for this convention; the Lean was not switched to the appendix's convention, which would change ΠL\Pi_LΠL​.
  • Standing hypotheses: p≥1p\ge1p≥1, d≥1d\ge1d≥1, L≥1L\ge1L≥1 ("Let LLL be any fixed positive integer"), ε>0\varepsilon>0ε>0 (needed for ⌈L/ε⌉\lceil L/\varepsilon\rceil⌈L/ε⌉).
  • The goal asserts finiteness of NH(ε,ΠL)N_H(\varepsilon,\Pi_L)NH​(ε,ΠL​) explicitly. Without it the inequality would be trivially true for an infinite covering number, because Lean's toNat ⊤ = 0 and Real.log 0 = 0. The covering number is an infimum that is 000 only for an empty class, and ΠL\Pi_LΠL​ is nonempty under the hypotheses, so the cover is not trivialized either.
  • Not posed: the O(log⁡1/ε)O(\log 1/\varepsilon)O(log1/ε) remark of Lemma 4.1 (a remark on the right-hand side); Theorem 4 (p. 28, the combination with the regret theorem, which belongs to the companion mission on regret); the mixed-integer program and tree search of §6.2–6.3 and App. G (computational).

Contributions welcome: proofs of the milestones, the omitted per-node induction as a stand-alone lemma, and the companion part 2.

Selected references

  • Z. Zhou, S. Athey, S. Wager, Offline Multi-Action Policy Learning: Generalization and Optimization, arXiv preprint, 2018 (v2). https://arxiv.org/abs/1810.04778
  • L. Breiman, J. Friedman, R. Olshen, C. Stone, Classification and Regression Trees, Wadsworth, 1984. https://doi.org/10.1201/9781315139470
  • D. Bertsimas, J. Dunn, Optimal classification trees, Machine Learning 106, 1039–1082, 2017. https://doi.org/10.1007/s10994-017-5633-9
  • S. Athey, S. Wager, Policy Learning With Observational Data, Econometrica 89(1), 133–161, 2021. https://doi.org/10.3982/ECTA15732
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Operations ResearchOptimizationProbability+1·Captain: mikedeng1

Pricing in On-Demand and One-Way Vehicle-Sharing Networks 3: The K/(N+K−1+Λ/μ) Guarantee Holds When Static Prices Split the Network into ComponentsResearch Paper

Motivation

One-way vehicle-sharing systems (car sharing, bike sharing, on-demand fleets) move a fixed fleet of KKK vehicles among NNN locations. Customers take a vehicle at one location and leave it at another, so prices shape both revenue and where the fleet ends up. The optimal dynamic pricing policy, which reacts to the current position of every vehicle, solves a dynamic program whose state space grows combinatorially in NNN and KKK. Static policies, with one fixed price per origin–destination pair, are simple to compute and to operate, and the question is how much they lose.

Benjaafar and Shen (SSRN 3998297; Operations Research, 2023, doi:10.1287/opre.2023.2446) take the static policy qsq^sqs that solves a fluid relaxation, Problem (2), and bound its performance ratio. When qsq^sqs induces a strongly connected network, Theorem 1 gives the ratio K/(N+K−1+Λ/μ)K/(N+K-1+\Lambda/\mu)K/(N+K−1+Λ/μ). Waserhole and Jost (2016) observed that the best static policy may deliberately disconnect the network: prices that make some trips unattractive can leave two or more separate networks. The fleet then has to be split among the pieces, and Theorem 1 no longer applies. This mission formalizes Theorem 4 of the paper (§6, p. 18), which shows that the same guarantee holds in that case, provided the vehicles are allocated optimally among the networks.

Setting

There are NNN locations and KKK vehicles. Trip requests from location iii to jjj arrive at rate Λij≥0\Lambda_{ij}\ge0Λij​≥0, and A={(i,j):Λij>0}\mathcal A=\{(i,j):\Lambda_{ij}>0\}A={(i,j):Λij​>0} is strongly connected. A trip on (i,j)(i,j)(i,j) lasts on average 1/μij1/\mu_{ij}1/μij​. A static policy is a vector of quantiles qij∈[0,1]q_{ij}\in[0,1]qij​∈[0,1] (the fraction of customers who accept the price), and earns Iij(qij)I_{ij}(q_{ij})Iij​(qij​) per trip, with q↦qIij(q)q\mapsto qI_{ij}(q)q↦qIij​(q) concave.

Problem (2) maximises the fluid reward Rs(q)=∑AΛijqijIij(qij)R_s(q)=\sum_{\mathcal A}\Lambda_{ij}q_{ij}I_{ij}(q_{ij})Rs​(q)=∑A​Λij​qij​Iij​(qij​) over balanced flows (∑jΛijqij=∑jΛjiqji\sum_j\Lambda_{ij}q_{ij}=\sum_j\Lambda_{ji}q_{ji}∑j​Λij​qij​=∑j​Λji​qji​ at every location) with workload ∑AΛijqij/μij≤Δ\sum_{\mathcal A}\Lambda_{ij}q_{ij}/\mu_{ij}\le\Delta∑A​Λij​qij​/μij​≤Δ, where Δ≥K\Delta\ge KΔ≥K. Let qsq^sqs be an optimal solution.

The policy qsq^sqs splits the locations into networks ccc with location sets Nc\mathcal N_cNc​ (Nc=∣Nc∣N_c=|\mathcal N_c|Nc​=∣Nc​∣) and pair sets Ac\mathcal A_cAc​: accepted demand Λijqijs>0\Lambda_{ij}q^s_{ij}>0Λij​qijs​>0 only joins locations of the same network, and within each network it is strongly connected. With KcK_cKc​ vehicles, network ccc is a closed queueing network: a single-server pick-up queue at each location (rate λi=∑jΛijqijs\lambda_i=\sum_j\Lambda_{ij}q^s_{ij}λi​=∑j​Λij​qijs​) and an infinite-server transit queue on each pair. Its stationary law is the BCMP product form, with loads computed from a positive solution rrr of the traffic equations (9). The availability α(qs,Kc,Nc)\alpha(q^s,K_c,N_c)α(qs,Kc​,Nc​) is the stationary probability that a location of network ccc has a vehicle.

An allocation K=(Kc)\mathbf K=(K_c)K=(Kc​) with ∑cKc=K\sum_cK_c=K∑c​Kc​=K earns R(qs,K)=∑AαiΛijqijsIij(qijs)R(q^s,\mathbf K)=\sum_{\mathcal A}\alpha_i\Lambda_{ij}q^s_{ij}I_{ij}(q^s_{ij})R(qs,K)=∑A​αi​Λij​qijs​Iij​(qijs​) (Equation (3)), and Problem (8) chooses K∗\mathbf K^*K∗ to maximise it. Write Mc=∑AcΛijqijs/μijM_c=\sum_{\mathcal A_c}\Lambda_{ij}q^s_{ij}/\mu_{ij}Mc​=∑Ac​​Λij​qijs​/μij​, pcp_cpc​ for network ccc's share of Rs(qs)R_s(q^s)Rs​(qs), Λ=∑AΛij\Lambda=\sum_{\mathcal A}\Lambda_{ij}Λ=∑A​Λij​ and 1/μ=∑AΛij/(Λμij)1/\mu=\sum_{\mathcal A}\Lambda_{ij}/(\Lambda\mu_{ij})1/μ=∑A​Λij​/(Λμij​).

Formalization targets

Goal: Theorem 4, static half (p. 18)

R(qs,K∗)Rs(qs) ≥ KN+K−1+Λ/μ.\frac{R(q^s,\mathbf K^*)}{R_s(q^s)}\ \ge\ \frac{K}{N+K-1+\Lambda/\mu}.Rs​(qs)R(qs,K∗)​ ≥ N+K−1+Λ/μK​.

The paper's Theorem 4 opens with R(qs,K∗)/R(q∗)≥R(qs,K∗)/Rs(qs)R(q^s,\mathbf K^*)/R(q^*)\ge R(q^s,\mathbf K^*)/R_s(q^s)R(qs,K∗)/R(q∗)≥R(qs,K∗)/Rs​(qs), where R(q∗)R(q^*)R(q∗) is the reward of the optimal dynamic policy. That inequality is Proposition 1 (R(q∗)≤Rs(qs)R(q^*)\le R_s(q^s)R(q∗)≤Rs​(qs), p. 6). It needs the stationary distribution of the network under an arbitrary state-dependent policy, a controlled-Markov-chain development that is not part of this mission. The goal is the rest of the chain, and it implies the paper's theorem once Proposition 1 is available.

Milestones (p. 18–19)

  1. The recursion (5) on each network: α(qs,Kc,Nc)=Kc/(Nc+Kc−1+(1−α(qs,Kc−1,Nc))Mc)\alpha(q^s,K_c,N_c)=K_c/(N_c+K_c-1+(1-\alpha(q^s,K_c-1,N_c))M_c)α(qs,Kc​,Nc​)=Kc​/(Nc​+Kc​−1+(1−α(qs,Kc​−1,Nc​))Mc​).
  2. The mixture identity R(qs,K)/Rs(qs)=∑cα(qs,Kc,Nc)pcR(q^s,\mathbf K)/R_s(q^s)=\sum_c\alpha(q^s,K_c,N_c)p_cR(qs,K)/Rs​(qs)=∑c​α(qs,Kc​,Nc​)pc​, with ∑cpc=1\sum_cp_c=1∑c​pc​=1.
  3. The per-network bound pcKc/(Nc+Kc−1+Mc(1−α(qs,Kc−1,Nc)))≥pcKc/(Nc+Kc−1+Mc)p_cK_c/(N_c+K_c-1+M_c(1-\alpha(q^s,K_c-1,N_c)))\ge p_cK_c/(N_c+K_c-1+M_c)pc​Kc​/(Nc​+Kc​−1+Mc​(1−α(qs,Kc​−1,Nc​)))≥pc​Kc​/(Nc​+Kc​−1+Mc​).
  4. The reduction R(qs,K∗)/Rs(qs)≥max⁡∑Kc=K∑cpcKc/(Nc+Kc−1+Mc)R(q^s,\mathbf K^*)/R_s(q^s)\ge\max_{\sum K_c=K}\sum_cp_cK_c/(N_c+K_c-1+M_c)R(qs,K∗)/Rs​(qs)≥max∑Kc​=K​∑c​pc​Kc​/(Nc​+Kc​−1+Mc​).
  5. The Chu–Vandermonde identity ∑K1=0K(K+T−K1−T1−1K−K1)(T1+K1−1K1)=(K+T−1K)\sum_{K_1=0}^K\binom{K+T-K_1-T_1-1}{K-K_1}\binom{T_1+K_1-1}{K_1}=\binom{K+T-1}{K}∑K1​=0K​(K−K1​K+T−K1​−T1​−1​)(K1​T1​+K1​−1​)=(KK+T−1​) for real T1,T2>0T_1,T_2>0T1​,T2​>0.
  6. The reduced inequality for C=2C=2C=2: max⁡K1+K2=K∑i=12piKi/(Ni+Ki−1+Mi)≥K/(N+K−1+M)\max_{K_1+K_2=K}\sum_{i=1}^2p_iK_i/(N_i+K_i-1+M_i)\ge K/(N+K-1+M)maxK1​+K2​=K​∑i=12​pi​Ki​/(Ni​+Ki​−1+Mi​)≥K/(N+K−1+M).
  7. The same for any number of networks, the case C>2C>2C>2.

Significance

The result. Theorem 4 removes the connectivity assumption from Theorem 1. A static policy chosen by the fluid relaxation may disconnect the network, and it then still earns at least K/(N+K−1+Λ/μ)K/(N+K-1+\Lambda/\mu)K/(N+K−1+Λ/μ) of the fluid optimum, uniformly in the demand and reward data. The bound tends to 111 as K→∞K\to\inftyK→∞ for fixed NNN and Λ/μ\Lambda/\muΛ/μ. Milestones 6–7 hold for arbitrary weights, location counts and workloads, so they apply to any separable allocation problem whose pieces satisfy recursion (5).

Formalizing it. The result is proved in the paper; nothing here is open. No part of it is machine-checked so far. The mission adds closed-network availability on a disconnected network, the mixture decomposition of the performance ratio, a real-argument Vandermonde identity in the paper's own notation, and a discrete allocation inequality proved by an averaging argument. The companion missions of this series formalize Theorems 1–3 of the same paper.

Difficulty

The obvious argument applies Theorem 1 to each network: α(qs,Kc,Nc)≥Kc/(Nc+Kc−1+Mc)\alpha(q^s,K_c,N_c)\ge K_c/(N_c+K_c-1+M_c)α(qs,Kc​,Nc​)≥Kc​/(Nc​+Kc​−1+Mc​). This leaves a maximisation over allocations, and no single allocation obviously beats K/(N+K−1+M)K/(N+K-1+M)K/(N+K−1+M). Proportional splitting fails because Nc+Kc−1N_c+K_c-1Nc​+Kc​−1 does not scale with KcK_cKc​, and the best allocation depends on all of pcp_cpc​, NcN_cNc​ and McM_cMc​. The paper does not exhibit a good allocation. It averages the objective against probability weights from the Chu–Vandermonde identity, which needs binomial coefficients with real upper arguments. It then passes from two networks to many by an induction that merges networks. The recursion (5) itself rests on a computation with the normalising constants of a product form that has both single-server and infinite-server stations.

Formalization scope

Locations form a finite type. A\mathcal AA is the set of pairs with Λij>0\Lambda_{ij}>0Λij​>0, and its strong connectivity is a transitive closure. The split is a surjective map from locations onto a finite index type of networks. Every pair with positive accepted demand stays inside one class, and each class is strongly connected under accepted demand, again as a transitive closure. So every location has positive accepted demand. The paper's C>1C>1C>1 is relaxed to C≥1C\ge1C≥1.

Availability is the BCMP product form of each network on its own, with loads ri/λir_i/\lambda_iri​/λi​ (pick-up) and riΛijqij/(λiμij)r_i\Lambda_{ij}q_{ij}/(\lambda_i\mu_{ij})ri​Λij​qij​/(λi​μij​) (transit), and rrr a positive solution of (9). This is a disclosed definition, since the paper invokes the BCMP class without writing it. Availability is defined per location; its equality across a network follows from milestone 1. R(qs,K)R(q^s,\mathbf K)R(qs,K) is Equation (3) with per-location availabilities. Problem (8) is an explicit maximisation over the finite set of allocations. All ratios are real numbers, Rs(qs)>0R_s(q^s)>0Rs​(qs)>0 is assumed so that the ratio is defined, and N+K−1N+K-1N+K−1 is computed in R\mathbb RR.

Defining availability by the recursion (5), or RRR as α⋅Rs\alpha\cdot R_sα⋅Rs​, would make milestones 1–2 trivial and is ruled out.

A complete development needs:

  • the product-form computation behind (5);
  • equal availability within a network;
  • the Vandermonde identity for generalized binomials (Mathlib's Ring.add_choose_eq);
  • the averaging argument and the induction.

The closed-network definitions and milestones 5–7 are reusable beyond this mission. Proofs of any milestone are welcome, and so is a proof of Proposition 1.

Selected references

  • S. Benjaafar, X. Shen, Pricing in On-Demand (and One-Way) Vehicle Sharing Networks, SSRN abstract 3998297, version of 2023-01-10. https://ssrn.com/abstract=3998297 ; published as a Technical Note in Operations Research, 2023. https://doi.org/10.1287/opre.2023.2446
  • F. Baskett, K. M. Chandy, R. R. Muntz, F. G. Palacios, Open, Closed, and Mixed Networks of Queues with Different Classes of Customers, J. ACM 22(2), 1975, 248–260. https://doi.org/10.1145/321879.321887
  • A. Waserhole, V. Jost, Pricing in Vehicle Sharing Systems: Optimization in Queuing Networks with Product Forms, EURO J. Transportation and Logistics 5(3), 2016, 293–320. https://doi.org/10.1007/s13676-014-0054-4
  • D. K. George, C. H. Xia, Fleet-Sizing and Service Availability for a Vehicle Rental System via Closed Queueing Networks, European J. Operational Research 211(1), 2011, 198–207. https://doi.org/10.1016/j.ejor.2010.12.015
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Graph TheoryProbabilityStatistics·Captain: mikedeng1

Partial Recovery in the Graph Alignment Problem II: Under Explicit Sparsity Conditions with nqs Above a Constant, Some Algorithm Recovers a Fraction α of the AlignmentResearch Paper

Motivation

Graph alignment asks for the correspondence between the vertex sets of two graphs that are noisy copies of each other. It underlies the de-anonymisation of social networks, where an anonymised graph is matched to a public one (Narayanan, Shmatikov 2009), the comparison of protein–protein interaction networks across species, and matching problems in computer vision. The standard random model for studying when alignment is possible is the correlated Erdős–Rényi model (Pedarsani, Grossglauser 2011).

In that model, exact recovery of the hidden correspondence and almost exact recovery (all but a vanishing fraction of vertices) have sharp thresholds: exact recovery by Cullina, Kiyavash 2016 and 2017; almost exact recovery when nqs=ω(1)nqs = \omega(1)nqs=ω(1) by Cullina, Kiyavash, Mittal and Poor (arXiv:1809.03553). Hall and Massoulié (arXiv:2007.00533v5, Operations Research 2023) study partial recovery, the recovery of a constant fraction α\alphaα of the correspondence, in the sparse regime nqs=Θ(1)nqs = \Theta(1)nqs=Θ(1), where almost exact recovery is impossible. This mission formalizes their possibility result, Theorem 2.3. Its companion mission (Partial Recovery in the Graph Alignment Problem I) formalizes the impossibility result, Theorem 2.1.

Setting

Fix n≥1n \ge 1n≥1 and parameters q,sq, sq,s with 0≤q<s≤10 \le q < s \le 10≤q<s≤1. A parent graph on {1,…,n}\{1, \dots, n\}{1,…,n} includes each edge independently with probability q/sq/sq/s. Two copies are made, and each copy keeps every edge independently with probability sss. The resulting graphs GAG_AGA​ and GB′G_{B'}GB′​ have adjacency matrices AAA and B′B'B′. For each unordered pair {i,j}\{i, j\}{i,j} of distinct vertices, (Aij,Bij′)(A_{ij}, B'_{ij})(Aij​,Bij′​) has the law PPP of display (3):

p00=1−2q+qs,p01=p10=q(1−s),p11=qs,p_{00} = 1 - 2q + qs, \qquad p_{01} = p_{10} = q(1-s), \qquad p_{11} = qs,p00​=1−2q+qs,p01​=p10​=q(1−s),p11​=qs,

independently over the (n2)\binom n2(2n​) pairs. The covariance of AijA_{ij}Aij​ and Bij′B'_{ij}Bij′​ is σ2=q(s−q)\sigma^2 = q(s-q)σ2=q(s−q) (display (2)), which is positive when q>0q > 0q>0.

A planted permutation π∗\pi^*π∗ relabels GB′G_{B'}GB′​ into the observed graph GBG_BGB​: Bπ∗(i)π∗(j)=Bij′B_{\pi^*(i)\pi^*(j)} = B'_{ij}Bπ∗(i)π∗(j)​=Bij′​. An algorithm sees (A,B)(A, B)(A,B) and returns a permutation π^\hat\piπ^. Its quality is the overlap

β(π^,π∗)=1n∑i=1n1{π^(i)=π∗(i)}.\beta(\hat\pi, \pi^*) = \frac1n \sum_{i=1}^n \mathbf 1\{\hat\pi(i) = \pi^*(i)\}.β(π^,π∗)=n1​i=1∑n​1{π^(i)=π∗(i)}.

For 0<α<10 < \alpha < 10<α<1, a permutation π\piπ is good (Definition 2) if at least n(1+α)/2n(1+\alpha)/2n(1+α)/2 vertices iii have degree at least nqs/2nqs/2nqs/2 in the intersection of GAG_AGA​ with GBG_BGB​ relabelled by π\piπ:

∑i=1n1{∑j≠iAijBπ(i)π(j)≥nqs2}≥n⋅1+α2.\sum_{i=1}^n \mathbf 1\Big\{\sum_{j \ne i} A_{ij} B_{\pi(i)\pi(j)} \ge \frac{nqs}{2}\Big\} \ge n\cdot\frac{1+\alpha}{2}.i=1∑n​1{j=i∑​Aij​Bπ(i)π(j)​≥2nqs​}≥n⋅21+α​.

In Lean, these objects are pLaw, Config, cfgProb, prob, A, B', B, overlap, good and Cond6 in GraphAlignment.Possible.

Formalization targets

Goal: Theorem 2.3 (pp. 8–9)

Let 0<α<10 < \alpha < 10<α<1 and let q=qnq = q_nq=qn​, s=sns = s_ns=sn​ be sequences. Suppose there exist β,γ>0\beta, \gamma > 0β,γ>0 such that, for all large nnn,

nqs≥max⁡{20, 84log⁡21−α, 16min⁡(γ,β)(1−α)},s>8q1−α,2q(1−s2)s≤n−β,qs≤n−2γ.(6)nqs \ge \max\Big\{20,\ 84\log\frac{2}{1-\alpha},\ \frac{16}{\min(\gamma,\beta)(1-\alpha)}\Big\}, \quad s > \frac{8q}{1-\alpha}, \quad \frac{2q(1-s^2)}{s} \le n^{-\beta}, \quad qs \le n^{-2\gamma}. \tag{6}nqs≥max{20, 84log1−α2​, min(γ,β)(1−α)16​},s>1−α8q​,s2q(1−s2)​≤n−β,qs≤n−2γ.(6)

Then some algorithm returns π^\hat\piπ^ with

P[β(π^,π∗)≥α]→1(n→∞).\mathbb P\big[\beta(\hat\pi, \pi^*) \ge \alpha\big] \to 1 \qquad (n \to \infty).P[β(π^,π∗)≥α]→1(n→∞).

Milestones

  1. Lemma B.3: Mn=αnM−βIα−β+βnM−αIβ−αM^n = \alpha^n \frac{M - \beta I}{\alpha - \beta} + \beta^n \frac{M - \alpha I}{\beta - \alpha}Mn=αnα−βM−βI​+βnβ−αM−αI​ for a 2×22 \times 22×2 matrix with distinct eigenvalues α,β\alpha, \betaα,β.
  2. Lemma B.2: for n+1n+1n+1 independent pairs with law PPP and W=A0B1+⋯+AnB0W = A_0B_1 + \dots + A_nB_0W=A0​B1​+⋯+An​B0​,
E[etW]=(T+T2−4D2)n+1+(T−T2−4D2)n+1,T=p11(et−1)+1, D=σ2(et−1).\mathbb E[e^{tW}] = \Big(\tfrac{T + \sqrt{T^2 - 4D}}{2}\Big)^{n+1} + \Big(\tfrac{T - \sqrt{T^2 - 4D}}{2}\Big)^{n+1}, \quad T = p_{11}(e^t - 1) + 1,\ D = \sigma^2(e^t - 1).E[etW]=(2T+T2−4D​​)n+1+(2T−T2−4D​​)n+1,T=p11​(et−1)+1, D=σ2(et−1).
  1. Lemma B.1: (αk+βk)n/k≤(α2+β2)n/2(\alpha^k + \beta^k)^{n/k} \le (\alpha^2 + \beta^2)^{n/2}(αk+βk)n/k≤(α2+β2)n/2 for 2≤k≤n2 \le k \le n2≤k≤n and α,β>0\alpha, \beta > 0α,β>0.
  2. Lemma 4.3: min⁡z>0z−τeq2(z2−1)+q1(z−1)≤ζτ\min_{z > 0} z^{-\tau} e^{q_2(z^2-1) + q_1(z-1)} \le \zeta^\tauminz>0​z−τeq2​(z2−1)+q1​(z−1)≤ζτ, with ζ=max⁡{2eq1/τ, 4e(q2/τ)1/2}\zeta = \max\{\sqrt2 e q_1/\tau,\ 4e(q_2/\tau)^{1/2}\}ζ=max{2​eq1​/τ, 4e(q2​/τ)1/2}, and the minimizer satisfies z∗2=(τ−q1z∗)/(2q2)≤τ/(2q2)z^{*2} = (\tau - q_1 z^*)/(2q_2) \le \tau/(2q_2)z∗2=(τ−q1​z∗)/(2q2​)≤τ/(2q2​).
  3. Display (10): for a permutation ppp with a fraction ϵ\epsilonϵ of fixed points, ∣S21∣≤n(1−ϵ)|S^1_2| \le n(1-\epsilon)∣S21​∣≤n(1−ϵ) and ∣Sˉ22∣≤(n2)−(nϵ2)≤n22(1−ϵ2)|\bar S^2_2| \le \binom n2 - \binom{n\epsilon}2 \le \frac{n^2}2(1-\epsilon^2)∣Sˉ22​∣≤(2n​)−(2nϵ​)≤2n2​(1−ϵ2).
  4. Lemma A.2, in particular: P(Po(2λ/3)≥λ/2−1)≥0.7\mathbb P(\mathrm{Po}(2\lambda/3) \ge \lambda/2 - 1) \ge 0.7P(Po(2λ/3)≥λ/2−1)≥0.7 for λ≥20\lambda \ge 20λ≥20.
  5. Proposition 4.2: under (6), π∗\pi^*π∗ is good with probability tending to 1.
  6. Proposition 4.4: under (6), P(∀π, [π good⇒β(π,π∗)>α])→1\mathbb P(\forall \pi,\ [\pi \text{ good} \Rightarrow \beta(\pi, \pi^*) > \alpha]) \to 1P(∀π, [π good⇒β(π,π∗)>α])→1.

Significance

The result. Theorem 2.3 shows that partial alignment is information-theoretically achievable in the sparse regime nqs=Θ(1)nqs = \Theta(1)nqs=Θ(1), provided nqsnqsnqs is above an explicit constant depending on α\alphaα. Together with Theorem 2.1, it locates partial recovery between a necessary condition stated through the divergence D(P∥Q)D(P\|Q)D(P∥Q) and a sufficient condition stated through nqsnqsnqs. It complements the almost-exact-recovery results for nqs=ω(1)nqs = \omega(1)nqs=ω(1), which do not apply when nqsnqsnqs stays bounded. The moment generating function computation of Lemma B.2 and the inequality of Lemma B.1 were reused for the sharp exact-recovery threshold by Wu, Xu, Yu (p. 9 of the source).

Formalizing it. The theorem is proved on paper; no part of it is machine-checked. The paper's route to Proposition 4.2 applies a kkk-core theorem for G(n,λ/n)G(n, \lambda/n)G(n,λ/n) with λ\lambdaλ fixed and kkk an integer, at λ=nqs\lambda = nqsλ=nqs and k=nqs/2k = nqs/2k=nqs/2, which vary with nnn and need not be integers. The statement of Proposition 4.2 remains true, but a formal proof needs a different argument. Proposition 4.4's union bound contains two repairable gaps: an infimum taken over z>0z > 0z>0 instead of z>1z > 1z>1, and the bound n!≤nlog⁡nn! \le n^{\log n}n!≤nlogn. A formal development would settle the theorem under exactly the conditions (6).

Difficulty

The natural first step is to compute P(π good)\mathbb P(\pi \text{ good})P(π good) for a fixed wrong permutation π\piπ and take a union bound over all n!n!n! permutations. The difficulty is that for π≠π∗\pi \ne \pi^*π=π∗ the terms AijBp(i)p(j)′A_{ij} B'_{p(i)p(j)}Aij​Bp(i)p(j)′​ are not independent: an edge variable enters several terms along the cycles that ppp induces on vertex pairs. A Chernoff bound therefore needs the moment generating function of a sum over each cycle of pairs. That is a transfer-matrix computation, and the per-cycle bounds must then be recombined uniformly in the cycle lengths. The resulting exponent must beat log⁡n!≈nlog⁡n\log n! \approx n \log nlogn!≈nlogn. This is where the sparsity conditions 2q(1−s2)/s≤n−β2q(1-s^2)/s \le n^{-\beta}2q(1−s2)/s≤n−β and qs≤n−2γqs \le n^{-2\gamma}qs≤n−2γ, and the constant 16/(min⁡(γ,β)(1−α))16/(\min(\gamma,\beta)(1-\alpha))16/(min(γ,β)(1−α)), enter. Proposition 4.2 is a concentration statement for the number of vertices of degree at least nqs/2nqs/2nqs/2 in the intersection graph, an Erdős–Rényi graph G(n,qs)G(n, qs)G(n,qs), when nqsnqsnqs is only a large constant.

Formalization scope

Everything is finite. Vertices are Fin n and permutations are Equiv.Perm (Fin n). A configuration assigns (Aij,Bij′)∈(A_{ij}, B'_{ij}) \in(Aij​,Bij′​)∈ Bool × Bool to each non-diagonal element of Sym2 (Fin n), and probabilities are finite sums of the product weights. They are not taken against a free measure, so the model is a genuine probability space whenever 0≤q<s≤10 \le q < s \le 10≤q<s≤1. The standing assumptions 0≤qn<sn≤10 \le q_n < s_n \le 10≤qn​<sn​≤1 for every nnn (p. 5 and the running assumption s>qs > qs>q on p. 7) are hypotheses of the asymptotic statements. The paper's remark "we assume s<1s < 1s<1" (p. 6) is used by neither result and is not imposed. Logarithms are natural, "→1\to 1→1" is a limit along n→∞n \to \inftyn→∞, and the thresholds nqs/2nqs/2nqs/2 and n(1+α)/2n(1+\alpha)/2n(1+α)/2 are real numbers, not floored.

In the goal, an algorithm is a family of maps from the observed pair (A,B)(A, B)(A,B) to a permutation. It is chosen before the planted permutations and may depend on nnn, qnq_nqn​, sns_nsn​, α\alphaα, but never on π∗\pi^*π∗. This rules out the trivial algorithm "output π∗\pi^*π∗". The theorem does not say how π∗\pi^*π∗ is drawn, so the limit is required for every sequence of planted permutations, which covers the uniform case. "Exponential time" is not formalized.

Three statements are posed in a corrected reading, each disclosed in its Formalization Note. In Lemma 4.3, τ,q2>0\tau, q_2 > 0τ,q2​>0 and z>0z > 0z>0: the paper allows τ=q2=0\tau = q_2 = 0τ=q2​=0 and z=0z = 0z=0, where ζ\zetaζ and (13) are undefined, and Lean's convention 0−τ=00^{-\tau} = 00−τ=0 would make the bound trivial. Display (10) is stated for an arbitrary permutation ppp. Only the "in particular" clause of Lemma A.2 is stated, because the paper's proof of the general normal-approximation bound does not hold as written. Lemma 4.1 (a kkk-core theorem of Pittel, Spencer and Wormald) is not posed.

A complete development needs: Chernoff bounds for finite sums of dependent Bernoulli variables via the transfer-matrix formula, binomial and Poisson tail estimates, and the cycle decomposition of the action of a permutation on unordered pairs. Lemmas B.1, B.3 and 4.3 are general-purpose and reusable. Proofs of any milestone, and alternative proofs of Proposition 4.2 that avoid kkk-cores, are welcome.

The source is the arXiv preprint v5, whose appendices contain the proofs that the main text defers to an electronic companion.

Selected references

  • G. Hall, L. Massoulié, Partial Recovery in the Graph Alignment Problem, Operations Research, 2023; preprint arXiv:2007.00533v5, 2022. https://arxiv.org/abs/2007.00533
  • D. Cullina, N. Kiyavash, P. Mittal, H. V. Poor, Partial Recovery of Erdős–Rényi Graph Alignment via k-Core Alignment, arXiv preprint, 2018. https://arxiv.org/abs/1809.03553
  • D. Cullina, N. Kiyavash, Exact Alignment Recovery for Correlated Erdős–Rényi Graphs, arXiv preprint, 2017. https://arxiv.org/abs/1711.06783
  • D. Cullina, N. Kiyavash, Improved Achievability and Converse Bounds for Erdős–Rényi Graph Matching, SIGMETRICS, 2016. https://arxiv.org/abs/1602.01042
  • B. Pittel, J. Spencer, N. Wormald, Sudden Emergence of a Giant k-Core in a Random Graph, J. Combin. Theory Ser. B, 1996. https://doi.org/10.1006/jctb.1996.0036
  • Y. Wu, J. Xu, S. H. Yu, Settling the Sharp Reconstruction Thresholds of Random Graph Matching, arXiv preprint, 2021. https://arxiv.org/abs/2102.00082
  • A. Narayanan, V. Shmatikov, De-anonymizing Social Networks, IEEE Symposium on Security and Privacy, 2009. https://doi.org/10.1109/SP.2009.22
  • P. Pedarsani, M. Grossglauser, On the Privacy of Anonymized Networks, KDD, 2011. https://doi.org/10.1145/2020408.2020596
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Operations ResearchOptimization·Captain: mikedeng1

A Faster Cutting Plane Method and its Implications for Combinatorial and Convex Optimization II: A Large upper(p) Yields a New Valid Arc for Submodular Minimization over a Ring FamilyResearch Paper

Motivation

Submodular function minimization (SFM) asks for a set S⊆VS \subseteq VS⊆V minimizing a function f:2V→Zf : 2^V \to \mathbb Zf:2V→Z with diminishing marginal returns. It contains minimum cut, matroid intersection and many problems of combinatorial optimization, and the question of how fast it can be solved with a value oracle has a long history: Grötschel, Lovász and Schrijver (1981) gave the first polynomial algorithm via the ellipsoid method; Iwata, Fleischer and Fujishige (2001) and Schrijver (2000) gave the first combinatorial strongly polynomial algorithms; Orlin (2009) brought the bound to O(n5⋅EO+n6)O(n^5 \cdot \mathrm{EO} + n^6)O(n5⋅EO+n6).

Lee, Sidford and Wong (arXiv:1508.04874, FOCS 2015) applied their faster cutting plane method to SFM and obtained an O~(n3⋅EO+n4)\tilde O(n^3 \cdot \mathrm{EO} + n^4)O~(n3⋅EO+n4) strongly polynomial algorithm. Like several earlier strongly polynomial algorithms, theirs works over a ring family and repeatedly adds new valid arcs that shrink the family without losing a minimizer. The combinatorial core of that step is Lemma 79 (p. 84) and its mirror image Lemma 80 (p. 86), which the authors describe as new to their work. This mission formalizes Lemma 79 and the lemmas its proof uses.

Setting

Let V=[n]V = [n]V=[n] and let f:2V→Zf : 2^V \to \mathbb Zf:2V→Z be submodular (Definition 58): f(T+i)−f(T)≤f(S+i)−f(S)f(T + i) - f(T) \le f(S + i) - f(S)f(T+i)−f(T)≤f(S+i)−f(S) whenever S⊆TS \subseteq TS⊆T and i∉Ti \notin Ti∈/T, where S+i=S∪{i}S + i = S \cup \{i\}S+i=S∪{i}. As in §13.1, f(∅)=0f(\emptyset) = 0f(∅)=0.

For y∈Rny \in \mathbb R^ny∈Rn write y(S)=∑i∈Syiy(S) = \sum_{i \in S} y_iy(S)=∑i∈S​yi​. The base polyhedron is

B(f)={y∈Rn:y(S)≤f(S) ∀S⊆V, y(V)=f(V)}.\mathcal B(f) = \{ y \in \mathbb R^n : y(S) \le f(S) \ \forall S \subseteq V,\ y(V) = f(V) \}.B(f)={y∈Rn:y(S)≤f(S) ∀S⊆V, y(V)=f(V)}.

Every permutation v1,…,vnv_1, \dots, v_nv1​,…,vn​ of VVV defines a basic feasible solution (BFS) hhh of B(f)\mathcal B(f)B(f) by hvi=f({v1,…,vi})−f({v1,…,vi−1})h_{v_i} = f(\{v_1, \dots, v_i\}) - f(\{v_1, \dots, v_{i-1}\})hvi​​=f({v1​,…,vi​})−f({v1​,…,vi−1​}) (Theorem 62); viv_ivi​ precedes vjv_jvj​ when i<ji < ji<j.

A set AAA of arcs on VVV (an acyclic digraph) represents the ring family FA\mathcal F_AFA​ of sets SSS such that i∈Si \in Si∈S implies j∈Sj \in Sj∈S for every arc (i,j)∈A(i, j) \in A(i,j)∈A. R(i)R(i)R(i) and Q(i)Q(i)Q(i) are the descendants and the ancestors of iii, both including iii. A permutation, or its BFS, is consistent with AAA if for every arc (i,j)(i, j)(i,j) the element jjj precedes iii (Definition 74). A vector is non-degenerate if it has both a positive and a negative entry. Finally,

upper(i)=f(R(i))−f(R(i)−i),lower(i)=f(V∖Q(i)+i)−f(V∖Q(i)).\mathrm{upper}(i) = f(R(i)) - f(R(i) - i), \qquad \mathrm{lower}(i) = f(V \setminus Q(i) + i) - f(V \setminus Q(i)).upper(i)=f(R(i))−f(R(i)−i),lower(i)=f(V∖Q(i)+i)−f(V∖Q(i)).

An arc (p,q)(p, q)(p,q) is valid if adding it keeps a minimizer of fff over FA\mathcal F_AFA​.

Formalization targets

Goal: Lemma 79 (new arc)

Let y=∑kλ(k)y(k)y = \sum_k \lambda^{(k)} y^{(k)}y=∑k​λ(k)y(k) be a non-degenerate convex combination of BFS's consistent with AAA. If

upper(p)>n4max⁡jyj,\mathrm{upper}(p) > n^4 \max_j y_j,upper(p)>n4jmax​yj​,

then there is q∉R(p)q \notin R(p)q∈/R(p) such that every minimizer of fff over FA\mathcal F_AFA​ that contains ppp also contains qqq.

Milestones, in the order of the proof

  1. Lemma 65 (p. 77): a non-negative h∈B(f)h \in \mathcal B(f)h∈B(f) makes ∅\emptyset∅ a minimizer; a non-positive one makes VVV a minimizer.
  2. (15.2) (p. 85): moving R(p)R(p)R(p) to the front of a consistent permutation gives a BFS y′y'y′ with yp′=upper(p)y'_p = \mathrm{upper}(p)yp′​=upper(p), yj′≥yjy'_j \ge y_jyj′​≥yj​ on R(p)R(p)R(p) and yj′≤yjy'_j \le y_jyj′​≤yj​ off R(p)R(p)R(p).
  3. The restriction claim (p. 85): f′(S)=f(S∪R(p))f'(S) = f(S \cup R(p))f′(S)=f(S∪R(p)) on V∖R(p)V \setminus R(p)V∖R(p) is submodular, Smin⁡∖R(p)S_{\min} \setminus R(p)Smin​∖R(p) minimizes it over the induced ring family, and y′y'y′ restricted to V∖R(p)V \setminus R(p)V∖R(p) lies in its base polyhedron.
  4. (15.3) (p. 85): y′(V∖R(p))<(n−n4)max⁡jyjy'(V \setminus R(p)) < (n - n^4) \max_j y_jy′(V∖R(p))<(n−n4)maxj​yj​.
  5. Lemma 77 (p. 84): if y∈B(f)y \in \mathcal B(f)y∈B(f) is non-degenerate and yi<−(n−1)max⁡jyjy_i < -(n-1)\max_j y_jyi​<−(n−1)maxj​yj​, then iii is in every minimizer over FA\mathcal F_AFA​.

The mission also contains Lemma 76 (the mirror of Lemma 77), Lemma 78 (lower(i)≤hi≤upper(i)\mathrm{lower}(i) \le h_i \le \mathrm{upper}(i)lower(i)≤hi​≤upper(i) for consistent BFS's) and Lemma 80 (the mirror of Lemma 79, giving an arc (q,p)(q, p)(q,p) with q∉Q(p)q \notin Q(p)q∈/Q(p) when lower(p)<n4min⁡jyj\mathrm{lower}(p) < n^4 \min_j y_jlower(p)<n4minj​yj​).

Significance

Lemmas 79 and 80 are what make the paper's SFM algorithms strongly polynomial: each application adds one of at most 2(n2)2\binom n22(2n​) arcs, and the cutting plane method supplies, through its separating hyperplanes, exactly the convex combinations of consistent BFS's the lemmas take as input. Lemma 80 has no counterpart in earlier work, and the two lemmas are stated for general ring families, which the earlier versions were not. They are also a robust version of Lemma 65: a point of the base polyhedron that is only approximately degenerate still yields structural information about every minimizer.

The lemmas are proved in the paper; none of them is formalized. The mission produces machine-checked statements and proofs of the arc-adding step, in a form independent of the cutting plane machinery and reusable by any formalization of a ring-family SFM algorithm (Iwata–Fleischer–Fujishige, Orlin, or Lee–Sidford–Wong).

Difficulty

The inequality chain of each lemma is short; the work is in the combinatorics of permutations. Moving R(p)R(p)R(p) to the front of a permutation must be shown to produce a permutation again, and the comparison (15.2) depends on knowing exactly which elements precede each jjj before and after the move; the identity yp′=upper(p)y'_p = \mathrm{upper}(p)yp′​=upper(p) holds only because consistency puts all of R(p)−pR(p) - pR(p)−p before ppp, which needs an induction along paths of AAA. The restriction to V∖R(p)V \setminus R(p)V∖R(p) changes the ground set, so Lemma 77, stated on the full ground set, does not apply verbatim to the restricted problem. The paper's application of Lemma 77 also does not check that the restricted vector is non-degenerate, so that case has to be handled as well.

Formalization scope

The ground set is Fin n (0-based); sets are Finset (Fin n), fff is integer valued and vectors are real. A permutation σ : Equiv.Perm (Fin n) is a position map (uuu precedes vvv iff σ u < σ v), and the BFS of a permutation is defined by the formula of Theorem 62; Theorem 62 itself (that these are the vertices of B(f)\mathcal B(f)B(f)) is not formalized and not needed. Arcs are a relation on Fin n; RRR and QQQ use its reflexive-transitive closure, and the digraph is assumed acyclic, as the paper does. Minimizers in Lemmas 76–80 are over the ring family FA\mathcal F_AFA​; in Lemma 65 over all subsets. Constants n4n^4n4, n−1n - 1n−1 and n−n4n - n^4n−n4 are real numbers.

Running-time and oracle-count clauses ("using O(n⋅EO)O(n \cdot \mathrm{EO})O(n⋅EO) oracle calls and O(n2)O(n^2)O(n2) time") are out of scope, as is the paper's main Theorem 31 and the bound O(n)O(n)O(n) on the number of BFS's in the combination (the existence claim holds for any finite combination). Validity of the new arc is stated in the strong form proved on p. 85: every minimizer containing ppp contains qqq. The page's base polyhedron constraint "∀S⊈V\forall S \not\subseteq V∀S⊆V" is read as S⊆VS \subseteq VS⊆V. The restricted base polyhedron in the restriction claim uses the normalized f′−f′(∅)f' - f'(\emptyset)f′−f′(∅).

The hypotheses are satisfiable: with n=2n = 2n=2, A=∅A = \emptysetA=∅, f({0})=f({1})=1000f(\{0\}) = f(\{1\}) = 1000f({0})=f({1})=1000, f(∅)=f(V)=0f(\emptyset) = f(V) = 0f(∅)=f(V)=0, the combination (12+164)(1000,−1000)+(12−164)(−1000,1000)(\tfrac12 + \tfrac1{64})(1000, -1000) + (\tfrac12 - \tfrac1{64})(-1000, 1000)(21​+641​)(1000,−1000)+(21​−641​)(−1000,1000) satisfies them for p=0p = 0p=0. A modular fff never does, so the goal is not vacuous only because fff is genuinely submodular; a formalization in which the BFS's are not tied to fff, or in which non-degeneracy is non-strict, would change the statement and is ruled out.

Useful infrastructure: greedy vectors of a submodular function lie in its base polyhedron; reordering lemmas for permutations of Fin n; restriction of a set function to the complement of a set. Contributions of proofs of any milestone, and of Lemmas 76, 78 and 80, are welcome.

Selected references

  • Y. T. Lee, A. Sidford, S. C. Wong, A Faster Cutting Plane Method and its Implications for Combinatorial and Convex Optimization, arXiv:1508.04874v2, 2015; FOCS 2015. https://arxiv.org/abs/1508.04874
  • M. Grötschel, L. Lovász, A. Schrijver, The ellipsoid method and its consequences in combinatorial optimization, Combinatorica 1 (1981). https://doi.org/10.1007/BF02579273
  • A. Schrijver, A combinatorial algorithm minimizing submodular functions in strongly polynomial time, J. Combin. Theory Ser. B 80 (2000). https://doi.org/10.1006/jctb.2000.1989
  • S. Iwata, L. Fleischer, S. Fujishige, A combinatorial strongly polynomial algorithm for minimizing submodular functions, J. ACM 48 (2001). https://doi.org/10.1145/502090.502096
  • J. B. Orlin, A faster strongly polynomial time algorithm for submodular function minimization, Math. Program. 118 (2009). https://doi.org/10.1007/s10107-007-0189-2
  • S. T. McCormick, Submodular function minimization, Handbooks in OR & MS 12 (2005). https://doi.org/10.1016/S0927-0507(05)12007-6
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Operations ResearchOptimizationProbability+1·Captain: mikedeng1

Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes III: Bipartite, Unit-Patience Side: Rounding Then Probing by Weight Earns ≥ (1 − 1/e)·Σ w_e p_e y_eResearch Paper

Motivation

Stochastic matching with patience models kidney exchange, online dating and labour platforms: every edge of a graph is present only with some probability, the only way to learn whether it is present is to probe it, and a probed edge that turns out to be present must be added to the matching. Each vertex vvv also has a patience tvt_vtv​, a limit on how many of its edges may be probed. The goal is a probing strategy whose expected matched weight is a large fraction of what the best adaptive strategy obtains. Since the best strategy is hard to compute, algorithms are compared with the value of a linear program (LP (3) below), which upper-bounds every probing strategy (Bansal, Gupta, Li, Mestre, Nagarajan, Rudra, Algorithmica 2012).

Bansal et al. gave a 1/31/31/3-approximation for stochastic bipartite matching. Brubach, Grammel, Ma, MacRury and Srinivasan (Mathematics of Operations Research, 2025; arXiv:2106.06892v3) single out the case in which one side of the bipartition has unit patience, tu=1t_u=1tu​=1 for every u∈V1u\in V_1u∈V1​. This case contains "Problem A" of Hikima et al. (AAAI 2021), whose approximation ratio transfers to their integrated two-stage problem ISPCB; Hikima et al. obtained 1/31/31/3 from the bound of Bansal et al. For the special case in which one side has arbitrary patience and the other unlimited patience, Borodin and MacRury had already obtained the same (1−1/e)(1-1/e)(1−1/e) guarantee through an online problem.

Setting

Let G=(V1∪V2,E)G=(V_1\cup V_2,E)G=(V1​∪V2​,E) be a finite bipartite graph; δ(x)\delta(x)δ(x) denotes the set of edges at a vertex xxx. Each edge eee has a weight we≥0w_e\ge 0we​≥0 and an activation probability pe∈[0,1]p_e\in[0,1]pe​∈[0,1], independently across edges. Every u∈V1u\in V_1u∈V1​ has patience 111; every v∈V2v\in V_2v∈V2​ has a patience tv∈N∪{∞}t_v\in\mathbb N\cup\{\infty\}tv​∈N∪{∞}.

LP (3). A vector (ye)e∈E(y_e)_{e\in E}(ye​)e∈E​ is feasible when 0≤ye≤10\le y_e\le 10≤ye​≤1 and, for every vertex xxx,

∑e∈δ(x)yepe≤1,∑e∈δ(x)ye≤tx.\sum_{e\in\delta(x)}y_ep_e\le 1,\qquad \sum_{e\in\delta(x)}y_e\le t_x .e∈δ(x)∑​ye​pe​≤1,e∈δ(x)∑​ye​≤tx​.

Write ze=yepez_e=y_ep_eze​=ye​pe​ and OPT(v)=∑e∈δ(v)weze\mathsf{OPT}(v)=\sum_{e\in\delta(v)}w_ez_eOPT(v)=∑e∈δ(v)​we​ze​.

The algorithm. A dependent rounding (Gandhi, Khuller, Parthasarathy, Srinivasan, J. ACM 2006) turns yyy into a random set E^={e:Ye=1}\hat E=\{e:Y_e=1\}E^={e:Ye​=1} of rounded edges with Pr⁡[Ye=1]=ye\Pr[Y_e=1]=y_ePr[Ye​=1]=ye​, at most one rounded edge at each u∈V1u\in V_1u∈V1​, at most tvt_vtv​ at each v∈V2v\in V_2v∈V2​, and the negative correlation property (2): for v∈V2v\in V_2v∈V2​, S⊆δ(v)S\subseteq\delta(v)S⊆δ(v) and b∈{0,1}b\in\{0,1\}b∈{0,1},

Pr⁡[⋂e∈S(Ye=b)]≤∏e∈SPr⁡[Ye=b].\Pr\Big[\bigcap_{e\in S}(Y_e=b)\Big]\le\prod_{e\in S}\Pr[Y_e=b].Pr[e∈S⋂​(Ye​=b)]≤e∈S∏​Pr[Ye​=b].

In the rounded graph every v∈V2v\in V_2v∈V2​ is the centre of a star. Each vvv probes its rounded edges in decreasing order of weight and is matched to the first active one; W(v)W(v)W(v) is the weight of that edge (000 if none), and E[ALG]=E[∑v∈V2W(v)]\mathbb E[\mathsf{ALG}]=\mathbb E[\sum_{v\in V_2}W(v)]E[ALG]=E[∑v∈V2​​W(v)].

Formalization targets

Goal: Theorem 2 (p. 18)

For every feasible yyy, every rounding with the properties above and every decreasing-weight probing order,

E[ALG] ≥ (1−1e)∑v∈V2∑e∈δ(v)wepeye.\mathbb E[\mathsf{ALG}]\ \ge\ \Big(1-\frac1e\Big)\sum_{v\in V_2}\sum_{e\in\delta(v)}w_ep_ey_e .E[ALG] ≥ (1−e1​)v∈V2​∑​e∈δ(v)∑​we​pe​ye​.

Milestones

  1. The proof of Lemma 7 (p. 17) expresses W(v)W(v)W(v) as E[∑iwiYiPi∏j<i(1−YjPj)]\mathbb E[\sum_i w_iY_iP_i\prod_{j<i}(1-Y_jP_j)]E[∑i​wi​Yi​Pi​∏j<i​(1−Yj​Pj​)] and bounds E[∏j≤i(1−YjPj)]≤∏j≤i(1−yjpj)\mathbb E[\prod_{j\le i}(1-Y_jP_j)]\le\prod_{j\le i}(1-y_jp_j)E[∏j≤i​(1−Yj​Pj​)]≤∏j≤i​(1−yj​pj​) using (2).
  2. Lemma 7 (p. 16): E[W(v)]≥∑i=1kwizi∏j=1i−1(1−zj)\mathbb E[W(v)]\ge\sum_{i=1}^k w_iz_i\prod_{j=1}^{i-1}(1-z_j)E[W(v)]≥∑i=1k​wi​zi​∏j=1i−1​(1−zj​) for the edges of δ(v)\delta(v)δ(v) labelled by decreasing weight.
  3. Eq. (29) (p. 18): the bound F(i)≥1−e−F∗(i)≥(1−1/e)F∗(i)F(i)\ge1-e^{-F^*(i)}\ge(1-1/e)F^*(i)F(i)≥1−e−F∗(i)≥(1−1/e)F∗(i). The summation-by-parts identity (27) on the same page is included as a supporting lemma.
  4. Lemma 8 (p. 17): ∑iwizi∏j<i(1−zj)≥(1−1/e)∑iwizi\sum_i w_iz_i\prod_{j<i}(1-z_j)\ge(1-1/e)\sum_iw_iz_i∑i​wi​zi​∏j<i​(1−zj​)≥(1−1/e)∑i​wi​zi​ when zi∈[0,1]z_i\in[0,1]zi​∈[0,1], ∑izi≤1\sum_iz_i\le1∑i​zi​≤1 and w1≥⋯≥wk≥0w_1\ge\cdots\ge w_k\ge0w1​≥⋯≥wk​≥0.
  5. Lemma 9 (p. 18): E[W(v)]≥(1−1/e) OPT(v)\mathbb E[W(v)]\ge(1-1/e)\,\mathsf{OPT}(v)E[W(v)]≥(1−1/e)OPT(v) for every v∈V2v\in V_2v∈V2​.

The paper's proofs are in §4, pp. 16–19.

Significance

Combined with the LP upper bound (Lemma 1 of the paper, from Bansal et al.), Theorem 2 is a (1−1/e)(1-1/e)(1−1/e)-approximation for stochastic matching on bipartite graphs with a unit-patience side, improving and generalizing the 1/31/31/3 guarantee of Hikima et al. for Problem A and, through their reduction, for ISPCB. By the paper's account (§1.1, p. 4), the guarantee rests on a new ingredient, a (1−1/e)(1-1/e)(1−1/e)-balanced ordered contention resolution scheme for rank-1 matroids under negative correlation, in which the algorithm chooses the order: the per-star bound of Lemmas 7 and 9 holds for every rounding satisfying (2), not only for independent activations.

The result is proved in the paper; none of it has been machine-checked. This mission formalizes the per-star analysis and the theorem for an abstract rounding described by its properties, which is reusable for any algorithm that probes stars after a negatively correlated rounding.

Difficulty

If the rounded indicators YeY_eYe​ at a vertex were independent, Lemma 7 would be an equality and the remaining work would be the deterministic inequality of Lemma 8. They are not: the rounding is dependent, and Example 1 (p. 19) shows that this dependence can raise the probability that a particular edge is blocked to 1/21/21/2, so that no correlation-agnostic contention resolution scheme is better than 1/21/21/2-balanced. A per-edge guarantee, of the kind a contention resolution scheme that ignores correlation provides, is therefore unavailable: the bound of Theorem 2 holds only for the total weight collected at each vvv, and the negative correlation property (2) is one-sided, so it can be used only in the direction in which it holds.

Formalization scope

  • All randomness is finite. The rounding is a probability vector μ\muμ on subsets of EEE; the activeness pattern P:E→{0,1}P:E\to\{0,1\}P:E→{0,1} is independent with product weights. Every expectation is an explicit finite sum.
  • The rounding of Gandhi et al. is represented by its properties: μ≥0\mu\ge0μ≥0, ∑μ=1\sum\mu=1∑μ=1, the marginals Pr⁡[Ye=1]=ye\Pr[Y_e=1]=y_ePr[Ye​=1]=ye​, at most one rounded edge at each u∈V1u\in V_1u∈V1​, at most tvt_vtv​ at each v∈V2v\in V_2v∈V2​, and (2) on the rounded indicators for every v∈V2v\in V_2v∈V2​, S⊆δ(v)S\subseteq\delta(v)S⊆δ(v), b∈{0,1}b\in\{0,1\}b∈{0,1}. The goal holds for every such μ\muμ, so it covers the paper's rounding; formalizing the rounding procedure itself is a separate project.
  • W(v)W(v)W(v) is defined from the run (the first active edge in vvv's probe list), not by the formula of Lemma 7; the identity between the two is a milestone.
  • Standing assumptions, disclosed: we≥0w_e\ge0we​≥0 (with a negative weight the bound fails), pe∈[0,1]p_e\in[0,1]pe​∈[0,1], patience ∞\infty∞ is allowed on V2V_2V2​, and parallel edges are allowed. The goal is stated for every feasible yyy, a stronger statement than the paper's "optimal" yyy, since the proof never uses optimality. The phrase "yielding a (1−1/e)(1-1/e)(1−1/e)-approximation" is not formalized: it needs Lemma 1 of Bansal et al.
  • Ruled out: defining W(v)W(v)W(v) as ∑iwiYiPi∏j<i(1−YjPj)\sum_iw_iY_iP_i\prod_{j<i}(1-Y_jP_j)∑i​wi​Yi​Pi​∏j<i​(1−Yj​Pj​), as the best active edge regardless of the rounding, or stating the goal for one specific (independent) rounding or "for some rounding" would each be a different, weaker theorem.
  • Useful infrastructure: finite expectations over product measures, a negative-correlation inequality for products, Abel summation (Finset.sum_range_by_parts), and 1−x≤e−x1-x\le e^{-x}1−x≤e−x. Proofs of any milestone, and of the theorem from the milestones, are welcome.

Selected references

  • B. Brubach, N. Grammel, W. Ma, C. MacRury, A. Srinivasan, Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes, Mathematics of Operations Research, 2025. arXiv:2106.06892v3. https://arxiv.org/abs/2106.06892
  • R. Gandhi, S. Khuller, S. Parthasarathy, A. Srinivasan, Dependent rounding and its applications to approximation algorithms, Journal of the ACM 53(3):324–360, 2006. https://doi.org/10.1145/1147954.1147956
  • N. Bansal, A. Gupta, J. Li, J. Mestre, V. Nagarajan, A. Rudra, When LP is the cure for your matching woes: improved bounds for stochastic matchings, Algorithmica 63(4):733–762, 2012. https://doi.org/10.1007/s00453-011-9511-8
  • Y. Hikima, Y. Akagi, H. Kim, M. Kohjima, T. Kurashima, H. Toda, Integrated optimization of bipartite matching and its stochastic behavior: new formulation and approximation algorithm via min-cost flow optimization, The Thirty-Fifth AAAI Conference on Artificial Intelligence (AAAI 2021) (reference [28] of the paper; no link).
  • A. Borodin, C. MacRury, Online bipartite matching in the probe-commit model, Mathematical Programming, 2025, pp. 1–54 (reference [9] of the paper; no link).
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Operations ResearchOptimizationProbability+1·Captain: mikedeng1

Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes I: With Patience at Least 2, Attenuated Random-Order Probing Gives Every Edge a(e)·Pr[e Is Free] ≥ β*Research Paper

Motivation

In offline stochastic matching a graph is given in which every edge is present only with some known probability, and the only way to find out is to probe it: a probed edge that turns out to be present must be added to the matching at once. Each vertex may also limit how many of its edges are probed (its patience). The model captures applications in which a proposed match may be refused and an accepted one is binding: organ (kidney) exchange, online dating, advertising, crowdsourcing and ride sharing are the examples the paper lists (pp. 1–2), following Chen, Immorlica, Karlin, Mahdian and Rudra (ICALP 2009) and Bansal, Gupta, Li, Mestre, Nagarajan and Rudra (Algorithmica 2012).

Finding the best probing strategy is computationally hard, so algorithms are compared with a linear-programming relaxation that upper-bounds every strategy (Lemma 1, from Bansal et al.).

Timeline (general graphs with patience, as recorded on p. 2 of the paper).

  • 2012: Bansal et al., a 0.250.250.25-approximation.
  • 2015: Adamczyk, Grandoni and Mukherjee, 0.2690.2690.269.
  • 2018: Baveja, Chavan, Nikiforov, Srinivasan and Xu, 0.310.310.31.
  • 2021–2026: Brubach, Grammel, Ma, MacRury and Srinivasan (arXiv:2106.06892v3; Mathematics of Operations Research, 2025), 0.3820.3820.382 when every patience is at least 222. Their algorithm processes the edges in random order and attenuates each probe with an extra coin flip. Version 3 restricts the result to patience at least 222; earlier versions claimed it for all patience values, and Remark 1 shows why patience 111 fails.
  • Since then Pollner et al. have obtained 0.3950.3950.395 for general graphs (reference [35] of the paper).

This mission formalizes the per-edge bound behind the 0.3820.3820.382 result, Theorem 1 of the paper.

Setting

A finite graph G=(V,E)G = (V, E)G=(V,E) is given. Each edge eee is active independently with probability pe∈[0,1]p_e \in [0,1]pe​∈[0,1], and each vertex vvv has a patience tv∈{1,2,… }∪{∞}t_v \in \{1, 2, \dots\} \cup \{\infty\}tv​∈{1,2,…}∪{∞}, the largest number of probes that may be made to edges incident to vvv. Write δ(v)\delta(v)δ(v) for the edges incident to vvv.

LP (3). A vector (ye)e∈E(y_e)_{e \in E}(ye​)e∈E​ is feasible if

0≤ye≤1,∑e∈δ(v)yepe≤1,∑e∈δ(v)ye≤tv(e∈E, v∈V).0 \le y_e \le 1, \qquad \sum_{e \in \delta(v)} y_e p_e \le 1, \qquad \sum_{e \in \delta(v)} y_e \le t_v \quad (e \in E,\ v \in V).0≤ye​≤1,e∈δ(v)∑​ye​pe​≤1,e∈δ(v)∑​ye​≤tv​(e∈E, v∈V).

Here yey_eye​ is the probability of probing eee.

Attenuation. An attenuation function a~:[0,1]→[0,1]\tilde a : [0,1] \to [0,1]a~:[0,1]→[0,1] assigns to edge eee the probability a(e)=a~(peye)a(e) = \tilde a(p_e y_e)a(e)=a~(pe​ye​). It is effective (Definition 3) if a~(0)=1\tilde a(0) = 1a~(0)=1 and z↦ln⁡(1−xza~(z))z \mapsto \ln(1 - x z \tilde a(z))z↦ln(1−xza~(z)) is convex on [0,1][0,1][0,1] for every x∈(0,1)x \in (0,1)x∈(0,1). The two functions used here are a~exp⁡(z)=e−z/2\tilde a_{\exp}(z) = e^{-z/2}a~exp​(z)=e−z/2 and a~lin(z)=1−z/2\tilde a_{\mathrm{lin}}(z) = 1 - z/2a~lin​(z)=1−z/2 (Definition 4 with α=1/2\alpha = 1/2α=1/2).

Algorithm 1. Draw independent coins Ye∼Bernoulli(ye)Y_e \sim \mathrm{Bernoulli}(y_e)Ye​∼Bernoulli(ye​) and Ae∼Bernoulli(a(e))A_e \sim \mathrm{Bernoulli}(a(e))Ae​∼Bernoulli(a(e)) for every edge, and process the edges in a uniformly random order. When eee is processed it is free if both endpoints are unmatched and have made fewer than their patience in probes. If eee is free and Ye=Ae=1Y_e = A_e = 1Ye​=Ae​=1, probe eee; if it is active (coin Pe∼Bernoulli(pe)P_e \sim \mathrm{Bernoulli}(p_e)Pe​∼Bernoulli(pe​)), match it and both endpoints. Finally

β∗=∫01(e−2x+xe−2x)2 dx≈0.38278.\beta^* = \int_0^1 \bigl(e^{-2x} + x e^{-2x}\bigr)^2\,dx \approx 0.38278.β∗=∫01​(e−2x+xe−2x)2dx≈0.38278.

Formalization targets

Goal: Theorem 1 (p. 9)

If every vertex has patience at least 222, yyy is feasible for LP (3), and a~\tilde aa~ is a~exp⁡\tilde a_{\exp}a~exp​ or a~lin\tilde a_{\mathrm{lin}}a~lin​, then for every edge eee

a(e)⋅Pr⁡[e is free]  ≥  β∗.a(e) \cdot \Pr[e \text{ is free}] \;\ge\; \beta^*.a(e)⋅Pr[e is free]≥β∗.

The probability is over the random order and the coins of Algorithm 1.

Milestones

The milestones are numbered results and displays of the paper, in the order its argument uses them:

  1. a~exp⁡\tilde a_{\exp}a~exp​ and a~lin\tilde a_{\mathrm{lin}}a~lin​ with α=1/2\alpha = 1/2α=1/2 are effective (Definition 4, p. 9).
  2. (7), p. 10: a safe edge (one whose neighbourhood has neither a successful probe nor an exhausted patience before it arrives) is free, so a(e)Pr⁡[e is free]≥a~(peye)Pr⁡[e is safe]a(e)\Pr[e \text{ is free}] \ge \tilde a(p_e y_e)\Pr[e \text{ is safe}]a(e)Pr[e is free]≥a~(pe​ye​)Pr[e is safe].
  3. Lemma 3, p. 11: ∏f∈E1(r)(1−x a(f)yf)≥e−x∑f∈E1(r)yf\prod_{f \in E_1(r)} (1 - x\,a(f) y_f) \ge e^{-x \sum_{f \in E_1(r)} y_f}∏f∈E1​(r)​(1−xa(f)yf​)≥e−x∑f∈E1​(r)​yf​ for an effective attenuation, where E1(r)E_1(r)E1​(r) is the set of edges at rrr other than eee with pf=1p_f = 1pf​=1.
  4. Lemma 4, p. 12 (Baveja et al.): Pr⁡[∑iBi<t]≥Pr⁡[Pois(μ)<t]\Pr[\sum_i B_i < t] \ge \Pr[\mathrm{Pois}(\mu) < t]Pr[∑i​Bi​<t]≥Pr[Pois(μ)<t] for independent Bernoullis with mean sum μ<t−1\mu < t - 1μ<t−1.
  5. Lemma 5, p. 12: the Chernoff bound Pr⁡[∑iBi<(1+ε)μ]≥1−e−ε2μ/(2+ε)\Pr[\sum_i B_i < (1+\varepsilon)\mu] \ge 1 - e^{-\varepsilon^2 \mu/(2+\varepsilon)}Pr[∑i​Bi​<(1+ε)μ]≥1−e−ε2μ/(2+ε).
  6. Proposition 1, p. 14: ∫01λφ≥λ(z∗)∫01φ\int_0^1 \lambda\varphi \ge \lambda(z^*)\int_0^1 \varphi∫01​λφ≥λ(z∗)∫01​φ for λ≥0\lambda \ge 0λ≥0 non-increasing and φ\varphiφ changing sign once, from +++ to −-−, at z∗z^*z∗.
  7. (22), p. 15: a~(ye)∫01(e−x(2−ye)+xe−x(2−ye))2 dx≥β∗\tilde a(y_e)\int_0^1 (e^{-x(2-y_e)} + x e^{-x(2-y_e)})^2\,dx \ge \beta^*a~(ye​)∫01​(e−x(2−ye​)+xe−x(2−ye​))2dx≥β∗ on [0,1][0,1][0,1], with equality at ye=0y_e = 0ye​=0.

Significance

The result. Equation (4) of the paper writes the expected weight of the algorithm's matching as ∑ewepeye a(e)Pr⁡[e is free]\sum_e w_e p_e y_e\, a(e)\Pr[e \text{ is free}]∑e​we​pe​ye​a(e)Pr[e is free]. Theorem 1 therefore gives at least β∗∑ewepeye\beta^* \sum_e w_e p_e y_eβ∗∑e​we​pe​ye​, and with an optimal LP solution and the LP upper bound of Bansal et al. this is a 0.3820.3820.382-approximation for stochastic matching on general graphs with patience at least 222. The bound is per edge, which is the form a random-order contention resolution scheme needs: the same algorithm rounds fractional matchings edge by edge.

Formalizing it. The paper's proof combines a reduction (Lemma 2), the analytic bound of Lemma 3, the tail bounds of Lemmas 4–5, an exchange argument (Lemma 6) resting on a graph construction from another paper, and a case analysis in the patience values that is closed by numerical minimization of explicit integrals over two or three parameters ("we numerically minimize (12)", p. 13; "we numerically verify", p. 15). The margins are thin: the bound 0.38280.38280.3828 in the last case exceeds β∗\beta^*β∗ by about 5⋅10−55 \cdot 10^{-5}5⋅10−5. No part of this argument has a machine-checked proof. A formal proof would certify both the probabilistic reasoning and every numerical step, and would supply a reusable finite model of random-order probing algorithms with patience, of which the platform has none.

Difficulty

The obvious argument bounds Pr⁡[e is free]\Pr[e \text{ is free}]Pr[e is free] by a product over the two endpoints of eee and applies a Poisson approximation to the number of probes at each endpoint. For an endpoint of patience 222 that approximation is only valid for arrival times x<xcx < x_cx<xc​, a threshold that can be 1/21/21/2, and the bound it gives, about 0.3470.3470.347 (display (16)), falls below β∗\beta^*β∗. Closing that case is what requires the exchange argument of Lemma 6. Beyond it, the remaining cases are optimization problems over the LP mass at each endpoint, which the paper settles by computer and a formal proof must settle by rigorous bounds.

Formalization scope

  • The graph is the platform's EdmondsMatching65.Polyhedron.Graph (loopless); the goal adds that the endpoint map is injective, since the paper's edges are pairs {u,v}\{u,v\}{u,v}. Patience is ℕ∞, with ∞\infty∞ allowed; "minimum patience 222" is tv≥2t_v \ge 2tv​≥2 at every vertex.
  • Standing assumptions: pe∈[0,1]p_e \in [0,1]pe​∈[0,1] for every edge; yyy feasible for LP (3) (which includes ye∈[0,1]y_e \in [0,1]ye​∈[0,1]).
  • Every probability is a finite average: over the ∣E∣!|E|!∣E∣! orders of the edges and over the 23∣E∣2^{3|E|}23∣E∣ outcomes of the coins Y,A,PY, A, PY,A,P, each weighted by a product of Bernoulli weights. The paper's continuous arrival times induce exactly this uniform order. Pr⁡[e is free]\Pr[e \text{ is free}]Pr[e is free] is computed from the run of Algorithm 1 (matched vertices and probe counters, step by step), never from the product formulas of p. 11, which would assume the lemmas being proved.
  • The goal is stated for a~exp⁡\tilde a_{\exp}a~exp​ and a~lin\tilde a_{\mathrm{lin}}a~lin​ with α=1/2\alpha = 1/2α=1/2. Theorem 1 cites "Definition 3 where α=1/2\alpha = 1/2α=1/2"; α\alphaα belongs to Definition 4, and an arbitrary effective function would make the statement false. The third function of Definition 4 is not effective (its ln⁡(1−xza~(z))\ln(1 - xz\tilde a(z))ln(1−xza~(z)) is concave near z=0z = 0z=0 for xxx close to 111), so neither the effectiveness milestone nor the goal covers it.
  • Lemma 4 prints e−xμe^{-x\mu}e−xμ in the Poisson sum; the statement uses e−μe^{-\mu}e−μ.
  • A formalization that defines "free" without the patience counters or the matched set, one that bounds Pr⁡[e is safe]\Pr[e \text{ is safe}]Pr[e is safe] or the integral (8) instead of a(e)Pr⁡[e is free]a(e)\Pr[e \text{ is free}]a(e)Pr[e is free], or one stated for "some" attenuation function, is a different theorem and does not count.
  • Not stated: Lemma 2 (a without-loss-of-generality reduction), Lemma 6 (its hypothesis is a graph built in another paper, with property (18) asserted there), the conditional bounds (8)–(17) and (23)–(25), whose objects live inside the proof, and the numerical values of pp. 13–15. Solvers who need them are welcome to state them as their own lemmas. The paper's proofs are in §3.2, pp. 9–15.
  • Reusable beyond this mission: the finite model of Algorithm 1 and its events, Lemma 4 (Bernoulli versus Poisson lower tails), Lemma 5 (a Chernoff bound for independent Bernoullis), and Proposition 1.

Selected references

  • B. Brubach, N. Grammel, W. Ma, C. MacRury, A. Srinivasan, Improved Guarantees for Offline Stochastic Matching via New Ordered Contention Resolution Schemes, Mathematics of Operations Research, 2025; arXiv:2106.06892v3 (20 Apr 2026). https://arxiv.org/abs/2106.06892v3
  • N. Bansal, A. Gupta, J. Li, J. Mestre, V. Nagarajan, A. Rudra, When LP is the cure for your matching woes: improved bounds for stochastic matchings, Algorithmica 63(4):733–762, 2012 (reference [7] of the paper).
  • A. Baveja, A. Chavan, A. Nikiforov, A. Srinivasan, P. Xu, Improved bounds in stochastic matching and optimization, Algorithmica 80(11):3225–3252, 2018 (reference [8]; source of Lemma 4).
  • M. Adamczyk, F. Grandoni, J. Mukherjee, Improved approximation algorithms for stochastic matching, ESA 2015, 1–12 (reference [1]).
  • N. Chen, N. Immorlica, A. R. Karlin, M. Mahdian, A. Rudra, Approximating matches made in heaven, ICALP 2009, 266–278 (reference [15]).
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