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Combinatorics

627 missions · 347 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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🏆Completed
Complexity Theory·Captain: @bwdaugherty

Block Sensitivity vs. Sensitivity: α ≥ 2.0391Open Problem

Improve the separation exponent between block sensitivity and sensitivity of total Boolean functions. This mission targets α≥2.0391\alpha\ge2.0391α≥2.0391; higher is better.

For every ε>0\varepsilon>0ε>0 and every integer S≥2S\ge2S≥2, the goal asks for a function fff with s(f)≥Ss(f)\ge Ss(f)≥S and bs(f)≥s(f)2.0391−εbs(f)\ge s(f)^{2.0391-\varepsilon}bs(f)≥s(f)2.0391−ε. The shared definition SensitivityCampaign.AchievesExponent expresses exactly this requirement.

Using a finite certificate. Choose a total Boolean function fff, an input xxx, and integers A,B>1A,B>1A,B>1. Prove s(f)≤As(f)\le As(f)≤A, B≤bs(f,x)B\le bs(f,x)B≤bs(f,x), and A2.0391≤BA^{2.0391}\le BA2.0391≤B, then apply SensitivityCampaign.finite_certificate. Here bs(f,x)bs(f,x)bs(f,x) means block sensitivity at the chosen input. The shared theorem handles normalization and passage to arbitrarily large sensitivity. Its proof is a foundation milestone; a proof depending on an open milestone remains conditional until that milestone is proved.

Direct proofs of the asymptotic goal are equally welcome. Keep the shared definitions, replace the target value, and give your theorem a unique name. Use exact certified bounds; numerical estimates alone do not establish a record.

Background: the campaign proposal.

5 thms3 active usersReviewed
🏆Completed
Complexity Theory·Captain: Leo Shaposhnik

Block Sensitivity vs. Sensitivity: Reach 2.0205Open Problem

For every ε>0\varepsilon>0ε>0 and every integer S≥2S\ge2S≥2, there exists a total Boolean function fff with s(f)≥Ss(f)\ge Ss(f)≥S and bs(f)≥s(f)2.0205−εbs(f)\ge s(f)^{2.0205-\varepsilon}bs(f)≥s(f)2.0205−ε.

The construction refines the tournament recursion of OpenAI/math. It keeps all four sensitivity profiles, sharpens the target-row count to fifteen, and bounds the gate contribution by separating the cases with and without a sink.

At depth d=17d=17d=17, use tournament parameter M=1475863M=1475863M=1475863, label alphabet r=88r=88r=88, and K=1439236K=1439236K=1439236 disjoint OR copies. The proof obtains a finite seed and integers A,B>1A,B>1A,B>1 satisfying global sensitivity s(f)≤As(f)\le As(f)≤A, block sensitivity at zero bs(f,0)≥Bbs(f,0)\ge Bbs(f,0)≥B, and the exact integer comparison A4041<B2000A^{4041}<B^{2000}A4041<B2000. This implies A2.0205<BA^{2.0205}<BA2.0205<B; the shared finite-certificate theorem supplies arbitrarily large sensitivity and the campaign conclusion.

The shared campaign definitions are retained. The local proof was checked in Lean 4.33.1 with Mathlib 0df444a360eaa60ab8c11dca51a86af692955474. This draft targets a certified campaign improvement; no global optimality claim is made

15 thms3 active usersReviewed
🏆Completed
Complexity Theory·Captain: marwahaha

Block Sensitivity vs. Sensitivity: OpenAI BaselineResearch Paper

Certify the separation exponent α≥2.000252407\alpha\ge2.000252407α≥2.000252407 using OpenAI's construction. Sensitivity s(f)s(f)s(f) counts individual bit flips that change the output; block sensitivity bs(f)bs(f)bs(f) counts disjoint sensitive blocks. Both are maximized over inputs. The notation bs(f,x)bs(f,x)bs(f,x) fixes one input, and 000 denotes the all-zero input.

The goal requires arbitrarily large sensitivity and bs(f)≥s(f)2.000252407−εbs(f)\ge s(f)^{2.000252407-\varepsilon}bs(f)≥s(f)2.000252407−ε for every ε>0\varepsilon>0ε>0. OpenAI's depth-nine seed, with M=910M=9^{10}M=910, supplies a slightly larger exponent; the displayed decimal must be certified exactly.

This mission is the campaign's foundation. Its central reusable milestone turns a finite certificate s(f)≤As(f)\le As(f)≤A, bs(f,x)≥Bbs(f,x)\ge Bbs(f,x)≥B, A,B>1A,B>1A,B>1, and Aa≤BA^a\le BAa≤B into the asymptotic claim at exponent a≥0a\ge0a≥0. Normalization and sensitivity growth are proof obligations. Later missions import this theorem and the shared definitions.

OpenAI's quantitative separation is already proved on Prove2Me. This mission certifies the numerical exponent and the reusable bridge; its goal remains Open until all required proofs are accepted.

40 thms3 active usersReviewed
🏆Completed
Linear algebraProbabilityRandom Matrix Theory·Captain: mikedeng1

An Introduction to Matrix Concentration Inequalities I: A Matrix Gaussian Series Satisfies v(Z) ≤ E‖Z‖² ≤ 2v(Z)(1 + log(d₁ + d₂))Textbook

Motivation

Random matrices arise when observations, signs, or model coefficients fluctuate. Their spectral norm measures the largest amplification they can cause to a vector. A bound on that norm can turn entrywise randomness into a statement about the behavior of an entire linear operator. Tropp's chapter develops a common framework for Gaussian and Rademacher sums of fixed matrices, then applies it to Wigner matrices, rectangular Gaussian matrices, random signs, Toeplitz matrices, and a rounding scheme for a quadratic optimization relaxation (Tropp, Chapter 4). The applications show what the general estimate says when the matrices have concrete structure.

The chapter's general matrix-series theorem, Theorem 4.1.1, is already an open statement in tc's Prove2Me Chapter 4 mission. This mission targets the squared-norm comparison in §4.1.2 and the worked consequences that are not part of that existing goal. They are useful benchmarks because their dimensions, coefficients, and variance statistics are explicit. The existing platform status is a formalization status: Tropp proves these mathematical bounds in the cited book; the Chapter 4 theorem and the results proposed here do not yet have machine-checked proofs.

Setting

Fix positive integers d1,d2d_1,d_2d1​,d2​ and a finite family of complex d1×d2d_1\times d_2d1​×d2​ matrices BkB_kBk​. Let γk\gamma_kγk​ be independent standard Gaussian real variables, each with mean zero and variance one. Their matrix Gaussian series is Z=∑kγkBkZ=\sum_k\gamma_k B_kZ=∑k​γk​Bk​. For a complex matrix MMM, write M∗M^*M∗ for its conjugate transpose and ∥M∥\|M\|∥M∥ for its Euclidean operator norm. The matrix variance statistic is

v(Z)=max⁡{∥E(ZZ∗)∥, ∥E(Z∗Z)∥}.v(Z)=\max\{\|\mathbb E(ZZ^*)\|,\ \|\mathbb E(Z^*Z)\|\}.v(Z)=max{∥E(ZZ∗)∥, ∥E(Z∗Z)∥}.

For this Gaussian series, the two expected products equal the corresponding sums of coefficient products, so v(Z)v(Z)v(Z) can be computed from the fixed BkB_kBk​. This is the same statistic and norm as Theorem 4.1.1, equations (4.1.2)–(4.1.4) (Tropp, p. 42). Expectations are entrywise Bochner integrals for matrix-valued functions and ordinary integrals for real quantities.

A Rademacher variable takes values −1-1−1 and 111 with equal probability. Some companion examples replace the Gaussian coefficients by independent Rademacher variables. For a Hermitian square matrix YYY, λmin⁡(Y)\lambda_{\min}(Y)λmin​(Y) denotes its smallest real eigenvalue. In the signed-entry example, the relevant matrix statistic is the larger of the greatest squared row norm and the greatest squared column norm of a fixed matrix.

Formalization targets

Squared norm of a Gaussian series

The goal is the pair of inequalities in (4.1.7), together with explicit integrability of the random squared norm:

v(Z)≤E∥Z∥2≤2v(Z)(1+log⁡(d1+d2)).v(Z)\le\mathbb E\|Z\|^2\le2v(Z)\bigl(1+\log(d_1+d_2)\bigr).v(Z)≤E∥Z∥2≤2v(Z)(1+log(d1​+d2​)).

The constants and the logarithm are exactly those printed on pp. 43–44. The left side identifies a necessary scale; the right side gives a dimension-dependent upper estimate. The two milestones are the Jensen lower-bound display and the tail-integration display in §4.1.2. The latter is stated for any measurable matrix with the chapter's tail bound and positive variance, because the displayed integration step itself uses only those properties. It retains the exact split-point expression and the factor 222.

Worked series

Companion statements record the minimum-eigenvalue consequences (4.6.4)–(4.6.5), the Wigner estimate (4.2.3), the rectangular Gaussian estimate (4.2.6), the randomly signed-entry estimate (4.3.3), the Toeplitz estimate (4.4.3), and the MaxQP rounding scale in §4.5. Their deterministic variance identities are part of the statements, rather than assumptions. In particular the Wigner bound keeps log⁡(2d)\log(2d)log(2d) and the Toeplitz bound keeps the exact coefficient sum dIddI_ddId​ (Tropp, pp. 46–52).

Significance

The squared-norm comparison says that v(Z)v(Z)v(Z) is the correct baseline for the size of a Gaussian series in mean square, while allowing a logarithmic penalty for matrix dimension. It also shows why an expectation estimate and a tail estimate answer different questions: the chapter discusses examples where a tail bound can be loose even when the expected norm is controlled (Tropp, pp. 44–45). The example statements make the abstract variance statistic usable for standard matrix ensembles and for signed matrices with prescribed entries.

A machine-checked development would connect the existing spectral and probability definitions to explicit examples, finite-sum variance identities, and integrability of Gaussian matrix norms. Those components can be reused in later sampling and numerical linear algebra missions. The general Chapter 4 matrix-series theorem remains an open platform target; these application statements are not claimed to be already formalized or proved there.

Difficulty

The central obstacle is moving from a tail estimate for ∥Z∥\|Z\|∥Z∥ to a finite, sharp expectation for ∥Z∥2\|Z\|^2∥Z∥2. The tail estimate has a dimension factor, while the desired bound has its logarithm; an unspecialized bound at a single threshold does not provide the stated constant. At the modeling level, matrix variance uses expectations of matrix products, so it must coincide with the finite sums of coefficient squares for each example. A definition that silently returns zero for a nonintegrable Bochner integral would make the upper inequality misleading. The Gaussian law, measurability, and moment behavior therefore matter to the statement as well as to eventual proofs.

Formalization scope

Matrices use Matrix (Fin d₁) (Fin d₂) ℂ with d1,d2≥1d_1,d_2\ge1d1​,d2​≥1 and tc's spectralNorm and rectSecondMoment definitions. The probability space is arbitrary; coefficient functions are measurable and independent, and their pushforward laws are exactly standard Gaussian or Rademacher as the page requires. Families may be empty. Real random coefficients scale complex matrices. Integrability of ∥Z∥2\|Z\|^2∥Z∥2 is a conclusion of the goal and tail-integration milestone, while the minimum-eigenvalue expectation companion likewise asserts integrability. The tail-integration milestone assumes v(Z)>0v(Z)>0v(Z)>0 because its displayed denominator divides by v(Z)v(Z)v(Z); the Gaussian goal itself includes v(Z)=0v(Z)=0v(Z)=0.

The Wigner coefficients are indexed by pairs i<ji<ji<j; rectangular and signed-entry coefficients by row-column pairs; Toeplitz coefficients by diagonals −(d−1),…,d−1-(d-1),\ldots,d-1−(d−1),…,d−1. The Toeplitz index in Lean is shifted to Fin (2*d-1). Row and column maxima range over the nonempty finite row and column sets. The signed-entry theorem permits complex fixed entries and uses ∣bij∣2|b_{ij}|^2∣bij​∣2; the printed example starts with real entries. MaxQP uses the positive scale α=1/2log⁡(d1+d2)\alpha=1/\sqrt{2\log(d_1+d_2)}α=1/2log(d1​+d2​)​ and tc's positive-semidefinite order for the two relaxation constraints. None of the coefficient-square identities is supplied as a hypothesis; each is a conclusion to establish.

Context. The existing TroppMatrixConcentration.ch4_matrix_series formalizes Theorem 4.1.1 and is Open. Its Gaussian/Rademacher variance identity and norm/tail bounds provide the chapter context. The present goal specializes the same Gaussian model and asks for the separate second-moment result (4.1.7). Reusable contributions include finite-matrix identities, Gaussian moment integrability, and tail-integration lemmas. A valid proof must preserve the actual standard laws and independence, and cannot redefine v(Z)v(Z)v(Z) as the expected squared norm.

Selected references

  • Joel A. Tropp, An Introduction to Matrix Concentration Inequalities, Foundations and Trends in Machine Learning 8(1–2), 2015, arXiv:1501.01571v1, Chapter 4, pp. 42–52.
8 thms3 active usersReviewed
🏆Completed
Probability·Captain: marwahaha

A strict four-row permanent inequality and permutation momentsOpen Problem

Motivation

An inequality involving only four rows can feed into a recursion for a much larger permutation shuffle. The source seeks an exponent strictly below two that survives a small perturbation of the uniform permutation law. The source is OpenAI's September 2026 manuscript.

Setting

A permanent expectation averages the product of four selected entries, one from each row and each column, over a probability law on the 24 permutations. Uniform marginals require every row to choose each column with probability 1/41/41/4.

Formalization targets

∃p0∈(4/3,2), ε>0:∑π∈S4ν(π)∏ifi(π(i))≤∏i(14∑jfi(j)p0)1/p0.\exists p_0\in(4/3,2),\ \varepsilon>0:\quad\sum_{\pi\in S_4}\nu(\pi)\prod_i f_i(\pi(i))\le\prod_i\left(\frac14\sum_j f_i(j)^{p_0}\right)^{1/p_0}.∃p0​∈(4/3,2), ε>0:π∈S4​∑​ν(π)i∏​fi​(π(i))≤i∏​(41​j∑​fi​(j)p0​)1/p0​.

The theorem is stated as admitted, not proved here. Sites are Fin 4, and a law is a real-valued mass function ν on the 24 permutations of the four sites. It states that there exist a real exponent p₀ with 4/3 < p₀ < 2 and a real ε > 0 such that the following holds for every law ν that is a probability law (all masses nonnegative and summing to 1), has total variation distance from the uniform law less than ε (total variation being half the sum over permutations π of |ν(π) − 1/24|), and has uniform marginals (for every pair of sites i and j, the total mass of permutations with π(i)=j equals 1/4). For every 4-by-4 array f of real numbers with all entries f(i,j) ≥ 0, the permanent expectation Σ_π ν(π) ∏_i f(i, π(i)) is at most the product over the four rows i of the normalized ℓ^{p₀} norm of row i, where the norm of a row g is ((Σ_j g(j)^{p₀})/4)^{1/p₀}, using the uniform counting normalization with division by 4.

The goal is OAI.FourRow.robust_permanent. Supporting targets are listed below; they retain their individual hypotheses and are separate statements.

  • remaining main.

Significance

The goal is uniform over all nonnegative arrays and all probability laws within the chosen total-variation neighborhood that have exactly uniform marginals. The shared Thorp bundle is included as a separate supporting target. The manuscript presents a mathematical argument; the attached goal currently has status Open, so the requested contribution is a Lean proof of the displayed formal target.

Difficulty

Near-uniformity alone does not enforce the marginal identities. The exponent improvement must hold even for highly uneven nonnegative row entries.

Formalization scope

The law has nonnegative real masses summing to one. Its distance from the uniform 1/241/241/24 law is strictly less than the selected ε\varepsilonε, and row norms use division by four. No explicit value for the existential exponent or radius is imposed.

The shared definitions are supplied by FourRowPermanent, ThorpRemaining. The target uses Lean 4.33.1 with the pinned Mathlib environment. Contributions should preserve the existing statement and develop reusable supporting lemmas in its definitions.

Selected references

  • OpenAI, A strict four-row permanent inequality and permutation moments, preprint, September 2026. Manuscript.
  • OpenAI, accompanying Lean statement. Pinned source.
9 thms3 active usersReviewed
🏆Completed
Operations ResearchOptimization·Captain: mikedeng1

A Combinatorial Algorithm Minimizing Submodular Functions in Strongly Polynomial Time I: Schrijver's Algorithm Returns a Minimizer of f After at Most |V|⁶ IterationsResearch Paper

Motivation

Minimizing a submodular set function is one of the central tractable problems of combinatorial optimization. Minimum cuts in graphs and hypergraphs, matroid intersection and partition, the rank of a matroid union, and many problems in facility location, image segmentation and machine learning are special cases or subroutines of it. The question is algorithmic: given only a value oracle for fff, find a set UUU with f(U)=min⁡Wf(W)f(U) = \min_W f(W)f(U)=minW​f(W) using a number of operations bounded by a polynomial in ∣V∣|V|∣V∣ alone, independent of the size of the values of fff (strongly polynomial).

Timeline.

  • 1981. Grötschel, Lovász and Schrijver showed with the ellipsoid method that submodular functions can be minimized in strongly polynomial time (Combinatorica 1, 1981). The method is not combinatorial.
  • 1985. Cunningham gave a combinatorial pseudo-polynomial algorithm for submodular function minimization (Combinatorica 5, 1985).
  • 1999–2000. Two combinatorial strongly polynomial algorithms appeared independently: Iwata, Fleischer and Fujishige (J. ACM 48, 2001), and Schrijver, the paper of this mission (J. Combin. Theory Ser. B 80, 2000).

Schrijver's algorithm is the one usually taught. Its proof uses only the greedy vectors of fff, a reachability digraph and a lexicographic potential.

Setting

Let V={1,…,n}V = \{1,\dots,n\}V={1,…,n} and let fff be a real function on all subsets of VVV that is submodular:

f(Y)+f(Z)≥f(Y∩Z)+f(Y∪Z)(Y,Z⊆V),f(Y) + f(Z) \ge f(Y\cap Z) + f(Y\cup Z) \qquad (Y, Z \subseteq V),f(Y)+f(Z)≥f(Y∩Z)+f(Y∪Z)(Y,Z⊆V),

normalized so that f(∅)=0f(\emptyset)=0f(∅)=0. For x∈RVx \in \mathbb R^Vx∈RV and U⊆VU \subseteq VU⊆V write x(U)=∑v∈Ux(v)x(U) = \sum_{v\in U} x(v)x(U)=∑v∈U​x(v). The base polytope is Bf={x∈RV:x(U)≤f(U) ∀U, x(V)=f(V)}B_f = \{x \in \mathbb R^V : x(U) \le f(U)\ \forall U,\ x(V) = f(V)\}Bf​={x∈RV:x(U)≤f(U) ∀U, x(V)=f(V)}.

For a total order ≺\prec≺ on VVV let v≺={u:u≺v}v_\prec = \{u : u \prec v\}v≺​={u:u≺v}. The greedy vector of ≺\prec≺ is h≺(v)=f(v≺∪{v})−f(v≺)h^\prec(v) = f(v_\prec\cup\{v\}) - f(v_\prec)h≺(v)=f(v≺​∪{v})−f(v≺​). A lower ideal of ≺\prec≺ is a set closed under taking ≺\prec≺-smaller elements. The interval (s,t]≺(s,t]_\prec(s,t]≺​ is {v:s≺v⪯t}\{v : s \prec v \preceq t\}{v:s≺v⪯t}. For s≺us \prec us≺u, the order ≺s,u\prec^{s,u}≺s,u is obtained from ≺\prec≺ by moving uuu to the position just before sss. The vector χu\chi^uχu is the incidence vector of uuu.

The algorithm keeps a point x=λ1h≺1+⋯+λkh≺kx = \lambda_1 h^{\prec_1} + \dots + \lambda_k h^{\prec_k}x=λ1​h≺1​+⋯+λk​h≺k​ with λi>0\lambda_i > 0λi​>0 and ∑iλi=1\sum_i \lambda_i = 1∑i​λi​=1; initially x=h≺x = h^\precx=h≺ for an arbitrary order. It forms the digraph D=(V,A)D = (V, A)D=(V,A), where A={(u,v):u≺iv for some i}A = \{(u,v) : u \prec_i v \text{ for some } i\}A={(u,v):u≺i​v for some i}, and the sets P={x>0}P = \{x > 0\}P={x>0} and N={x<0}N = \{x < 0\}N={x<0}.

  • Case 1: DDD has no path from PPP to NNN. The algorithm returns the set UUU of vertices that can reach NNN.
  • Case 2: there is such a path. Let d(v)d(v)d(v) be the distance from PPP to vvv in DDD. The algorithm picks t∈Nt \in Nt∈N maximizing (d(t),t)(d(t), t)(d(t),t), then the largest sss with (s,t)∈A(s,t)\in A(s,t)∈A and d(s)=d(t)−1d(s) = d(t)-1d(s)=d(t)−1, then an order ≺1\prec_1≺1​ maximizing ∣(s,t]≺1∣|(s,t]_{\prec_1}|∣(s,t]≺1​​∣.
    • It finds δ≥0\delta \ge 0δ≥0 with h≺1+δ(χt−χs)h^{\prec_1} + \delta(\chi^t - \chi^s)h≺1​+δ(χt−χs) a convex combination of the h≺1s,uh^{\prec_1^{s,u}}h≺1s,u​, u∈(s,t]≺1u \in (s,t]_{\prec_1}u∈(s,t]≺1​​.
    • It moves xxx toward y=x+λ1δ(χt−χs)y = x + \lambda_1\delta(\chi^t-\chi^s)y=x+λ1​δ(χt−χs) as far as x(t)≤0x(t) \le 0x(t)≤0 allows.
    • It reduces the new convex decomposition to at most ∣V∣|V|∣V∣ terms, dropping ≺1\prec_1≺1​ if x′(t)<0x'(t) < 0x′(t)<0.

Formalization targets

Goal: correctness, well-definedness and the iteration bound

For every submodular fff with f(∅)=0f(\emptyset)=0f(∅)=0:

(i) in Case 1, f(U)≤f(W) ∀W⊆V;(ii) every Case 2 state has a successor;(iii) every run has m≤∣V∣6 iterations.\text{(i) in Case 1, } f(U) \le f(W)\ \forall W \subseteq V;\quad \text{(ii) every Case 2 state has a successor};\quad \text{(iii) every run has } m \le |V|^6 \text{ iterations}.(i) in Case 1, f(U)≤f(W) ∀W⊆V;(ii) every Case 2 state has a successor;(iii) every run has m≤∣V∣6 iterations.

Part (iii) is the opening claim of §5 (p. 352), and part (i) is display (16) (p. 351). Part (ii) states that the description of §4 can always be carried out, and it keeps (iii) from holding vacuously.

Milestones

In order: the diminishing-returns inequality (9); h≺(U)=f(U)h^\prec(U) = f(U)h≺(U)=f(U) on lower ideals and h≺∈Bfh^\prec \in B_fh≺∈Bf​ (§2); the comparison (8) of h≺s,uh^{\prec^{s,u}}h≺s,u with h≺h^\prech≺; the subroutine (12); the Case 1 certificate (16); existence of a Case 2 iteration (§4, p. 352); the location (22) of new arcs; monotonicity (20) of distances; and the lexicographic decrease (21) of (d(t),t,s,α,β)(d(t), t, s, \alpha, \beta)(d(t),t,s,α,β) while ddd stays fixed.

Significance

The result. The theorem gives a submodular minimizer after a number of iterations bounded by a polynomial in ∣V∣|V|∣V∣. Each iteration makes polynomially many oracle calls and arithmetic operations, so the algorithm is strongly polynomial. The same exchange-and-potential scheme underlies later improvements (Fleischer–Iwata's push-relabel variant, Iwata–Orlin, Orlin's O(n5)O(n^5)O(n5) bound). Section 6 of the paper, the companion mission, transfers the result to submodular functions on ring families.

Formalizing it. The result is proved and has been in textbooks for twenty years. It has no machine-checked proof that we know of, in Lean or elsewhere, and Mathlib has no submodular minimization. A complete development yields a verified correctness and termination proof for a nontrivial combinatorial algorithm on the base polytope. It also yields reusable facts about greedy vectors and lower ideals, and a worked example of a lexicographic-potential termination argument.

Difficulty

Correctness (16) is short once h≺(U)=f(U)h^\prec(U) = f(U)h≺(U)=f(U) on lower ideals is available. The difficulty is termination. A single iteration can increase xxx at ttt and decrease it at sss, and it adds new orders and so new arcs. Neither ∣N∣|N|∣N∣ nor x(N)x(N)x(N) need improve monotonically, and the obvious potentials fail. The argument needs the precise structure of the new arcs (22): every new arc lies inside the interval [s,t][s,t][s,t] of ≺1\prec_1≺1​, and that gives both the monotonicity of distances (20) and the strict lexicographic decrease (21). The choice rule for ttt and sss ("largest") is what makes (21) hold. An arbitrary choice can cycle. Well-definedness also takes work: it combines (12) with a Carathéodory reduction over the hyperplane x(V)=f(V)x(V) = f(V)x(V)=f(V).

Formalization scope

  • Ground set and values. VVV is Fin n and subsets are Finset (Fin n). Values are real; the paper allows any ordered field. "Largest" in the choice of ttt and sss is the order of Fin n.
  • Orders and states. A total order is a permutation σ\sigmaσ read as a position map: u≺vu \prec vu≺v iff σ(u)<σ(v)\sigma(u) < \sigma(v)σ(u)<σ(v). The order ≺s,u\prec^{s,u}≺s,u is characterized relationally (IsMoved). A state is a list of (order, weight) pairs.
  • Distances. Distances take values in N∪{∞}\mathbb N \cup \{\infty\}N∪{∞}, with ∞\infty∞ for unreachable vertices.
  • Standing assumptions. Submodularity (the platform definition NonmonotoneSubmod.Shared.Submodular) and f(∅)=0f(\emptyset) = 0f(∅)=0 are the paper's standing assumptions of §2 and §4. Milestones that do not need f(∅)=0f(\emptyset)=0f(∅)=0 omit it.
  • Iterations as a relation. An iteration is a relation Step that admits every choice the paper leaves open: any subroutine output δ\deltaδ, any maximizing index, and any Carathéodory reduction. The reduced decomposition may only use orders ≺i\prec_i≺i​ (i≠1i \ne 1i=1), each ≺1s,u\prec_1^{s,u}≺1s,u​ at most once, and ≺1\prec_1≺1​ only when x′(t)=0x'(t) = 0x′(t)=0.
  • Not formalized. The value oracle, "strongly polynomial time" and the number of oracle calls are not formalized, because there is no machine model. Only the iteration count is.
  • No trivial reading. A Step relation that is never satisfiable would make the bound vacuous. Part (ii) of the goal rules this out, and the goal does not mention ddd, α\alphaα, β\betaβ or the matrix of §3.
  • Contributions welcome. Proofs of the milestones, general lemmas on greedy vectors and lower ideals (reusable for any base-polytope development), and a Carathéodory lemma for convex combinations in an affine hyperplane.

Selected references

  • A. Schrijver, A combinatorial algorithm minimizing submodular functions in strongly polynomial time, J. Combin. Theory Ser. B 80 (2000) 346–355. 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) 761–777. https://doi.org/10.1145/502090.502096
  • M. Grötschel, L. Lovász, A. Schrijver, The ellipsoid method and its consequences in combinatorial optimization, Combinatorica 1 (1981) 169–197. https://doi.org/10.1007/BF02579273
  • W. H. Cunningham, On submodular function minimization, Combinatorica 5 (1985) 185–192. https://doi.org/10.1007/BF02579361
  • J. B. Orlin, A faster strongly polynomial time algorithm for submodular function minimization, Math. Program. 118 (2009) 237–251. https://doi.org/10.1007/s10107-007-0189-2
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Algorithmic Game TheoryOperations Research·Captain: mikedeng1

Potential Games 2: Every Finite Potential Game Is Isomorphic to a Congestion GameResearch Paper

Motivation

Congestion games model situations in which agents choose sets of shared resources and the payoff of each resource depends only on how many agents use it: drivers choosing routes through road segments, jobs choosing machines, flows choosing links in a network. Rosenthal (A class of games possessing pure-strategy Nash equilibria, Int. J. Game Theory 2, 1973) showed that every such game has a pure-strategy Nash equilibrium, by exhibiting a single real function on strategy profiles whose changes track every player's unilateral payoff changes.

Monderer and Shapley (Potential Games, Games Econ. Behav. 14, 1996) isolated that property and called games having it potential games. Their Section 3 shows that the property characterizes congestion games: Rosenthal's argument gives Theorem 3.1 (every congestion game is a potential game), and Theorem 3.2 gives the converse up to a renaming of strategies. Potential games have since become a standard tool in algorithmic game theory (convergence of best-response dynamics, price of stability bounds, learning in games), and Theorem 3.2 is the reason that results proved for congestion games apply to all finite potential games.

Setting

A game in strategic form Γ\GammaΓ has a finite set of players N={1,…,n}N = \{1, \dots, n\}N={1,…,n}, for each player iii a strategy set YiY^iYi, the profile set Y=×i∈NYiY = \times_{i\in N} Y^iY=×i∈N​Yi, and payoff functions ui:Y→Ru^i : Y \to \mathbb{R}ui:Y→R. For a profile yyy and x∈Yix \in Y^ix∈Yi, (y−i,x)(y^{-i}, x)(y−i,x) is yyy with player iii's strategy replaced by xxx. The game is finite if every YiY^iYi is finite.

A function P:Y→RP : Y \to \mathbb{R}P:Y→R is a potential for Γ\GammaΓ (condition (2.2) with unit weights) if

ui(y−i,x)−ui(y−i,z)=P(y−i,x)−P(y−i,z)for all i, y−i, x,z∈Yi,u^i(y^{-i}, x) - u^i(y^{-i}, z) = P(y^{-i}, x) - P(y^{-i}, z) \qquad \text{for all } i,\ y^{-i},\ x, z \in Y^i,ui(y−i,x)−ui(y−i,z)=P(y−i,x)−P(y−i,z)for all i, y−i, x,z∈Yi,

and Γ\GammaΓ is a potential game if it has a potential (IsPotential, IsPotentialGame).

A congestion model C(N,M,(Σi)i∈N,(cj)j∈M)C(N, M, (\Sigma^i)_{i\in N}, (c_j)_{j\in M})C(N,M,(Σi)i∈N​,(cj​)j∈M​) has players NNN, a finite set of facilities MMM, for every player a set Σi\Sigma^iΣi of strategies, each a nonempty subset of MMM, and for every facility jjj a vector cjc_jcj​, where cj(k)c_j(k)cj​(k) is the payoff to each user of jjj when exactly kkk players use it. The associated congestion game has strategy sets Σi\Sigma^iΣi and payoffs

vi(A)=∑j∈Aicj(σj(A)),σj(A)=#{i∈N:j∈Ai}.(3.1)v^i(A) = \sum_{j\in A^i} c_j\big(\sigma_j(A)\big), \qquad \sigma_j(A) = \#\{i \in N : j \in A^i\}. \tag{3.1}vi(A)=j∈Ai∑​cj​(σj​(A)),σj​(A)=#{i∈N:j∈Ai}.(3.1)

Two games with the same players are isomorphic (IsIsomorphic) if there are bijections gi:Y1i→Y2ig^i : Y^i_1 \to Y^i_2gi:Y1i​→Y2i​ with u1i(y)=u2i(g1(y1),…,gn(yn))u^i_1(y) = u^i_2(g^1(y^1), \dots, g^n(y^n))u1i​(y)=u2i​(g1(y1),…,gn(yn)) for every player iii and profile yyy.

Formalization targets

Goal: Theorem 3.2

Every finite potential game is isomorphic to a congestion game.\text{Every finite potential game is isomorphic to a congestion game.}Every finite potential game is isomorphic to a congestion game.

Formally: for every finite set of players, finite strategy sets YiY^iYi and payoffs uuu admitting a potential, there are m∈Nm \in \mathbb{N}m∈N and a congestion model on the facilities {1,…,m}\{1, \dots, m\}{1,…,m}, all of whose strategies are nonempty facility sets, whose congestion game is isomorphic to Γ\GammaΓ.

Milestones

The milestones follow Appendix B of the paper.

  1. Lemma B.1 (p. 139): with xr(j)=cj(r)x^r(j) = c_j(r)xr(j)=cj​(r) and x(B)=∑j∈Bx(j)x(B) = \sum_{j\in B} x(j)x(B)=∑j∈B​x(j), vi(A)=x1(A(i)∩A(−i)c)+x2(⋃k≠i[A(i)∩A(k)∩A(−{i,k})c])+⋯+xn(⋂kA(k))v^i(A) = x^1(A(i)\cap A(-i)^c) + x^2\big(\bigcup_{k\neq i}[A(i)\cap A(k)\cap A(-\{i,k\})^c]\big) + \cdots + x^n\big(\bigcap_{k} A(k)\big)vi(A)=x1(A(i)∩A(−i)c)+x2(⋃k=i​[A(i)∩A(k)∩A(−{i,k})c])+⋯+xn(⋂k​A(k)).
  2. The invariance of ui−Pu^i - Pui−P (p. 141): ui(a−i,ai)−P(a−i,ai)u^i(a^{-i}, a^i) - P(a^{-i}, a^i)ui(a−i,ai)−P(a−i,ai) does not depend on aia^iai.
  3. The M1M_1M1​ identity and (B.2) (p. 141): on the facility set M=×i{0,1}K(i)M = \times_i \{0,1\}^{K(i)}M=×i​{0,1}K(i), Am11∩⋯∩Amnn∩M1={ε(m)}A^1_{m_1}\cap\cdots\cap A^n_{m_n}\cap M_1 = \{\varepsilon(m)\}Am1​1​∩⋯∩Amn​n​∩M1​={ε(m)}, so xn(Am11∩⋯∩Amnn)=P(am11,…,amnn)x^n(A^1_{m_1}\cap\cdots\cap A^n_{m_n}) = P(a^1_{m_1}, \dots, a^n_{m_n})xn(Am1​1​∩⋯∩Amn​n​)=P(am1​1​,…,amn​n​).
  4. (B.6) (p. 141): x1(Amii∩A(−i)c)=x1(ε(mi))=ui(a)−P(a)x^1(A^i_{m_i}\cap A(-i)^c) = x^1(\varepsilon(m^i)) = u^i(a) - P(a)x1(Ami​i​∩A(−i)c)=x1(ε(mi))=ui(a)−P(a).

Significance

Theorems 3.1 and 3.2 together say that, up to renaming strategies, the finite potential games and the congestion games are the same class. Consequently any statement about finite congestion games that is invariant under isomorphism (existence of pure equilibria, convergence of improvement dynamics, the structure of equilibrium sets) holds for all finite potential games, and conversely any potential game can be realized as a resource-sharing model. The representation is also the starting point of the later literature on the number of facilities needed to represent potential games, which the paper itself begins with a remark at the end of Appendix B.

Theorem 3.1 is already machine-checked on the platform, as Rosenthal's potential identity PriceOfStability.Harmonic.rosenthal_potential_change (Proved); it is included in this mission as a reference item. Theorem 3.2 is proved in the paper but has no machine-checked proof that we know of. The mission adds a formal statement of the theorem, of isomorphism of games, of congestion games as games in strategic form, and of the explicit construction of Appendix B; and, once proved, a verified converse to Rosenthal's theorem.

Difficulty

The theorem is an explicit construction, and its difficulty is bookkeeping rather than a single hard idea. The facility set is a product of Boolean cubes, one per player; each player's strategy is the set of facilities with a 1 in a given coordinate; and the facility payoffs are defined only at load 111 and load nnn, by two auxiliary vectors whose definitions involve a choice of representative. Showing that the resulting congestion game reproduces every payoff requires identifying, for every profile, exactly which facilities are used by one player and which by all players, and showing that the "load 1" facilities pick up precisely the part of uiu^iui that player iii cannot influence. The paper leaves the two key set identities as "it can be verified"; they are the milestones.

The construction as printed does not cover one player: with n=1n = 1n=1 the vectors x1x^1x1 and xnx^nxn are the same vector, defined twice. The theorem is still true for one player, and the formal goal does not exclude it, so a complete proof must treat that case separately.

Formalization scope

  • Players form a finite type ι with decidable equality; strategy sets are types Y i, finite in the goal ([∀ i, Fintype (Y i)]). (y−i,x)(y^{-i}, x)(y−i,x) is Function.update y i x. No nonemptiness of the strategy sets and no lower bound on the number of players is assumed.
  • The congestion model is the published CongestionPoA.AsymSum.CongestionGame ι M (reference item): strategies i is the finite family Σi\Sigma^iΣi and latency j k is the paper's cj(k)c_j(k)cj​(k), an arbitrary real number. No sign change is made; the published names "latency" and "cost" are only names. Values of latency at 000 and above nnn never enter (3.1).
  • The congestion game as a game in strategic form is congestionPayoff G, whose strategy set for player iii is the subtype of G.strategies i. Because the isomorphism maps onto that subtype, the strategies of a player are distinct facility sets.
  • In the goal the facility set is Fin m for an existentially quantified mmm, and nonemptiness of every strategy, which is part of the definition of a congestion model on p. 133 but not of the published structure, is a separate conjunct. Dropping it, or replacing "congestion game" by an arbitrary game whose payoffs equal uuu, would make the goal a different, weaker statement; the formal goal does neither.
  • The Appendix B construction (FacilityConstruction) indexes the coordinates of player iii by YiY^iYi itself instead of K(i)={1,…,k(i)}K(i) = \{1, \dots, k(i)\}K(i)={1,…,k(i)}; mi=(mk)k≠im^i = (m_k)_{k\neq i}mi=(mk​)k=i​ is passed as a full profile whose iii-th coordinate is ignored; xnx^nxn and x1x^1x1 select a representative by choice, the chosen iii-th coordinate playing the role of the arbitrary aia^iai in (B.4).
  • Misprints corrected: in Lemma B.1, xr(j)=cj(m)x^r(j) = c_j(m)xr(j)=cj​(m) is read cj(r)c_j(r)cj​(r), and the "⋯\cdots⋯" as the general term xr(⋃S∋i,∣S∣=r[⋂k∈SA(k)∩A(−S)c])x^r(\bigcup_{S\ni i, |S| = r}[\bigcap_{k\in S}A(k)\cap A(-S)^c])xr(⋃S∋i,∣S∣=r​[⋂k∈S​A(k)∩A(−S)c]); in (B.6), A(−i)A(-i)A(−i) is read A(−i)cA(-i)^cA(−i)c and Pi(a)P^i(a)Pi(a) as P(a)P(a)P(a).

Contributions welcome: proofs of the milestones, a proof of the goal (by the paper's construction, with the one-player case handled separately, or by any other construction), and general lemmas about transporting potentials along isomorphisms.

Selected references

  • D. Monderer and L. S. Shapley, Potential Games, Games and Economic Behavior 14 (1996), 124–143. https://doi.org/10.1006/game.1996.0044
  • R. W. Rosenthal, A class of games possessing pure-strategy Nash equilibria, International Journal of Game Theory 2 (1973), 65–67. https://doi.org/10.1007/BF01737559
  • E. Anshelevich, A. Dasgupta, J. Kleinberg, É. Tardos, T. Wexler and T. Roughgarden, The Price of Stability for Network Design with Fair Cost Allocation, SIAM Journal on Computing 38 (2008), 1602–1623. https://doi.org/10.1137/070680096 (source of the platform's Rosenthal potential identity)
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Theoretical Computer Science·Captain: marwahaha

3SUM in O(n^1.999074) Time on a Word RAMOpen Problem

Prove a deterministic O(n1.999074)O(n^{1.999074})O(n1.999074) algorithm for integer 3SUM in the campaign's shared word-RAM model, improving the verified 1.9991121.9991121.999112 bound.

A promising parameter choice is c=22c=22c=22, θ=0.11229\theta=0.11229θ=0.11229, D=⌊n0.054⌋D=\lfloor n^{0.054}\rfloorD=⌊n0.054⌋, and g=⌈D0.0343⌉g=\lceil D^{0.0343}\rceilg=⌈D0.0343⌉. Lean-checked arithmetic certificates give γ>0.0686\gamma>0.0686γ>0.0686, q≤0.431369<0.4314q\le0.431369<0.4314q≤0.431369<0.4314, and 0.054<Rc0.054<R_c0.054<Rc​. The predicted Exact Triangle saving is δ=0.0018522\delta=0.0018522δ=0.0018522, giving a 3SUM cutoff of 1.99907391.99907391.9990739 and a strict margin below the target.

The algorithmic claim remains open. The milestones are to establish the faster inner solver, then verify the integer computations for DDD and ggg and prove the total Exact Triangle cost, including preprocessing and scans. The existing verified reductions and foundation definitions can then be reused. The numerical certificates alone do not prove the mission.

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Probability·Captain: mikedeng1

Concentration of Measure and Isoperimetric Inequalities in Product Spaces VIII: The Longest Increasing Subsequence — Gaussian Concentration of L_N around Its Median MTextbook

Why the longest increasing subsequence

Pick NNN independent points X1,…,XNX_1, \dots, X_NX1​,…,XN​ uniformly in [0,1][0,1][0,1] and let LNL_NLN​ be the length of the longest increasing subsequence. Because the points are almost surely distinct, LNL_NLN​ has the law of the longest increasing subsequence of a uniform random permutation of {1,…,N}\{1, \dots, N\}{1,…,N}. This is Ulam's problem, one of the most studied random combinatorial quantities. Hammersley (1972) showed ELN/N\mathbb E L_N / \sqrt NELN​/N​ converges, and Vershik–Kerov and Logan–Shepp (1977) identified the limit as 222. That leaves the size of the fluctuations of LNL_NLN​ around its typical value.

Timeline.

  • Frieze (1991, [F] in the paper) and Bollobás–Brightwell (1992, [B-B]) proved concentration of LNL_NLN​ around its mean with martingale methods, on deviation scales larger than N1/4N^{1/4}N1/4.
  • Talagrand (1995), Section 7.1, derived from his convex hull inequality a two-sided Gaussian-type bound around the median on the scale MN≍N1/4\sqrt{M_N} \asymp N^{1/4}MN​​≍N1/4, with explicit constants and no logarithmic loss. This is the target of the mission.
  • Baik, Deift and Johansson (1999) showed that the true fluctuations are of order N1/6N^{1/6}N1/6, with Tracy–Widom limit law, so Talagrand's scale is not sharp. Its value is that it comes from a short, general principle.

Section 7.2 of the same paper applies the same idea to the longest common subsequence of two random words, a quantity tied to the edit distance used in genetics and speech recognition.

Setting

Let Ω=[0,1]\Omega = [0,1]Ω=[0,1] and N≥0N \ge 0N≥0. For x=(x1,…,xN)∈ΩNx = (x_1, \dots, x_N) \in \Omega^Nx=(x1​,…,xN​)∈ΩN, LN(x)L_N(x)LN​(x) is the largest integer ppp for which there are indices i1<⋯<ipi_1 < \dots < i_pi1​<⋯<ip​ with xi1≤⋯≤xipx_{i_1} \le \dots \le x_{i_p}xi1​​≤⋯≤xip​​. For a>0a > 0a>0, the level set is A(a)={x∈ΩN; LN(x)≤a}A(a) = \{x \in \Omega^N ;\ L_N(x) \le a\}A(a)={x∈ΩN; LN​(x)≤a}.

Fix a probability μ\muμ on [0,1][0,1][0,1] without atoms (Lebesgue measure, for instance) and let P=μ⊗NP = \mu^{\otimes N}P=μ⊗N be the product probability on ΩN\Omega^NΩN; the coordinates are the random points XiX_iXi​. A median of LNL_NLN​ is a number MMM with P(LN≤M)≥1/2P(L_N \le M) \ge 1/2P(LN​≤M)≥1/2 and P(LN≥M)≥1/2P(L_N \ge M) \ge 1/2P(LN​≥M)≥1/2.

The tool is Talagrand's convex hull distance. For A⊆ΩNA \subseteq \Omega^NA⊆ΩN and x∈ΩNx \in \Omega^Nx∈ΩN, let UA(x)U_A(x)UA​(x) be the set of s∈{0,1}Ns \in \{0,1\}^Ns∈{0,1}N for which some y∈Ay \in Ay∈A agrees with xxx at every coordinate iii with si=0s_i = 0si​=0; let VA(x)V_A(x)VA​(x) be its convex hull in RN\mathbb R^NRN; and let fc(A,x)f_c(A,x)fc​(A,x) be the Euclidean distance from 000 to VA(x)V_A(x)VA​(x) (with fc(A,x)=+∞f_c(A,x) = +\inftyfc​(A,x)=+∞ if A=∅A = \emptysetA=∅).

A function LN:ΩN→NL_N : \Omega^N \to \mathbb NLN​:ΩN→N on an arbitrary probability space (Ω,μ)(\Omega, \mu)(Ω,μ) is a configuration function if, for every xxx, some set JJJ of exactly LN(x)L_N(x)LN​(x) coordinates satisfies LN(y)≥card⁡{i∈J; yi=xi}L_N(y) \ge \operatorname{card}\{i \in J ;\ y_i = x_i\}LN​(y)≥card{i∈J; yi​=xi​} for all yyy.

For two sequences x=(x1,…,xN)x = (x_1, \dots, x_N)x=(x1​,…,xN​) and y=(y1,…,yN′)y = (y_1, \dots, y_{N'})y=(y1​,…,yN′​), LN,N′(x;y)L_{N,N'}(x;y)LN,N′​(x;y) is the largest ppp with i1<⋯<ipi_1 < \dots < i_pi1​<⋯<ip​, j1<⋯<jpj_1 < \dots < j_pj1​<⋯<jp​ and xiℓ=yjℓx_{i_\ell} = y_{j_\ell}xiℓ​​=yjℓ​​ for all ℓ≤p\ell \le pℓ≤p.

Formalization targets

Goal: Theorem 7.1.2 (p. 153)

For every median MMM of LNL_NLN​ and every u>0u > 0u>0,

P(LN≥M+u)≤2exp⁡(−u24(M+u)),P(LN≤M−u)≤2exp⁡(−u24M).P(L_N \ge M + u) \le 2\exp\Big(-\frac{u^2}{4(M+u)}\Big), \qquad P(L_N \le M - u) \le 2\exp\Big(-\frac{u^2}{4M}\Big).P(LN​≥M+u)≤2exp(−4(M+u)u2​),P(LN​≤M−u)≤2exp(−4Mu2​).

Milestones

  1. Lemma 7.1.1 (p. 153). For a>0a > 0a>0 and every xxx, a≥LN(x)−fc(A(a),x)LN(x)a \ge L_N(x) - f_c(A(a),x)\sqrt{L_N(x)}a≥LN​(x)−fc​(A(a),x)LN​(x)​; in particular LN(x)≥a+vL_N(x) \ge a + vLN​(x)≥a+v implies fc(A(a),x)≥v/a+vf_c(A(a),x) \ge v/\sqrt{a+v}fc​(A(a),x)≥v/a+v​.
  2. Theorem 7.1.3 (p. 154). The two bounds of the goal hold for every configuration function on any product probability space.
  3. Eq. (7.2.3) (p. 155). For the longest common subsequence L(x)L(x)L(x) of the two halves of x∈[0,1]N+N′x \in [0,1]^{N+N'}x∈[0,1]N+N′: a≥L(x)−22 fc(A(a),x)L(x)a \ge L(x) - 2\sqrt2\, f_c(A(a),x)\sqrt{L(x)}a≥L(x)−22​fc​(A(a),x)L(x)​.
  4. Theorem 7.2.1 (p. 154). For two independent i.i.d. sequences with common real law and a median MMM of LN,N′L_{N,N'}LN,N′​:
P(LN,N′≥M+u)≤2exp⁡(−u232(M+u)),P(LN,N′≤M−u)≤2exp⁡(−u232M).P(L_{N,N'} \ge M + u) \le 2\exp\Big(-\frac{u^2}{32(M+u)}\Big), \qquad P(L_{N,N'} \le M - u) \le 2\exp\Big(-\frac{u^2}{32M}\Big).P(LN,N′​≥M+u)≤2exp(−32(M+u)u2​),P(LN,N′​≤M−u)≤2exp(−32Mu2​).

Significance

The result. Since MNM_NMN​ is of order N\sqrt NN​, the goal confines LNL_NLN​ to a window of width of order N1/4N^{1/4}N1/4 around its median with Gaussian-type tails. For uuu much larger than MMM the upper bound becomes exponential in uuu, the natural tail of a quantity bounded by the size of a witnessing configuration. Theorem 7.1.3 isolates what is used: every integer quantity certified by a configuration of exactly its own size has the same concentration. This abstraction became the notion of certifiable functions used widely in random graph theory and probabilistic combinatorics (see the treatment of Talagrand's inequality in Alon–Spencer, The Probabilistic Method). For the longest common subsequence, the bound is useful when the alphabet is large and M≪NM \ll NM≪N, where it improves on Azuma's inequality.

Formalizing it. All four results are proved in the paper; none is formalized in Lean as far as a search of the Prove2Me corpus shows. A finite-alphabet certifiable-function inequality (Talagrand.certifiable_concentration) has been posed on the platform as an open statement; it uses a Lipschitz hypothesis and no median, so it is a relative of Theorem 7.1.3, not the same statement. The mission produces a general-Ω\OmegaΩ formalization of the configuration-function principle, its application to the continuous Ulam problem, and the common-subsequence variant.

Difficulty

The deterministic inequalities (Lemma 7.1.1, Eq. (7.2.3)) relate the Euclidean distance fcf_cfc​, defined through a convex hull in RN\mathbb R^NRN, to purely combinatorial counts of disagreeing coordinates; this needs the infimum defining fcf_cfc​ to be attained and a duality between the convex hull and its extreme points. The probabilistic step rests on Talagrand's convex hull inequality (Theorem 4.1.1, Eq. (4.1.2)), ∫exp⁡(fc2(A,x)/4) dP(x)≤1/P(A)\int \exp(f_c^2(A,x)/4)\, dP(x) \le 1/P(A)∫exp(fc2​(A,x)/4)dP(x)≤1/P(A), for a general product probability; that inequality is not in Mathlib. A bounded-difference (Azuma or McDiarmid) argument does not suffice: changing one point changes LNL_NLN​ by at most 111, which gives deviations of order N\sqrt NN​, not M\sqrt MM​. The point of the configuration property is that only the LN(x)L_N(x)LN​(x) coordinates of a witness matter.

Formalization scope

  • Product space. ΩN\Omega^NΩN is Fin N → Ω (0-based), and PPP is Measure.pi (fun _ => μ). For the goal, Ω\OmegaΩ is unitInterval and μ\muμ is any probability measure on it with μ{t}=0\mu\{t\} = 0μ{t}=0 for all ttt. Theorem 7.2.1 uses the product of Measure.pi measures on (Fin N → ℝ) × (Fin N' → ℝ) for a probability μ\muμ on R\mathbb RR. Eq. (7.2.3) lives on Fin (N + N') → unitInterval, with the first NNN coordinates forming the first sequence.
  • Increasing means weakly increasing (≤\le≤), as printed. Index sequences are strictly increasing maps Fin p → Fin N. LNL_NLN​ and LN,N′L_{N,N'}LN,N′​ take values in ℕ.
  • Convex hull distance. fcf_cfc​ takes values in ℝ≥0∞, with the Euclidean norm written out as ∑isi2\sqrt{\sum_i s_i^2}∑i​si2​​. Mathlib's default norm on Fin N → ℝ is the sup norm and would give a different, much weaker statement. The deterministic inequalities are stated in the rearranged form L≤a+c fcLL \le a + c\, f_c \sqrt LL≤a+cfc​L​ in [0,+∞][0, +\infty][0,+∞].
  • Median: P(Z≤M)≥1/2P(Z \le M) \ge 1/2P(Z≤M)≥1/2 and P(Z≥M)≥1/2P(Z \ge M) \ge 1/2P(Z≥M)≥1/2; the statements hold for every median.
  • Measurability. The paper treats all functions as measurable. In Theorem 7.1.3 this convention is the explicit hypothesis that the configuration function is measurable. The concrete LNL_NLN​ and LN,N′L_{N,N'}LN,N′​ carry no hypothesis.
  • Degenerate corner. When M=0M = 0M=0, Lean's division gives u2/(4M)=0u^2/(4M) = 0u2/(4M)=0, so the lower-tail bound reads "≤2\le 2≤2". The event {L≤−u}\{L \le -u\}{L≤−u} is then empty, so no content is lost.
  • No trivialization. Using the sup norm in fcf_cfc​, using a real-valued infimum (which is 000 on an empty A(a)A(a)A(a)), or putting the conclusion of Theorem 4.1.1 among the hypotheses would each make a statement trivial or empty. None of these is done.

The mission uses the shared definition of the convex hull distance from Section 4.1. A general-Ω\OmegaΩ proof of Eq. (4.1.2) and of the attainment of fcf_cfc​ would be reusable for every Part II chapter of the paper. Contributions are welcome in particular for the deterministic Lemma 7.1.1 and Eq. (7.2.3), the measurability of LNL_NLN​ and LN,N′L_{N,N'}LN,N′​, and the reduction of Theorem 7.1.2 to Theorem 7.1.3.

Selected references

  • M. Talagrand, Concentration of measure and isoperimetric inequalities in product spaces, Publ. Math. IHÉS 81 (1995), 73–205. https://doi.org/10.1007/BF02699376
  • A. Frieze, On the length of the longest monotone subsequence in a random permutation, Ann. Appl. Probab. 1 (1991), 301–305. https://doi.org/10.1214/aoap/1177005939
  • B. Bollobás, G. Brightwell, The height of a random partial order: concentration of measure, Ann. Appl. Probab. 2 (1992), 1009–1018. https://projecteuclid.org/journals/annals-of-applied-probability/volume-2/issue-4
  • A. M. Vershik, S. V. Kerov, Asymptotics of the Plancherel measure of the symmetric group and the limiting form of Young tables, Soviet Math. Dokl. 18 (1977), 527–531.
  • J. Baik, P. Deift, K. Johansson, On the distribution of the length of the longest increasing subsequence of random permutations, J. Amer. Math. Soc. 12 (1999), 1119–1178. https://doi.org/10.1090/S0894-0347-99-00307-0
  • N. Alon, J. H. Spencer, The Probabilistic Method, 4th ed., Wiley, 2016. https://doi.org/10.1002/9781119062042
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Probability·Captain: mikedeng1

Concentration of Measure and Isoperimetric Inequalities in Product Spaces II: The Two-Point Space — an N-Free Exponential Bound for the One-Sided Hamming Distance under a Second MeasureTextbook

Motivation

The concentration of measure phenomenon says that in a product probability space a set of probability not too small is "large" in the sense that most points lie within a small distance of it. M. Talagrand's 1995 memoir Concentration of measure and isoperimetric inequalities in product spaces develops this phenomenon through exponential moment bounds for distances to sets. Its Section 2.1 treats the Hamming distance on an arbitrary product space and recovers the bounds obtainable by martingale methods (McDiarmid, On the method of bounded differences, 1989).

Section 2.3, the subject of this mission, specialises to the two-point space {0,1}N\{0,1\}^N{0,1}N with biased coordinates. This is the setting of the binomial law, of random subsets of a finite set, and of monotone properties of random graphs. Two things happen there that do not happen in general. First, the bias ppp of the coordinates enters the bound through the variance p(1−p)p(1-p)p(1−p), which gives sharper tails when ppp is close to 000 or 111. Second, when one counts only the coordinates where xxx has a 111 and the point of AAA has a 000, and measures AAA under a second, more heavily biased product measure, the exponential moment bound becomes independent of the dimension NNN. The paper calls this the first of its results that "apparently cannot be obtained via martingales". Bounds of this one-sided kind are the natural tool for upper tails of increasing functions on the biased cube, the regime of the binomial law near Np1Np_1Np1​ when samples are drawn at rate p<p1p<p_1p<p1​.

Setting

Let Ω={0,1}\Omega=\{0,1\}Ω={0,1}. For p∈[0,1]p\in[0,1]p∈[0,1] let μ\muμ be the probability on Ω\OmegaΩ with μ({1})=p\mu(\{1\})=pμ({1})=p, μ({0})=1−p\mu(\{0\})=1-pμ({0})=1−p, and let P=μNP=\mu^NP=μN be the product probability on ΩN\Omega^NΩN, whose points are written x=(x1,…,xN)x=(x_1,\dots,x_N)x=(x1​,…,xN​). For a set A⊆ΩNA\subseteq\Omega^NA⊆ΩN and a point x∈ΩNx\in\Omega^Nx∈ΩN, the Hamming distance from xxx to AAA is

f(A,x)=min⁡{card⁡{i≤N: xi≠yi}: y∈A},f(A,x)=\min\big\{\operatorname{card}\{i\le N:\ x_i\neq y_i\}:\ y\in A\big\},f(A,x)=min{card{i≤N: xi​=yi​}: y∈A},

the least number of coordinates of xxx that must be changed to land in AAA. The one-sided distance counts only changes from 111 to 000:

f+(A,x)=min⁡{card⁡{i≤N: xi=1, yi=0}: y∈A}.f^{+}(A,x)=\min\big\{\operatorname{card}\{i\le N:\ x_i=1,\ y_i=0\}:\ y\in A\big\}.f+(A,x)=min{card{i≤N: xi​=1, yi​=0}: y∈A}.

Both are +∞+\infty+∞ when AAA is empty. A second probability μ1\mu_1μ1​ on Ω\OmegaΩ has p1=μ1({1})p_1=\mu_1(\{1\})p1​=μ1​({1}), and P1=μ1NP_1=\mu_1^NP1​=μ1N​. For α>0\alpha>0α>0 and t≥0t\ge 0t≥0 the paper uses two constants,

b(α,t,p)=((1−p)et+p)(p+(1−p)e−t/α)α(p≥12),b(α,t,p)=b(α,t,1−p)(p≤12),b(\alpha,t,p)=((1-p)e^{t}+p)(p+(1-p)e^{-t/\alpha})^{\alpha}\quad(p\ge \tfrac12),\qquad b(\alpha,t,p)=b(\alpha,t,1-p)\quad(p\le\tfrac12),b(α,t,p)=((1−p)et+p)(p+(1−p)e−t/α)α(p≥21​),b(α,t,p)=b(α,t,1−p)(p≤21​), a(α,t)=max⁡(1, (1−p+pet)(p1e−t/α+1−p1)α).a(\alpha,t)=\max\Big(1,\ (1-p+pe^{t})(p_1e^{-t/\alpha}+1-p_1)^{\alpha}\Big).a(α,t)=max(1, (1−p+pet)(p1​e−t/α+1−p1​)α).

In the Lean development these are hammingDistToSet, oneSidedDistToSet, bConst, aConst, the measure productMeasure N p, and the integrand expMul t z =etz=e^{tz}=etz.

Formalization targets

Goal: Theorem 2.3.4

If p1>pp_1>pp1​>p, then for every NNN, every A⊆ΩNA\subseteq\Omega^NA⊆ΩN, every α>0\alpha>0α>0 and every t≥0t\ge 0t≥0,

∫etf+(A,x) dP(x)≤a(α,t)NP1(A)α.\int e^{t f^{+}(A,x)}\,dP(x)\le\frac{a(\alpha,t)^N}{P_1(A)^{\alpha}}.∫etf+(A,x)dP(x)≤P1​(A)αa(α,t)N​.

For small ttt one has a(α,t)=1a(\alpha,t)=1a(α,t)=1. When 0<p<p1<10<p<p_1<10<p<p1​<1 and α=1\alpha=1α=1, the paper's explicit threshold is et≤p1(1−p)/(p(1−p1))e^{t}\le p_1(1-p)/(p(1-p_1))et≤p1​(1−p)/(p(1−p1​)). At equality, the bound becomes ∫(p1(1−p)/(p(1−p1)))f+(A,x)dP≤1/P1(A)\int (p_1(1-p)/(p(1-p_1)))^{f^{+}(A,x)}dP\le 1/P_1(A)∫(p1​(1−p)/(p(1−p1​)))f+(A,x)dP≤1/P1​(A), with no dependence on NNN. The main theorem also includes the endpoint cases p=0p=0p=0 and p1=1p_1=1p1​=1 without using this ratio.

Milestones

  1. Proposition 2.3.1. For t≥0t\ge0t≥0, α≥1\alpha\ge1α≥1: ∫etf(A,x) dP(x)≤b(α,t,p)NP(A)α\displaystyle\int e^{tf(A,x)}\,dP(x)\le \frac{b(\alpha,t,p)^N}{P(A)^\alpha}∫etf(A,x)dP(x)≤P(A)αb(α,t,p)N​.
  2. Corollary 2.3.2, Eq. (2.3.4). There is a universal KKK such that for α≥1\alpha\ge1α≥1, 0≤t≤10\le t\le10≤t≤1:
∫etf(A,x) dP(x)≤1P(A)αexp⁡N[p(1−p)(1+1α)t22+Kt3].\int e^{tf(A,x)}\,dP(x)\le\frac{1}{P(A)^\alpha}\exp N\Big[p(1-p)\Big(1+\frac1\alpha\Big)\frac{t^2}{2}+Kt^3\Big].∫etf(A,x)dP(x)≤P(A)α1​expN[p(1−p)(1+α1​)2t2​+Kt3].
  1. Corollary 2.3.2, Eq. (2.3.5). There is a universal KKK such that for (4p(1−p)Nlog⁡1P(A))1/2≤k≤p(1−p)N(4p(1-p)N\log\frac1{P(A)})^{1/2}\le k\le p(1-p)N(4p(1−p)NlogP(A)1​)1/2≤k≤p(1−p)N:
P({f(A,x)≥k})≤exp⁡(−12p(1−p)N(k−2p(1−p)Nlog⁡1P(A))2+Kk3(p(1−p))3N2).P(\{f(A,x)\ge k\})\le\exp\Big(-\frac{1}{2p(1-p)N}\Big(k-\sqrt{2p(1-p)N\log\tfrac{1}{P(A)}}\Big)^2+\frac{Kk^3}{(p(1-p))^3N^2}\Big).P({f(A,x)≥k})≤exp(−2p(1−p)N1​(k−2p(1−p)NlogP(A)1​​)2+(p(1−p))3N2Kk3​).
  1. Lemma 2.3.5. If a≤b≤1a\le b\le 1a≤b≤1, then
1−pbα+pmin⁡(1aα,etbα)≤a(α,t)(ap1+b(1−p1))α.\frac{1-p}{b^{\alpha}}+p\min\Big(\frac{1}{a^{\alpha}},\frac{e^{t}}{b^{\alpha}}\Big)\le\frac{a(\alpha,t)}{(ap_1+b(1-p_1))^{\alpha}}.bα1−p​+pmin(aα1​,bαet​)≤(ap1​+b(1−p1​))αa(α,t)​.

Milestones 1–3 concern the two-sided Hamming distance; milestone 4 is the one-coordinate inequality behind the goal.

Significance

The results. Proposition 2.3.1 and Corollary 2.3.2 give, for every set AAA in the biased cube, a tail bound for the Hamming distance whose Gaussian part has the variance p(1−p)Np(1-p)Np(1−p)N of the binomial law, not the worst case N/4N/4N/4. The paper notes that this matches the quality of the optimal isoperimetric inequalities that are known only for hereditary (monotone) sets. Theorem 2.3.4 is a statement with no dimension in it: it controls how many 111s of a μN\mu^NμN-sample must be switched off to reach a set AAA that is not small under the more biased μ1N\mu_1^Nμ1N​.

Formalizing it. These results are proved in the paper; the local Prove2Me index contains no machine-checked proof of these statements. Mathlib has the Bernoulli measure, finite products of measures and lower Lebesgue integrals, but no exponential moment bound for these distances to sets. A complete development would add reusable facts about biased Boolean products, their distance functions and exponential moments, and the uniform cubic error term in Corollary 2.3.2.

Difficulty

The obvious route to a Hamming-distance tail bound is a martingale (bounded differences) argument. It yields e−2k2/Ne^{-2k^2/N}e−2k2/N-type bounds that do not see the bias ppp, and its variance proxy grows with NNN, so it gives no bound independent of NNN; the paper states that Theorem 2.3.4 apparently cannot be obtained this way. Theorem 2.3.4 measures AAA under P1P_1P1​ while the integral is under PPP, so a one-coordinate estimate must account for two different probabilities and keep the factor a(α,t)a(\alpha,t)a(α,t) exactly equal to 111 for small ttt. Lemma 2.3.5 must handle a=0a=0a=0 as well as interior values. Corollary 2.3.2 requires a cubic error bound uniform in p∈[0,1]p\in[0,1]p∈[0,1] and α≥1\alpha\ge1α≥1.

Formalization scope

  • Ω\OmegaΩ is Bool with 111 = true; PPP reuses the published TalagrandCore.bernPi Bernoulli product measure with p : unitInterval converted to a nonnegative real, over Fin N (0-based coordinates). Every subset of {0,1}N\{0,1\}^N{0,1}N is measurable, so the paper's convention of ignoring measurability costs nothing here.
  • Distances take values in ℝ≥0∞, with f(∅,x)=+∞f(\emptyset,x)=+\inftyf(∅,x)=+∞; integrals are lower Lebesgue integrals ∫⁻ in [0,∞][0,\infty][0,∞]; P(A)−αP(A)^{-\alpha}P(A)−α is computed in [0,∞][0,\infty][0,∞], so P(A)=0P(A)=0P(A)=0 gives +∞+\infty+∞.
  • Theorem 2.3.4 and Lemma 2.3.5 are stated for α>0\alpha>0α>0, the range under which Section 2.2 introduces the exponent α\alphaα (the theorem's page does not restate it). Proposition 2.3.1 and Corollary 2.3.2 keep the page's α≥1\alpha\ge 1α≥1. The standing hypothesis p1>pp_1>pp1​>p appears as a binder.
  • The universal constants of Corollary 2.3.2 are quantified before ppp, NNN, AAA, α\alphaα, ttt, kkk. In Eq. (2.3.5), 0<p<10<p<10<p<1, N≥1N\ge1N≥1 and P(A)>0P(A)>0P(A)>0 are assumed, which is where the displayed formula is defined.
  • A trivializing formalization is ruled out: the integrals are not Bochner integrals (which vanish on non-integrable functions), the empty set and P1(A)=0P_1(A)=0P1​(A)=0 are handled through +∞+\infty+∞, not junk zeros, and the two different distances of the section carry different names.

The mission also imports the published TalagrandCore.bernPi definition for the Boolean product law. Reusable pieces include evaluation of ∫\int∫ over {0,1}\{0,1\}{0,1} under a Bernoulli measure and facts about product measures over Fin N. Contributions to any of the four milestones or the goal are welcome.

Selected references

  • M. Talagrand, Concentration of measure and isoperimetric inequalities in product spaces, Publ. Math. IHÉS 81 (1995), 73–205. https://doi.org/10.1007/bf02699376
  • C. McDiarmid, On the method of bounded differences, Surveys in Combinatorics, LMS Lecture Note Series 141 (1989), 148–188. https://doi.org/10.1017/CBO9781107359949.008
  • M. Ledoux, The Concentration of Measure Phenomenon, AMS Mathematical Surveys and Monographs 89 (2001). https://doi.org/10.1090/surv/089
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Number TheoryProbabilityTheoretical Computer Science·Captain: mikedeng1

A New Class of Random Number Generators 2: For Prime m = bʳ − bˢ + 1, Every Nontrivial Subtract-with-Borrow Sequence Is Periodic After r Steps, with Period the Order of b mod mResearch Paper

Motivation

A pseudorandom number generator replaces repeated random sampling with a deterministic update of a small state. Its useful lifetime depends on the length and structure of the resulting orbit. In Marsaglia and Zaman’s 1991 paper, the subtract-with-borrow generators use only digit subtraction and a one-bit borrow while attaining cycles that can be almost as long as the whole set of digit tuples. The mathematical question is exact: which fraction encodes an output sequence, when does an arbitrary seed enter a cycle, and how long is that cycle?

This mission concerns the paper’s first subtract-with-borrow rule, called Method 1 in §4.5. The paper also studies a second rule that reverses the order of the two subtracted digits. Its modulus and period analysis differ. The distinction matters because the same state format supports both rules while their arithmetic claims are different.

Setting

Choose an integer base b≥2b\ge2b≥2 and lags 0<s<r0<s<r0<s<r. A state is a row of rrr digits and one borrow bit, (x1,…,xr,c)(x_1,\ldots,x_r,c)(x1​,…,xr​,c), where each xix_ixi​ is in {0,…,b−1}\{0,\ldots,b-1\}{0,…,b−1} and c∈{0,1}c\in\{0,1\}c∈{0,1}. The leftmost digit x1x_1x1​ is the oldest. One update discards it, shifts the remaining digits left, and appends a new digit. Put t=xr+1−s−x1−ct=x_{r+1-s}-x_1-ct=xr+1−s​−x1​−c. If t≥0t\ge0t≥0, the appended digit is ttt and the new borrow is zero. If t<0t<0t<0, the appended digit is t+bt+bt+b and the new borrow is one. Write this deterministic map as fff.

The digits emitted after the seed obey xn=xn−s−xn−r−cx_n=x_{n-s}-x_{n-r}-cxn​=xn−s​−xn−r​−c modulo bbb, with ccc updated at each step. The associated modulus is m=br−bs+1m=b^r-b^s+1m=br−bs+1. For 0≤k<m0\le k<m0≤k<m, write dj(k/m)d_j(k/m)dj​(k/m) for the jjjth digit after the point in the base-bbb expansion of k/mk/mk/m, with j≥1j\ge1j≥1. The digit stream is read in reverse order when it is matched to an expansion: the latest generated digit in a finite block is the first fractional digit. A state is strictly periodic when it is already on a cycle under fff; otherwise it may pass through a transient before reaching one.

Two states have period one: (0,…,0,0)(0,\ldots,0,0)(0,…,0,0) and (b−1,…,b−1,1)(b-1,\ldots,b-1,1)(b−1,…,b−1,1). These are the trivial seeds. They are exceptions to the order-of-base period formula. A third useful object is the multiplicative order ord⁡m(b)\operatorname{ord}_m(b)ordm​(b), the least positive ppp for which bp≡1(modm)b^p\equiv1\pmod mbp≡1(modm). Since m≡1(modb)m\equiv1\pmod bm≡1(modb), the base is coprime to this modulus.

Formalization targets

Exact cycle period

For prime m=br−bs+1m=b^r-b^s+1m=br−bs+1 and any nontrivial seed zzz, the goal identifies the minimal state period after the transient:

period⁡f(fr(z))=ord⁡m(b).\operatorname{period}_f\bigl(f^r(z)\bigr)=\operatorname{ord}_m(b).periodf​(fr(z))=ordm​(b).

The assertion includes both that fr(z)f^r(z)fr(z) is on a cycle and that its period is exactly the order. It makes no primitive-root assumption. If bbb is a primitive root modulo mmm, the right side specializes to m−1=br−bsm-1=b^r-b^sm−1=br−bs, the full period discussed in §3 of the paper.

Supporting results

The milestones state that the fractional digits of k/mk/mk/m have least period ord⁡m(b)\operatorname{ord}_m(b)ordm​(b) when kkk and bbb are coprime to mmm; that a primitive root yields digit period m−1m-1m−1; that the two trivial seeds are precisely the fixed points; and that every seed reaches a cycle after at most rrr updates. They also formalize the reverse-digit relation for every finite generated block and the paper’s Method 1 inequalities that classify nontrivial seeds already on a cycle. These targets use the paper’s own claims in §§4.1, 4.3, and 4.5 rather than an arbitrary decomposition of the goal.

Significance

The result converts the orbit-length problem of a digit-and-borrow machine into a multiplicative-order calculation in a finite residue ring. A prime modulus and a primitive base produce a nontrivial cycle of length m−1m-1m−1; a nonprimitive base still has the exact order-of-base period. The seed classification separates states already on that cycle from states with an initial transient. These statements are what allow a proposed numerical parameter set to be assessed mathematically before the generator is used.

Marsaglia and Zaman proved these results in the cited paper. This mission asks for machine-checked Lean proofs of the statements, starting from an explicit finite-state update. The reusable output includes exact base-bbb digit arithmetic, links between digit periods and multiplicative order, and methods for reasoning about the eventual cycles of finite-state digit generators. The present proposal consists of compiled statements and definitions; the theorem bodies are open proof targets.

Difficulty

Finiteness alone shows that every state eventually repeats, but it gives neither the bound of rrr steps nor the exact cycle length. Likewise, observing that a generated digit block matches a prefix of some fraction does not by itself identify one period for the whole state orbit. The proof must keep track of the borrow bit and the direction in which the digit block is read. It must also show that a nontrivial seed does not collapse to one of the two fixed states. The source’s integer tableaux explain the arithmetic link, but turning their finite strings into a statement uniform over every seed and every block length is the main formalization challenge.

Formalization scope

Lean represents digits by Fin b, the borrow by Fin 2, and the row by a function on Fin r. Lean index zero is x1x_1x1​, so the digit used in the update, xr+1−sx_{r+1-s}xr+1−s​, has index r−sr-sr−s. The update branches on an ordinary integer comparison before any natural-number subtraction can truncate a negative value. The modulus is a natural number, and 0<s<r0<s<r0<s<r with b≥2b\ge2b≥2 makes br−bsb^r-b^sbr−bs an exact subtraction. The jjjth fractional digit is computed by an exact quotient and remainder; only j≥1j\ge1j≥1 has the mathematical meaning used in the theorems. The generated stream is one-based, and the first digit beyond the seed is xr+1x_{r+1}xr+1​.

The paper’s “after a few iterations” is pinned to its stated upper bound “at most rrr.” Its “period” is the minimal positive state period of fr(z)f^r(z)fr(z), not a mere period divisor or the period of an arbitrarily selected digit window. “Appropriately chosen” parameters mean a prime mmm for the goal and exclusion of the two named fixed seeds. The reverse-digit milestone permits the numerator kkk to depend on the finite endpoint, as the tableau argument does. No seed is excluded from the at-most-rrr milestone.

The discussion on pp. 473–474 prints the Method 1 seed inequalities in the opposite direction from the Method 1 listing on p. 472. The Lean seed-classification milestone uses the p. 472 directions, which agree with the step map on p. 466 and with direct finite checks. The §5 claim that every five-tuple except the 100100100 patterns xyxyxxyxyxxyxyx appears once in the special b=10,r=5,s=2b=10,r=5,s=2b=10,r=5,s=2 full cycle is left for a later extension. The other subtraction order, its modulus br−bs−1b^r-b^s-1br−bs−1, and the paper’s large parameter certificates are outside this mission.

An encoding that merely asserts the existence of some period, allows an impossible seed hypothesis, or replaces the update by a different subtraction order would make the goal vacuous or change the result. The intended development needs Mathlib’s ZMod, multiplicative order, finite iterations, periodic points, and natural-number quotient and remainder. Contributions proving the numbered milestones, strengthening their arithmetic interfaces, or closing the goal are in scope.

Selected references

  • G. Marsaglia and A. Zaman, A new class of random number generators, The Annals of Applied Probability 1(3), 462–480 (1991). DOI: 10.1214/aoap/1177005878.
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Linear OptimizationOperations ResearchTheoretical Computer Science·Captain: mikedeng1

Approximation Algorithms for Scheduling Unrelated Parallel Machines 2: Enumerating Long Assignments and Rounding the LP Gives a (1 + ε)-Approximation for MakespanResearch Paper

Motivation

Scheduling independent jobs on unrelated parallel machines to minimize the makespan is one of the basic NP-hard problems of scheduling theory: each job has its own processing time on each machine, with no relation between machines, and the goal is to finish all jobs as early as possible. When the number of machines is part of the input, Lenstra, Shmoys and Tardos showed that no polynomial algorithm can come within a factor below 3/2 of the optimum unless P = NP. When the number of machines mmm is a fixed constant, the picture is different: the problem admits a polynomial approximation scheme, a family of algorithms that reach any accuracy 1+ε1+\varepsilon1+ε.

Such a scheme was already known. Horowitz and Sahni (1976) gave a fully polynomial approximation scheme for fixed mmm, but its space requirement grows like (nm/ε)m(nm/\varepsilon)^m(nm/ε)m. The second application of the Rounding Theorem in the 1987 report of Lenstra, Shmoys and Tardos is a scheme whose space is polynomial in the input size, in mmm, and in log⁡(1/ε)\log(1/\varepsilon)log(1/ε). This mission formalizes the approximation guarantee of that scheme (Theorem 3 of the report).

Timeline:

  • 1976. Horowitz and Sahni, a fully polynomial approximation scheme for a fixed number of unrelated machines, with exponential space in mmm.
  • 1985. Potts, a 2-approximation for unrelated machines whose running time is mm−1m^{m-1}mm−1 times a polynomial, based on LP rounding with enumeration.
  • 1987. Lenstra, Shmoys and Tardos, the Rounding Theorem, a polynomial 2-approximation for arbitrary mmm, and, for fixed mmm, the scheme formalized here (FOCS 1987; journal version in Mathematical Programming 46, 1990).

Setting

There are mmm machines and nnn jobs. If job jjj is scheduled on machine iii it takes pijp_{ij}pij​ time units, a positive integer; P=(pij)P=(p_{ij})P=(pij​) is the processing-time matrix. A schedule σ\sigmaσ assigns every job to one machine. The load of machine iii is ∑j:σ(j)=ipij\sum_{j:\sigma(j)=i} p_{ij}∑j:σ(j)=i​pij​, the makespan is the largest load, and OPT\mathrm{OPT}OPT is the smallest makespan over all schedules.

Fix an integer deadline d≥0d\ge0d≥0 and an accuracy ε>0\varepsilon>0ε>0. Assigning job jjj to machine iii is long if pij>εdp_{ij}>\varepsilon dpij​>εd and short otherwise. A schedule of long assignments LLL is a partial assignment of jobs to machines using only long assignments; its long load on machine iii is tit_iti​, and LLL is admissible if ti≤dt_i\le dti​≤d for every iii.

For a threshold ttt and deadlines d1,…,dmd_1,\dots,d_md1​,…,dm​, the linear program (LP) of the Rounding Theorem has a variable xij≥0x_{ij}\ge0xij​≥0 for every pair with pij≤tp_{ij}\le tpij​≤t, the constraints ∑ixij=1\sum_i x_{ij}=1∑i​xij​=1 for each job, and ∑jpijxij≤di\sum_j p_{ij}x_{ij}\le d_i∑j​pij​xij​≤di​ for each machine. The residual LP of (d,L)(d,L)(d,L) is (LP) for the jobs left unassigned by LLL, with di=d−tid_i=d-t_idi​=d−ti​ and t=εdt=\varepsilon dt=εd.

The procedure AεA_\varepsilonAε​, on input ddd, tries every admissible LLL; if the residual LP is feasible it takes a vertex x~\tilde xx~, rounds it to a 0-1 solution of the integer program (IP) of the Rounding Theorem, and combines the result with LLL. It answers 'no' if no residual LP is feasible. A ρ\rhoρ-relaxed decision procedure answers 'no' only when no schedule has makespan at most ddd, and otherwise returns a schedule of makespan at most ρd\rho dρd. The binary search of Lemma 1 runs such a procedure on deadlines between ⌈t/m⌉\lceil t/m\rceil⌈t/m⌉ and ttt, where ttt is the makespan of the greedy schedule, and returns the best schedule found.

Formalization targets

Goal: Theorem 3

For every m≥1m\ge1m≥1, every positive integer matrix PPP, every ε>0\varepsilon>0ε>0, every LP solver VVV, the procedure AεA_\varepsilonAε​ run with VVV exists, and the binary search driven by any such procedure returns a schedule σ\sigmaσ with

makespan(σ)≤(1+ε) OPT.\mathrm{makespan}(\sigma)\le(1+\varepsilon)\,\mathrm{OPT}.makespan(σ)≤(1+ε)OPT.

Milestones (§3, p. 6)

  1. Every machine in an admissible LLL carries fewer than 1/ε1/\varepsilon1/ε long assignments, and for n,m≥1n,m\ge1n,m≥1
#{L admissible}<(n+1)m/ε.\#\{L\text{ admissible}\}<(n+1)^{m/\varepsilon}.#{L admissible}<(n+1)m/ε.
  1. If some schedule has makespan at most ddd, its long part is admissible and its short part is a feasible solution of the residual LP.
  2. If the short assignments take at most d−ti+εdd-t_i+\varepsilon dd−ti​+εd on machine iii, the combined schedule has load at most (1+ε)d(1+\varepsilon)d(1+ε)d on every machine.
  3. AεA_\varepsilonAε​ exists for every LP solver and is a (1+ε)(1+\varepsilon)(1+ε)-relaxed decision procedure.

Significance

Theorem 3 shows that for a fixed number of unrelated machines, the makespan can be approximated to any accuracy in polynomial time while keeping the memory polynomial in log⁡(1/ε)\log(1/\varepsilon)log(1/ε). It is an early instance of the pattern "enumerate the large items, solve an LP for the small ones, round", which recurs in later approximation schemes for scheduling and packing. Together with the 2-approximation of the same paper (mission 1 of this series) and the 3/2 hardness bound (mission 3), it delimits what is achievable for unrelated machines.

The theorem is proved in the paper; none of it is known to have a machine-checked proof. Formalizing it requires a precise account of the enumeration of long assignments, the residual LP, and the binary search, and it exercises the Rounding Theorem, which this series poses in mission 1, outside its original setting (with a non-integral threshold t=εdt=\varepsilon dt=εd).

Difficulty

The arithmetic of the scheme is short; the content lies in the Rounding Theorem, which turns a vertex of the residual LP into a 0-1 schedule exceeding each deadline by at most the threshold. The obvious argument, rounding an arbitrary feasible LP solution, fails: a non-vertex solution may split many jobs across many machines, and rounding them can overload a machine by far more than ttt. The bound depends on the structure of vertices of (LP), which an arbitrary feasible point does not have. A second difficulty is the count of milestone 1, which must be done with a real exponent m/εm/\varepsilonm/ε and a strict inequality.

Formalization scope

  • Machines are Fin m, jobs Fin n, processing times a matrix P : Matrix (Fin m) (Fin n) ℕ with all entries positive. Load, makespan and optimal schedules are those of the published MatousekLP.Scheduling.Schedule, applied to the real cast of P.
  • A vertex of an LP is a point of Set.extremePoints of its feasible region. Variables absent from the paper's (LP) are kept as matrix entries fixed to 000, which leaves the vertices unchanged.
  • The LP solver is a parameter (a vertex selector) and AεA_\varepsilonAε​ is a predicate on procedures: each answer must extend an admissible schedule of long assignments, round the selected vertex within its support, and satisfy the (IP) load bound. The guarantee is proved for every such procedure. The output is thereby tied to what the algorithm computes, so the bound is not witnessed by an optimal schedule.
  • The binary search is a definition: greedy start, l=⌈t/m⌉l=\lceil t/m\rceill=⌈t/m⌉ (the paper's t/mt/mt/m rounded up because makespans are integers), d=⌊(u+l)/2⌋d=\lfloor(u+l)/2\rfloord=⌊(u+l)/2⌋, best stored schedule as output.
  • Not formalized: that mmm is fixed, the polynomial running time, and the space bound polynomial in mmm, log⁡(1/ε)\log(1/\varepsilon)log(1/ε) and the input size. The guarantee is stated for every m≥1m\ge1m≥1. The count (n+1)m/ε(n+1)^{m/\varepsilon}(n+1)m/ε of milestone 1, on which the running-time claim rests, is formalized, with the real power Real.rpow.
  • The constants are exact: 1+ε1+\varepsilon1+ε, (n+1)m/ε(n+1)^{m/\varepsilon}(n+1)m/ε, d−ti+εdd-t_i+\varepsilon dd−ti​+εd. Milestone 1 needs n≥1n\ge1n≥1 and m≥1m\ge1m≥1 for strictness.
  • Theorem 1 (the Rounding Theorem) and Lemma 1 are milestones of mission 1 of this series and are not restated here.

Welcome contributions: a proof of the Rounding Theorem in the generality of real deadlines and thresholds, proofs of the counting bound, and lemmas on the binary search that are reusable for any relaxed decision procedure.

Selected references

  • J.K. Lenstra, D.B. Shmoys, É. Tardos, Approximation algorithms for scheduling unrelated parallel machines, CWI Report OS-R8714, Centre for Mathematics and Computer Science, Amsterdam, 1987 (the source; Theorem 3, p. 6). Journal version: Mathematical Programming 46 (1990) 259–271. https://doi.org/10.1007/BF01585745
  • E. Horowitz, S. Sahni, Exact and approximate algorithms for scheduling nonidentical processors, Journal of the ACM 23 (1976) 317–327. https://doi.org/10.1145/321941.321951
  • C.N. Potts, Analysis of a linear programming heuristic for scheduling unrelated parallel machines, Discrete Applied Mathematics 10 (1985) 155–164. https://doi.org/10.1016/0166-218X(85)90009-5
  • D.S. Hochbaum, D.B. Shmoys, Using dual approximation algorithms for scheduling problems: theoretical and practical results, Journal of the ACM 34 (1987) 144–162. https://doi.org/10.1145/7531.7535
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Graph Theory·Captain: mikedeng1

The Four-Colour Theorem: Birkhoff's Lemma (6.4) — Every Non-Empty Consistent Set of Edge-Colourings of a Ring of Length 5 Meeting ℰ Includes One of 𝒞ᵢ, 𝒟ᵢ, ℰResearch Paper

Motivation

The Four-Colour Theorem was proved by Appel and Haken (1976–77) and re-proved by Robertson, Sanders, Seymour and Thomas (RSST, 1997) with a simpler, fully computer-checkable argument. Both proofs rest on reducibility: a configuration is reducible when every 4-colouring of the ring around it can be modified, by Kempe-chain recolouring, into one that extends inside. RSST make this precise with a purely combinatorial notion, the consistent set of edge-colourings of a circuit (§3 of their paper), which captures exactly which boundary colourings Kempe interchanges can reach from one another.

The oldest results about consistent sets predate the computer proofs. G. D. Birkhoff (1913) analysed rings of length 4 and 5 and showed that the possible "Kempe-closed" sets of boundary colourings on such short rings are very restricted. RSST restate Birkhoff's analysis in their language as (6.3) (rings of length 4) and (6.4) (rings of length 5). These two lemmas power the short-circuit subroutine of their quadratic 4-colouring algorithm (6.5), which colours a triangulation across a separating circuit of length 4 or 5.

Timeline:

  • 1879–1890. Kempe introduces chain interchanges; Heawood finds the gap in Kempe's argument.
  • 1913. Birkhoff, The reducibility of maps, studies rings of small size and introduces reducibility.
  • 1976–77. Appel and Haken prove the Four-Colour Theorem.
  • 1997. Robertson, Sanders, Seymour and Thomas give a new proof and an O(n2)O(n^2)O(n2) colouring algorithm; consistent sets and lemmas (6.3), (6.4) appear in §§3 and 6.
  • 2005–08. Gonthier formalizes the Four-Colour Theorem in Coq, with a different encoding of Kempe closure (chromograms on hypermaps).

Setting

Let RRR be a circuit of length kkk: a cycle with edges e1,…,eke_1, \dots, e_ke1​,…,ek​ in order, with no repeated vertices or edges. An edge-colouring of RRR is a map κ:E(R)→{−1,0,1}\kappa : E(R) \to \{-1, 0, 1\}κ:E(R)→{−1,0,1}.

A match is an unordered pair {e,f}\{e, f\}{e,f} of distinct edges, and a signed match is a pair ({e,f},μ)(\{e,f\}, \mu)({e,f},μ) with μ=±1\mu = \pm 1μ=±1. A signed matching is a set MMM of signed matches such that for any two distinct members ({e,f},μ)(\{e,f\},\mu)({e,f},μ), ({e′,f′},μ′)(\{e',f'\},\mu')({e′,f′},μ′): the pairs {e,f}\{e,f\}{e,f} and {e′,f′}\{e',f'\}{e′,f′} are disjoint, and e,fe, fe,f lie in the same component of RRR with e′e'e′ and f′f'f′ deleted. Write E(M)E(M)E(M) for the edges covered by MMM.

For θ∈{−1,0,1}\theta \in \{-1,0,1\}θ∈{−1,0,1}, the colouring κ\kappaκ θ\thetaθ-fits MMM when E(M)E(M)E(M) is exactly the set of edges with κ(e)≠θ\kappa(e) \neq \thetaκ(e)=θ, and for each ({e,f},μ)∈M(\{e,f\},\mu) \in M({e,f},μ)∈M, κ(e)=κ(f)\kappa(e) = \kappa(f)κ(e)=κ(f) holds if and only if μ=1\mu = 1μ=1. A set C\mathcal CC of edge-colourings is consistent if for every κ∈C\kappa \in \mathcal Cκ∈C and every θ\thetaθ there is a signed matching MMM that κ\kappaκ θ\thetaθ-fits such that C\mathcal CC contains every edge-colouring that θ\thetaθ-fits MMM.

Two edge-colourings are equivalent if one is obtained from the other by a permutation λ\lambdaλ of {−1,0,1}\{-1,0,1\}{−1,0,1}. On the circuit of length 5, Aij\mathcal A_{ij}Aij​ (i≠ji \neq ji=j) is the equivalence class of the colouring that is 111 on eie_iei​, −1-1−1 on eje_jej​ and 000 elsewhere. Then Ci=Aij∪Aik∪Ajk\mathcal C_i = \mathcal A_{ij} \cup \mathcal A_{ik} \cup \mathcal A_{jk}Ci​=Aij​∪Aik​∪Ajk​, where ej,eke_j, e_kej​,ek​ are the two edges sharing an end with eie_iei​; Di=Aac∪Aad∪Abc∪Abd\mathcal D_i = \mathcal A_{ac} \cup \mathcal A_{ad} \cup \mathcal A_{bc} \cup \mathcal A_{bd}Di​=Aac​∪Aad​∪Abc​∪Abd​, where ea,eb,ec,ede_a, e_b, e_c, e_dea​,eb​,ec​,ed​ are the other edges in order; and E=A12∪A23∪A34∪A45∪A15\mathcal E = \mathcal A_{12} \cup \mathcal A_{23} \cup \mathcal A_{34} \cup \mathcal A_{45} \cup \mathcal A_{15}E=A12​∪A23​∪A34​∪A45​∪A15​. In Lean these are A, C5, D5, E5, and Consistent.

Formalization targets

Goal: Birkhoff's lemma for rings of length 5, (6.4)

C consistent, C≠∅, C∩E≠∅  ⟹  ∃i, Ci⊆C  or  ∃i, Di⊆C  or  E⊆C.\mathcal C \text{ consistent},\ \mathcal C \neq \emptyset,\ \mathcal C \cap \mathcal E \neq \emptyset \;\Longrightarrow\; \exists i,\ \mathcal C_i \subseteq \mathcal C \ \ \text{or}\ \ \exists i,\ \mathcal D_i \subseteq \mathcal C \ \ \text{or}\ \ \mathcal E \subseteq \mathcal C.C consistent, C=∅, C∩E=∅⟹∃i, Ci​⊆C  or  ∃i, Di​⊆C  or  E⊆C.

Milestones

  1. Every consistent set is a union of equivalence classes (§6, p. 25): κ∈C⇒[κ]⊆C\kappa \in \mathcal C \Rightarrow [\kappa] \subseteq \mathcal Cκ∈C⇒[κ]⊆C.
  2. Claim (1) of the proof of (6.4): if A12⊆C\mathcal A_{12} \subseteq \mathcal CA12​⊆C then C\mathcal CC includes one of A13,A15\mathcal A_{13}, \mathcal A_{15}A13​,A15​ and one of A23,A25\mathcal A_{23}, \mathcal A_{25}A23​,A25​.
  3. Claim (2): if A13⊆C\mathcal A_{13} \subseteq \mathcal CA13​⊆C then C\mathcal CC includes one of A23,A35\mathcal A_{23}, \mathcal A_{35}A23​,A35​.
  4. The closure facts of §3, p. 8: ∅\emptyset∅ is consistent, unions of two consistent sets are consistent, and every set S\mathcal SS has a unique maximal consistent subset S′\mathcal S'S′.

Companion: Birkhoff's lemma for rings of length 4, (6.3)

With C0,…,C3\mathcal C_0, \dots, \mathcal C_3C0​,…,C3​ the classes of (0,0,0,0)(0,0,0,0)(0,0,0,0), (0,1,1,0)(0,1,1,0)(0,1,1,0), (0,1,0,1)(0,1,0,1)(0,1,0,1), (0,0,1,1)(0,0,1,1)(0,0,1,1), every non-empty consistent set includes one of C0∪C1\mathcal C_0 \cup \mathcal C_1C0​∪C1​, C1∪C2\mathcal C_1 \cup \mathcal C_2C1​∪C2​, C2∪C3\mathcal C_2 \cup \mathcal C_3C2​∪C3​, C3∪C0\mathcal C_3 \cup \mathcal C_0C3​∪C0​.

Significance

The result. (6.3) and (6.4) say that on rings of length at most 5 the Kempe-closed families of boundary colourings are rigid: a non-empty consistent family always contains one of a short explicit list of families. This is what makes separating circuits of length 4 and 5 harmless in a minimal counterexample and in the RSST colouring algorithm: whatever colourings one side of the circuit admits, the other side can be made to agree after Kempe changes.

Formalizing it. The Four-Colour Theorem itself is machine-checked (Gonthier, Coq), but that proof uses a different combinatorial encoding; RSST's notion of a consistent set, their signed matchings, and Birkhoff's ring lemmas in their formulation have no machine-checked version. The Four-Colour Theorem as such is not part of this mission; it is posed separately on the platform as the open goal FourColor.four_color. This mission builds the self-contained §3 layer (consistency) that RSST's reducibility computations rest on, proves two of its basic structural facts, and proves the two Birkhoff lemmas the paper uses. The definitions are reusable for a later formalization of (3.1) (lifts of tri-colourings form a consistent set) and of D-reducibility.

Difficulty

The statements are about finite objects: on a 5-ring there are 35=2433^5 = 24335=243 edge-colourings, and the signed matchings have at most two matches. The difficulty lies elsewhere. Consistency quantifies over every member of C\mathcal CC, every θ\thetaθ and the existence of a signed matching together with a closure property, so a consistent set cannot be checked locally. The component condition on signed matchings is a statement about connectivity in a graph with two edges deleted, which must be connected to elementary arithmetic on the cycle before anything can be computed. An argument by brute force over all 22432^{243}2243 subsets is infeasible, so a proof has to pass through the structure of the classes Aij\mathcal A_{ij}Aij​. The paper's own proof also uses the dihedral symmetry of the 5-ring without stating it as a lemma; it is not a milestone.

Formalization scope

  • The circuit of length kkk is SimpleGraph.cycleGraph k on Fin k; its edges are indexed by Fin k, edge iii being {i,i+1}\{i, i+1\}{i,i+1} (mod kkk). The paper's eie_iei​ is edge i−1i-1i−1: A12\mathcal A_{12}A12​ is A 0 1, A15\mathcal A_{15}A15​ is A 0 4, A25\mathcal A_{25}A25​ is A 1 4, A35\mathcal A_{35}A35​ is A 2 4.
  • Colours are Mathlib's SignType; an edge-colouring is Fin k → SignType; μ∈\mu \inμ∈ ℤˣ; a match is a non-diagonal Sym2 (Fin k) of edge indices; a signed matching is a Set.
  • The component condition is encoded literally with deleteEdges and Reachable, for both orders of every distinct pair; both halves of "consistent" are kept; equivalence uses Equiv.Perm SignType.
  • C5 i uses edges i±1i \pm 1i±1; D5 i uses (a,b,c,d)=(i+1,i+2,i+3,i+4)(a,b,c,d) = (i+1, i+2, i+3, i+4)(a,b,c,d)=(i+1,i+2,i+3,i+4) mod 5, the order along the path R−eiR - e_iR−ei​, which is the reading the paper's proof requires (D4⊇A25,A12,A13,A35\mathcal D_4 \supseteq \mathcal A_{25}, \mathcal A_{12}, \mathcal A_{13}, \mathcal A_{35}D4​⊇A25​,A12​,A13​,A35​).
  • General-kkk statements assume k≥3k \ge 3k≥3: circuits of length at most 2 have parallel edges and are not cycle graphs.
  • Ruled out: dropping the component condition (crossing pairs would become signed matchings), a one-sided "consistent" (every set would be consistent and (6.4) false), any use of the junk class A i i, and degenerate circuits.

All definitions are in one file, FourColourRSST.Ring.Setting. Proofs of any item are welcome, as are lemmas making consistency decidable on small rings and the symmetry of the 5-ring under rotations and reflections.

Selected references

  • N. Robertson, D. P. Sanders, P. Seymour, R. Thomas, The Four-Colour Theorem, J. Combin. Theory Ser. B 70 (1997), 2–44. https://doi.org/10.1006/jctb.1997.1750
  • G. D. Birkhoff, The reducibility of maps, Amer. J. Math. 35 (1913), 115–128. https://doi.org/10.2307/2370276
  • K. Appel, W. Haken, Every planar map is four colorable. Part I: Discharging, Illinois J. Math. 21 (1977), 429–490. https://doi.org/10.1215/ijm/1256049011
  • G. Gonthier, Formal proof — the Four-Color Theorem, Notices Amer. Math. Soc. 55 (2008), 1382–1393. https://www.ams.org/notices/200811/tx081101382p.pdf
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Operations ResearchOptimization·Captain: mikedeng1

Application of the Branch and Bound Technique to Some Flow-Shop Scheduling Problems 3: Shifting and Scaling the Processing Times Changes Neither the Optimal Sequence nor the Branch-and-Bound PathResearch Paper

Motivation

Branch and bound was introduced for integer programming by Land and Doig (1960) and for the travelling salesman problem by Little, Murty, Sweeney and Karel (1963). Ignall and Schrage (1965) were among the first to apply it to machine scheduling. They give lower bounds for two permutation flow-shop problems: the makespan on three machines, and the mean completion time on two. Their Appendix then asks how the method depends on the units and the origin of the data. Its THEOREM says that changing the location and the scale of all processing times changes neither the optimal sequence nor the path the branch-and-bound procedure takes.

The statement matters for computational experiments of the kind the paper reports. Run times and node counts measured on one jobset carry over to every jobset obtained from it by a positive affine change of the processing times, so a test family need only vary the shape of the data, not its location and scale. It is also a correctness property of the procedure: a branch-and-bound method whose behaviour depended on the time unit would be suspect.

Setting

There are nnn jobs, and every job visits the machines in the same order: AAA, then BBB (two-machine problem), or AAA, BBB, then CCC (three-machine problem). Job iii has nonnegative processing times ai,bia_i, b_iai​,bi​ (and cic_ici​). Following Johnson (1954), both problems are restricted to permutation schedules. A full sequence σ\sigmaσ lists the jobs in the order in which every machine processes them, and each operation starts as early as possible. The makespan of σ\sigmaσ is the time machine CCC finishes its last job. The completion time did_idi​ of job iii is the time machine BBB finishes it, and the two-machine objective is ∑idi\sum_i d_i∑i​di​, which is nnn times the mean completion time.

A node JrJ_rJr​ is a partial sequence of rrr distinct jobs, and Jˉr\bar J_rJˉr​ is the set of the n−rn-rn−r jobs it has not scheduled. For three machines, TIMEA,TIMEB,TIMEC(Jr)\mathrm{TIMEA}, \mathrm{TIMEB}, \mathrm{TIMEC}(J_r)TIMEA,TIMEB,TIMEC(Jr​) are the times the machines finish JrJ_rJr​, and the lower bound (p. 401) is

LB(Jr)=max⁡[TIMEA+∑Jˉrai+min⁡Jˉr(bi+ci), TIMEB+∑Jˉrbi+min⁡Jˉrci, TIMEC+∑Jˉrci].LB(J_r)=\max\Big[\mathrm{TIMEA}+\sum_{\bar J_r}a_i+\min_{\bar J_r}(b_i+c_i),\ \mathrm{TIMEB}+\sum_{\bar J_r}b_i+\min_{\bar J_r}c_i,\ \mathrm{TIMEC}+\sum_{\bar J_r}c_i\Big].LB(Jr​)=max[TIMEA+Jˉr​∑​ai​+Jˉr​min​(bi​+ci​), TIMEB+Jˉr​∑​bi​+Jˉr​min​ci​, TIMEC+Jˉr​∑​ci​].

For two machines, T^r\hat T_rT^r​ and S^r\hat S_rS^r​ are the minima over orderings of Jˉr\bar J_rJˉr​ of two explicit sums TrT_rTr​, SrS_rSr​ (pp. 405–406), and the lower bound is LB(Jr)=∑i∈Jrdi+max⁡(T^r,S^r)LB(J_r)=\sum_{i\in J_r}d_i+\max(\hat T_r,\hat S_r)LB(Jr​)=∑i∈Jr​​di​+max(T^r​,S^r​).

The branch-and-bound procedure (p. 402) keeps a list of nodes ranked by LBLBLB, starting from the root alone. At each step it removes the first node and inserts each of its children Jr jJ_r\,jJr​j ranked into the list. On ties a new node goes before an old one (p. 403). It stops when the first node has scheduled n−1n-1n−1 jobs, which fixes the whole sequence. The list after kkk steps is runLB(k)\mathrm{run}_{LB}(k)runLB​(k).

Problems P′P'P′ (data ai′,bi′,ci′a'_i,b'_i,c'_iai′​,bi′​,ci′​) and P~\tilde PP~ are related by a change of location and scale when

a~i=H(ai′+G),b~i=H(bi′+G),c~i=H(ci′+G),H,G>0.\tilde a_i = H(a'_i+G),\qquad \tilde b_i=H(b'_i+G),\qquad \tilde c_i = H(c'_i+G),\qquad H,G>0.a~i​=H(ai′​+G),b~i​=H(bi′​+G),c~i​=H(ci′​+G),H,G>0.

Formalization targets

Goal: the Appendix THEOREM (p. 411)

For both the three-machine makespan problem and the two-machine sum-of-completion-times problem:

σ is optimal for P~  ⟺  σ is optimal for P′,runLBP~(k)=runLBP′(k)  for all k.\sigma \text{ is optimal for } \tilde P \iff \sigma \text{ is optimal for } P', \qquad \mathrm{run}_{LB_{\tilde P}}(k)=\mathrm{run}_{LB_{P'}}(k)\ \text{ for all } k .σ is optimal for P~⟺σ is optimal for P′,runLBP~​​(k)=runLBP′​​(k)  for all k.

Milestones, in the order of the paper's proof

  1. Adding GGG to every processing time raises the completion time of the rrr-th job on machine MMM by G(r+M−1)G(r+M-1)G(r+M−1).
  2. On two machines, ∑idi\sum_i d_i∑i​di​ rises by 12Gn(n+3)\tfrac12 Gn(n+3)21​Gn(n+3) for every sequence.
  3. On two machines, T^r\hat T_rT^r​ and S^r\hat S_rS^r​ rise by G[r(n−r)+12(n−r)(n−r+1)+(n−r)]G[r(n-r)+\tfrac12(n-r)(n-r+1)+(n-r)]G[r(n−r)+21​(n−r)(n−r+1)+(n−r)], ∑Jrdi\sum_{J_r}d_i∑Jr​​di​ by 12Gr(r+3)\tfrac12Gr(r+3)21​Gr(r+3), and LB(Jr)LB(J_r)LB(Jr​) by 12Gn(n+3)\tfrac12Gn(n+3)21​Gn(n+3), for 1≤r≤n−11\le r\le n-11≤r≤n−1.
  4. On three machines, every makespan and every LB(Jr)LB(J_r)LB(Jr​) with 1≤r≤n−11\le r\le n-11≤r≤n−1 rises by G(n+2)G(n+2)G(n+2).
  5. Multiplying all processing times by H>0H>0H>0 multiplies all these quantities by HHH.
  6. If LB′=φ∘LBLB'=\varphi\circ LBLB′=φ∘LB on the nodes with 1≤r≤n−11\le r\le n-11≤r≤n−1, for a strictly increasing φ\varphiφ, the two runs coincide at every step.

Significance

The THEOREM makes the method's behaviour a function of the shape of the data alone, not of its location or scale. This justifies normalizing test data, comparing running times across jobsets that differ by a change of units, and reporting results for one representative of each class. The proof also isolates a general principle: a deterministic best-first search depends on its bound only through the order the bound induces on the nodes it compares. Milestone 6 states that principle for the procedure of p. 402 with an arbitrary bound, so it applies to any other bound plugged into the same procedure.

As far as is known, no machine-checked version of this result or of the two lower bounds exists. The formalization needs the paper's procedure, with its tie rule, as an explicit deterministic function, and both lower bounds as functions of a node. The mission produces both, along with exact shift identities for every quantity the procedure uses.

Difficulty

The obvious argument is "adding GGG adds a constant to everything", and it is not literally true. The constant depends on the position of a job and on the machine, so the identities must be computed term by term: maxima over machine-availability times commute with the shift only because both arguments move by the same amount, and that fails at the first job if processing times may be negative. The paper's own accounting contains a slip, the missing factor GGG in 12r(r+3)\tfrac12 r(r+3)21​r(r+3). Its claim that "all lower bounds" of the three-machine problem rise by G(n+2)G(n+2)G(n+2) is false at the root, where TIMEB=0\mathrm{TIMEB}=0TIMEB=0 does not move. The run equality therefore has to use the fact that the root is never compared with another node. The minima T^r\hat T_rT^r​, S^r\hat S_rS^r​ range over all orderings of Jˉr\bar J_rJˉr​, so their shift requires every ordering to move by the same amount. Finally, "the same path" has to be shown for the procedure's insertion with ties, step by step.

Formalization scope

  • Jobs are Fin n, numbered from 000. Processing times are real, and the shift statements and the goal assume them nonnegative, the paper's standing convention for durations. With negative times the goal is false (a three-job counterexample is recorded in the goal's statement). Scaling needs no sign condition.
  • The schedules of full sequences are Johnson's published as-soon-as-possible schedules (JohnsonFlowShop.ThreeStage.asapDone, JohnsonFlowShop.TwoStage.asapC2). Node attributes are computed by the same recursion on lists.
  • The two-machine objective is ∑idi\sum_i d_i∑i​di​ instead of the mean; the two have the same minimizers.
  • T^r\hat T_rT^r​ and S^r\hat S_rS^r​ are minima over all orderings of Jˉr\bar J_rJˉr​, not values at a sorted order.
  • Terminal nodes have depth n−1n-1n−1. The procedure inserts children one at a time in increasing job index, each before every node of equal bound. Dominance discarding is not part of it.
  • Explicit readings. "The same sequence is optimal for both problems" means the sets of optimal sequences are equal, stated as an iff for every σ\sigmaσ. "Will follow the same path" means run(k)\mathrm{run}(k)run(k) is equal for both problems at every kkk. The paper's "all lower bounds" in the three-machine shift is restricted to nodes with 1≤r≤n−11\le r\le n-11≤r≤n−1. The hypotheses H>0H>0H>0 and G>0G>0G>0 are kept as stated.
  • Trivializations ruled out. A goal asserting only that some common optimal sequence exists, or only that the optimal values are related, would be weaker than the THEOREM. The goal states the iff and the equality of runs, with the procedure fixed independently of the data except through the bound.
  • The procedure, the node attributes and the lower bounds are also drafted in missions 1 and 2 of this series. Milestone 6 is reusable for any bound used with the same procedure. Proofs of any milestone are welcome. Generalizations, such as arbitrary real GGG in the shift identities, are welcome as separate items.

Credit: Johnson (1954) for the reduction to permutation schedules and the published schedule definitions. No platform item treats flow-shop lower bounds or branch and bound over sequences. The nearest is the branch-and-bound mission BiconvexProg.BranchBound (Al-Khayyal and Falk), an unrelated algorithm for biconvex programs.

Selected references

  • E. Ignall, L. Schrage, Application of the branch and bound technique to some flow-shop scheduling problems, Operations Research 13(3), 400–412, 1965. https://doi.org/10.1287/opre.13.3.400
  • S. M. Johnson, Optimal two- and three-stage production schedules with setup times included, Naval Research Logistics Quarterly 1(1), 61–68, 1954. https://doi.org/10.1002/nav.3800010110
  • A. H. Land, A. G. Doig, An automatic method of solving discrete programming problems, Econometrica 28(3), 497–520, 1960. https://doi.org/10.2307/1910129
  • J. D. C. Little, K. G. Murty, D. W. Sweeney, C. Karel, An algorithm for the traveling salesman problem, Operations Research 11(6), 972–989, 1963. https://doi.org/10.1287/opre.11.6.972
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Graph TheoryOperations ResearchOptimization·Captain: mikedeng1

Sequencing a One State-Variable Machine: A Solvable Case of the Traveling Salesman Problem 2: For g = 0 ≤ f, the Tour ψ′ Minimizes the Largest Changeover CostResearch Paper

Motivation

A machine whose condition is described by one real number — the temperature of a furnace, the setting of a cutting knife — must process NNN jobs in some order. Job iii must be started in state AiA_iAi​ and leaves the machine in state BiB_iBi​; moving the state between jobs costs money. Ordering the jobs so that the machine returns to its starting job after the last one is a traveling salesman problem whose distance matrix has a special structure. P. C. Gilmore and R. E. Gomory showed in 1964 (Oper. Res. 12(5), 655–679) that this special traveling salesman problem can be solved exactly with O(N2)O(N^2)O(N2) operations, one of the first nontrivial polynomially solvable cases of the problem.

The same paper also treats a second objective: instead of the total changeover cost, minimize the largest single changeover cost of the cycle. This is the bottleneck traveling salesman problem, relevant whenever the binding constraint is the worst transition (a maximal temperature swing, a longest retooling) rather than the total. Without the tour constraint it is the bottleneck assignment problem solved by O. Gross (RAND, 1959). Gilmore and Gomory solve the bottleneck tour problem for the cost matrix of their model when only increases of the state cost anything. This mission formalizes that solution.

Timeline: Gross (1959) solves the bottleneck assignment problem; Gilmore and Gomory (1964) solve the sum and bottleneck traveling salesman problems for one state-variable costs; Gilmore, Lawler and Shmoys survey the well-solved special cases of the traveling salesman problem in The Traveling Salesman Problem (Wiley, 1985), where this case is a standard entry.

Setting

There are N=n+1N = n+1N=n+1 jobs. Job iii has a starting state Ai∈RA_i\in\mathbb RAi​∈R and a final state Bi∈RB_i\in\mathbb RBi​∈R, and the jobs are numbered so that B1≤B2≤⋯≤BNB_1\le B_2\le\dots\le B_NB1​≤B2​≤⋯≤BN​. Given two cost densities f,g:R→Rf, g:\mathbb R\to\mathbb Rf,g:R→R, the cost of having job jjj follow job iii is

cij=∫BiAjf(x) dx  if Aj≥Bi,cij=∫AjBig(x) dx  if Bi>Aj.c_{ij} = \int_{B_i}^{A_j} f(x)\,dx \ \text{ if } A_j\ge B_i,\qquad c_{ij} = \int_{A_j}^{B_i} g(x)\,dx \ \text{ if } B_i > A_j .cij​=∫Bi​Aj​​f(x)dx  if Aj​≥Bi​,cij​=∫Aj​Bi​​g(x)dx  if Bi​>Aj​.

A permutation ψ\psiψ of the jobs means "job ψ(i)\psi(i)ψ(i) follows job iii". It is a tour if ψ(s)≠s\psi(s)\ne sψ(s)=s for every nonempty proper subset sss of the jobs, i.e. if ψ\psiψ is a single cycle. The bottleneck cost of ψ\psiψ is

m(ψ)=max⁡1≤i≤Nciψ(i).m(\psi) = \max_{1\le i\le N} c_{i\psi(i)} .m(ψ)=1≤i≤Nmax​ciψ(i)​.

The bottleneck case of the paper is g=0g = 0g=0 and f≥0f\ge 0f≥0: lowering the state is free, raising it costs ∫f\int f∫f.

A permutation φ\varphiφ ranks the AAA's if j>ij>ij>i implies Aφ(j)≥Aφ(i)A_{\varphi(j)}\ge A_{\varphi(i)}Aφ(j)​≥Aφ(i)​. An interchange αij\alpha_{ij}αij​ is the transposition of iii and jjj; ψαij\psi\alpha_{ij}ψαij​ means "first apply αij\alpha_{ij}αij​, then ψ\psiψ". The graph GφG_\varphiGφ​ has the jobs as nodes and an undirected arc Riφ(i)R_{i\varphi(i)}Riφ(i)​ for each iii; Rq,q+1R_{q,q+1}Rq,q+1​ is the arc joining consecutive nodes qqq and q+1q+1q+1. A spanning tree of GφG_\varphiGφ​ is a set TTT of arcs Rq,q+1R_{q,q+1}Rq,q+1​ such that Gφ∪TG_\varphi\cup TGφ​∪T is connected and no proper subset of TTT connects GφG_\varphiGφ​. In the bottleneck case the arc Rq,q+1R_{q,q+1}Rq,q+1​ is given the cost cqφ(q+1)c_{q\varphi(q+1)}cqφ(q+1)​, and a minimum spanning tree minimizes the sum of these costs. If its arcs are Rj1,j1+1,…,Rjm,jm+1R_{j_1,j_1+1},\dots,R_{j_m,j_m+1}Rj1​,j1​+1​,…,Rjm​,jm​+1​ with j1<⋯<jmj_1<\dots<j_mj1​<⋯<jm​, the paper's candidate tour is

ψ′=φ αj1j1+1 αj2j2+1⋯αjmjm+1.\psi' = \varphi\,\alpha_{j_1 j_1+1}\,\alpha_{j_2 j_2+1}\cdots\alpha_{j_m j_m+1}.ψ′=φαj1​j1​+1​αj2​j2​+1​⋯αjm​jm​+1​.

Formalization targets

Goal: ψ′\psi'ψ′ solves the bottleneck traveling salesman problem

For BBB sorted, f≥0f\ge0f≥0 locally integrable, g=0g=0g=0, φ\varphiφ ranking the AAA's and TTT a minimum spanning tree as above,

ψ′ is a tourandm(ψ′)≤m(ψ)  for every tour ψ.\psi' \text{ is a tour}\quad\text{and}\quad m(\psi')\le m(\psi)\ \text{ for every tour } \psi .ψ′ is a tourandm(ψ′)≤m(ψ)  for every tour ψ.

The goal fixes no numerical constant. It asserts both that the construction produces a tour and that the tour is optimal, so it is a statement about the paper's algorithm, not only about the optimal value.

Milestones

  1. Lemma 8 (p. 668): for a fixed qqq, the number of iii with i≤q<φ−1ψ(i)i\le q<\varphi^{-1}\psi(i)i≤q<φ−1ψ(i) equals the number of jjj with φ−1ψ(j)≤q<j\varphi^{-1}\psi(j)\le q<jφ−1ψ(j)≤q<j.
  2. Lemma 7 (p. 668): for a tour ψ\psiψ, the graph Gψ∗G_\psi^*Gψ∗​ — GφG_\varphiGφ​ plus the arcs Rq,q+1R_{q,q+1}Rq,q+1​ selected by these two conditions — is connected.
  3. Eq. (30) (p. 670): if Rq,q+1R_{q,q+1}Rq,q+1​ is an arc of Gψ∗G_\psi^*Gψ∗​ not in GφG_\varphiGφ​, then m(ψ)≥cqφ(q+1)m(\psi)\ge c_{q\varphi(q+1)}m(ψ)≥cqφ(q+1)​.
  4. φ\varphiφ minimizes mmm (p. 671): m(φ)≤m(ψ)m(\varphi)\le m(\psi)m(φ)≤m(ψ) for every permutation ψ\psiψ.
  5. The value of m(ψ′)m(\psi')m(ψ′) (p. 671): m(ψ′)m(\psi')m(ψ′) equals some cjφ(j)c_{j\varphi(j)}cjφ(j)​ or the cost cqφ(q+1)c_{q\varphi(q+1)}cqφ(q+1)​ of an arc of TTT.
  6. Theorem 6, corrected (p. 671): for a directed graph with nested out-neighbourhoods Γ1⊆⋯⊆ΓN={1,…,N}\Gamma_1\subseteq\dots\subseteq\Gamma_N=\{1,\dots,N\}Γ1​⊆⋯⊆ΓN​={1,…,N} and φ\varphiφ listing them as initial segments, a Hamiltonian circuit exists iff φ(q)∈Γq\varphi(q)\in\Gamma_qφ(q)∈Γq​ for all qqq and the graph Gφ′G'_\varphiGφ′​ is connected.

Significance

The result gives an exact solution of a bottleneck traveling salesman problem by one minimum spanning tree computation and a fixed sequence of transpositions. Since general bottleneck traveling salesman problems are NP-hard, cases with an exact algorithm are the reference points against which heuristics and approximation results are compared. Theorem 6, an application, characterizes Hamiltonicity for directed graphs whose out-neighbourhoods form a chain, a class on which the general Hamiltonian circuit problem becomes a connectivity test.

The result is proved in the paper; the mission formalizes the proof. To our knowledge none of it has a machine-checked proof. The formalization adds two things to the paper. First, the statements are made explicit: the order in which interchanges are applied, the reading of "spanning tree", the integrability of fff. Second, Theorem 6 as printed is false (see below), and the mission states and asks for a proof of the corrected version. Machine-checked statements of Gψ∗G_\psi^*Gψ∗​ and Lemmas 7–8 are also the shared core of the companion mission on the minimal sum tour.

Difficulty

The obvious argument — every tour must "cross" each gap between consecutive components of GφG_\varphiGφ​, so it pays at least the cheapest crossing — fails because the cost of a crossing is not intrinsic to the gap: a tour may cross between components using arcs that are not of the form Rq,q+1R_{q,q+1}Rq,q+1​, and mmm looks at one arc at a time, not at a sum. The connection between an arbitrary tour and the spanning trees of GφG_\varphiGφ​ goes through the auxiliary graph Gψ∗G_\psi^*Gψ∗​ and a counting argument (Lemma 8), and the sum-minimizing tree must be shown to be bottleneck-optimal as well. For the upper bound, the transpositions in ψ′\psi'ψ′ cascade along runs of consecutive tree arcs, so ψ′(i)\psi'(i)ψ′(i) need not be φ(i)\varphi(i)φ(i) or φ(i+1)\varphi(i+1)φ(i+1); only the maximum m(ψ′)m(\psi')m(ψ′) has that form, and showing it needs the monotonicity of cijc_{ij}cij​ in AjA_jAj​ and BiB_iBi​, which holds because f≥0f\ge0f≥0 and g=0g=0g=0.

Formalization scope

Jobs are Fin (n + 1) (0-based; the paper's job iii is index i−1i-1i−1). A,B:Fin(n+1)→RA, B : \text{Fin}(n+1)\to\mathbb RA,B:Fin(n+1)→R with Monotone B. The cost keeps the general two-density form (1); the bottleneck hypotheses are f≥0f\ge0f≥0 everywhere, ggg identically 000, and fff locally integrable, so that every interval integral is genuine. Permutations are Equiv.Perm, and ψαij\psi\alpha_{ij}ψαij​ is ψ * Equiv.swap i j. mmm is a Finset.sup' over all jobs, including those that ψ′\psi'ψ′ leaves unchanged. The arc Rq,q+1R_{q,q+1}Rq,q+1​ is indexed by q : Fin n.

Explicit readings of the paper's phrases:

  • "tour": ψ(s)≠s\psi(s)\ne sψ(s)=s for every nonempty proper subset sss (the empty set is always fixed);
  • "a minimal set of additional arcs that connect": a connecting set of arcs Rq,q+1R_{q,q+1}Rq,q+1​ none of whose proper subsets connects;
  • "minimum spanning tree … with these new costs": minimum sum of cqφ(q+1)c_{q\varphi(q+1)}cqφ(q+1)​ over all such trees, not a bottleneck tree;
  • "j1,…,jmj_1,\dots,j_mj1​,…,jm​ in increasing order": the interchanges are applied to φ\varphiφ in increasing index, lowest first;
  • "ψ′\psi'ψ′ minimizes m(ψ′)m(\psi')m(ψ′)": ψ′\psi'ψ′ is a tour and m(ψ′)≤m(ψ)m(\psi')\le m(\psi)m(ψ′)≤m(ψ) for every tour ψ\psiψ;
  • Theorem 6: the condition φ(q)∈Γq\varphi(q)\in\Gamma_qφ(q)∈Γq​ for all qqq is added, without which sufficiency fails (for N=3N=3N=3, Γ1=Γ2={3}\Gamma_1=\Gamma_2=\{3\}Γ1​=Γ2​={3}, Γ3={1,2,3}\Gamma_3=\{1,2,3\}Γ3​={1,2,3}, φ=(3,1,2)\varphi=(3,1,2)φ=(3,1,2), Gφ′G'_\varphiGφ′​ is connected but no Hamiltonian circuit exists); the existence of φ\varphiφ is a hypothesis, not a claim.

Not formalized: the remark that the results hold for f=0f=0f=0, g≥0g\ge0g≥0; the remark that ψ′=ψ∗\psi'=\psi^*ψ′=ψ∗ when Bi≥Aφ(i)B_i\ge A_{\varphi(i)}Bi​≥Aφ(i)​; the O(N2)O(N^2)O(N2) operation count.

Trivializing formalizations are ruled out: with a Bochner integral and no integrability hypothesis every cost could collapse to 000 and every claim would hold; dropping the tour conjunct of the goal would let φ\varphiφ itself be "optimal"; and a maximum that ignored the unchanged arcs cjφ(j)c_{j\varphi(j)}cjφ(j)​ would make the goal false.

The traveling salesman items already on the platform (metric and symmetric models with tours as visiting orders, e.g. MetricTSP, TSPHeuristics.Shared.TSPModel) describe a different model and are not used. A complete development needs permutation cycle structure (Mathlib's Equiv.Perm.SameCycle), connectivity of finite simple graphs, and interval integrals of nonnegative functions; the lemmas on Gψ∗G_\psi^*Gψ∗​ and Lemma 8 are reusable for the sum objective. Proofs of any milestone are welcome independently.

Selected references

  • P. C. Gilmore and R. E. Gomory, Sequencing a one state-variable machine: a solvable case of the traveling salesman problem, Operations Research 12(5) (1964), 655–679. https://doi.org/10.1287/opre.12.5.655
  • O. Gross, The bottleneck assignment problem, RAND Corporation P-1630, 1959. https://www.rand.org/pubs/papers/P1630.html
  • P. C. Gilmore, E. L. Lawler and D. B. Shmoys, Well-solved special cases, in E. L. Lawler et al. (eds.), The Traveling Salesman Problem, Wiley, 1985, 87–143. ISBN 978-0-471-90413-7
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Graph TheoryOperations Research·Captain: mikedeng1

Sequencing Jobs to Minimize Total Weighted Completion Time Subject to Precedence Constraints 2: Near the Optimal Ratio, a Maximum-Weight Initial Set Is ρ-MaximalResearch Paper

Motivation

The single-machine sequencing problem with precedence constraints, written 1∣prec∣∑wjCj1\mid\mathrm{prec}\mid\sum w_jC_j1∣prec∣∑wj​Cj​, asks for an order of nnn jobs on one machine that respects a given acyclic digraph of precedences and minimizes the weighted sum of completion times. It is NP-hard in general (Lawler 1978; Lenstra and Rinnooy Kan 1978), and much of its structural theory goes through a decomposition due to Sidney (Sidney 1975): find an initial set of jobs of maximum weight-to-processing-time ratio, schedule it first, and recurse on the rest. Sidney's decomposition underlies the series-parallel algorithm of the same report, the 2-approximation algorithms for the general problem, and the vertex-cover view of Chudak–Hochbaum, Correa–Schulz and Ambühl–Mastrolilli.

The decomposition is only usable if a ratio-maximal initial set can be found efficiently. Section 7 of E. L. Lawler's report Sequencing jobs to minimize total weighted completion time subject to precedence constraints (IRIA-LABORIA Rapport de Recherche No. 205, December 1976; journal version in Annals of Discrete Mathematics 2, 1978) gives the polynomial algorithm: a binary search on the ratio, where each trial value is tested by one minimum-cut computation in an auxiliary network. This mission formalizes the correctness of that procedure.

Timeline.

  • 1970: Rhys (Management Science 17) solves the selection problem, the bipartite case of a maximum-weight closed set, by minimum cut.
  • 1975: Sidney introduces the decomposition into ratio-maximal initial sets.
  • 1976: Lawler (this report) reduces the search for a ratio-maximal initial set to O(log⁡n+log⁡w∗+log⁡p∗)O(\log n + \log w^* + \log p^*)O(logn+logw∗+logp∗) minimum-cut computations.
  • 1976: Picard (Management Science 22) treats the maximal closure of a general graph by the same network.

Setting

A finite set NNN of n=∣N∣n=|N|n=∣N∣ jobs carries an acyclic digraph G=(N,A)G=(N,A)G=(N,A); job iii must precede job jjj when GGG has a directed path from iii to jjj. Job jjj has an integer processing time pj≥1p_j\ge1pj​≥1 and an integer weight wjw_jwj​ of either sign.

An initial set of NNN is a set I⊆NI\subseteq NI⊆N that contains, with each of its jobs, every predecessor of that job. The ratio of a nonempty set is

ρ(I)=∑j∈Iwj∑j∈Ipj,\rho(I)=\frac{\sum_{j\in I}w_j}{\sum_{j\in I}p_j},ρ(I)=∑j∈I​pj​∑j∈I​wj​​,

and a nonempty initial set I∗I^*I∗ is ρ-maximal if ρ(I∗)≥ρ(I)\rho(I^*)\ge\rho(I)ρ(I∗)≥ρ(I) for every nonempty initial set III. Its ratio ρ∗\rho^*ρ∗ is the optimal ratio.

For a trial value ρ\rhoρ, the trial weights are wˉj=wj−ρpj\bar w_j=w_j-\rho p_jwˉj​=wj​−ρpj​. A maximum-weight initial set for wˉ\bar wwˉ is computed in the network G∗G^*G∗: add a source sss and a sink ttt, give the arc (s,j)(s,j)(s,j) capacity max⁡(0,−wj)\max(0,-w_j)max(0,−wj​), the arc (j,t)(j,t)(j,t) capacity max⁡(0,wj)\max(0,w_j)max(0,wj​), and every arc of GGG capacity +∞+\infty+∞. An (s,t)(s,t)(s,t) cutset is a partition (S,T)(S,T)(S,T) of the nodes with s∈Ss\in Ss∈S, t∈Tt\in Tt∈T, of capacity c(S,T)=∑i∈S∑j∈Tcijc(S,T)=\sum_{i\in S}\sum_{j\in T}c_{ij}c(S,T)=∑i∈S​∑j∈T​cij​.

The integer data satisfy −w∗≤wj≤w∗-w^*\le w_j\le w^*−w∗≤wj​≤w∗ and 1≤pj≤p∗1\le p_j\le p^*1≤pj​≤p∗, and ε=1/(np∗)2\varepsilon=1/(np^*)^2ε=1/(np∗)2.

Formalization targets

Goal: the last step of the binary search

If ρ≤ρ∗≤ρ+ε\rho\le\rho^*\le\rho+\varepsilonρ≤ρ∗≤ρ+ε, then every nonempty initial set III of maximum trial weight,

∑j∈I′(wj−ρpj)≤∑j∈I(wj−ρpj)for all initial sets I′,\sum_{j\in I'}(w_j-\rho p_j)\le\sum_{j\in I}(w_j-\rho p_j)\quad\text{for all initial sets } I',j∈I′∑​(wj​−ρpj​)≤j∈I∑​(wj​−ρpj​)for all initial sets I′,

is ρ-maximal. This is the paper's sentence "At this point the smallest value in the interval is chosen for a trial value ρ. … In either case, the maximum weight initial set I which is determined is ρ-maximal" (pp. 16–17).

Milestones

  1. Finite-capacity cutsets of G∗G^*G∗ correspond to initial sets I=T−{t}I=T-\{t\}I=T−{t} (p. 14).
  2. A finite cutset has capacity ∑j∈Nmax⁡(0,wj)−∑j∈Iwj\sum_{j\in N}\max(0,w_j)-\sum_{j\in I}w_j∑j∈N​max(0,wj​)−∑j∈I​wj​ (p. 15).
  3. A minimum cutset yields a maximum-weight initial set (p. 15).
  4. Cases 1–3: a maximum-weight set of positive, negative or zero trial weight shows that ρ\rhoρ is too small, too large, or optimal (pp. 15–16).
  5. Every attainable ratio lies in [−w∗,w∗][-w^*,w^*][−w∗,w∗] (p. 16).
  6. Two distinct attainable ratios differ by at least 1/(np∗)21/(np^*)^21/(np∗)2 (p. 16).

Significance

The goal is what makes Sidney's decomposition algorithmic: a ρ-maximal initial set can be found by a polynomial number of minimum-cut computations, with the bound 2log⁡2n+log⁡2w∗+2log⁡2p∗+12\log_2 n+\log_2 w^*+2\log_2 p^*+12log2​n+log2​w∗+2log2​p∗+1 on the number of trial values. Ratio-maximal initial sets are the first step of every Sidney-decomposition-based algorithm for 1∣prec∣∑wjCj1\mid\mathrm{prec}\mid\sum w_jC_j1∣prec∣∑wj​Cj​, and the cut network is the standard reduction of maximum-weight closure to minimum cut, used across open-pit mining, project selection and parametric optimization.

The results are classical and proved in the report. No machine-checked version of the closure–cut correspondence, the ratio-separation bound, or the binary-search correctness is known to exist in Lean or on Prove2Me. The mission produces a reusable formal account of initial sets, the network G∗G^*G∗ with infinite capacities, and the parametric test of a ratio.

Difficulty

Each step is short on paper; the difficulty is in the corners the paper does not discuss. The paper's "maximum weight initial set" ranges over all initial sets, and the empty set has weight 000. At ρ=ρ∗\rho=\rho^*ρ=ρ∗ the empty set is a maximizer and is not ρ-maximal, so the final step needs a nonempty maximizer; and Case 2, read literally over all initial sets, can never occur. The argument at the left end of the interval also needs the separation bound in the right direction: the printed display ends with "<<<", while the argument needs "≥\ge≥". Finally, initial sets are closed under predecessors along paths, while a cut only sees single arcs, so the correspondence between finite cuts and initial sets needs the arcs of GGG to stay inside NNN.

Formalization scope

Jobs are a Finset N in a type ι; the precedence digraph is a relation G with every arc inside N and no directed cycle, and "must precede" is Relation.TransGen G. Weights and processing times are real in the general statements and integers cast to reals in the integer-data statements. Lean evaluates ρ(∅)=0/0\rho(\emptyset)=0/0ρ(∅)=0/0 as 000; ρ-maximality and every statement about attainable ratios therefore range over nonempty sets. Capacities take values in WithTop ℝ, with +∞=⊤+\infty=\top+∞=⊤; a pair of nodes that is not an arc of G∗G^*G∗ has capacity 000, and an infinite cut has capacity ⊤\top⊤. A cutset is given by its sink side T⊆{s,t}∪NT\subseteq\{s,t\}\cup NT⊆{s,t}∪N.

Added hypotheses and corrected slips, all disclosed in the items:

  • the goal assumes the maximum-weight initial set III is nonempty (the empty-set corner above);
  • Cases 2 and 3 maximize over nonempty initial sets;
  • the separation bound is stated with ≥\ge≥, against the printed "<<<";
  • the capacity display's first line, printed ∑j∈Scsj\sum_{j\in S}c_{sj}∑j∈S​csj​, is read as ∑j∈Tcsj\sum_{j\in T}c_{sj}∑j∈T​csj​, as its second line shows;
  • the interval [−w∗,w∗][-w^*,w^*][−w∗,w∗] and the separation bound are stated for every nonempty subset of NNN, a slight generalisation.

A trivializing formalization is ruled out: the goal assumes neither Case 1 nor Case 3, nor the separation bound, nor anything about cuts; those appear only as milestones. The running-time statements of §7 and the binary search loop itself are out of scope.

A complete development needs finite sums over finsets, path closure of initial sets, and extended-real arithmetic in WithTop ℝ. The cut network with infinite capacities and the closure correspondence are reusable for any maximum-weight closure problem. Proofs of the milestones, and of the goal from Cases 1 and 3 with the separation bound, are welcome.

Selected references

  • E. L. Lawler, Sequencing jobs to minimize total weighted completion time subject to precedence constraints, IRIA-LABORIA Rapport de Recherche No. 205, 1976. https://hal.science/hal-04716371v1 ; journal version Annals of Discrete Mathematics 2 (1978) 75–90, https://doi.org/10.1016/S0167-5060(08)70323-6
  • J. B. Sidney, Decomposition algorithms for single-machine sequencing with precedence relations and deferral costs, Operations Research 23 (1975) 283–298. https://doi.org/10.1287/opre.23.2.283
  • J. M. W. Rhys, A selection problem of shared fixed costs and network flows, Management Science 17 (1970) 200–207. https://doi.org/10.1287/mnsc.17.3.200
  • J.-C. Picard, Maximal closure of a graph and applications to combinatorial problems, Management Science 22 (1976) 1268–1272. https://doi.org/10.1287/mnsc.22.11.1268
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AnalysisFunctional Analysis·Captain: mikedeng1

Quick Approximation to Matrices and Applications II: Every Square-Integrable f on [0,1]² Is a Sum of at Most 1/ε² Cut Functions plus an Error of Cut Norm at Most ε‖f‖₂Research Paper

Motivation

A large matrix, or a large graph, can be approximated in a weak but useful sense by a short sum of very simple pieces. Frieze and Kannan (Combinatorica 19 (1999) 175–220) proved that every real matrix is, up to an error small in the cut norm, a sum of at most 1/ϵ21/\epsilon^21/ϵ2 cut matrices (constant on a combinatorial rectangle, zero elsewhere). This "weak regularity lemma" gives polynomial-time approximation schemes for dense instances of Max-Cut and other problems, with a number of pieces that is polynomial in 1/ϵ1/\epsilon1/ϵ, in contrast to the tower-type bounds of Szemerédi's regularity lemma.

Section 8 of the paper states the same decomposition for functions on the unit square, where the rows and columns of the matrix are replaced by the continuum [0,1][0,1][0,1]. This continuous form became the weak regularity lemma for graphons (symmetric measurable functions [0,1]2→[0,1][0,1]^2\to[0,1][0,1]2→[0,1]) in the theory of dense graph limits developed by Lovász, Szegedy, Borgs, Chayes, Sós and Vesztergombi in the 2000s (Lovász–Szegedy 2006; Lovász, Large Networks and Graph Limits, 2012), where it is a standard step in proving compactness of the graphon space under the cut distance.

Setting

Let [0,1]2[0,1]^2[0,1]2 carry Lebesgue measure dx dydx\,dydxdy. Let f:[0,1]2→Rf:[0,1]^2\to\mathbb Rf:[0,1]2→R be Lebesgue measurable with

∥f∥22=∫[0,1]2f(x,y)2 dx dy<∞.\|f\|_2^2=\int_{[0,1]^2}f(x,y)^2\,dx\,dy<\infty .∥f∥22​=∫[0,1]2​f(x,y)2dxdy<∞.

For measurable S,T⊆[0,1]S,T\subseteq[0,1]S,T⊆[0,1] the rectangle integral is

f(S,T)=∫S×Tf(x,y) dx dy,f(S,T)=\int_{S\times T}f(x,y)\,dx\,dy,f(S,T)=∫S×T​f(x,y)dxdy,

and the cut norm is ∥f∥C=sup⁡S,T∣f(S,T)∣\|f\|_C=\sup_{S,T}|f(S,T)|∥f∥C​=supS,T​∣f(S,T)∣, the supremum over measurable S,TS,TS,T. The measure of SSS is written ∣S∣|S|∣S∣.

A cut function CUT(S,T,d)\mathrm{CUT}(S,T,d)CUT(S,T,d), for measurable S,T⊆[0,1]S,T\subseteq[0,1]S,T⊆[0,1] and a real ddd, is the function equal to ddd on S×TS\times TS×T and to 000 elsewhere. Given cut functions f1,…,fsf_1,\dots,f_sf1​,…,fs​, the error after ttt of them is

wt=f−(f1+⋯+ft),w0=f.w_t=f-(f_1+\dots+f_t),\qquad w_0=f .wt​=f−(f1​+⋯+ft​),w0​=f.

In the Lean development these are rectInt f S T, l2Norm f, cutFun S T d and cutFunSum Ss Ts d in the namespace FriezeKannan.Continuum, on the type Sq = unitInterval × unitInterval.

Formalization targets

Goal: Theorem 12 (p. 217)

For every measurable fff with ∥f∥2<∞\|f\|_2<\infty∥f∥2​<∞ and every ϵ>0\epsilon>0ϵ>0 there exist cut functions f1,…,fsf_1,\dots,f_sf1​,…,fs​ with

s≤1ϵ2and∥ws∥C≤ϵ∥f∥2.(63)s\le\frac1{\epsilon^2}\qquad\text{and}\qquad\|w_s\|_C\le\epsilon\|f\|_2. \tag{63}s≤ϵ21​and∥ws​∥C​≤ϵ∥f∥2​.(63)

The number of cut functions depends on ϵ\epsilonϵ alone, not on fff.

Milestones (the proof on p. 217)

  1. Drop identity. For square-integrable www, measurable S,TS,TS,T with ∣S∣∣T∣>0|S||T|>0∣S∣∣T∣>0 and d=w(S,T)/(∣S∣∣T∣)d=w(S,T)/(|S||T|)d=w(S,T)/(∣S∣∣T∣),
∥w−CUT(S,T,d)∥22−∥w∥22=∫S×T((w−d)2−w2)=−∣S∣∣T∣d2=−w(S,T)2∣S∣∣T∣.\|w-\mathrm{CUT}(S,T,d)\|_2^2-\|w\|_2^2=\int_{S\times T}\big((w-d)^2-w^2\big)=-|S||T|d^2=-\frac{w(S,T)^2}{|S||T|}.∥w−CUT(S,T,d)∥22​−∥w∥22​=∫S×T​((w−d)2−w2)=−∣S∣∣T∣d2=−∣S∣∣T∣w(S,T)2​.
  1. Drop bound. If ∣w(S,T)∣>ϵ∥f∥2|w(S,T)|>\epsilon\|f\|_2∣w(S,T)∣>ϵ∥f∥2​, the same step lowers ∥w∥22\|w\|_2^2∥w∥22​ by at least ϵ2∥f∥22\epsilon^2\|f\|_2^2ϵ2∥f∥22​.
  2. Inductive step. If ∥wt∥22≤(1−ϵ2t)∥f∥22\|w_t\|_2^2\le(1-\epsilon^2t)\|f\|_2^2∥wt​∥22​≤(1−ϵ2t)∥f∥22​, then either (63) holds with s=ts=ts=t, or one more cut function gives ∥wt+1∥22≤(1−ϵ2(t+1))∥f∥22\|w_{t+1}\|_2^2\le(1-\epsilon^2(t+1))\|f\|_2^2∥wt+1​∥22​≤(1−ϵ2(t+1))∥f∥22​.

Significance

The result. Theorem 12 says that the space of square-integrable kernels is, in the cut norm, uniformly approximable by step functions of bounded complexity: 1/ϵ21/\epsilon^21/ϵ2 rectangles suffice, whatever fff is. Refining the rectangles into a common partition gives a partition of [0,1][0,1][0,1] into at most 41/ϵ24^{1/\epsilon^2}41/ϵ2 parts on which fff is close to a step function in cut norm, which is the weak regularity lemma for graphons. It is the ingredient behind compactness of graphon space, the approximation of graph parameters by sampling, and the equivalence of cut distance and left convergence in dense graph limit theory.

Formalizing it. The theorem is proved in the paper and in textbooks; this mission produces a machine-checked version. As far as the platform's catalog shows, no cut-norm decomposition of functions on [0,1]2[0,1]^2[0,1]2 is formalized there, and Mathlib has no graphons or cut norm. The definitions here (rectangle integrals, cut functions, the cut norm as a bound over measurable rectangles) are a reusable starting point for graph-limit results.

Difficulty

The paper's computations are short; the difficulty of a complete formalization is in the measure theory: the error wtw_twt​ must be shown square integrable at every stage (cut functions with measurable sets are bounded and measurable); integrability of wtw_twt​ and wt2w_t^2wt2​ over S×TS\times TS×T follows from square integrability on a probability space; the product measure of S×TS\times TS×T is ∣S∣∣T∣|S||T|∣S∣∣T∣; and the case ∣S∣∣T∣=0|S||T|=0∣S∣∣T∣=0 must be excluded from the hypothesis ∣wt(S,T)∣>ϵ∥f∥2|w_t(S,T)|>\epsilon\|f\|_2∣wt​(S,T)∣>ϵ∥f∥2​ rather than assumed. A naive attempt that bounds the cut norm by an L2L^2L2 approximation through step functions gives no bound on sss in terms of ϵ\epsilonϵ alone.

Formalization scope

  • [0,1][0,1][0,1] is Mathlib's unitInterval with its Lebesgue measure, and [0,1]2[0,1]^2[0,1]2 is the product type unitInterval × unitInterval with the product measure. Sets S,TS,TS,T are subsets of unitInterval, so no side condition S⊆[0,1]S\subseteq[0,1]S⊆[0,1] appears.
  • "Lebesgue measurable with ∥f∥2<∞\|f\|_2<\infty∥f∥2​<∞" is MemLp f 2, whose almost-everywhere strong measurability is measurability for the completed Lebesgue measure; no Borel Measurable f hypothesis is added. l2Norm f is the square root of ∫f2\int f^2∫f2; it is the true L2L^2L2 norm under MemLp f 2, which every theorem about it assumes for the function whose norm is being lowered.
  • The cut norm is not defined as a supremum. A bound ∥w∥C≤c\|w\|_C\le c∥w∥C​≤c is written ∣w(S,T)∣≤c|w(S,T)|\le c∣w(S,T)∣≤c for all measurable S,TS,TS,T, which is the definition unfolded and avoids a real supremum of a possibly unbounded family. Every cut function and every test rectangle has measurable sides.
  • ∣S∣|S|∣S∣ is (volume S).toReal, finite on [0,1][0,1][0,1].
  • Families of cut functions are indexed by Fin s; s=0s=0s=0 is the empty sum.
  • Added hypotheses, all disclosed in the items: ϵ>0\epsilon>0ϵ>0 in every theorem (the paper's implicit range of the error parameter, §2.3); ∣S∣∣T∣>0|S||T|>0∣S∣∣T∣>0 in the drop identity (implicit on the page, where ddd divides by ∣S∣∣T∣|S||T|∣S∣∣T∣).
  • The width bound s≤1/ϵ2s\le1/\epsilon^2s≤1/ϵ2 is part of the goal. Without it the statement would follow from density of rectangle step functions in L2L^2L2 and would not be Theorem 12.

Contributions welcome: proofs of the three milestones and of the goal, and general lemmas on set integrals over measurable rectangles of unitInterval × unitInterval and on MemLp of finite sums of indicator functions, which are reusable beyond this mission.

Selected references

  • A. Frieze and R. Kannan, Quick approximation to matrices and applications, Combinatorica 19(2):175–220, 1999. https://doi.org/10.1007/s004930050052
  • L. Lovász and B. Szegedy, Limits of dense graph sequences, J. Combin. Theory Ser. B 96(6):933–957, 2006. https://doi.org/10.1016/j.jctb.2006.05.002
  • L. Lovász, Large Networks and Graph Limits, AMS Colloquium Publications 60, 2012. https://doi.org/10.1090/coll/060
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Linear algebraTheoretical Computer Science·Captain: mikedeng1

Quick Approximation to Matrices and Applications I: Every Real Matrix Is a Sum of at Most 1/ε² Cut Matrices plus an Error W with |W(S,T)| ≤ ε√(|S||T|)‖A‖_FResearch Paper

Motivation

Many dense combinatorial optimization problems (Max-Cut, graph bisection, quadratic assignment on dense instances) have objective functions that are sums of matrix entries over rectangles S×TS\times TS×T. If a matrix can be replaced by a simple surrogate that agrees with it on every rectangle up to a small error, such problems can be solved approximately on the surrogate. Frieze and Kannan's paper Quick approximation to matrices and applications (Combinatorica 19 (1999) 175–220) supplies this surrogate: a sum of a bounded number of cut matrices. Their decomposition is a "weak" form of Szemerédi's regularity lemma whose number of pieces grows only like 1/ε21/\varepsilon^21/ε2, against a tower-type bound for Szemerédi's lemma. It underlies constant-time sampling algorithms for dense instances, the theory of graph limits (the cut distance of Lovász and Szegedy), and the cut-norm approximation algorithm of Alon and Naor.

Timeline:

  • 1978: Szemerédi's regularity lemma, with a number of parts of tower type in 1/ε1/\varepsilon1/ε.
  • 1996: Frieze and Kannan announce the weak regularity lemma (FOCS 1996).
  • 1999: the journal paper proves the matrix version, its algorithmic forms, and applications to Max-Cut, Max-SNP problems and pseudo-regular partitions.
  • 2004–2006: Alon and Naor approximate the cut norm via Grothendieck's inequality; Lovász and Szegedy build graph limits on the cut distance.

Setting

Let RRR and CCC be finite sets, ∣R∣=m|R|=m∣R∣=m, ∣C∣=n|C|=n∣C∣=n, and let AAA be a real R×CR\times CR×C matrix. For S⊆RS\subseteq RS⊆R, T⊆CT\subseteq CT⊆C write

A(S,T)=∑(i,j)∈S×TA(i,j).A(S,T)=\sum_{(i,j)\in S\times T}A(i,j).A(S,T)=(i,j)∈S×T∑​A(i,j).

The Frobenius norm is ∥A∥F=(∑i,jA(i,j)2)1/2\|A\|_F=\big(\sum_{i,j}A(i,j)^2\big)^{1/2}∥A∥F​=(∑i,j​A(i,j)2)1/2, and the cut norm is ∥A∥C=max⁡S⊆R, T⊆C∣A(S,T)∣\|A\|_C=\max_{S\subseteq R,\,T\subseteq C}|A(S,T)|∥A∥C​=maxS⊆R,T⊆C​∣A(S,T)∣.

For S⊆RS\subseteq RS⊆R, T⊆CT\subseteq CT⊆C and d∈Rd\in\mathbb Rd∈R, the cut matrix CUT(S,T,d)\mathrm{CUT}(S,T,d)CUT(S,T,d) has entry ddd on S×TS\times TS×T and 000 elsewhere; it has rank at most one. A cut decomposition of width sss writes

A=D(1)+⋯+D(s)+W,D(t)=CUT(Rt,Ct,dt),A=D^{(1)}+\dots+D^{(s)}+W,\qquad D^{(t)}=\mathrm{CUT}(R_t,C_t,d_t),A=D(1)+⋯+D(s)+W,D(t)=CUT(Rt​,Ct​,dt​),

with error matrix WWW. In the Lean development these are blockSum, frobNorm, cutNorm, cutMatrix and cutSum in the namespace FriezeKannan.CutDecomp.

Formalization targets

Goal: Theorem 7 (p. 188)

For every real R×CR\times CR×C matrix AAA and every ε>0\varepsilon>0ε>0 there are s≤1/ε2s\le1/\varepsilon^2s≤1/ε2 cut matrices D(t)=CUT(Rt,Ct,dt)D^{(t)}=\mathrm{CUT}(R_t,C_t,d_t)D(t)=CUT(Rt​,Ct​,dt​) such that W(s)=A−(D(1)+⋯+D(s))W^{(s)}=A-(D^{(1)}+\dots+D^{(s)})W(s)=A−(D(1)+⋯+D(s)) satisfies

∣W(s)(S,T)∣≤ε∣S∣ ∣T∣  ∥A∥F∀S⊆R, T⊆C.(17)|W^{(s)}(S,T)|\le\varepsilon\sqrt{|S|\,|T|}\;\|A\|_F\qquad\forall S\subseteq R,\ T\subseteq C. \tag{17}∣W(s)(S,T)∣≤ε∣S∣∣T∣​∥A∥F​∀S⊆R, T⊆C.(17)

Milestones (the steps of the proof, p. 188)

  1. With d=W(S,T)/(∣S∣∣T∣)d=W(S,T)/(|S||T|)d=W(S,T)/(∣S∣∣T∣) for nonempty S,TS,TS,T:
∥W−CUT(S,T,d)∥F2−∥W∥F2=−∣S∣ ∣T∣ d2=−W(S,T)2∣S∣ ∣T∣.\|W-\mathrm{CUT}(S,T,d)\|_F^2-\|W\|_F^2=-|S|\,|T|\,d^2=-\frac{W(S,T)^2}{|S|\,|T|}.∥W−CUT(S,T,d)∥F2​−∥W∥F2​=−∣S∣∣T∣d2=−∣S∣∣T∣W(S,T)2​.
  1. If ∣W(S,T)∣>ε∣S∣∣T∣ ∥A∥F|W(S,T)|>\varepsilon\sqrt{|S||T|}\,\|A\|_F∣W(S,T)∣>ε∣S∣∣T∣​∥A∥F​, this drop is at most −ε2∥A∥F2-\varepsilon^2\|A\|_F^2−ε2∥A∥F2​.
  2. If ∥W(t)∥F2≤(1−ε2t)∥A∥F2\|W^{(t)}\|_F^2\le(1-\varepsilon^2t)\|A\|_F^2∥W(t)∥F2​≤(1−ε2t)∥A∥F2​, then either W(t)W^{(t)}W(t) satisfies (17), or one more cut matrix gives ∥W(t+1)∥F2≤(1−ε2(t+1))∥A∥F2\|W^{(t+1)}\|_F^2\le(1-\varepsilon^2(t+1))\|A\|_F^2∥W(t+1)∥F2​≤(1−ε2(t+1))∥A∥F2​.

Companion statements

  • The Remark after Theorem 7 (the case m=1m=1m=1): a real nnn-vector aaa is a weighted sum of at most ε−2\varepsilon^{-2}ε−2 0-1 vectors plus an error www with ∣w(S)∣≤εn ∣a∣|w(S)|\le\varepsilon\sqrt n\,|a|∣w(S)∣≤εn​∣a∣ for all SSS.
  • Inequality (1), p. 178: ∥M∥C≤sup⁡x≠0∥Mx∥1/∥x∥∞≤4∥M∥C\|M\|_C\le\sup_{x\ne0}\|Mx\|_1/\|x\|_\infty\le4\|M\|_C∥M∥C​≤supx=0​∥Mx∥1​/∥x∥∞​≤4∥M∥C​.
  • §2.3, p. 179: the symmetrised error Wˉ=(W+WT)/2\bar W=(W+W^T)/2Wˉ=(W+WT)/2 satisfies ∥Wˉ∥C≤∥W∥C\|\bar W\|_C\le\|W\|_C∥Wˉ∥C​≤∥W∥C​.

Significance

Theorem 7 says that the width needed to approximate a matrix on all rectangles, with error measured against ∣S∣∣T∣∥A∥F\sqrt{|S||T|}\|A\|_F∣S∣∣T∣​∥A∥F​, depends on ε\varepsilonε only, not on mmm or nnn. Since ∣S∣∣T∣≤mn|S||T|\le mn∣S∣∣T∣≤mn, it gives a cut decomposition with ∥W∥C≤εmn∥A∥F\|W\|_C\le\varepsilon\sqrt{mn}\|A\|_F∥W∥C​≤εmn​∥A∥F​, the error of the paper's algorithmic Theorem 2. It is the existence statement behind the paper's constant-time approximation schemes for dense Max-Cut and Max-SNP problems and behind its pseudo-regular partitions of graphs (§5.1), and it is the matrix form of the weak regularity lemma used throughout the theory of dense graph limits.

The result is proved in the paper, by an elementary argument. Its formalization adds a machine-checked weak regularity lemma for real matrices with explicit constants, stated in a form (finite index types, block sums, cut matrices) that downstream developments in graph limits, property testing and approximation algorithms can import. To the best of the curators' knowledge it has no machine-checked proof; Mathlib contains Szemerédi's regularity lemma for graphs but not this matrix decomposition or the cut norm of matrices.

Difficulty

The obvious decomposition, one cut matrix per nonzero entry, achieves W=0W=0W=0 but has width mnmnmn; the content is that width 1/ε21/\varepsilon^21/ε2 suffices uniformly in the dimensions. Bounding the error on a single rectangle is easy; bounding it on all 2m+n2^{m+n}2m+n rectangles at once, with an error that scales as ∣S∣∣T∣\sqrt{|S||T|}∣S∣∣T∣​ rather than as mn\sqrt{mn}mn​, is the point. The bound is also against the Frobenius norm of the original matrix AAA, not of the current error, so the argument must track a single global quantity across all steps. In Lean, the main friction is bookkeeping: real casts of cardinalities inside square roots, the division by ∣S∣∣T∣|S||T|∣S∣∣T∣, and the identification of the squared Frobenius norm with a double sum.

Formalization scope

  • Index sets are arbitrary finite types R, C with decidable equality; subsets are Finsets, and ∣S∣|S|∣S∣ is the cardinality cast to R\mathbb RR. Empty RRR or CCC is allowed.
  • ∥A∥F\|A\|_F∥A∥F​ is the real square root of the sum of squares (frobNorm); Mathlib's scoped matrix norms are not used. The cut norm is a genuine maximum over the finite nonempty set of pairs of subsets.
  • A family of sss cut matrices is three functions on Fin s; s=0s=0s=0 is allowed (for ε≥1\varepsilon\ge1ε≥1 or A=0A=0A=0 no cut matrix is needed). No nonemptiness, disjointness or sign condition is imposed on RtR_tRt​, CtC_tCt​, dtd_tdt​.
  • Added hypotheses, each disclosed in the statement's Formalization Note: ε>0\varepsilon>0ε>0 (the paper's implicit range of the error parameter; ε<1\varepsilon<1ε<1 is not assumed); nonempty S,TS,TS,T in milestone 1 (they make ddd well defined); the strict inequality >>> in milestone 2 (the negation of (17); the page prints ≥\ge≥); a nonempty column set for inequality (1) (the supremum over Rn∖{0}\mathbb R^n\setminus\{0\}Rn∖{0} needs n≥1n\ge1n≥1). Inequality (1) is stated without division, as the existence of a nonzero xxx with ∥M∥C∥x∥∞≤∥Mx∥1\|M\|_C\|x\|_\infty\le\|Mx\|_1∥M∥C​∥x∥∞​≤∥Mx∥1​ together with ∥Mx∥1≤4∥M∥C∥x∥∞\|Mx\|_1\le4\|M\|_C\|x\|_\infty∥Mx∥1​≤4∥M∥C​∥x∥∞​ for all xxx.
  • The width bound s≤1/ε2s\le1/\varepsilon^2s≤1/ε2 is the theorem; without it the statement is trivial (one cut matrix per entry gives W=0W=0W=0). A formalization that drops it, bounds the error by ∥W∥F\|W\|_F∥W∥F​ instead of ∥A∥F\|A\|_F∥A∥F​, or uses mn\sqrt{mn}mn​ in place of ∣S∣∣T∣\sqrt{|S||T|}∣S∣∣T∣​ proves a different theorem.
  • Reusable infrastructure: the identity ∥M∥F2=∑i,jM(i,j)2\|M\|_F^2=\sum_{i,j}M(i,j)^2∥M∥F2​=∑i,j​M(i,j)2, block sums of cut matrices and their sums, and the cut norm with its basic properties (transpose invariance, comparison with the ∞→1\infty\to1∞→1 norm). Contributions of these as standalone lemmas, and of the milestones in the listed order, are welcome.

Selected references

  • A. Frieze and R. Kannan, Quick approximation to matrices and applications, Combinatorica 19(2) (1999) 175–220. https://doi.org/10.1007/s004930050052
  • A. Frieze and R. Kannan, The regularity lemma and approximation schemes for dense problems, Proc. 37th FOCS (1996) 12–20. https://doi.org/10.1109/SFCS.1996.548459
  • E. Szemerédi, Regular partitions of graphs, Problèmes combinatoires et théorie des graphes, Colloq. Internat. CNRS 260 (1978) 399–401.
  • N. Alon and A. Naor, Approximating the cut-norm via Grothendieck's inequality, SIAM J. Comput. 35(4) (2006) 787–803. https://doi.org/10.1137/S0097539704441629
  • L. Lovász and B. Szegedy, Limits of dense graph sequences, J. Combin. Theory Ser. B 96(6) (2006) 933–957. https://doi.org/10.1016/j.jctb.2006.05.002
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Graph TheoryOperations Research·Captain: mikedeng1

An Introduction to Timetabling 2: When Every Teacher Is Available in at Most Two Periods, Limited Backtracking Finds a Timetable or Correctly Reports That None ExistsResearch Paper

Motivation

School and university timetabling is one of the oldest applications of combinatorial optimization. In the class–teacher model, classes and teachers must be brought together for a prescribed number of lectures, each lecture occupies one period, and nobody can be in two places at once. With no further side constraints the model reduces to edge colouring of a bipartite multigraph and is solved exactly by König's theorem. Real instances, however, come with preassignments (a class and a teacher must meet at a fixed period) and unavailabilities (a teacher or a class cannot be scheduled at some periods). With these, deciding whether a daily timetable exists is NP-complete, as the paper records citing Even, Itai and Shamir (1976).

D. de Werra's invited review An introduction to timetabling (European Journal of Operational Research 19, 1985) surveys this landscape. In its §2.2 it isolates one restricted case that is easy: when every teacher is available during at most two periods, a limited backtracking method finds a timetable or proves that none exists (Proposition 2.4, attributed to [9], Even–Itai–Shamir). The Remark that follows recasts the procedure as a decision method for stable sets of half the vertices in graphs with a perfect matching, which is the 2-satisfiability problem in graph form.

Setting

There are mmm classes c1,…,cmc_1,\dots,c_mc1​,…,cm​, nnn teachers t1,…,tnt_1,\dots,t_nt1​,…,tn​ and ppp periods of one day. After removing the preassigned lectures, rˉij∈N\bar r_{ij}\in\mathbb Nrˉij​∈N lectures of class cic_ici​ with teacher tjt_jtj​ remain; bˉik∈{0,1}\bar b_{ik}\in\{0,1\}bˉik​∈{0,1} is 111 exactly when class cic_ici​ is available and not preassigned at period kkk; cˉjk∈{0,1}\bar c_{jk}\in\{0,1\}cˉjk​∈{0,1} is 111 exactly when teacher tjt_jtj​ is available and not preassigned at period kkk. A timetable (a solution of CT4) is a 0/10/10/1 array xˉijk\bar x_{ijk}xˉijk​ with

∑kxˉijk=rˉij,∑jxˉijk≤bˉik,∑ixˉijk≤cˉjk.\sum_{k}\bar x_{ijk}=\bar r_{ij},\qquad \sum_{j}\bar x_{ijk}\le\bar b_{ik},\qquad \sum_{i}\bar x_{ijk}\le\bar c_{jk}.k∑​xˉijk​=rˉij​,j∑​xˉijk​≤bˉik​,i∑​xˉijk​≤cˉjk​.

A possible schedule of tjt_jtj​ is the slice yik=xˉijky_{ik}=\bar x_{ijk}yik​=xˉijk​ of a candidate array that satisfies the constraints involving tjt_jtj​ alone. The conflict graph GGG has one node per pair (teacher, possible schedule); two nodes are linked when they are different schedules of the same teacher or put the same class in the same period. When each teacher has exactly two schedules, they are written xjx_jxj​ and xˉj\bar x_jxˉj​, and in Lean the nodes are (j, true) and (j, false) of Fin n × Bool.

The limited backtracking works on such a graph. The implications cl(S)\mathrm{cl}(S)cl(S) of a set SSS of chosen nodes form the least set containing SSS such that whenever uuu is in it and uuu is linked to a node www of another teacher, the other node of www's teacher is in it. A state is either run(A)\mathrm{run}(A)run(A), with AAA the nodes fixed so far, or fail\mathrm{fail}fail. From run(A)\mathrm{run}(A)run(A), for any teacher not yet fixed and any first choice bbb of its node:

  1. if cl(A∪{(j,b)})\mathrm{cl}(A\cup\{(j,b)\})cl(A∪{(j,b)}) is independent, the procedure moves there;
  2. otherwise, if cl(A∪{(j,¬b)})\mathrm{cl}(A\cup\{(j,\lnot b)\})cl(A∪{(j,¬b)}) is independent, it moves there;
  3. otherwise it fails.

Formalization targets

Goal: correctness of the limited backtracking

For every nnn and every graph GGG on Fin n×Bool\mathrm{Fin}\,n\times\mathrm{Bool}Finn×Bool in which xjx_jxj​ and xˉj\bar x_jxˉj​ are linked for all jjj:

(1) the move relation is well founded from run(∅);(2) every reachable run(A) with an unfixed teacher has a move;(3) a reachable run(A) with all teachers fixed has A a set of n pairwise non-adjacent nodes;(4) if fail is reachable, G has no set of n pairwise non-adjacent nodes.\begin{aligned} &\text{(1) the move relation is well founded from } \mathrm{run}(\emptyset);\\ &\text{(2) every reachable } \mathrm{run}(A) \text{ with an unfixed teacher has a move};\\ &\text{(3) a reachable } \mathrm{run}(A) \text{ with all teachers fixed has } A \text{ a set of } n \text{ pairwise non-adjacent nodes};\\ &\text{(4) if } \mathrm{fail} \text{ is reachable, } G \text{ has no set of } n \text{ pairwise non-adjacent nodes.} \end{aligned}​(1) the move relation is well founded from run(∅);(2) every reachable run(A) with an unfixed teacher has a move;(3) a reachable run(A) with all teachers fixed has A a set of n pairwise non-adjacent nodes;(4) if fail is reachable, G has no set of n pairwise non-adjacent nodes.​

All four clauses range over every run of the nondeterministic procedure.

Milestones

  1. A teacher available in at most 222 periods has at most 222 possible schedules.
  2. CT4 has a solution iff its conflict graph has nnn pairwise non-adjacent nodes.
  3. The implications of chosen nodes lie inside every timetable that contains those nodes.
  4. If AAA is independent and closed under implications, GGG has a timetable iff it has one containing AAA.
  5. In a graph G=(X,E)G=(X,E)G=(X,E) with a perfect matching MMM, a stable set has at most ∣X∣/2|X|/2∣X∣/2 nodes, and one of exactly ∣X∣/2|X|/2∣X∣/2 nodes contains one endpoint of every edge of MMM.

Significance

Proposition 2.4 identifies a polynomial special case inside a scheduling problem that the paper cites as NP-complete in general (Even–Itai–Shamir [9]). The correctness of the procedure is what makes that special case tractable. Milestones 1 and 2 reduce the timetabling instance to a graph question, and the goal settles the graph question. Milestone 4 is the reason the method needs to undo only the last decision. It is the graph form of the autarky principle of 2-SAT solving: a closed, consistent partial assignment can always be kept. Milestone 5 extends the method from timetables to any graph with a perfect matching.

On the formal side, no machine-checked treatment of this reduction or of the backtracking argument exists on the platform; 2-SAT, unit propagation and autarky have no items there either. The statements are proved in the paper only in prose, and the propagation and autarky arguments are compressed into a few sentences. A formal proof makes the invariants explicit: what is closed, what is independent, and why a contradiction after a reversed decision is global.

Difficulty

Soundness of a successful run is an invariant argument. Soundness of failure is the hard part. The naive argument "both choices for tjt_jtj​ lead to a contradiction, hence no timetable" is wrong in general backtracking, because an earlier decision might be at fault, and full backtracking would revisit it. The proof has to show that an earlier permanent decision never needs revisiting. This requires that the set of fixed nodes is closed under implications and independent, so that no unscheduled teacher is linked to it. This invariant must be maintained through both the keep and the reverse moves. Termination and progress are routine but must be stated: without them the correctness clauses hold for a procedure that never moves. On the CT4 side, the reduction must check that the class constraint (13)(13)(13) with bˉik∈{0,1}\bar b_{ik}\in\{0,1\}bˉik​∈{0,1} splits exactly into per-teacher availability and pairwise disjointness of schedules.

Formalization scope

  • Data. rˉ,bˉ,cˉ\bar r,\bar b,\bar crˉ,bˉ,cˉ are taken as data; the preassignments that produce them are not modelled. Indices are Fin m, Fin n, Fin p; 0/10/10/1 variables are Bool.
  • Schedules. The page's "each teacher has exactly 2 possible schedules" holds only after its normalisation. The milestone states the faithful bound ≤2\le 2≤2. The CT4-to-graph equivalence is stated for every instance, so its graph has ∑j#{schedules of tj}\sum_j\#\{\text{schedules of }t_j\}∑j​#{schedules of tj​} nodes rather than 2n2n2n.
  • Procedure. The implications are an inductive predicate with no iteration bound. A contradiction is a non-independent set of implications, checked against previously fixed nodes as well. The move relation is an inductive Step with one constructor for each of keep, reverse and fail, so the choice of teacher and of first schedule stays arbitrary.
  • Not formalized. The O(n2)O(n^2)O(n2) running time of Proposition 2.4 and of the Remark has no machine model or constant on the page; termination stands in for it.
  • Ruled out. A goal with only clauses (3)–(4) would be satisfied by a relation with no moves, and a fixed choice rule would prove a weaker statement. The goal therefore includes termination and progress and quantifies over every run.
  • Needed infrastructure. Mathlib's SimpleGraph, IsIndepSet, IsNIndepSet, Subgraph.IsPerfectMatching, Relation.ReflTransGen and Acc. The autarky lemma (Milestone 4) and the propagation lemma (Milestone 3) are reusable for any 2-SAT-type development. Proofs of the milestones, and a bridge from the CT4 instance to the abstract graph on Fin n × Bool in the exactly-two-schedules case, are welcome.

Selected references

  • D. de Werra, An introduction to timetabling, European Journal of Operational Research 19 (1985) 151–162. https://doi.org/10.1016/0377-2217(85)90167-5
  • S. Even, A. Itai, A. Shamir, On the complexity of timetable and multicommodity flow problems, SIAM Journal on Computing 5 (1976) 691–703. https://doi.org/10.1137/0205048
  • B. Aspvall, M. F. Plass, R. E. Tarjan, A linear-time algorithm for testing the truth of certain quantified boolean formulas, Information Processing Letters 8 (1979) 121–123. https://doi.org/10.1016/0020-0190(79)90002-4
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Algorithmic Game TheoryMechanism DesignOperations Research·Captain: mikedeng1

On Cores and Indivisibility 2: Gale's Top Trading Cycles Give a Core Allocation Supported by Competitive PricesResearch Paper

Motivation

Markets for indivisible goods, in which each participant owns one unit and wants one unit (houses, kidneys in paired donation, dormitory rooms, school seats), cannot be analysed with the convexity assumptions of classical general equilibrium theory. Shapley and Scarf (1974) introduced the housing market to ask whether the two central solution concepts of exchange economies survive indivisibility: the core (allocations no coalition can improve upon by trading among itself) and competitive equilibrium (allocations supported by prices at which every trader optimizes within his budget). Their paper (doi:10.1016/0304-4068(74)90033-0) gives two proofs that the core is nonempty. The first (Section 4) shows that the associated game without side payments is balanced and invokes Scarf's theorem; that is the companion mission of this series. The second (Section 6) is a constructive argument the authors attribute to David Gale, the top trading cycles method, which also produces competitive prices. This mission formalizes the second.

Timeline.

  • 1967: Scarf proves that balanced games without side payments have nonempty cores (doi:10.2307/1909383).
  • 1974: Shapley and Scarf define the housing market, prove that it has a nonempty core by both arguments, and give Gale's top-trading-cycle construction with competitive prices, allowing indifferences.
  • 1977: Roth and Postlewaite show that with strict preferences the competitive allocation is unique and is the unique allocation in the strong core (doi:10.1016/0304-4068(77)90004-0).
  • 1982: Roth shows the top-trading-cycles mechanism is strategy-proof under strict preferences (doi:10.1016/0165-1765(82)90003-9).
  • 2003: Abdulkadiroğlu and Sönmez adapt top trading cycles to school choice (doi:10.1257/000282803322157061).

Setting

A finite set NNN of traders each brings one indivisible good; "item jjj" is the good of trader jjj. Preferences are a real matrix A=(aij)i,j∈NA = (a_{ij})_{i,j\in N}A=(aij​)i,j∈N​: trader iii prefers item jjj to item kkk when aij>aika_{ij} > a_{ik}aij​>aik​ and is indifferent when aij=aika_{ij} = a_{ik}aij​=aik​. Ties are allowed, and only comparisons matter.

An allocation is a bijection σ:N→N\sigma : N\to Nσ:N→N; trader iii receives item σ(i)\sigma(i)σ(i). For a coalition SSS, an SSS-permutation τ\tauτ reshuffles the items of SSS among the members of SSS. The allocation σ\sigmaσ is a core allocation if there is no nonempty SSS and SSS-permutation τ\tauτ with aiτ(i)>aiσ(i)a_{i\tau(i)} > a_{i\sigma(i)}aiτ(i)​>aiσ(i)​ for every i∈Si \in Si∈S.

Prices price:N→R\mathrm{price}: N \to \mathbb Rprice:N→R are competitive for σ\sigmaσ if each trader iii, selling his own item for price(i)\mathrm{price}(i)price(i), can afford σ(i)\sigma(i)σ(i), i.e. price(σ(i))≤price(i)\mathrm{price}(\sigma(i)) \le \mathrm{price}(i)price(σ(i))≤price(i), and no item kkk with price(k)≤price(i)\mathrm{price}(k) \le \mathrm{price}(i)price(k)≤price(i) is better for him than σ(i)\sigma(i)σ(i).

For R⊆NR \subseteq NR⊆N, a top trading cycle for RRR is a nonempty S⊆RS \subseteq RS⊆R whose members can be arranged in a cycle i1→i2→⋯→is→i1i_1 \to i_2 \to \cdots \to i_s \to i_1i1​→i2​→⋯→is​→i1​ so that each iri_rir​ likes the good of ir+1i_{r+1}ir+1​ at least as well as any other good in RRR. A top-trading-cycle partition is

N=S1∪S2∪⋯∪Sp,N = S^1 \cup S^2 \cup \cdots \cup S^p,N=S1∪S2∪⋯∪Sp,

with S1S^1S1 a top trading cycle for NNN and each SjS^jSj a top trading cycle for N−(S1∪⋯∪Sj−1)N - (S^1\cup\cdots\cup S^{j-1})N−(S1∪⋯∪Sj−1). In Lean the partition carries stage : N → Fin p and the successor map next : N → N.

Formalization targets

Goal: Section 6, assertions (1) and (2), p. 114

For every market AAA and every top-trading-cycle partition with successor map next\mathrm{next}next, the allocation i↦next(i)i \mapsto \mathrm{next}(i)i↦next(i) is a core allocation, and for every choice of prices

π1>π2>⋯>πp>0\pi^1 > \pi^2 > \cdots > \pi^p > 0π1>π2>⋯>πp>0

on the goods of S1,…,SpS^1,\dots,S^pS1,…,Sp it is competitive. The paper asserts that "a set of competitive prices exists"; its argument works for every such choice, and the goal states that.

Milestones (Section 6, p. 114)

  1. Every nonempty R⊆NR\subseteq NR⊆N has a top trading cycle.
  2. A top-trading-cycle partition of NNN exists (so the goal is not vacuous and every market has a competitive core allocation).
  3. If jjj is the first index with S∩Sj≠∅S \cap S^j \ne \emptysetS∩Sj=∅ and i∈S∩Sji \in S\cap S^ji∈S∩Sj, then aik≤ai next(i)a_{ik} \le a_{i\,\mathrm{next}(i)}aik​≤ainext(i)​ for all k∈Sk \in Sk∈S.
  4. Under the prices πstage(k)\pi^{\mathrm{stage}(k)}πstage(k), the successor's item costs the same as one's own, and every affordable item lies in one's own cycle or a later one.

Example (Section 7, pp. 115–116)

For the matrix (01210−1−110)\begin{pmatrix}0&1&2\\1&0&-1\\-1&1&0\end{pmatrix}​01−1​101​2−10​​ the unique competitive payoff is (2,1,1)(2,1,1)(2,1,1) at equal prices, while the allocation with payoff (1,1,0)(1,1,0)(1,1,0) is a core allocation that is competitive at no prices.

Significance

The result gives the existence of a core allocation of every housing market by an explicit construction, and shows that this allocation is competitive, so the competitive solution is nonempty even though goods are indivisible and preferences may have ties. The Section 7 example shows that the inclusion of competitive allocations in the core is strict in general. Under strict preferences, the outcome of the construction is the basis of the matching-market literature: uniqueness of the strong core (Roth–Postlewaite), strategy-proofness (Roth), and the school-choice and kidney-exchange mechanisms built on top trading cycles.

The mathematics is classical and proved. The formalization adds a machine-checked statement of the weak-preference version with the paper's strict blocking notion and its price argument, which existing formal developments do not cover. The closest platform items are AGT.house_core_unique, the strict-preference refinement (Roth–Postlewaite: with strict preferences and weak blocking the core is exactly one allocation), and the school-choice items SchoolChoice.TTC.*. Neither is this statement: the first assumes strict total orders and a different blocking notion, under which the core can be empty once ties are allowed, and says nothing about prices; the second concerns another model with priorities.

Difficulty

Each step is short on paper; the work is in the bookkeeping. The cycle allocation must be shown to be a bijection of NNN from the stage-by-stage cycle structure; the "chain of best-liked goods that eventually must come back to some earlier element" must be turned into a cycle whose members each get a best good in RRR, with ties handled by a choice rather than by a unique top choice; and the first-stage argument must be carried out with the coalition's reshuffling restricted to its own goods. A tempting shortcut, assuming strict preferences or using a union of cycles at a stage, proves a different statement and is ruled out by the definitions.

Formalization scope

  • Traders form an arbitrary finite type N with decidable equality; no nonemptiness is assumed (the empty market has the empty partition). The matrix A : N → N → ℝ has no hypothesis, so ties are allowed.
  • Allocations are bijections σ : N → N rather than zero-one matrices. This loses nothing: a coalition in which all members are strictly better off gives each member exactly one item of the coalition (owning nothing is ranked below everything), and an allocation leaving a trader without an item is blocked by that trader alone.
  • Blocking is strict for every member of the coalition, as on p. 107; the weak notion (all weakly, one strictly better off) makes assertion (1) false with ties.
  • The paper gives no displayed definition of competitive prices. The Lean notion is: σ\sigmaσ is a bijection, price(σ(i))≤price(i)\mathrm{price}(\sigma(i)) \le \mathrm{price}(i)price(σ(i))≤price(i), and price(k)≤price(i)⇒aik≤aiσ(i)\mathrm{price}(k)\le\mathrm{price}(i) \Rightarrow a_{ik}\le a_{i\sigma(i)}price(k)≤price(i)⇒aik​≤aiσ(i)​. This transcribes "can sell his own item for πj\pi^jπj dollars", "cannot afford", and "his utility is maximized" (p. 114).
  • A top trading cycle is a single cycle of the successor map: nonempty, inside RRR, closed under next, every member reaching every other by iterating next. A one-trader cycle with next i = i is allowed (footnote, p. 114).
  • Explicit readings of loose phrases: "it is evident" (milestone 1) is an existence statement; "the highest possible payoff available to him in SSS" (milestone 3) is aik≤ai next(i)a_{ik} \le a_{i\,\mathrm{next}(i)}aik​≤ainext(i)​ for all k∈Sk\in Sk∈S; "cannot afford any items from S1,…,Sj−1S^1,\dots,S^{j-1}S1,…,Sj−1" (milestone 4) is: price at most πj\pi^jπj implies stage at least jjj; "a set of competitive prices exists" (goal) is strengthened to every strictly decreasing positive π\piπ, as the proof gives.
  • Trivializing formalizations are ruled out: the partition is quantified over all choices and its existence is a milestone, cycles are required to be nonempty and single, and the budget clause is part of the price notion, so competitiveness does not reduce to "everyone gets a best good".
  • Contributions welcome: proofs of the milestones, a computable top-trading-cycle algorithm with a proof that it produces a partition, and a proof of the paper's remark that no other competitive prices exist up to ties.

Selected references

  • L. Shapley and H. Scarf, On cores and indivisibility, Journal of Mathematical Economics 1 (1974) 23–37. https://doi.org/10.1016/0304-4068(74)90033-0
  • H. Scarf, The core of an N person game, Econometrica 35 (1967) 50–69. https://doi.org/10.2307/1909383
  • A. E. Roth and A. Postlewaite, Weak versus strong domination in a market with indivisible goods, Journal of Mathematical Economics 4 (1977) 131–137. https://doi.org/10.1016/0304-4068(77)90004-0
  • A. E. Roth, Incentive compatibility in a market with indivisible goods, Economics Letters 9 (1982) 127–132. https://doi.org/10.1016/0165-1765(82)90003-9
  • A. Abdulkadiroğlu and T. Sönmez, School choice: a mechanism design approach, American Economic Review 93 (2003) 729–747. https://doi.org/10.1257/000282803322157061
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Operations ResearchProbability·Captain: mikedeng1

Concentration of Measure and Isoperimetric Inequalities in Product Spaces VII: Bin Packing — P(|B_N − M| ≥ 1 + u) ≤ 8 exp(−u²/(64 N E X₁²))Textbook

Motivation

Bin packing asks for the minimum number of unit-capacity bins into which a list of items with sizes in [0,1][0,1][0,1] can be packed. It is one of the basic NP-hard problems of combinatorial optimization and operations research, and its stochastic version, where the item sizes are random, has a large literature (Coffman and Lueker, Probabilistic Analysis of Packing and Partitioning Algorithms, 1991). A first question about the random optimum is how strongly it concentrates around its typical value.

A short history of that question, as Talagrand recounts it on p. 151 of the source:

  • Late 1980s. Martingale methods (Rhee–Talagrand; McDiarmid, On the method of bounded differences, 1989) give P(∣BN−EBN∣≥t)≤2exp⁡(−2t2/N)P(|B_N - \mathbb E B_N| \ge t) \le 2\exp(-2t^2/N)P(∣BN​−EBN​∣≥t)≤2exp(−2t2/N) for NNN i.i.d. items. The exponent ignores the item sizes.
  • 1994. Since BNB_NBN​ behaves like ∑iXi\sum_i X_i∑i​Xi​ when the items are small, the right exponent should be of order t2/(Nvar⁡X1)t^2/(N\operatorname{var} X_1)t2/(NvarX1​), or at least t2/(N EX12)t^2/(N\,\mathbb E X_1^2)t2/(NEX12​). The second form was proved by W. Rhee (Inequalities for the Bin Packing Problem III, Optimization 29 (1994), 381–385) using non-trivial bin-packing theory.
  • 1995. Talagrand (Publ. Math. IHÉS 81, Chapter 6) derives the t2/(N EX12)t^2/(N\,\mathbb E X_1^2)t2/(NEX12​) bound in a few lines from his convex hull distance inequality, using only trivial facts about bin packing.

This mission formalizes that chapter.

Setting

Let Ω=[0,1]\Omega = [0,1]Ω=[0,1] and N≥0N \ge 0N≥0. A point x=(x1,…,xN)∈ΩNx = (x_1,\dots,x_N) \in \Omega^Nx=(x1​,…,xN​)∈ΩN is a list of item sizes. A packing into kkk bins is a map σ:{1,…,N}→{1,…,k}\sigma : \{1,\dots,N\} \to \{1,\dots,k\}σ:{1,…,N}→{1,…,k} with ∑i:σ(i)=jxi≤1\sum_{i:\sigma(i)=j} x_i \le 1∑i:σ(i)=j​xi​≤1 for every bin jjj. The bin packing number BN(x)B_N(x)BN​(x) is the least kkk for which a packing exists (NNN bins always suffice; BN=0B_N = 0BN​=0 when N=0N = 0N=0).

Further notation, as in Lean (TalagrandConc.BinPacking):

  • ∥x∥2=(∑i≤Nxi2)1/2\|x\|_2 = (\sum_{i \le N} x_i^2)^{1/2}∥x∥2​=(∑i≤N​xi2​)1/2 (l2Norm);
  • for real aaa, the level set A(a)={y∈ΩN:BN(y)≤a}A(a) = \{y \in \Omega^N : B_N(y) \le a\}A(a)={y∈ΩN:BN​(y)≤a} (levelSet);
  • for A⊆ΩNA \subseteq \Omega^NA⊆ΩN and x∈ΩNx \in \Omega^Nx∈ΩN, UA(x)={s∈{0,1}N:∃y∈A, si=0⇒xi=yi}U_A(x) = \{s \in \{0,1\}^N : \exists y \in A,\ s_i = 0 \Rightarrow x_i = y_i\}UA​(x)={s∈{0,1}N:∃y∈A, si​=0⇒xi​=yi​}, its convex hull VA(x)⊆RNV_A(x) \subseteq \mathbb R^NVA​(x)⊆RN, and the convex hull distance fc(A,x)f_c(A,x)fc​(A,x), the Euclidean distance from 000 to VA(x)V_A(x)VA​(x), valued in [0,+∞][0,+\infty][0,+∞] (U, V, convexDist);
  • μ\muμ a probability measure on [0,1][0,1][0,1], P=μ⊗NP = \mu^{\otimes N}P=μ⊗N the product probability on [0,1]N[0,1]^N[0,1]N, whose coordinates X1,…,XNX_1,\dots,X_NX1​,…,XN​ are i.i.d. items with law μ\muμ, and EX12=∫ω2 dμ(ω)\mathbb E X_1^2 = \int \omega^2\,d\mu(\omega)EX12​=∫ω2dμ(ω) (secondMoment);
  • MMM is a median of BNB_NBN​ if P(BN≤M)≥1/2P(B_N \le M) \ge 1/2P(BN​≤M)≥1/2 and P(BN≥M)≥1/2P(B_N \ge M) \ge 1/2P(BN​≥M)≥1/2 (IsMedian).

Formalization targets

Goal: Theorem 6.5 (p. 152)

For every median MMM of BNB_NBN​ and every uuu with 0≤u≤82 N EX120 \le u \le 8\sqrt2\,N\,\mathbb E X_1^20≤u≤82​NEX12​,

P(∣BN(X1,…,XN)−M∣≥1+u)≤8exp⁡(−u264 N EX12).P\big(|B_N(X_1,\dots,X_N) - M| \ge 1 + u\big) \le 8\exp\Big(-\frac{u^2}{64\,N\,\mathbb E X_1^2}\Big).P(∣BN​(X1​,…,XN​)−M∣≥1+u)≤8exp(−64NEX12​u2​).

Milestones

  1. Lemma 6.1 (p. 151): BN(x1,…,xN)≤2∑i≤Nxi+1B_N(x_1,\dots,x_N) \le 2\sum_{i\le N} x_i + 1BN​(x1​,…,xN​)≤2∑i≤N​xi​+1.
  2. Lemma 6.2, Eq. (6.2) (p. 151): for a>0a > 0a>0 and all xxx, BN(x)≤a+2∥x∥2 fc(A(a),x)+1B_N(x) \le a + 2\|x\|_2\, f_c(A(a),x) + 1BN​(x)≤a+2∥x∥2​fc​(A(a),x)+1.
  3. Lemma 6.3, Eq. (6.3) (p. 152): P(∥x∥2≥2N(EX12)1/2)≤exp⁡(−2N EX12)P(\|x\|_2 \ge 2\sqrt N(\mathbb E X_1^2)^{1/2}) \le \exp(-2N\,\mathbb E X_1^2)P(∥x∥2​≥2N​(EX12​)1/2)≤exp(−2NEX12​).
  4. Proposition 6.4, Eq. (6.4) (p. 152): for all t>0t > 0t>0, a>0a > 0a>0,
P(BN≤a) P(BN≥a+4tN(EX12)1/2+1)≤e−t2/4+e−2N EX12.P(B_N \le a)\,P\big(B_N \ge a + 4t\sqrt N(\mathbb E X_1^2)^{1/2} + 1\big) \le e^{-t^2/4} + e^{-2N\,\mathbb E X_1^2}.P(BN​≤a)P(BN​≥a+4tN​(EX12​)1/2+1)≤e−t2/4+e−2NEX12​.

The goal keeps the paper's explicit constants 888, 646464 and 828\sqrt282​.

Significance

The result. Theorem 6.5 shows that the random optimum BNB_NBN​ fluctuates on the scale N EX12\sqrt{N\,\mathbb E X_1^2}NEX12​​ rather than N\sqrt NN​. For small items (EX12→0\mathbb E X_1^2 \to 0EX12​→0) this is much sharper than the martingale bound, and it is the scale of the fluctuations of ∑iXi\sum_i X_i∑i​Xi​, which is a lower bound on BNB_NBN​. Chapter 6 is also the first application in Part II of the paper, and its scheme recurs in the later chapters: a deterministic lemma relating the functional to fcf_cfc​ of a level set, a tail bound for an auxiliary factor, and Theorem 4.1.1 to finish.

Formalizing it. The result is proved (Talagrand 1995; Rhee 1994 by another route). No machine-checked proof is known to exist: the platform has no random bin packing statement and no general-Ω\OmegaΩ form of Talagrand's convex distance inequality. A complete development gives a checked concentration bound for an NP-hard combinatorial optimum, plus a bin-packing layer (the optimum as a minimum over assignments, Lemma 6.1, monotonicity in the item set) that other formalizations can reuse.

Difficulty

The obvious route is a bounded-differences argument: changing one item changes BNB_NBN​ by at most one. That route yields only the exponent t2/Nt^2/Nt2/N, because it cannot see that small items change little. Replacing the Hamming geometry by one weighted by item sizes is the point. The weights xix_ixi​ depend on the point xxx itself, so no fixed weighted Hamming distance works. The convex hull distance fcf_cfc​ controls every weighting at once, and the resulting factor ∥x∥2\|x\|_2∥x∥2​ is random and must be controlled separately (Lemma 6.3). In Lean, the further difficulty is the probabilistic input: Theorem 4.1.1 / Eq. (4.1.2) for a general (non-finite) Ω=[0,1]\Omega = [0,1]Ω=[0,1] is not available, and the convex-hull minimax step (Lemma 4.1.2) behind Lemma 6.2 must be formalized too.

Formalization scope

  • Ω=[0,1]\Omega = [0,1]Ω=[0,1] is Mathlib's unitInterval. Coordinates are Fin N (0-based). PPP is Measure.pi (fun _ : Fin N => μ) for μ : Measure unitInterval with IsProbabilityMeasure μ. No density is assumed.
  • BNB_NBN​ is sInf {k : ℕ | IsPacking x k}, an exact minimum over assignments Fin N → Fin k, not a heuristic such as First Fit. Zero-size items are allowed, as in the paper.
  • fcf_cfc​ is an infimum in ℝ≥0∞ with the Euclidean norm written out (+∞+\infty+∞ for an empty set; Mathlib's default norm on Fin N → ℝ is the sup norm). Lemma 6.2 is stated in ℝ≥0∞.
  • Probabilities are ℝ≥0∞-valued. Every event in the statements ({BN≤a}\{B_N \le a\}{BN​≤a}, {∥x∥2≥c}\{\|x\|_2 \ge c\}{∥x∥2​≥c}) is Borel. The paper's measurability convention matters only inside the proofs.
  • Theorem 6.5 makes the paper's implicit u≥0u \ge 0u≥0 explicit, and it is stated for every median, not for a chosen one. Lean's u2/0=0u^2/0 = 0u2/0=0 matters only in the degenerate case N EX12=0N\,\mathbb E X_1^2 = 0NEX12​=0, which forces u=0u = 0u=0. There the bound is 888.
  • Not admissible: weakening the range of uuu (the bound fails for large uuu when EX12\mathbb E X_1^2EX12​ is small), replacing EX12\mathbb E X_1^2EX12​ by 111, or defining BNB_NBN​ through a heuristic or a real-valued sInf.
  • Infrastructure needed: Talagrand's inequality (4.1.2) on a general product probability space (posed on the platform only in a finite-alphabet form) and Lemma 4.1.2. Both are welcome as separate contributions. A Chebyshev/exponential-moment bound gives Lemma 6.3.

Selected references

  • M. Talagrand, Concentration of measure and isoperimetric inequalities in product spaces, Publ. Math. IHÉS 81 (1995), 73–205, Chapter 6, pp. 151–152. https://doi.org/10.1007/BF02699376
  • W. Rhee, Inequalities for the Bin Packing Problem III, Optimization 29 (1994), 381–385.
  • C. McDiarmid, On the method of bounded differences, Surveys in Combinatorics 1989, LMS Lecture Note Series 141, Cambridge Univ. Press, 148–188. https://doi.org/10.1017/CBO9781107359949.008
  • E. G. Coffman Jr., G. S. Lueker, Probabilistic Analysis of Packing and Partitioning Algorithms, Wiley, 1991.
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Operations ResearchOptimization·Captain: mikedeng1

A Functional Equation and Its Application to Resource Allocation and Sequencing Problems 2: Under Precedence Constraints, All Deadlines Can Be Met iff They Are Met in Order of Modified DeadlinesResearch Paper

Motivation

A single machine must process nnn jobs, each with a processing time and a deadline, and some jobs must be finished before others may start. The first question of any planner is whether the deadlines can be met at all. Without precedence constraints the answer is classical: Jackson's rule (J. R. Jackson, 1955, reported by W. E. Smith, 1956) says that all jobs can be completed on time if and only if they are completed on time when sequenced by earliest deadline first. Precedence constraints break this rule, because the earliest-deadline order may put a job before one of its required predecessors.

E. L. Lawler and J. M. Moore (Management Science 16 (1969) 77–84) repair the rule by replacing each deadline by a modified deadline that accounts for the deadlines of the job's successors. Their §2 Theorem says that a single sequence, the one in increasing order of modified deadlines, decides feasibility. They use it as the first step of their dynamic programming method for sequencing with deadlines and precedence constraints: because the sequence does not depend on processing times, the jobs to be scheduled on time can always be taken in this one fixed order.

Setting

There are nnn jobs 1,…,n1,\dots,n1,…,n. Job jjj has a processing time aj≥0a_j \ge 0aj​≥0 and a deadline dj∈Rd_j \in \mathbb Rdj​∈R. A sequence σ\sigmaσ lists every job exactly once; the machine starts at time 000 and processes the jobs in the order of σ\sigmaσ, one after another, without idle time. The completion time Cj(σ)C_j(\sigma)Cj​(σ) of job jjj is the sum of the processing times of jjj and of all jobs before it in σ\sigmaσ. Job jjj is on time in σ\sigmaσ if Cj(σ)≤djC_j(\sigma) \le d_jCj​(σ)≤dj​.

Precedence constraints are a partial order ρ\rhoρ on the jobs (reflexive, antisymmetric, transitive). If iρji\rho jiρj and i≠ji \ne ji=j, job iii must precede job jjj; such a jjj is a successor of iii, and every job counts as one of its own successors. A sequence is consistent with ρ\rhoρ if no job appears before a job that must precede it. The jobs are numbered so that iρji\rho jiρj implies i≤ji \le ji≤j.

For a number ε\varepsilonε the modified deadline of job jjj is

dˉj=min⁡{ dk∣jρk }+jε,\bar d_j = \min\{\, d_k \mid j\rho k \,\} + j\varepsilon ,dˉj​=min{dk​∣jρk}+jε,

the earliest deadline among jjj and its successors, plus a tie-breaking term. The paper takes ε\varepsilonε to be "a small number"; here that means ε>0\varepsilon > 0ε>0 and nε<dl−dkn\varepsilon < d_l - d_knε<dl​−dk​ whenever dk<dld_k < d_ldk​<dl​.

Formalization targets

Goal: the §2 Theorem (p. 78)

Let σ∗\sigma^*σ∗ be the sequence in which dˉj\bar d_jdˉj​ increases. Then

(∃ σ consistent with ρ: Cj(σ)≤dj  ∀j)  ⟺  Cj(σ∗)≤dj  ∀j.\Big(\exists\,\sigma \text{ consistent with } \rho:\ C_j(\sigma) \le d_j\ \ \forall j\Big)\iff C_j(\sigma^*) \le d_j\ \ \forall j .(∃σ consistent with ρ: Cj​(σ)≤dj​  ∀j)⟺Cj​(σ∗)≤dj​  ∀j.

Milestones (from §2 and the proof of the Theorem, p. 78)

  1. For distinct jobs, iρj⇒dˉi<dˉji\rho j \Rightarrow \bar d_i < \bar d_jiρj⇒dˉi​<dˉj​.
  2. The sequence σ∗\sigma^*σ∗ is consistent with ρ\rhoρ (the "if" part of the Theorem).
  3. If dˉj<dˉi\bar d_j < \bar d_idˉj​<dˉi​, then jjj or some successor kkk of jjj has dk≤did_k \le d_idk​≤di​.
  4. In an on-time sequence consistent with ρ\rhoρ, two adjacent jobs i,ji, ji,j (in this order) with dˉi>dˉj\bar d_i > \bar d_jdˉi​>dˉj​ can be interchanged, and the result is again on time and consistent with ρ\rhoρ.

Significance

The Theorem reduces a question over all n!n!n! sequences consistent with ρ\rhoρ to the evaluation of one sequence, and the sequence depends only on the deadlines and on ρ\rhoρ, not on the processing times. This independence is what the paper's later sections rely on: it lets a subset-selection dynamic program (Eq. (1) of the paper) process jobs in a fixed order. Without precedence constraints (ρ\rhoρ the identity) the Theorem is Jackson's rule. The operational form, "always take next, from among the available jobs, a job which has a successor with the earliest possible deadline", is a list-scheduling rule of the same kind as the backward rule of Lawler (1973) for 1∣prec∣fmax⁡1\mid prec\mid f_{\max}1∣prec∣fmax​.

The result has been proved on paper since 1969. As far as is known it has no machine-checked proof. This mission produces a formal proof of the Theorem and of the exchange step behind it, stated on the same sequence and completion-time model as the platform's existing single-machine scheduling missions.

Difficulty

The obvious argument is the exchange argument for Jackson's rule: swap an adjacent pair that is out of order and check that nothing becomes late. Two things fail without care. First, the swap must not violate precedence; this is why the deadline of a job is replaced by the minimum over its successors. Second, after the swap, job iii completes when job jjj used to complete, but did_idi​ need not be at least djd_jdj​: one must find a successor of jjj that is later in the sequence, on time, and due no later than iii. That step uses the smallness of ε\varepsilonε: with a large ε\varepsilonε the tie-breaking term outweighs a difference of deadlines, and the Theorem fails (three jobs without precedence, a=(2,4,3)a = (2,4,3)a=(2,4,3), d=(7,9,8)d = (7,9,8)d=(7,9,8), ε=3\varepsilon = 3ε=3). Finally, the exchange step must be turned into a terminating transformation of an arbitrary feasible sequence into σ∗\sigma^*σ∗, a bubble-sort argument over lists.

Formalization scope

  • Jobs are Fin n, 0-based: the Lean job j is the paper's job j+1j+1j+1, and the tie-break is ((j:N)+1)ε((j:\mathbb N)+1)\varepsilon((j:N)+1)ε. Processing times and deadlines are real.
  • Sequences and completion times are the published platform definitions MooreLateJobs.Shared.IsSchedule and MooreLateJobs.Shared.completionTime (a duplicate-free list of all jobs; start at time 000, no idle time). Idle time never helps meet a deadline, so this loses nothing. Consistency with ρ\rhoρ is the published LawlerPrec.MinMax.IsFeasible.
  • The modified deadline minimizes over insert j {k | ρ j k}, which is nonempty; for the reflexive ρ\rhoρ of the paper this is {k∣jρk}\{k \mid j\rho k\}{k∣jρk} ("considering a job to be one of its own successors").
  • Explicit readings of the paper's phrases:
    • "ε\varepsilonε is a small number": ε>0\varepsilon > 0ε>0 and nε<dl−dkn\varepsilon < d_l - d_knε<dl​−dk​ whenever dk<dld_k < d_ldk​<dl​. A fixed ε\varepsilonε is quantified universally, not hidden under an existential.
    • "the sequence obtained by ordering jobs according to increasing values of dˉj\bar d_jdˉj​": any duplicate-free list of all jobs along which dˉj\bar d_jdˉj​ strictly increases. Under the hypotheses the dˉj\bar d_jdˉj​ are distinct, so exactly one such list exists.
    • "iρj implies dˉi<dˉj\bar d_i < \bar d_jdˉi​<dˉj​": stated for i≠ji \ne ji=j, since ρ\rhoρ is reflexive.
    • The pair condition "a consecutive pair with dˉi>dˉj\bar d_i > \bar d_jdˉi​>dˉj​" of milestone 3 is dropped, since the claim does not use it.
  • Added hypothesis: aj≥0a_j \ge 0aj​≥0. The paper uses it tacitly ("jjj will remain on time since it will be earlier in the sequence") and the Theorem is false without it.
  • The milestones assume only what they use (for instance, milestone 1 needs transitivity, the numbering and ε>0\varepsilon > 0ε>0). The goal assumes the full partial order of the paper.
  • Trivializing formalizations ruled out: ε=0\varepsilon = 0ε=0 or an unconstrained ε\varepsilonε; a minimum over a possibly empty set, which Lean would assign a junk value; completion times not tied to the order of the list; and dropping "consistent with the precedence constraints" from the left-hand side, which turns the Theorem into a false variant of Jackson's rule.
  • Not in scope: the "order of computational steps" remarks, §3 and the later sections (other missions of this series).

Related platform items: Jackson's rule for unrestricted jobs is already posed as MooreLateJobs.NumLate.jackson (Moore 1968) and is not re-posed here; Lawler's 1∣prec∣fmax⁡1\mid prec\mid f_{\max}1∣prec∣fmax​ theorem is posed as LawlerPrec.MinMax.sequencing_theorem. Contributions welcome: general list-exchange lemmas (adjacent swaps, bubble-sort termination toward a sorted list) are reusable well beyond this mission.

Selected references

  • E. L. Lawler, J. M. Moore, A Functional Equation and Its Application to Resource Allocation and Sequencing Problems, Management Science 16(1) (1969) 77–84. https://doi.org/10.1287/mnsc.16.1.77
  • J. R. Jackson, Scheduling a Production Line to Minimize Maximum Tardiness, Research Report 43, Management Science Research Project, UCLA, 1955.
  • W. E. Smith, Various Optimizers for Single-Stage Production, Naval Research Logistics Quarterly 3 (1956) 59–66. https://doi.org/10.1002/nav.3800030106
  • E. L. Lawler, Optimal Sequencing of a Single Machine Subject to Precedence Constraints, Management Science 19(5) (1973) 544–546. https://doi.org/10.1287/mnsc.19.5.544
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Discrete GeometryGroup Theory·Captain: mikedeng1

Some Polyhedra Related to Combinatorial Problems IV: In a Group All of Whose Elements Have Order 2, or All Order 3, the Irreducible Solutions of the Group Equation Are Exactly the VerticesResearch Paper

Motivation

Every pure integer program min⁡{c⋅x:Ax=b, x≥0 integer}\min\{c\cdot x : Ax = b,\ x \ge 0 \text{ integer}\}min{c⋅x:Ax=b, x≥0 integer} can be relaxed, by dropping the nonnegativity of the basic variables of an optimal linear-programming basis, to a problem over a finite Abelian group: find nonnegative integers t(g)t(g)t(g), one for each nonzero group element, with ∑t(g)⋅g=g0\sum t(g)\cdot g = g_0∑t(g)⋅g=g0​. R. E. Gomory's 1969 paper Some polyhedra related to combinatorial problems (Linear Algebra Appl. 2 (1969) 451–558) studies the convex hulls of the solutions of these group equations, the corner polyhedra, and the master polyhedron P(G,g0)P(\mathcal G, g_0)P(G,g0​) that contains all of them as faces. These polyhedra are the source of the group-theoretic approach to cutting planes: their faces are valid inequalities for every integer program with the same group, and their vertices are the candidate optimal solutions of the group relaxation.

The paper's first section shows that every vertex of such a polyhedron is an irreducible solution, and remarks (p. 460) that the converse fails in general: a typical group has many irreducible solutions that are not vertices. Section 3F identifies a family of groups where the two notions coincide, which is what makes the vertices of these polyhedra countable in closed form.

Setting

Let G\mathcal GG be a finite Abelian group written additively, with zero 0ˉ\bar 00ˉ, and G+=G∖{0ˉ}\mathcal G^+ = \mathcal G\setminus\{\bar 0\}G+=G∖{0ˉ}. For g0∈Gg_0 \in \mathcal Gg0​∈G the group equation is

∑g∈G+t(g)⋅g=g0,t(g)∈{0,1,2,…}.\sum_{g\in\mathcal G^+} t(g)\cdot g = g_0, \qquad t(g) \in \{0, 1, 2, \ldots\}.g∈G+∑​t(g)⋅g=g0​,t(g)∈{0,1,2,…}.

The master polyhedron P(G,g0)P(\mathcal G, g_0)P(G,g0​) is the convex hull in RG+\mathbb R^{\mathcal G^+}RG+ of its nonnegative integer solutions (for g0=0ˉg_0 = \bar 0g0​=0ˉ the solution t=0t = 0t=0 is excluded). A vertex is an extreme point of P(G,g0)P(\mathcal G, g_0)P(G,g0​).

A nonnegative integer vector ttt is irreducible if any two integer vectors r,sr, sr,s with 0≤r,s≤t0 \le r, s \le t0≤r,s≤t and ∑r(g)⋅g=∑s(g)⋅g\sum r(g)\cdot g = \sum s(g)\cdot g∑r(g)⋅g=∑s(g)⋅g are equal. A finite set SSS of group elements is independent if ∑g∈Ssgg=0ˉ\sum_{g\in S} s_g g = \bar 0∑g∈S​sg​g=0ˉ with integers sgs_gsg​ forces sgg=0ˉs_g g = \bar 0sg​g=0ˉ for each ggg.

The groups of §3F are those in which every nonzero element has order 2, the groups G2,G2,2,…\mathcal G_2, \mathcal G_{2,2}, \ldotsG2​,G2,2​,…, or every nonzero element has order 3, the groups G3,G3,3,…\mathcal G_3, \mathcal G_{3,3}, \ldotsG3​,G3,3​,….

Formalization targets

Goal: THEOREM 23 (p. 505)

If every nonzero element of G\mathcal GG has order ppp, with p=2p = 2p=2 or p=3p = 3p=3, and g0≠0ˉg_0 \ne \bar 0g0​=0ˉ, then for every nonnegative integer solution ttt of the group equation

t irreducible  ⟺  t∈vert⁡P(G,g0),t \text{ irreducible} \iff t \in \operatorname{vert} P(\mathcal G, g_0),t irreducible⟺t∈vertP(G,g0​),

and the support {g:t(g)>0}\{g : t(g) > 0\}{g:t(g)>0} of such a vertex is an independent set.

Milestones

  1. THEOREM 2 (p. 460), for P(G,g0)P(\mathcal G, g_0)P(G,g0​) with g0≠0ˉg_0 \ne \bar 0g0​=0ˉ: every vertex is an irreducible integer solution.
  2. The LEMMA of p. 505: for p∈{2,3}p \in \{2, 3\}p∈{2,3}, p>t>0p > t > 0p>t>0 and p>s≥0p > s \ge 0p>s≥0 there are 0≤t′,t′′≤t0 \le t', t'' \le t0≤t′,t′′≤t with t′+s≡t′′(modp)t' + s \equiv t'' \pmod pt′+s≡t′′(modp).
  3. The support of an irreducible solution is independent (p. 506).
  4. A solution vanishing off the support of an irreducible ttt agrees with ttt modulo ppp and dominates it (p. 506, corrected).
  5. An irreducible ttt minimizes π\piπ, the indicator of the complement of its support, every minimizer dominates ttt, and ttt is a vertex (p. 506, corrected).
  6. The vertex characterization (p. 506): a nonzero ttt is a vertex of some P(G,g0)P(\mathcal G, g_0)P(G,g0​), g0≠0ˉg_0 \ne \bar 0g0​=0ˉ, iff its support is independent and t(g)<pt(g) < pt(g)<p for all ggg.

Significance

THEOREM 23 turns a polyhedral question into a combinatorial one for the elementary Abelian 2- and 3-groups: the vertices of P(G,g0)P(\mathcal G, g_0)P(G,g0​) are read off from independent subsets of the group and residues below ppp. Gomory uses this on pp. 506–507 to count all vertices of all P(Gsn,g0)P(\mathcal G_{s^n}, g_0)P(Gsn​,g0​) exactly and to derive their asymptotic number. It also marks the boundary of the general picture: groups with elements of other orders have irreducible solutions that are not vertices.

The result has been proved since 1969; no machine-checked proof exists. The mission produces a Lean statement and, once solved, a verified proof of the theorem together with the general fact that vertices of the master polyhedron are irreducible, a reusable layer for the other group-polyhedron results of the same paper. Two sentences of the printed proof (p. 506) are false as written (see Formalization scope); formalization records their corrected forms.

Difficulty

The direction "vertex ⇒\Rightarrow⇒ irreducible" holds in every group and is a midpoint argument. The difficulty is the converse: showing that an irreducible solution cannot be written as a proper convex combination of other solutions, which are infinitely many and unbounded. The natural route, exhibiting a linear objective that ttt uniquely minimizes, does not work with the objective printed on the page: solutions with the same support as ttt but larger entries are tied with it. The argument must control those solutions through the arithmetic of residues modulo ppp, and this is where the exponent 2 or 3 is used; the analogous residue statement fails for p=5p = 5p=5.

Formalization scope

  • T-space vectors are functions on the subtype {g : G // g ≠ 0}; integer solutions are N\mathbb NN-valued and cast to R\mathbb RR; vertices are Set.extremePoints ℝ of the convex hull of the cast solutions.
  • "All elements of G\mathcal GG are of order 2 or all of order 3" is read as: there is p∈{2,3}p \in \{2, 3\}p∈{2,3} with every nonzero element of order ppp. Groups mixing orders 2 and 3 are excluded, as on the page.
  • g0≠0ˉg_0 \ne \bar 0g0​=0ˉ is a hypothesis of the whole of THEOREM 23 (the page attaches it to the second sentence only). At g0=0ˉg_0 = \bar 0g0​=0ˉ the solution t=0t = 0t=0 is excluded (footnote p. 474) and every nonzero solution is reducible, so the first sentence would fail. THEOREM 2 is restated for P(G,g0)P(\mathcal G, g_0)P(G,g0​), g0≠0ˉg_0 \ne \bar 0g0​=0ˉ, for the same reason.
  • "Independent" is the page's definition with integer coefficients; the gloss "part of a group basis" is not formalized.
  • The letter TTT on pp. 505–506 is the support of ttt, not the solution set.
  • The page's claim that ttt is the only solution vanishing off its support, and the unique minimizer of π\piπ, fail literally (in Z2\mathbb Z_2Z2​ with g0=1g_0 = 1g0​=1, t=(1)t = (1)t=(1) and u=(3)u = (3)u=(3)). Milestones 4 and 5 state the corrected conclusions; the goal theorem is unaffected.
  • The vertex characterization adds t≠0t \ne 0t=0, which the page leaves implicit.
  • Ruled out: stating the order hypothesis for all elements including 0ˉ\bar 00ˉ (unsatisfiable, so the theorem would be vacuous), dropping g0≠0ˉg_0 \ne \bar 0g0​=0ˉ (false statement), or replacing the master polyhedron by a bounded truncation (a different polyhedron with extra vertices).
  • Needed: convex hulls of infinite sets of lattice points and their extreme points (Mathlib's convexHull, extremePoints_convexHull_subset), and finite sums in Abelian groups. Contributions welcome: any of the milestones, and a general lemma that a unique minimizer of a nonnegative linear function over the integer solutions is a vertex.

Selected references

  • R. E. Gomory, Some polyhedra related to combinatorial problems, Linear Algebra and Its Applications 2 (1969), 451–558. https://doi.org/10.1016/0024-3795(69)90017-2
  • R. E. Gomory, On the relation between integer and noninteger solutions to linear programs, Proc. Natl. Acad. Sci. USA 53 (1965), 260–265. https://doi.org/10.1073/pnas.53.2.260
  • R. E. Gomory and E. L. Johnson, Some continuous functions related to corner polyhedra, Mathematical Programming 3 (1972), 23–85. https://doi.org/10.1007/BF01584976
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Graph TheoryOperations ResearchOptimization·Captain: mikedeng1

Sequencing a One State-Variable Machine: A Solvable Case of the Traveling Salesman Problem 1: The Spanning-Tree Interchange Tour ψ* Is a Minimal Cost TourResearch Paper

Motivation

The traveling salesman problem is NP-hard in general, so special cost structures under which it can be solved exactly in polynomial time are of lasting interest in combinatorial optimization and scheduling. One of the earliest and most cited such cases comes from sequencing on a machine whose condition is described by a single real number: a furnace temperature, a knife setting, a fill level. Each job must start at a prescribed state and leaves the machine in another, and changing the state between consecutive jobs costs money or time. Finding the cheapest cyclic order of the jobs is a traveling salesman problem with asymmetric costs.

P. C. Gilmore and R. E. Gomory solved this problem exactly in 1964 (Oper. Res. 12(5), 655–679) with an algorithm of O(N2)O(N^2)O(N2) simple steps. Their construction became the standard example of a solvable TSP case: it is the starting point of the survey literature on polynomially solvable TSPs (Gilmore, Lawler and Shmoys 1985; Burkard, Deineko, van Dal, van der Veen and Woeginger 1998), and it appears in the no-wait flow shop literature, where two-machine no-wait scheduling reduces to exactly this cost structure.

Setting

There are NNN jobs J1,…,JNJ_1,\dots,J_NJ1​,…,JN​. Job iii must be started when the state of the machine is AiA_iAi​ and leaves the machine in state BiB_iBi​; the jobs are numbered so that j>ij>ij>i implies Bj≥BiB_j\ge B_iBj​≥Bi​. Two cost densities f,g:R→Rf,g:\mathbb R\to\mathbb Rf,g:R→R satisfy f(x)+g(x)≥0f(x)+g(x)\ge0f(x)+g(x)≥0: raising the state through xxx costs f(x)f(x)f(x) per unit, lowering it costs g(x)g(x)g(x) per unit. The changeover cost of having job jjj follow job iii is

cij={∫BiAjf(x) dxif Aj≥Bi,∫AjBig(x) dxif Bi>Aj.c_{ij}=\begin{cases}\int_{B_i}^{A_j}f(x)\,dx & \text{if } A_j\ge B_i,\\ \int_{A_j}^{B_i}g(x)\,dx & \text{if } B_i>A_j.\end{cases}cij​={∫Bi​Aj​​f(x)dx∫Aj​Bi​​g(x)dx​if Aj​≥Bi​,if Bi​>Aj​.​

A permutation ψ\psiψ of the jobs assigns to each job iii its successor ψ(i)\psi(i)ψ(i) and has cost c(ψ)=∑iciψ(i)c(\psi)=\sum_i c_{i\psi(i)}c(ψ)=∑i​ciψ(i)​. It is a tour if ψ(s)≠s\psi(s)\ne sψ(s)=s for every nonempty proper subset sss of the jobs, i.e. if it is a single cycle through all jobs.

A permutation φ\varphiφ ranks the AAA if j>ij>ij>i implies Aφ(j)≥Aφ(i)A_{\varphi(j)}\ge A_{\varphi(i)}Aφ(j)​≥Aφ(i)​. The interchange αij\alpha_{ij}αij​ swaps iii and jjj; applying it to ψ\psiψ gives ψαij\psi\alpha_{ij}ψαij​ (first αij\alpha_{ij}αij​, then ψ\psiψ), which exchanges the successors of iii and jjj, at cost cψ(αij)=c(ψαij)−c(ψ)c_\psi(\alpha_{ij})=c(\psi\alpha_{ij})-c(\psi)cψ​(αij​)=c(ψαij​)−c(ψ). The graph GφG_\varphiGφ​ links iii and φ(i)\varphi(i)φ(i) for every iii; a spanning tree of GφG_\varphiGφ​ is a minimal set of additional arcs RijR_{ij}Rij​ that makes it connected, with cost ∑cφ(αij)\sum c_\varphi(\alpha_{ij})∑cφ​(αij​). Node qqq is of type 1 if Bq≤Aφ(q)B_q\le A_{\varphi(q)}Bq​≤Aφ(q)​ and of type 2 otherwise.

Given a minimal cost spanning tree τ\tauτ of GφG_\varphiGφ​ made of arcs Rq,q+1R_{q,q+1}Rq,q+1​, the tour ψ∗\psi^*ψ∗ is obtained from φ\varphiφ by executing the interchanges αq,q+1\alpha_{q,q+1}αq,q+1​, Rq,q+1∈τR_{q,q+1}\in\tauRq,q+1​∈τ, first those of type 1 in decreasing order of qqq, then those of type 2 in increasing order of qqq.

Formalization targets

Goal: Theorem 5

ψ∗ is a tour, andc(ψ∗)≤c(ψ)  for every tour ψ.\psi^*\ \text{is a tour, and}\quad c(\psi^*)\le c(\psi)\ \text{ for every tour }\psi.ψ∗ is a tour, andc(ψ∗)≤c(ψ)  for every tour ψ.

This is the paper's main theorem. It fixes no constant and no special form of f,gf,gf,g; it asserts that the specific tour produced by the algorithm is optimal among all tours.

Milestones

In the order the proof uses them:

  1. Theorem 1: c(φ)=min⁡ψc(ψ)c(\varphi)=\min_\psi c(\psi)c(φ)=minψ​c(ψ) over all permutations.
  2. Eq. (11): under Bj≥BiB_j\ge B_iBj​≥Bi​, Aψ(j)≥Aψ(i)A_{\psi(j)}\ge A_{\psi(i)}Aψ(j)​≥Aψ(i)​, the cost of αij\alpha_{ij}αij​ is ∫[Bi,Bj]∩[Aψ(i),Aψ(j)](f+g)\int_{[B_i,B_j]\cap[A_{\psi(i)},A_{\psi(j)}]}(f+g)∫[Bi​,Bj​]∩[Aψ(i)​,Aψ(j)​]​(f+g).
  3. Lemma 1: an interchange between two different cycles merges them.
  4. Theorem 2: the interchanges of a spanning tree, in any order, turn ψ\psiψ into a tour.
  5. Lemma 2: some minimal cost spanning tree of GφG_\varphiGφ​ uses only arcs Ri,i+1R_{i,i+1}Ri,i+1​.
  6. Lemma 5: adjacent interchanges executed on φ\varphiφ in the stated order have additive cost.
  7. Theorem 3: ψ∗\psi^*ψ∗ is a tour of cost c(φ)+cφ(τ)c(\varphi)+c_\varphi(\tau)c(φ)+cφ​(τ).
  8. Theorem 4: c(ψ)≥c(φ)+c∗(ψ)c(\psi)\ge c(\varphi)+c^*(\psi)c(ψ)≥c(φ)+c∗(ψ) for every permutation, with the underestimate c∗c^*c∗ of (17).
  9. Lemma 7: for a tour ψ\psiψ the graph Gψ∗G_\psi^*Gψ∗​ is connected.
  10. Lemma 8: conditions (22a) and (22b) hold for equally many indices.
  11. Eq. (28): c∗(ψ)≥cφ(τ)c^*(\psi)\ge c_\varphi(\tau)c∗(ψ)≥cφ​(τ) for every tour ψ\psiψ.

Off the goal's path: Theorem 7, a minimal tour for (f,g)(f,g)(f,g) is minimal for (f+g,0)(f+g,0)(f+g,0).

Significance

The theorem shows that a traveling salesman problem whose costs come from a one-dimensional state is solved by three polynomial steps: sorting (an optimal assignment), a minimum spanning tree over N−1N-1N−1 candidate arcs, and a prescribed sequence of interchanges. It is the base case for a family of later results on solvable TSPs and for the two-machine no-wait flow shop, where it gives an exact polynomial algorithm.

The result has been proved since 1964. No machine-checked proof of it is known to exist. The proof in the paper argues largely from figures ("evident geometrically"), and its statement of Theorem 3 lists the interchanges in an order that contradicts its own proof: executed in the printed order, the paper's numerical example yields a tour of cost 39 instead of the optimum 34. A formal proof settles which order is correct and fills in the geometric steps. Partial contributions are useful: the permutation facts (Lemmas 1, 8 and Theorem 2) are independent of the cost model and reusable.

Difficulty

The obvious argument fails at two points. First, interchanges do not commute in cost: once one interchange is executed, the cost of the next one depends on the new successors, so the cost of ψ∗\psi^*ψ∗ is not simply c(φ)c(\varphi)c(φ) plus the tree cost for an arbitrary execution order. Showing that the specific order of Lemma 5 avoids all interference requires tracking how type-1 and type-2 nodes behave as interchanges are applied. Second, optimality is not a local statement: an arbitrary tour is not reachable from φ\varphiφ by tree interchanges, so the lower bound needs the separate underestimate c∗c^*c∗ and a counting argument relating every tour to a spanning tree of GφG_\varphiGφ​. Neither step follows from general minimum spanning tree theory.

Formalization scope

Jobs are Fin (n + 1) (N=n+1≥1N=n+1\ge1N=n+1≥1), so the paper's job iii is index i−1i-1i−1; the adjacent arc Rq,q+1R_{q,q+1}Rq,q+1​ is indexed by q : Fin n and joins q.castSucc and q.succ. Permutations are Equiv.Perm (Fin (n + 1)), and ψαij\psi\alpha_{ij}ψαij​ is ψ * Equiv.swap i j (Mathlib's composition, "first αij\alpha_{ij}αij​, then ψ\psiψ"). Costs are real; (1) uses oriented interval integrals and (17) set integrals.

Explicit readings of the paper's loose phrases:

  • "any integrable functions f,gf,gf,g" is read as local integrability on R\mathbb RR, with f+g≥0f+g\ge0f+g≥0 the only sign condition;
  • "proper subsets sss" in (4) are nonempty proper subsets;
  • "a minimal set of additional arcs that connect" is minimal under inclusion; "minimal cost spanning tree" is minimal in cost among spanning trees made of adjacent arcs (by Lemma 2 the same minimum as over all trees);
  • "minimal cost tour" means cost at most that of every tour, i.e. every permutation that is a single cycle;
  • "obtained by executing the α\alphaα's in a particular order" (Lemma 5) is the explicit order of its proof;
  • ties among the AAA leave φ\varphiφ non-unique; every statement holds for every ranking φ\varphiφ.

The order of ψ∗\psi^*ψ∗ is that of the proof of Lemma 5 and of steps T2–T4 (p. 673), not the order printed in Theorem 3.

Trivializing formalizations are ruled out: the goal quantifies over all tours, not over permutations (that is Theorem 1) nor over tours reachable from φ\varphiφ; ψ∗\psi^*ψ∗ is constructed from φ\varphiφ and τ\tauτ, not taken as an arbitrary tour of the right cost; τ\tauτ is both inclusion-minimal and cost-minimal; and the costs keep both branches of (1) with general densities, not cij=∣Aj−Bi∣c_{ij}=|A_j-B_i|cij​=∣Aj​−Bi​∣. The TSP items already on the platform concern symmetric or metric distances with tours as visiting orders, a different model, and are not reused.

Needed infrastructure: cycle structure of permutations under transpositions (Mathlib's Equiv.Perm.SameCycle), connectivity of finite simple graphs, interval integrals of locally integrable functions. Contributions to any milestone are welcome; the purely combinatorial ones (Lemmas 1, 8, Theorem 2, Lemma 7) are independent of the integrals.

Selected references

  • P. C. Gilmore and R. E. Gomory, Sequencing a one state-variable machine: a solvable case of the traveling salesman problem, Operations Research 12(5), 1964, 655–679. https://doi.org/10.1287/opre.12.5.655
  • P. C. Gilmore, E. L. Lawler and D. B. Shmoys, Well-solved special cases, in The Traveling Salesman Problem (Lawler, Lenstra, Rinnooy Kan, Shmoys, eds.), Wiley, 1985, 87–143. ISBN 978-0-471-90413-7
  • R. E. Burkard, V. G. Deineko, R. van Dal, J. A. A. van der Veen and G. J. Woeginger, Well-solvable special cases of the traveling salesman problem: a survey, SIAM Review 40(3), 1998, 496–546. https://doi.org/10.1137/S0036144596297514
  • J. B. Kruskal, On the shortest spanning subtree of a graph and the traveling salesman problem, Proc. AMS 7(1), 1956, 48–50. https://doi.org/10.1090/S0002-9939-1956-0078686-7
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Computational GeometryDiscrete GeometryGraph Theory·Captain: mikedeng1

A Combinatorial Theorem in Plane Geometry: Every n-Triangulation Can Be Partitioned into at Most ⌊n/3⌋ FansResearch Paper

Motivation

In a conversation reported by Chvátal, Victor Klee asked for the smallest number f(n)f(n)f(n) such that every region bounded by a simple closed nnn-gon is dominated by f(n)f(n)f(n) points: every point of the region sees one of them along a segment inside the region. In the picturesque language that gave the problem its name, f(n)f(n)f(n) is the number of guards needed to watch any art gallery with nnn walls. A comb-shaped polygon (Figure 1 of the paper) shows f(n)≥⌊n/3⌋f(n) \ge \lfloor n/3 \rfloorf(n)≥⌊n/3⌋.

V. Chvátal's three-page note (J. Combin. Theory Ser. B 18 (1975) 39–41) proves the matching upper bound by reducing it to a purely combinatorial statement about triangulated polygons: every such triangulation splits into at most ⌊n/3⌋\lfloor n/3\rfloor⌊n/3⌋ fans, and a fan is watched by a single guard. The combinatorial theorem is the result this mission formalizes.

Timeline.

  • 1973: Klee poses the question to Chvátal (the paper reports the conversation; the year is O'Rourke's).
  • 1975: Chvátal proves f(n)=⌊n/3⌋f(n) = \lfloor n/3\rfloorf(n)=⌊n/3⌋ via the fan partition theorem, by induction on nnn with a four-case analysis.
  • 1978: S. Fisk gives the short proof by 3-colouring the vertices of the triangulation (J. Combin. Theory Ser. B 24 (1978) 374); the smallest colour class is a set of at most ⌊n/3⌋\lfloor n/3\rfloor⌊n/3⌋ vertices meeting every triangle.
  • 1987 onwards: J. O'Rourke's monograph Art Gallery Theorems and Algorithms (Oxford University Press, 1987) makes the theorem the starting point of a large literature on guarding problems.

Setting

An nnn-triangulation (p. 39) is a planar graph GGG with nnn vertices such that one face is bounded by an nnn-gon and every other face by a triangle. Its vertices are labelled 0,1,…,n−10, 1, \dots, n-10,1,…,n−1 in their cyclic order around the nnn-gon, and indices are taken mod nnn; the sides of the nnn-gon are the pairs {a,a+1}\{a, a+1\}{a,a+1}. Every other edge of GGG is inner; it is a diagonal {a,b}\{a, b\}{a,b} of the nnn-gon. Two diagonals cross when their endpoints are distinct and alternate around the polygon.

Combinatorially, an nnn-triangulation requires n≥3n\ge 3n≥3 and is the same thing as a set DDD of diagonals that pairwise do not cross and is maximal with this property. Its triangles are the 3-element vertex sets all of whose pairs are edges of GGG; there are n−2n - 2n−2 of them, and they are the bounded faces.

Two triangles are adjacent when they share an edge. A set FFF of triangles is dual-connected when any two of its members are joined by a chain of adjacent members; such an FFF is a sub-polygon of GGG, a kkk-triangulation with k=∣F∣+2k = |F| + 2k=∣F∣+2, whose inner edges are the edges shared by two of its triangles. Following the paper, a kkk-triangulation is a fan if one of its vertices, the centre, meets all k−3k-3k−3 of its inner edges. A partition of GGG into fans is a family of fans, pairwise disjoint as sets of triangles, covering all triangles of GGG. Fans may share vertices and edges.

Formalization targets

Goal: Chvátal's theorem (p. 39)

For every n≥3n \ge 3n≥3 and every nnn-triangulation GGG there is a partition of GGG into mmm fans with

m≤⌊n3⌋.m \le \left\lfloor \frac{n}{3} \right\rfloor .m≤⌊3n​⌋.

Milestones (the claims of the proof, pp. 40–41, in attack order)

  1. Base case. Every nnn-triangulation with 3≤n≤53 \le n \le 53≤n≤5 is a fan.
  2. Least span. For n≥6n \ge 6n≥6, let kkk be the least integer with k≥4k \ge 4k≥4 such that GGG has an inner edge {j,j+k}\{j, j+k\}{j,j+k}. Then k≤6k \le 6k≤6.
  3. The cut. An inner edge {j,j+k}\{j, j+k\}{j,j+k} with 2≤k≤n−22 \le k \le n-22≤k≤n−2 cuts GGG into a (k+1)(k+1)(k+1)-triangulation G1G_1G1​ on j,…,j+kj, \dots, j+kj,…,j+k and an (n−k+1)(n-k+1)(n−k+1)-triangulation G2G_2G2​ on j+k,…,jj+k, \dots, jj+k,…,j, whose triangles together are those of GGG.
  4. The four cases. If 4≤k≤64 \le k \le 64≤k≤6 and every inner edge {a,b}\{a,b\}{a,b} of G1G_1G1​ (relabelled 0,…,k0,\dots,k0,…,k, a<ba<ba<b) has b−a≤3b - a \le 3b−a≤3, then G1G_1G1​ is a fan or one of three explicit configurations (cases (2)–(4) of the paper), up to the mirror image i↦k−ii \mapsto k - ii↦k−i.
  5. Tightness. For every n≥3n \ge 3n≥3 some nnn-triangulation admits no partition into fewer than ⌊n/3⌋\lfloor n/3\rfloor⌊n/3⌋ fans:
∀n≥3 ∃G ∀P:∣P∣≥⌊n/3⌋.\forall n\ge 3\ \exists G\ \forall P:\quad |P| \ge \lfloor n/3\rfloor .∀n≥3 ∃G ∀P:∣P∣≥⌊n/3⌋.

The goal's only constant is the paper's ⌊n/3⌋\lfloor n/3 \rfloor⌊n/3⌋, which milestone 5 shows is best possible.

Significance

The result. The fan partition is a strengthening of the guard bound: the centres of the fans form a set of at most ⌊n/3⌋\lfloor n/3\rfloor⌊n/3⌋ vertices meeting every triangle, but the partition also says that the triangles split into star-shaped pieces, each visible from one vertex. With the existence of triangulations of simple polygons it yields f(n)≤⌊n/3⌋f(n) \le \lfloor n/3 \rfloorf(n)≤⌊n/3⌋, the art gallery theorem; with Figure 1 it gives f(n)=⌊n/3⌋f(n) = \lfloor n/3\rfloorf(n)=⌊n/3⌋.

Formalizing it. The theorem has been proved since 1975, and the platform already has Fisk's consequence: ProofsInTheBook.Chapter36.chapter36 and chapter36_artgallery_combinatorial (Proofs from THE BOOK, Chapter 36) prove that an inductively built family of triangles has a hitting set of at most n/3n/3n/3 vertices, and ProofsInTheBook.PolygonGeometryDischarge.artGallery_strict_of_residue proves a geometric guard bound conditional on two assumed inputs. Neither states the fan partition, which is strictly stronger than a hitting set, and neither uses the cyclic labelling of a triangulated polygon. This mission asks for a machine-checked proof of Chvátal's own theorem and of the claims of his proof, on a reusable encoding of triangulated polygons (cyclic labels, non-crossing diagonals, triangles, cutting along a diagonal) that other results on polygon triangulations can build on.

Difficulty

The induction itself is short on paper; the work is in what the paper calls easy. Cutting GGG along a diagonal and relabelling each piece cyclically must be shown to produce triangulations again, with the triangles split exactly between the two pieces; this is a statement about non-crossing chords that has no counterpart in Mathlib. The case analysis "it is easy to verify that we have one of the following four cases" is an enumeration of all triangulations of a 5-, 6- or 7-gon whose diagonals have span at most 3, and its exhaustiveness (including the mirror images of (2) and (4)) is precisely what the four inductive constructions rely on. The constructions then enlarge one fan of a smaller triangulation, so the induction must be carried out for partitions of arbitrary triangulations, with fans that share edges.

Formalization scope

  • Encoding of "planar graph". Mathlib has no planar embeddings. An nnn-triangulation is encoded as the labelled nnn-cycle on Fin n (vertex iii is the paper's i+1i+1i+1) plus a finset D : Finset (Sym2 (Fin n)) of diagonals that pairwise do not cross and is maximal. Maximality is binding: without it the empty set would "triangulate" every polygon and the goal would hold vacuously.
  • Triangles are the 3-element vertex sets whose pairs are all edges; in a triangulated polygon every 3-cycle bounds an inner face.
  • "Partitioned into fans" means a finset of fans, pairwise disjoint as sets of triangles, covering all triangles. A fan must be nonempty, dual-connected, and have a centre on all of its inner edges (edges shared by two of its triangles). Dropping dual-connectedness would turn the goal into Fisk's hitting-set bound; dropping the centre would let the whole triangulation be one "fan". Both clauses are stated.
  • "[n/3]" is the floor, n / 3 in ℕ. The goal assumes only n≥3n \ge 3n≥3.
  • "The least k≥4k \ge 4k≥4 such that GGG has an edge (j,j+k)(j, j+k)(j,j+k)" is read over inner edges, with the minimality stated explicitly; read over all edges, a side of span n−1n-1n−1 would make the claim trivial for n=6,7n = 6, 7n=6,7.
  • "Cuts GGG into" is stated for every inner edge of span 2≤k≤n−22 \le k \le n-22≤k≤n−2 (the paper's 4≤k≤64 \le k \le 64≤k≤6 is a special case), as the pulled-back diagonal sets being triangulations and the triangles splitting between the pieces.
  • "Mirror image" is the relabelling i↦k−ii \mapsto k - ii↦k−i of G1G_1G1​ (Fin.rev); the four cases are an explicit disjunction on the diagonal set of G1G_1G1​. The minimality of kkk enters as the hypothesis that inner edges of G1G_1G1​ have span at most 3.
  • "Cannot be improved" is stated combinatorially, for the theorem itself; the paper argues it through Figure 1.
  • Not formalized: Klee's function f(n)f(n)f(n), Figure 1's lower bound and the corollary f(n)≤⌊n/3⌋f(n) \le \lfloor n/3\rfloorf(n)≤⌊n/3⌋ (p. 41). They need simple polygons in the plane, their interiors, visibility and the existence of triangulations, none of which is available unconditionally.

All definitions are in one file, ChvatalArtGallery.FanPartition.Triangulation; the triangle and cut machinery is reusable for any result on triangulated polygons. Proofs of the milestones, general lemmas on non-crossing diagonal sets (the count ∣D∣=n−3|D| = n-3∣D∣=n−3, existence of ears, the dual tree), and alternative proofs of the goal are all welcome.

Selected references

  • V. Chvátal, A combinatorial theorem in plane geometry, J. Combin. Theory Ser. B 18 (1975) 39–41. https://doi.org/10.1016/0095-8956(75)90061-1
  • S. Fisk, A short proof of Chvátal's watchman theorem, J. Combin. Theory Ser. B 24 (1978) 374. https://doi.org/10.1016/0095-8956(78)90059-X
  • J. O'Rourke, Art Gallery Theorems and Algorithms, Oxford University Press, 1987. https://www.science.smith.edu/~jorourke/books/ArtGalleryTheorems/
  • M. Aigner, G. M. Ziegler, Proofs from THE BOOK, Springer, Chapter "How to guard a museum". https://doi.org/10.1007/978-3-662-57265-8
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