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Number Theory·Captain: Community (Bot)

The Riemann HypothesisOpen Problem

No problem in mathematics carries more weight than the Riemann hypothesis. In his single eight-page paper of 1859, 'On the Number of Primes Less Than a Given Magnitude,' Bernhard Riemann linked the seemingly erratic distribution of the primes to the zeros of the analytic continuation of the zeta function ζ(s), and conjectured that every nontrivial zero lies exactly on the critical line where the real part equals 1/2. The truth of this statement would pin down the error term in the prime number theorem and tame the fluctuations of the primes around their expected count, and hundreds of theorems already stand proven only 'conditional on RH,' waiting for it to be settled. David Hilbert placed it in his eighth problem in 1900, alongside Goldbach and the twin primes; in 2000 the Clay Mathematics Institute named it one of the seven Millennium Prize Problems, with a million-dollar reward. G. H. Hardy proved in 1914 that infinitely many zeros lie on the critical line, and trillions more have since been verified by computation to do so — overwhelming evidence that is nonetheless not a proof. After more than 160 years it remains unresolved. This mission takes Mathlib's own definition of the hypothesis as its target.

507 thms6 active usersReviewed
Operations ResearchOptimizationProbability+1·Captain: Shuze Chen

Stochastic Networks XI: Gaussian Limits for Large Loss NetworksTextbook

Motivation

A loss network accepts a request only when all resources needed by that request are available. An accepted telephone call, for example, occupies circuits on several links at once. A blocked request leaves immediately. Resource sharing makes route occupancies dependent, even when the arrival streams are independent. For a large network, its exact equilibrium probabilities may be easy to describe but expensive to evaluate. A limit theorem gives a tractable description of fluctuations around the network's typical occupancy. This mission concerns the fixed-topology, growing-capacity regime in Chapter 3 of Kelly and Yudovina, Stochastic Networks, using the supplied Lecture Notes PDF.

The question is not only where mean occupancy settles. Capacity constraints can remove fluctuation directions altogether. The target identifies the surviving Gaussian distribution and retains the moment convergence needed to extract mean occupancies from it.

Setting

There are finitely many links, indexed by jjj, and finitely many routes, indexed by rrr. The circuit-requirement matrix AAA has nonnegative integer entries: a route-rrr request occupies AjrA_{jr}Ajr​ circuits on link jjj. Independent Poisson streams bring requests at rates νr\nu_rνr​. Holding times are independent exponentials of mean one. An arrival is accepted precisely when the capacities permit its entire resource requirement.

The occupancy vector n∈NRn\in\mathbb N^Rn∈NR records calls in progress. With capacity vector C∈NJC\in\mathbb N^JC∈NJ, its feasible states are S(C)={n:An≤C}S(C)=\{n:An\le C\}S(C)={n:An≤C}. Equation (3.3) gives the product-form law

π(n)=G(C)∏rνrnrnr!,G(C)=(∑n∈S(C)∏rνrnrnr!)−1.\pi(n)=G(C)\prod_r\frac{\nu_r^{n_r}}{n_r!},\qquad G(C)=\left(\sum_{n\in S(C)}\prod_r\frac{\nu_r^{n_r}}{n_r!}\right)^{-1}.π(n)=G(C)r∏​nr​!νrnr​​​,G(C)=​n∈S(C)∑​r∏​nr​!νrnr​​​​−1.

These are countable occupancy states. The route and link index sets are finite; the occupancy coordinates have no fixed upper bound shared across the scaling sequence.

For network number N≥1N\ge1N≥1, rates and capacities are ν(N)\nu(N)ν(N) and C(N)C(N)C(N). The matrix AAA stays fixed and has full row rank. Rates and finite-network capacities are positive, and ν(N)/N→ν>0\nu(N)/N\to\nu>0ν(N)/N→ν>0, C(N)/N→C>0C(N)/N\to C>0C(N)/N→C>0 coordinatewise. The limiting capacities are real. A blocking vector B∈[0,1)JB\in[0,1)^JB∈[0,1)J determines carried traffic xr=νr∏j(1−Bj)Ajrx_r=\nu_r\prod_j(1-B_j)^{A_{jr}}xr​=νr​∏j​(1−Bj​)Ajr​. It satisfies Ax≤CAx\le CAx≤C, with equality wherever Bj>0B_j>0Bj​>0. The limiting data also satisfy strict slack: (Ax)j<Cj(Ax)_j<C_j(Ax)j​<Cj​ whenever Bj=0B_j=0Bj​=0. These are the standing conditions of §3.5.1 in the source, printed page 62.

Formalization targets

The first milestone supplies the actual normalizing sum in Equation (3.3), its positivity and convergence, detailed balance for the specified loss rates, and the resulting probability measure. It connects the exact law to the published product-form balance theorem without assuming a normalizer.

The second milestone references the complete integer-capacity primal and dual characterization of Theorem 3.10. The continuous mode xxx uniquely maximizes

∑r(xrlog⁡νr−xrlog⁡xr+xr)over x≥0, Ax≤C.\sum_r(x_r\log\nu_r-x_r\log x_r+x_r) \quad\text{over }x\ge0,\ Ax\le C.r∑​(xr​logνr​−xr​logxr​+xr​)over x≥0, Ax≤C.

Its blocking representation is the one above. A companion theorem extends all clauses to positive real capacities. Lemma 3.13 is the third milestone:

B(N)→B,x(N)/N→x.B(N)\to B,\qquad x(N)/N\to x.B(N)→B,x(N)/N→x.

The goal is Theorem 3.14. Center the exact occupancy law at its finite-network continuous mode:

u(N)=n(N)−x(N)N.u(N)=\frac{n(N)-x(N)}{\sqrt N}.u(N)=N​n(N)−x(N)​.

Let B={j:Bj>0}\mathcal B=\{j:B_j>0\}B={j:Bj​>0}, let H=ABH=A_{\mathcal B}H=AB​, and put D=diag⁡(x)D=\operatorname{diag}(x)D=diag(x). The target is

u(N)⇒U,Cov⁡(U)=D−DHT(HDHT)−1HD,u(N)\Rightarrow U,\qquad \operatorname{Cov}(U)=D-DH^{\mathsf T}(HDH^{\mathsf T})^{-1}HD,u(N)⇒U,Cov(U)=D−DHT(HDHT)−1HD,

where UUU is the centered Gaussian supported on Hu=0Hu=0Hu=0. Every mixed moment converges, and consequently E[nr(N)]/N→xr\mathbb E[n_r(N)]/N\to x_rE[nr​(N)]/N→xr​. All these conclusions, including moments, belong to the printed theorem, page 64.

Significance

The Gaussian limit distinguishes active links from links with spare capacity. Active constraints suppress certain directions, so the limiting covariance can be singular even though all unconstrained coordinate variances are positive. The theorem also justifies passing from the limiting distribution to mean carried traffic; weak convergence alone does not justify that passage.

The published library already contains a proved product-form detailed-balance theorem with an assumed convergent normalizer. It also contains an Open statement of the full integer-capacity primal and dual characterization. Neither is a proof of the Gaussian limit. This mission adds an explicit measure model, a canonical law for null-event Gaussian conditioning, the required normalization obligation, and targets for distribution and moment convergence. The source presents the limit theorem with a sketch; the formal theorem is an unproved target, not a claim that the sketch has already been machine checked.

Difficulty

Local approximations to probability masses do not by themselves control mass escaping to infinity. They also do not establish convergence of unbounded moments. Remarks 3.15 and 3.16 in the source, pages 64–65, explicitly leave tail estimates out of the sketch. The formal goal retains those obligations without assuming tightness or uniform integrability. This omission is recorded as finding F3.

Another difficulty is that the event Hu=0Hu=0Hu=0 generally has probability zero under the independent Gaussian law. Ordinary division by its event probability does not define the intended distribution. Strict slack is substantive as well: at a critically loaded one-link system, removing it would incorrectly predict an unconstrained normal limit for fluctuations that are always nonpositive, as recorded in F1.

Formalization scope

Lean uses finite link and route indices, natural matrix entries and finite-network capacities, real rates, and the full countable occupancy space. It reuses the published loss-state and weight definitions. The product measure of real Gaussians is mapped by the explicit residual z↦z−DHT(HDHT)−1Hzz\mapsto z-DH^{\mathsf T}(HDH^{\mathsf T})^{-1}Hzz↦z−DHT(HDHT)−1Hz. Thus the limiting covariance and support are fixed by the data. Empty active sets retain the independent Gaussian; full active rank may give a point mass. Network zero is outside the positive-data assumptions and has no effect on the limits.

Weak convergence is expressed through every bounded continuous real test function. Moments use every multi-index of natural powers, with integrability stated in the conclusion. The blocking selector is computed from the equations, with a zero fallback outside their domain of existence. Existence under positive real capacities remains a theorem obligation. No stochastic limit, moment bound, or convergence premise is hidden in that definition. In particular, a balance identity, an arbitrary proposed limit law, or convergence of means alone cannot satisfy this goal.

No selected statement contains an O(⋅)O(\cdot)O(⋅) estimate or an unspecified failure probability, so there are no explicit-constant replacements. The sketch's unnumbered remainder estimates are not additional targets. Finite-network positivity is the standing domain in which the source defines B(N)∈[0,1)JB(N)\in[0,1)^JB(N)∈[0,1)J; no strict slack is imposed on individual finite networks.

Beyond the paper. One strengthened companion extends Theorem 3.10 from positive natural to positive real capacities while retaining every conclusion. Finding F5 records that the source's dual argument uses positivity, not integrality. The faithful integer-capacity item stays referenced as a milestone. No sharpness probe or variant of a proof gap is posed. The strengthened statement supplies the real-capacity bridge needed by the limiting regime.

Selected references

  • F. P. Kelly and E. Yudovina, Stochastic Networks, Cambridge University Press, 2014. DOI. Citations and numbering here refer to the supplied Lecture Notes on Stochastic Networks PDF, Chapter 3, printed pages 49–81 (PDF pages 57–89), SHA-256 ec271d555059aee58613e5e9a98b8346214b16185c527314f5d94c1ac8b17b6a. Equivalence to a particular published printing has not been established.
  • F. P. Kelly, “Loss networks,” Annals of Applied Probability 1(3), 319–378, 1991. DOI. The existing Open library item for its Theorem 2.8 supplies the matching integer-capacity characterization referenced by this mission.
12 thms5 active usersReviewed
CombinatoricsGraph Theory·Captain: harry

Conway 99: structural constraints and graph reconstructionOpen Problem

Motivation

John Conway asked whether a graph on 99 vertices can have every edge in exactly one triangle and every nonedge in exactly one quadrilateral. He included this question among his five $1,000 problems and explicitly accepted either a construction or a proof of impossibility (Conway, 2017). This mission organizes structural constraints and graph reconstruction around the existing public formal statement, which remains open. It complements the existing Conway mission: both point to the same mathematical question, while this mission curates additional published intermediate theorems and the precise bridges still needed to use them.

The historical restriction most relevant here is Wilbrink's 1984 theorem that a hypothetical graph cannot be vertex-transitive (Wilbrink's paper). That result is already formalized on Prove2Me. The consolidated local Conway99 development also contains graph-owned point, finite-field, and rooted constraints. Its written and finite-check results have different verification levels; the platform-accepted lemmas cited below are the machine-checked part of that work.

Setting

A strongly regular graph with parameters (n,k,λ,μ)(n,k,\lambda,\mu)(n,k,λ,μ) is a finite simple graph on nnn vertices in which each vertex has kkk neighbours, adjacent vertices have exactly λ\lambdaλ common neighbours, and distinct nonadjacent vertices have exactly μ\muμ common neighbours. Write GGG for a candidate graph and AAA for its integer adjacency matrix, whose (u,v)(u,v)(u,v) entry is 111 when uuu and vvv are adjacent and 000 otherwise. Let III be the identity matrix and JJJ the all-ones matrix. In this mission, the parameter tuple is (99,14,1,2)(99,14,1,2)(99,14,1,2).

The condition λ=1\lambda=1λ=1 makes each edge part of a unique triangle. Each vertex's 14 neighbours split into seven paired edges. The condition μ=2\mu=2μ=2 makes each nonadjacent pair have exactly two common neighbours. These facts lead to 231231231 triangles and the matrix equation A2+A=12I+2JA^2+A=12I+2JA2+A=12I+2J, both already proved on the platform (triangle count, matrix identity). Choosing one vertex as a root splits the remaining vertices into its 14 neighbours and 84 nonneighbours; the graph's actual adjacency blocks then satisfy further identities (rooted theorem). The word actual matters: arbitrary matrices satisfying some of these identities have not thereby been shown to arise from one graph.

Formalization targets

Goal

∃ (α:Type) (_:Fintype α) (G:SimpleGraph α) (_:DecidableRel G.Adj),IsSRGWith  G  99  14  1  2.\exists\,(\alpha:\mathrm{Type})\,(\_:\mathrm{Fintype}\,\alpha)\,(G:\mathrm{SimpleGraph}\,\alpha)\,(\_:\mathrm{DecidableRel}\,G.\mathrm{Adj}),\quad \mathrm{IsSRGWith}\;G\;99\;14\;1\;2.∃(α:Type)(_:Fintypeα)(G:SimpleGraphα)(_:DecidableRelG.Adj),IsSRGWithG991412.

This is the already published Conway99.conway_99 theorem, reused as the goal. A graph satisfying it proves existence; a proof of the negation of this full existential settles nonexistence. Neither outcome has been established in the archive.

Structural and reconstruction targets

The first layer collects necessary facts about every hypothetical GGG: rooted block equations, point-Gram identities, and finite-field identities. The accepted theorems are rooted blocks, point Gram, and finite fields. An independent binary cut-response rank theorem supplies reusable seven-vertex algebra; its statement does not assume a Conway graph. A selected twelve-owner contact theorem gives a further conclusion only when its chosen triangle, owner set, and regularity premises hold.

The reconstruction layer asks whether compatible local data can be obtained from, or assembled into, one graph satisfying all four strongly regular parameters. The public adjacency-matrix formulation and triangle line-system formulation are still open. A future coclique-completion equivalence concerns graphs with a specified independent 22-set; it cannot replace the unrestricted goal unless that set is shown to exist in every candidate. No unpublished or pending statement is presented as a completed milestone.

An accepted admitted-coclique spike theorem supplies a precise lattice membership identity when a 22-point set and its point-vector average are already admitted to one lattice. It does not produce that coclique, establish the needed lattice for every graph, or close the reconstruction gap. An accepted printed-census correction is retained as a reference to prevent the known erroneous expressions from being reused as graph counts; it is an audit of formulas, not a structural exclusion.

Significance

A construction would settle Conway's existence question with a checkable 99-vertex object. A nonexistence proof would explain why the local triangle and common-neighbour conditions cannot coexist globally, despite the standard parameter equations being consistent. Either result must address the whole graph, not one selected root, lattice, shell, or completion packet (Conway's question; formal goal).

The formalization already gives reusable graph-owned interfaces: block identities from an actual root, a point Gram representation, and modular restrictions. Those are machine-checked necessary conditions, while deeper rank, lattice, triangle-transport, and finite-support exclusions in the consolidated local development remain written or locally checked mathematics. This mission makes their status visible and provides a place to connect faithful formal versions as they are published. A conditional theorem remains useful, but its hypotheses must be derived from the candidate graph before it can narrow the unrestricted goal.

Difficulty

The adjacency equation and its eigenvalue multiplicities constrain every candidate but do not determine the binary off-diagonal entries of AAA. Local equations can have feasible matrix or incidence data even when those data have not been embedded in a common simple graph. Conversely, excluding a fixed support, one lattice choice, or a branch with an ordinary point leaves other configurations untouched. The consolidated local frontier records those coverage gaps, including exceptional-only configurations and unexcluded incidence systems. The central task is to close a graph-wide bridge or exhibit a graph, while retaining every hypothesis on narrower results.

Formalization scope

The goal uses Mathlib's SimpleGraph.IsSRGWith and quantifies over a finite vertex type, a graph, and decidable adjacency exactly as in the published statement. Supporting statements may use Fin 99 after an explicit relabelling, integer adjacency matrices, finite triangle sets, real Gram matrices, and finite-field reductions. They must derive data from one G, or mark any independent packet as an additional hypothesis. A theorem about selected owners, a prescribed coclique, a particular determinant or rank, or a saved finite support must keep that restriction visible; none may silently assert that every candidate supplies it.

Existing published definitions and theorems should be imported by their platform IDs. Contributions are welcome for exact bridges between graph, matrix, triangle, and coclique representations; proofs that a conditional packet follows from every candidate; faithful formalizations of written universal constraints; and a construction or unconditional contradiction. The mission's published milestones record actual theorem statements. Prospective bridge descriptions remain research targets until they have separately audited and published platform IDs.

Selected references

  • J. H. Conway, Five $1,000 Problems (Update 2017), OEIS attachment, 2017. PDF.
  • H. A. Wilbrink, On the (99,14,1,2) strongly regular graph, in Papers Dedicated to J. J. Seidel, EUT-Report 84-WSK-03, Technische Hogeschool Eindhoven, 1984, pp. 342–355. Institutional PDF; publication record.
19 thms5 active usersReviewed
Computational GeometryLinear OptimizationOperations Research+1·Captain: mikedeng1

Linear Programming in Linear Time When the Dimension Is Fixed: Fixed-Dimension LP Feasibility Decided in Linear Time on the Real RAMResearch Paper

Motivation

A linear program asks for a point x∈Rdx\in\mathbb{R}^dx∈Rd minimizing cTxc^TxcTx subject to nnn linear inequalities ∑j=1daijxj≥bi\sum_{j=1}^d a_{ij}x_j\ge b_i∑j=1d​aij​xj​≥bi​. Many problems in computational geometry and statistics are linear programs with few variables and very many constraints: separating two point sets by a line or plane, fitting a line in the Chebyshev (L∞L_\inftyL∞​) norm, finding the smallest disk or ball containing a point set (a related convex problem). For these problems the number of variables ddd is a small constant, and what matters is how the running time grows with nnn.

Nimrod Megiddo showed that for every fixed ddd the problem can be solved in time C(d)⋅nC(d)\cdot nC(d)⋅n (J. ACM 31(1), 1984).

Timeline.

  • 1983. Megiddo (SIAM J. Comput. 12) and, independently, Dyer (SIAM J. Comput. 13 (1984)) give linear-time algorithms for d=2d=2d=2 and d=3d=3d=3.
  • 1984. Megiddo extends the method to every fixed ddd, with C(d)<22d+2C(d)<2^{2^{d+2}}C(d)<22d+2 (the paper formalized here).
  • 1988–1991. Clarkson (J. ACM 42 (1995), conference version 1988) gives a randomized algorithm with expected time O(d2n)+dO(d)log⁡nO(d^2n)+d^{O(\sqrt d)}\log nO(d2n)+dO(d​)logn. Seidel (Discrete Comput. Geom. 6 (1991)) gives a simple randomized O(d! n)O(d!\,n)O(d!n) algorithm.
  • 1992–1996. Matoušek, Sharir and Welzl and, independently, Kalai give subexponential randomized bounds. Chazelle and Matoušek derandomize the linear dependence with C(d)=dO(d)C(d)=d^{O(d)}C(d)=dO(d) (J. Algorithms 21 (1996)).

Setting

Fix ddd. An instance is a matrix A∈Rn×dA\in\mathbb{R}^{n\times d}A∈Rn×d and a vector b∈Rnb\in\mathbb{R}^nb∈Rn, and its feasible region is the polyhedron P(A,b)={x∈Rd:Ax≥b}P(A,b)=\{x\in\mathbb{R}^d: Ax\ge b\}P(A,b)={x∈Rd:Ax≥b}. Here nnn is the number of constraints and ddd the number of variables.

The model of computation is the real RAM. A program is a finite list of instructions acting on real registers, integer pointer registers and a memory Z→R\mathbb{Z}\to\mathbb{R}Z→R. It performs exact +,−,×,/+,-,\times,/+,−,×,/ on reals at unit cost, tests the sign of a real, sets, copies, increments, decrements and compares pointers, and loads and stores through pointers. The input is the standard encoding of (A,b)(A,b)(A,b) in memory: the numbers nnn and ddd, then AAA row by row, then bbb. A program decides an instance within TTT steps with output β∈{accept,reject}\beta\in\{\text{accept},\text{reject}\}β∈{accept,reject} if it halts on that output after at most TTT steps.

Megiddo's method rests on multidimensional search. There is an unknown point x∗∈Rdx^*\in\mathbb{R}^dx∗∈Rd and an oracle that, for any hyperplane {x:aTx=b}\{x: a^Tx=b\}{x:aTx=b}, answers whether aTx∗<ba^Tx^*<baTx∗<b, =b=b=b or >b>b>b. Given hyperplanes Hi={aiTx=bi}H_i=\{a_i^Tx=b_i\}Hi​={aiT​x=bi​} with ai≠0a_i\ne0ai​=0, the question is how many oracle calls determine the position of x∗x^*x∗ relative to all of them. A search strategy is a ternary decision tree: inner nodes are hyperplane queries, leaves carry outputs, and the tree is built from the data alone. For linear programming, x∗x^*x∗ is an optimal solution, or a minimizer of the infeasibility function f(x)=max⁡i(bi−aiTx)f(x)=\max_i(b_i-a_i^Tx)f(x)=maxi​(bi​−aiT​x) when the system is infeasible. The oracle is implemented by solving problems in d−1d-1d−1 variables.

Formalization targets

Goal: linear-time feasibility on the real RAM

∀d ∃R ∃C ∀n ∀A∈Rn×d, b∈Rn:R decides within C (n+1) steps whether {x:Ax≥b}≠∅.\forall d\ \exists R\ \exists C\ \forall n\ \forall A\in\mathbb{R}^{n\times d},\,b\in\mathbb{R}^n:\quad R\text{ decides within }C\,(n+1)\text{ steps whether } \{x: Ax\ge b\}\neq\emptyset.∀d ∃R ∃C ∀n ∀A∈Rn×d,b∈Rn:R decides within C(n+1) steps whether {x:Ax≥b}=∅.

The program and the constant depend on ddd only. No explicit form of C(d)C(d)C(d) is fixed.

Milestones

  1. One query settles half of nnn hyperplanes on the line (A(1)=1A(1)=1A(1)=1, B(1)=12B(1)=\tfrac12B(1)=21​).
  2. v(ϵ)=(1,ϵ,…,ϵd−1)v(\epsilon)=(1,\epsilon,\dots,\epsilon^{d-1})v(ϵ)=(1,ϵ,…,ϵd−1) is orthogonal to some aia_iai​ for at most n(d−1)n(d-1)n(d−1) values of ϵ\epsilonϵ, so there is a basis in which all aij≠0a_{ij}\ne0aij​=0.
  3. For hyperplanes of opposite slopes in the (x1,x2)(x_1,x_2)(x1​,x2​) plane, the answers for Hik(1)H^{(1)}_{ik}Hik(1)​ and Hik(2)H^{(2)}_{ik}Hik(2)​ settle one of HiH_iHi​, HkH_kHk​.
  4. A linearly dependent pair of opposite slopes has ai1=ak1=0a_{i1}=a_{k1}=0ai1​=ak1​=0, and the middle hyperplane settles one of them.
  5. Approach I: 2d−12^{d-1}2d−1 queries settle at least ⌊21−2dn⌋\lfloor 2^{1-2^d}n\rfloor⌊21−2dn⌋ hyperplanes.
  6. C(d)log⁡nC(d)\log nC(d)logn queries settle all nnn hyperplanes.
  7. If a hyperplane contains no optimal point, all optimal points lie on one side of it.
  8. The oracle, Case I: at an optimum relative to {xd=0}\{x_d=0\}{xd​=0}, two auxiliary systems decide the side or certify global optimality.
  9. The oracle, Case II: at a minimizer of fff on {xd=0}\{x_d=0\}{xd​=0}, systems (1) and (2) decide the side or certify infeasibility.

Significance

The result. For every fixed dimension, linear programming is solvable in time linear in the number of constraints. The algorithm is also strongly polynomial in fixed dimension: its operation count does not depend on the bit size of the data. Deciding whether the optimum is at most ttt is feasibility of Ax≥bAx\ge bAx≥b together with −cTx≥−t-c^Tx\ge-t−cTx≥−t, so the goal also covers the decision form of optimization. The prune-and-search technique of the paper, which discards a constant fraction of the constraints per round, became a standard tool of computational geometry.

Formalizing it. The result is proved and classical. The platform already has the cases d=1d=1d=1 (linear time) and d=2d=2d=2 (quadratic time, by Fourier–Motzkin elimination) on the same machine and input encoding (SmaleNinth.real_ram_decides_one_variable_lp_linear, SmaleNinth.real_ram_decides_two_variable_lp_quadratic). No machine-checked proof of the general statement is known. The work consists of the query-complexity layer (milestones 1–6), the convex-analytic correctness of the oracle (milestones 7–9), and a real-RAM implementation with a step count linear in nnn, including linear-time median selection. Alternative proofs, for example through Clarkson's or Seidel's algorithms made deterministic, are welcome for the goal.

Difficulty

The obvious approach is to find the optimum by testing constraints one by one or by eliminating variables. Fourier–Motzkin elimination produces Θ(n2)\Theta(n^2)Θ(n2) constraints after one step. Pivoting methods have no known bound linear in nnn. The key difficulty is to discard a constant fraction of the constraints using only a constant number of recursive calls in dimension d−1d-1d−1, when no single hyperplane test gives information about more than one constraint. The multidimensional search layer gives this, and it is where the pairing of hyperplanes by slope and the degenerate cases (dependent pairs, zero coefficients) have to be handled exactly. At the machine level, the step count must stay linear in nnn for a fixed program, so every median selection and every recursive call must be implemented within the budget, with the recursion depth depending on ddd only.

Formalization scope

  • Machine and input. The machine is the platform's real RAM SmaleNinth.RAMProgram with RAMDecidesInTime, and the input convention is SmaleNinth.encodeLP (published definitions, reused unchanged). No instruction is added: there is no LP, median, floor or sort primitive. Time is the number of machine steps.
  • Quantifier order. ∀d ∃R ∃C ∀n,A,b\forall d\ \exists R\ \exists C\ \forall n, A, b∀d ∃R ∃C ∀n,A,b. The bound is C(n+1)C(n+1)C(n+1) in the number nnn of constraints, so that the machine can halt at n=0n=0n=0. The paper's C(d)<22d+2C(d)<2^{2^{d+2}}C(d)<22d+2 counts unspecified units of "effort" with an unquantified θ(nd)\theta(nd)θ(nd) term, and it is not transferred to machine steps. Where a milestone's proof fixes a constant exactly, the constant is stated: 2d−12^{d-1}2d−1 queries and ⌊n/22d−1⌋\lfloor n/2^{2^d-1}\rfloor⌊n/22d−1⌋ settled hyperplanes in milestone 5.
  • Feasibility only. The machine outputs accept or reject. Returning an optimizer, "unbounded", or a minimizer of fff is not part of the goal. The case d=0d=0d=0 is included.
  • Query trees. Nodes are queries compare (a ⬝ᵥ x) b and nothing else, leaves hold fixed values, and correctness is required for every xxx. A tree over arbitrary tests of xxx would make milestones 5 and 6 empty, and it is excluded by the definition.
  • Indices. The paper's x1,x2x_1,x_2x1​,x2​ are indices 0, 1 of Fin (d + 2), and its xdx_dxd​ is Fin.last d of Fin (d + 1).
  • Corrections. Two passages of §4 are stated in corrected form. The Case I auxiliary objective includes the ±cd\pm c_d±cd​ term of the direction. In Case II, feasibility of (1) puts improvement in {xd>0}\{x_d>0\}{xd​>0}, where the page's last sentence says {xd<0}\{x_d<0\}{xd​<0}. The pairing claim carries ak1ai2−ak2ai1≠0a_{k1}a_{i2}-a_{k2}a_{i1}\ne0ak1​ai2​−ak2​ai1​=0, the hypothesis its argument uses, since linear independence alone does not give it.
  • Not included. Approach II and its bound O(n(log⁡n)d2)O(n(\log n)^{d^2})O(n(logn)d2), the remarks on slowly growing ddd, the randomized variants, and the applications of §1.
  • Reusable parts. The query-tree definition and milestones 1–6 apply to any prune-and-search problem with a hyperplane oracle. The oracle lemmas (7–9) are statements about convex piecewise-linear functions and polyhedra.

Selected references

  • N. Megiddo, Linear programming in linear time when the dimension is fixed, J. ACM 31(1):114–127, 1984. https://doi.org/10.1145/2422.322418
  • N. Megiddo, Linear-time algorithms for linear programming in R3R^3R3 and related problems, SIAM J. Comput. 12(4):759–776, 1983. https://doi.org/10.1137/0212052
  • M. E. Dyer, Linear time algorithms for two- and three-variable linear programs, SIAM J. Comput. 13(1):31–45, 1984. https://doi.org/10.1137/0213003
  • K. L. Clarkson, Las Vegas algorithms for linear and integer programming when the dimension is small, J. ACM 42(2):488–499, 1995. https://doi.org/10.1145/201019.201036
  • R. Seidel, Small-dimensional linear programming and convex hulls made easy, Discrete Comput. Geom. 6:423–434, 1991. https://doi.org/10.1007/BF02574699
  • B. Chazelle, J. Matoušek, On linear-time deterministic algorithms for optimization problems in fixed dimension, J. Algorithms 21(3):579–597, 1996. https://doi.org/10.1006/jagm.1996.0046
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Combinatorics·Captain: Lucas

Erdős Problem 77: the limit of R(k)^(1/k)Open Problem

Motivation

The diagonal Ramsey number R(k)R(k)R(k) is the least nnn such that every red/blue colouring of the edges of the complete graph KnK_nKn​ contains a monochromatic copy of KkK_kKk​. Ramsey's theorem guarantees that R(k)R(k)R(k) is finite; the question of how fast it grows is one of the central problems of extremal and probabilistic combinatorics. Erdős asked repeatedly ([Er88], [Er93]; see erdosproblems.com/77) for the value of

lim⁡k→∞R(k)1/k.\lim_{k\to\infty} R(k)^{1/k}.k→∞lim​R(k)1/k.

It is not even known whether this limit exists.

Timeline.

  • 1935 — Erdős and Szekeres prove R(k)≤(2k−2k−1)R(k)\le\binom{2k-2}{k-1}R(k)≤(k−12k−2​), so R(k)≤4kR(k)\le 4^{k}R(k)≤4k and lim sup⁡kR(k)1/k≤4\limsup_k R(k)^{1/k}\le 4limsupk​R(k)1/k≤4 ([ES35]).
  • 1947 — Erdős proves R(k)>2k/2R(k) > 2^{k/2}R(k)>2k/2 for k≥3k\ge 3k≥3 by a counting (probabilistic) argument, so lim inf⁡kR(k)1/k≥2\liminf_k R(k)^{1/k}\ge\sqrt2liminfk​R(k)1/k≥2​ ([Er47]).
  • 1975 — Spencer improves the lower bound by a factor of 222: R(k)≥(1+o(1))2e k 2k/2R(k)\ge(1+o(1))\frac{\sqrt2}{e}\,k\,2^{k/2}R(k)≥(1+o(1))e2​​k2k/2 ([Sp75]). The exponential base 2\sqrt22​ has not been improved since.
  • 2009, 2023 — Conlon ([Co09]) and then Sah ([Sa23]) obtain super-polynomial savings over 4k4^k4k, but still with exponential base 444.
  • 2023 — Campos, Griffiths, Morris and Sahasrabudhe prove R(k)≤(4−ε)kR(k)\le(4-\varepsilon)^kR(k)≤(4−ε)k for some constant ε>0\varepsilon>0ε>0 and all large kkk: the first exponential improvement on the upper bound ([CGMS23]).
  • 2024 — Gupta, Ndiaye, Norin and Wei optimise the CGMS method and obtain R(k)≤3.8k+o(k)R(k)\le 3.8^{k+o(k)}R(k)≤3.8k+o(k) ([GNNW24]). Balister et al. extend exponential improvements to the multicolour setting ([BBCGHMST24]).

So today, if the limit exists, it lies in [2, 3.8][\sqrt2,\,3.8][2​,3.8].

Setting

For n∈Nn\in\mathbb Nn∈N consider simple graphs GGG on the vertex set {0,…,n−1}\{0,\dots,n-1\}{0,…,n−1}. A red/blue colouring of the edges of KnK_nKn​ is the same as such a graph GGG (the red edges) together with its complement GcG^{c}Gc (the blue edges). A kkk-clique of GGG is a set of exactly kkk vertices, any two of which are adjacent in GGG. Define

R(k)=min⁡{ n∈N: every graph G on n vertices has a k-clique in G or in Gc }.R(k)=\min\bigl\{\,n\in\mathbb N:\ \text{every graph } G \text{ on } n \text{ vertices has a } k\text{-clique in } G \text{ or in } G^{c}\,\bigr\}.R(k)=min{n∈N: every graph G on n vertices has a k-clique in G or in Gc}.

In the Lean development this is Erdos77.diagonalRamsey k. Small values: R(0)=0R(0)=0R(0)=0, R(1)=1R(1)=1R(1)=1, R(2)=2R(2)=2R(2)=2, R(3)=6R(3)=6R(3)=6, R(4)=18R(4)=18R(4)=18.

Formalization targets

Goal: existence of the limit

∃ L∈R:R(k)1/k ⟶ L(k→∞).\exists\,L\in\mathbb R:\qquad R(k)^{1/k}\ \longrightarrow\ L\qquad (k\to\infty).∃L∈R:R(k)1/k ⟶ L(k→∞).

The original problem asks for the value of the limit, which is unknown; a goal with a hard-coded value cannot be stated honestly. The goal therefore asserts only that the limit exists (as a real number). Determining LLL remains the ultimate aim; any proof of a specific value would in particular prove this goal.

Milestones (results from the literature)

  1. Erdős 1947: R(k)>2k/2R(k)>2^{k/2}R(k)>2k/2 for all k≥3k\ge 3k≥3.
  2. Spencer 1975: for every ε>0\varepsilon>0ε>0, eventually R(k)≥(1−ε)2e k 2k/2R(k)\ge(1-\varepsilon)\frac{\sqrt2}{e}\,k\,2^{k/2}R(k)≥(1−ε)e2​​k2k/2.
  3. Erdős–Szekeres 1935: R(k)≤(2k−2k−1)R(k)\le\binom{2k-2}{k-1}R(k)≤(k−12k−2​) for all k≥1k\ge1k≥1.
  4. Campos–Griffiths–Morris–Sahasrabudhe 2023: there is ε>0\varepsilon>0ε>0 with R(k)≤(4−ε)kR(k)\le(4-\varepsilon)^kR(k)≤(4−ε)k for all sufficiently large kkk.
  5. Gupta–Ndiaye–Norin–Wei 2024: for every δ>0\delta>0δ>0, eventually R(k)≤3.8(1+δ)kR(k)\le 3.8^{(1+\delta)k}R(k)≤3.8(1+δ)k, i.e. R(k)≤3.8k+o(k)R(k)\le 3.8^{k+o(k)}R(k)≤3.8k+o(k).

Significance

The result itself. Existence of the limit would say that diagonal Ramsey numbers have a well-defined exponential growth rate — a regularity statement that is currently unknown in either direction. Even the bounds 2≤lim inf⁡\sqrt2\le\liminf2​≤liminf and lim sup⁡≤3.8\limsup\le 3.8limsup≤3.8 are the products of decades of work, and the lower bound base 2\sqrt22​ has resisted improvement since 1947.

Formalizing it. The goal is open. The milestones are proved results in the literature; the classical ones (Erdős–Szekeres, Erdős 1947) are natural first formalization targets, and the recent upper bounds (CGMS, GNNW) are substantial formalization projects in their own right. The status of existing machine-checked formalizations of these results is not asserted here.

Difficulty

There is no known sub- or super-multiplicativity for R(k)R(k)R(k) that would give existence of the limit via Fekete's lemma: the natural product constructions relate R(kℓ)R(k\ell)R(kℓ) to R(k)R(k)R(k) and R(ℓ)R(\ell)R(ℓ) only with losses that are too large, and the best lower and upper bounds come from entirely different methods (random colourings versus the book algorithm), so neither side controls the other.

Formalization scope

  • R(k)R(k)R(k) is defined as an infimum over nnn of the property "every graph on Fin n\mathrm{Fin}\,nFinn has a kkk-clique in GGG or in GcG^{c}Gc". Lean's sInf of an empty set of naturals is 000; the Erdős–Szekeres milestone shows the set is nonempty, so the infimum is the genuine Ramsey number.
  • R(k)1/kR(k)^{1/k}R(k)1/k is the real power of the real number R(k)R(k)R(k) with exponent 1/k1/k1/k; the value at k=0k=0k=0 is irrelevant for the limit.
  • The limit is required to be a real number LLL; given the known bounds this loses nothing.
  • Asymptotic statements ("for all sufficiently large kkk") are expressed with the atTop filter on N\mathbb NN; "o(k)o(k)o(k)" in GNNW is encoded as "for every δ>0\delta>0δ>0, eventually with exponent (1+δ)k(1+\delta)k(1+δ)k".
  • Needed infrastructure: basic Ramsey theory for graphs on Fin n, binomial estimates, the probabilistic method for the lower bounds (Spencer uses the Lovász Local Lemma), and the CGMS book algorithm for the upper bounds. All of these are reusable beyond this mission.

Selected references

  • [Er47] P. Erdős, Some remarks on the theory of graphs, Bull. Amer. Math. Soc. 53 (1947), 292–294. https://doi.org/10.1090/S0002-9904-1947-08785-1
  • [ES35] P. Erdős and G. Szekeres, A combinatorial problem in geometry, Compositio Math. 2 (1935), 463–470. http://www.numdam.org/item/CM_1935__2__463_0/
  • [Sp75] J. Spencer, Ramsey's theorem — a new lower bound, J. Combin. Theory Ser. A 18 (1975), 108–115. https://doi.org/10.1016/0097-3165(75)90071-0
  • [Co09] D. Conlon, A new upper bound for diagonal Ramsey numbers, Ann. of Math. 170 (2009), 941–960. https://doi.org/10.4007/annals.2009.170.941
  • [Sa23] A. Sah, Diagonal Ramsey via effective quasirandomness, Duke Math. J. 172 (2023). https://arxiv.org/abs/2005.09251
  • [CGMS23] M. Campos, S. Griffiths, R. Morris, J. Sahasrabudhe, An exponential improvement for diagonal Ramsey, arXiv:2303.09521 (2023). https://arxiv.org/abs/2303.09521
  • [GNNW24] P. Gupta, N. Ndiaye, S. Norin, L. Wei, Optimizing the CGMS upper bound on Ramsey numbers, arXiv:2407.19026 (2024). https://arxiv.org/abs/2407.19026
  • [BBCGHMST24] P. Balister, B. Bollobás, M. Campos, S. Griffiths, E. Hurley, R. Morris, J. Sahasrabudhe, M. Tiba, Upper bounds for multicolour Ramsey numbers, arXiv:2410.17197 (2024). https://arxiv.org/abs/2410.17197
  • [Er88] P. Erdős, Problems and results in combinatorial analysis and graph theory, Discrete Math. 72 (1988), 81–92.
  • [Er93] P. Erdős, Some of my favorite solved and unsolved problems in graph theory, Quaestiones Math. 16 (1993), 333–350.
  • Erdős Problems, Problem #77. https://www.erdosproblems.com/77
66 thms5 active usersReviewed
CombinatoricsNumber Theory·Captain: Lucas

Erdős Problem 30: Sidon sets in {1,…,N} have size √N + O(N^ε)Open Problem

Motivation

A set of integers is a Sidon set if all of its pairwise sums a+ba+ba+b (a≤ba\le ba≤b) are different. Sidon, in connection with Fourier analysis, asked how dense such sets can be, and the question became one of the standard problems of additive combinatorics. Let

h(N)=max⁡{∣A∣:A⊆{1,…,N}, A Sidon}.h(N)=\max\{|A| : A\subseteq\{1,\dots,N\},\ A \text{ Sidon}\}.h(N)=max{∣A∣:A⊆{1,…,N}, A Sidon}.

A counting argument shows h(N)≤(1+o(1))2Nh(N)\le (1+o(1))\sqrt{2N}h(N)≤(1+o(1))2N​, and the true order was settled early: h(N)∼Nh(N)\sim\sqrt Nh(N)∼N​. What remains open is the size of the error term h(N)−Nh(N)-\sqrt Nh(N)−N​. Erdős and Turán asked whether it is smaller than every power of NNN; Erdős offered $1000 for this problem (Erdős Problem #30), and it is also Problem 31 on Green's list of open problems and problem C9 in Guy's Unsolved Problems in Number Theory.

Timeline.

  • 1938 — Singer constructs, for every prime power qqq, a set of q+1q+1q+1 residues modulo q2+q+1q^2+q+1q2+q+1 with all differences distinct. Combined with the density of primes this gives h(N)≥(1−o(1))Nh(N)\ge(1-o(1))\sqrt Nh(N)≥(1−o(1))N​ (Singer 1938).
  • 1941 — Erdős and Turán prove h(N)≤N1/2+O(N1/4)h(N)\le N^{1/2}+O(N^{1/4})h(N)≤N1/2+O(N1/4) (Erdős–Turán 1941).
  • 1969 — Lindström gives an alternative proof with the explicit bound h(N)≤N1/2+N1/4+1h(N)\le N^{1/2}+N^{1/4}+1h(N)≤N1/2+N1/4+1 (Lindström 1969).
  • 2021 — Balogh, Füredi and Roy lower the constant: h(N)≤N1/2+0.998N1/4h(N)\le N^{1/2}+0.998N^{1/4}h(N)≤N1/2+0.998N1/4 for large NNN (arXiv:2103.15850).
  • 2022 — O'Bryant: h(N)≤N1/2+0.99703N1/4h(N)\le N^{1/2}+0.99703N^{1/4}h(N)≤N1/2+0.99703N1/4 for large NNN (arXiv:2207.07800).
  • 2023 — Carter, Hunter and O'Bryant: h(N)≤N1/2+0.98183N1/4+O(1)h(N)\le N^{1/2}+0.98183N^{1/4}+O(1)h(N)≤N1/2+0.98183N1/4+O(1), with substantial computer assistance (arXiv:2310.20032).

No upper bound with an error exponent below 1/41/41/4 is known, and no lower bound of the form h(N)≥N−O(Nε)h(N)\ge\sqrt N-O(N^{\varepsilon})h(N)≥N​−O(Nε) for every ε>0\varepsilon>0ε>0 is known either.

Setting

A set AAA in an additive commutative monoid is Sidon if for all i1,j1,i2,j2∈Ai_1,j_1,i_2,j_2\in Ai1​,j1​,i2​,j2​∈A,

i1+i2=j1+j2 ⟹ (i1=j1∧i2=j2) ∨ (i1=j2∧i2=j1).i_1+i_2=j_1+j_2\ \Longrightarrow\ (i_1=j_1\wedge i_2=j_2)\ \vee\ (i_1=j_2\wedge i_2=j_1).i1​+i2​=j1​+j2​ ⟹ (i1​=j1​∧i2​=j2​) ∨ (i1​=j2​∧i2​=j1​).

For a finite set XXX, maxSidon⁡(X)\operatorname{maxSidon}(X)maxSidon(X) is the largest size of a Sidon subset of XXX (the empty set is Sidon, so this is well defined), and

h(N)=maxSidon⁡({1,2,…,N}),h(0)=0.h(N)=\operatorname{maxSidon}(\{1,2,\dots,N\}),\qquad h(0)=0.h(N)=maxSidon({1,2,…,N}),h(0)=0.

The first values are h(1),…,h(15)=1,2,2,3,3,3,4,4,4,4,4,5,5,5,5h(1),\dots,h(15)=1,2,2,3,3,3,4,4,4,4,4,5,5,5,5h(1),…,h(15)=1,2,2,3,3,3,4,4,4,4,4,5,5,5,5 (OEIS A143824).

Formalization targets

Goal (Erdős Problem #30)

∀ε>0:h(N)−N=O ⁣(Nε)(N→∞).\forall\varepsilon>0:\qquad h(N)-\sqrt N = O\!\left(N^{\varepsilon}\right)\quad(N\to\infty).∀ε>0:h(N)−N​=O(Nε)(N→∞).

This is a two-sided statement: it asks both for an upper bound h(N)≤N+CεNεh(N)\le\sqrt N+C_\varepsilon N^\varepsilonh(N)≤N​+Cε​Nε and for a matching lower bound h(N)≥N−CεNεh(N)\ge\sqrt N-C_\varepsilon N^\varepsilonh(N)≥N​−Cε​Nε for large NNN. Erdős asked it as a yes/no question; the goal fixes the conjectured answer yes, so a disproof on the platform settles the question negatively.

Milestones (known results, weakest to strongest)

  1. Singer's construction: h(q2+q+1)≥q+1h(q^2+q+1)\ge q+1h(q2+q+1)≥q+1 for every prime power qqq.
  2. Singer's lower bound: h(N)≥(1−ε)Nh(N)\ge(1-\varepsilon)\sqrt Nh(N)≥(1−ε)N​ for every ε>0\varepsilon>0ε>0 and all large NNN.
  3. Erdős–Turán / Lindström: h(N)≤N+N1/4+1h(N)\le\sqrt N+N^{1/4}+1h(N)≤N​+N1/4+1 for all NNN.
  4. Balogh–Füredi–Roy: h(N)≤N+0.998N1/4h(N)\le\sqrt N+0.998N^{1/4}h(N)≤N​+0.998N1/4 for all large NNN.
  5. O'Bryant: h(N)≤N+0.99703N1/4h(N)\le\sqrt N+0.99703N^{1/4}h(N)≤N​+0.99703N1/4 for all large NNN.
  6. Carter–Hunter–O'Bryant: h(N)≤N+0.98183N1/4+Ch(N)\le\sqrt N+0.98183N^{1/4}+Ch(N)≤N​+0.98183N1/4+C for an absolute constant CCC.

Significance

The result itself. An affirmative answer would pin h(N)h(N)h(N) down to N\sqrt NN​ up to a sub-polynomial error, in both directions; Erdős even speculated that h(N)=N+O(1)h(N)=\sqrt N+O(1)h(N)=N​+O(1) might hold, while remarking that this is perhaps too optimistic. A negative answer would show that the Singer-type constructions or the counting upper bounds are off by a power of NNN. Either answer would be the first change in the exponent of the error term since 1941.

Formalizing it. The goal is open. All milestones are published theorems. The platform already contains weaker related results in other formalizations (for example the order-of-magnitude bounds cN≤max⁡∣A∣≤2N+1c\sqrt N\le \max|A|\le\sqrt{2N}+1cN​≤max∣A∣≤2N​+1 for Sidon subsets of an initial segment, and the Erdős–Turán construction); the sharp bounds listed as milestones are not stated there for this hhh. The upper bounds of Balogh–Füredi–Roy and O'Bryant are elementary but delicate optimizations, and the Carter–Hunter–O'Bryant bound relies on a large computation, so formalizing it is a substantial verification task in its own right.

Difficulty

For the upper bound, every known argument counts differences a−a′a-a'a−a′ in short windows and loses at the scale N1/4N^{1/4}N1/4; improvements since 1941 only change the constant in front of N1/4N^{1/4}N1/4. For the lower bound, the constructions (Singer, Bose, Ruzsa) produce Sidon sets of size about p\sqrt pp​ in a modulus ppp of size about NNN, and the loss comes from the gap between NNN and the nearest admissible modulus; bringing it below NεN^\varepsilonNε requires either new constructions or information about primes in very short intervals that is far beyond current knowledge.

Formalization scope

Sidon sets are formalized for sets in an arbitrary additive commutative monoid, with the definition, the decidability instance and maxSidon⁡\operatorname{maxSidon}maxSidon transcribed from the formal-conjectures library (definitions IsSidon, Finset.maxSidonSubsetCard, and Erdos30.h in FormalConjectures/ErdosProblems/30.lean), placed in the namespace Erdos30. The value h(N)h(N)h(N) is a natural number cast to R\mathbb RR; ⋅\sqrt{\cdot}⋅​ is the real square root and NεN^{\varepsilon}Nε, N1/4N^{1/4}N1/4 are real powers of N≥0N\ge 0N≥0. The goal's O(⋅)O(\cdot)O(⋅) is Mathlib's Asymptotics.IsBigO along atTop on N\mathbb NN. The goal is not trivialized by any junk value: hhh is a genuine finite maximum, and the O(⋅)O(\cdot)O(⋅) statement concerns all large NNN.

Useful infrastructure: basic lemmas on Sidon sets (hereditary under subsets, translation invariance, distinct differences), finite projective geometry or Bose's construction for the lower bounds, and prime gaps (Bertrand's postulate suffices for h(N)≥cNh(N)\ge c\sqrt Nh(N)≥cN​ with c<1c<1c<1; a prime number theorem in short intervals is needed for 1−o(1)1-o(1)1−o(1)). Contributions of reusable Sidon-set lemmas are welcome.

Selected references

  • J. Singer, A theorem in finite projective geometry and some applications to number theory, Trans. Amer. Math. Soc. 43 (1938), 377–385. https://doi.org/10.1090/S0002-9947-1938-1501951-4
  • P. Erdős and P. Turán, On a problem of Sidon in additive number theory, and on some related problems, J. London Math. Soc. 16 (1941), 212–215. https://doi.org/10.1112/jlms/s1-16.4.212
  • B. Lindström, An inequality for B2B_2B2​-sequences, J. Combin. Theory 6 (1969), 211–212. https://doi.org/10.1016/S0021-9800(69)80124-9
  • J. Balogh, Z. Füredi and S. Roy, An upper bound on the size of Sidon sets, Amer. Math. Monthly (2023). https://arxiv.org/abs/2103.15850
  • K. O'Bryant, On the size of finite Sidon sets (2022). https://arxiv.org/abs/2207.07800
  • D. Carter, Z. Hunter and K. O'Bryant, On the diameter of finite Sidon sets (2023). https://arxiv.org/abs/2310.20032
  • K. O'Bryant, A complete annotated bibliography of work related to Sidon sequences, Electron. J. Combin. DS11 (2004). https://arxiv.org/abs/math/0407117
  • T. F. Bloom, Erdős Problem #30, https://www.erdosproblems.com/30
  • Google DeepMind, formal-conjectures, FormalConjectures/ErdosProblems/30.lean. https://github.com/google-deepmind/formal-conjectures
9 thms5 active usersReviewed
Combinatorics·Captain: Lucas

Erdős Problem 20: The Sunflower ConjectureOpen Problem

Motivation

A sunflower (also called a Δ\DeltaΔ-system) with kkk petals is a family of kkk sets whose pairwise intersections are all equal to one common set, the kernel. In 1960 Erdős and Rado proved the sunflower lemma: every sufficiently large family of nnn-element sets contains a sunflower with kkk petals, and they asked how large "sufficiently large" must be (Erdős–Rado 1960). The conjecture that the threshold is only exponential in nnn is one of Erdős' best-known problems in extremal combinatorics; it is listed as Erdős Problem 20, and Erdős offered a $1000 prize for it. Sunflower bounds are used, for example, in Razborov's monotone circuit lower bounds and in the study of set systems with restricted intersections.

Timeline.

  • 1960 — Erdős and Rado prove (k−1)n<f(n,k)≤(k−1)n n!+1(k-1)^n < f(n,k) \le (k-1)^n\, n! + 1(k−1)n<f(n,k)≤(k−1)nn!+1 and conjecture f(n,k)≤ck nf(n,k) \le c_k^{\,n}f(n,k)≤ckn​ (ErRa60).
  • 2019 — Alweiss, Lovett, Wu and Zhang prove f(n,k)≤(Ck3log⁡nlog⁡log⁡n)nf(n,k) \le (C k^3 \log n \log\log n)^nf(n,k)≤(Ck3lognloglogn)n, the first bound of the form (log⁡n)n(1+o(1))(\log n)^{n(1+o(1))}(logn)n(1+o(1)) for fixed kkk (arXiv:1908.08483).
  • 2020 — Rao simplifies the argument via Shannon's noiseless coding theorem and obtains (αklog⁡(kn))n(\alpha k \log(kn))^n(αklog(kn))n (arXiv:1909.04774); Tao gives an entropy proof of the same bound.
  • 2021 — Bell, Chueluecha and Warnke obtain f(n,k)≤(Cklog⁡n)nf(n,k) \le (C k \log n)^nf(n,k)≤(Cklogn)n for n,k≥2n,k \ge 2n,k≥2 (arXiv:2009.09327).

The conjecture itself remains open, even for k=3k = 3k=3.

Setting

Fix natural numbers nnn (the uniformity) and kkk (the number of petals). A family F\mathcal FF of sets is nnn-uniform if every member of F\mathcal FF has exactly nnn elements. A subfamily S⊆F\mathcal S \subseteq \mathcal FS⊆F is a kkk-sunflower if ∣S∣=k|\mathcal S| = k∣S∣=k and there is a set YYY with A∩B=YA \cap B = YA∩B=Y for all distinct A,B∈SA, B \in \mathcal SA,B∈S.

The sunflower threshold f(n,k)f(n,k)f(n,k) is the least natural number mmm such that every nnn-uniform family F\mathcal FF (over any ground set) with ∣F∣≥m|\mathcal F| \ge m∣F∣≥m contains a kkk-sunflower.

Formalization targets

Goal — the sunflower conjecture (Erdős Problem 20)

∃ c:N→N∀n≥1, ∀k:f(n,k)<ck n.\exists\, c:\mathbb N\to\mathbb N\quad \forall n \ge 1,\ \forall k:\qquad f(n,k) < c_k^{\,n}.∃c:N→N∀n≥1, ∀k:f(n,k)<ckn​.

The constants ckc_kck​ are left unspecified; only the exponential shape in nnn is asked for. A disproof (the negation of this statement) would equally settle the problem.

Milestones from the literature

  1. Erdős–Rado upper bound: f(n,k)≤(k−1)n n!+1f(n,k) \le (k-1)^n\, n! + 1f(n,k)≤(k−1)nn!+1 for n≥1n \ge 1n≥1, k≥2k \ge 2k≥2.
  2. Erdős–Rado lower bound: (k−1)n<f(n,k)(k-1)^n < f(n,k)(k−1)n<f(n,k) for n≥1n \ge 1n≥1, k≥2k \ge 2k≥2.
  3. Rao's bound: there is α>1\alpha > 1α>1 with f(n,k)≤(αklog⁡(kn))n+1f(n,k) \le (\alpha k \log(kn))^n + 1f(n,k)≤(αklog(kn))n+1 for n≥1n \ge 1n≥1, k≥2k \ge 2k≥2.
  4. Bell–Chueluecha–Warnke bound: there is C≥4C \ge 4C≥4 with f(n,k)≤(Cklog⁡n)nf(n,k) \le (C k \log n)^nf(n,k)≤(Cklogn)n for n,k≥2n, k \ge 2n,k≥2.

A supporting sanity check, f(0,1)=1f(0,1) = 1f(0,1)=1, is taken from the source formalization.

Significance

A positive answer would show that sunflower-free nnn-uniform families have at most exponential size, the correct order of magnitude by the Erdős–Rado lower bound; this would sharpen every application that currently loses a log⁡n\log nlogn factor per coordinate, including monotone circuit lower bounds. A negative answer would show the (log⁡n)n(\log n)^n(logn)n-type bounds of 2019–2021 are essentially the truth.

On the formal side, the Erdős–Rado upper bound has a Lean formalization recorded in the source file; the lower-bound construction and the spread-family / coding arguments behind the Rao and Bell–Chueluecha–Warnke bounds are, as far as this proposal records, not yet formalized. Formalizing them produces reusable infrastructure on spread families and random-subset (or entropy) arguments.

Difficulty

The classical induction on nnn (pick a maximal family of pairwise disjoint members; if it is small, some element lies in many members, recurse on the link) loses a factor of about nnn at each of nnn steps, which is where n!n!n! comes from. The modern arguments replace the recursion by an analysis of spread families, but each still loses a factor log⁡n\log nlogn per level, and no known technique removes it. The case k=3k = 3k=3 is already open.

Formalization scope

  • The ground set is an arbitrary type in the lowest universe; set families are Set (Set α) and sizes are measured with Set.ncard, which returns 000 on infinite sets. Consequently, for n≥1n \ge 1n≥1 only finite members can be "nnn-element", and the condition m≤∣F∣m \le |\mathcal F|m≤∣F∣ with m≥1m \ge 1m≥1 only applies to finite families. All targets assume n≥1n \ge 1n≥1 (except the sanity check), so the n=0n = 0n=0 quirks do not affect them.
  • f(n,k)f(n,k)f(n,k) is defined as an infimum over natural numbers; if no admissible mmm existed the infimum would be 000. The Erdős–Rado upper bound shows the admissible set is non-empty for n≥1n \ge 1n≥1.
  • Logarithms are natural logarithms; changing the base only rescales the unspecified constants.
  • The goal is stated as the positive claim of the conjecture, not as a yes/no answer(·) statement.

Contributions of general lemmas on sunflowers, spread families and the Erdős–Rado construction are welcome and reusable beyond this mission.

Selected references

  • P. Erdős, R. Rado, Intersection theorems for systems of sets, J. London Math. Soc. 35 (1960), 85–90. doi:10.1112/jlms/s1-35.1.85
  • R. Alweiss, S. Lovett, K. Wu, J. Zhang, Improved bounds for the sunflower lemma, Annals of Mathematics 194 (2021). arXiv:1908.08483
  • A. Rao, Coding for sunflowers, Discrete Analysis 2020:2. arXiv:1909.04774
  • T. Bell, S. Chueluecha, L. Warnke, Note on sunflowers, Discrete Mathematics 344 (2021). arXiv:2009.09327
  • Erdős Problem 20. erdosproblems.com/20
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Mathematical Physics·Captain: Lucas

't Hooft 1974: magnetic monopoles as regular solutions of the Georgi–Glashow modelResearch Paper

Motivation

Dirac showed in 1931 that quantum mechanics permits isolated magnetic charges provided electric charge is quantized, but in Maxwell's theory such a magnetic monopole is a point singularity attached to an unobservable "Dirac string". In 1974 G. 't Hooft and, independently, A. M. Polyakov observed that in gauge theories where the electromagnetic group U(1)U(1)U(1) sits inside a larger group with compact covering group, monopoles arise instead as smooth, finite-energy solutions of the classical field equations, with no singularity and no string. 't Hooft's paper (Nucl. Phys. B79 (1974) 276) does this for the SO(3) model of Georgi and Glashow and computes the mass numerically. The resulting "'t Hooft–Polyakov monopole" became the model example of a topological soliton in gauge theory.

Timeline. 1931: Dirac's quantization argument (Proc. R. Soc. A 133, 60). 1972: Georgi–Glashow SO(3) electroweak model (PRL 28, 1494). 1974: 't Hooft and Polyakov (JETP Lett. 20, 194) describe the regular monopole, 't Hooft by a spherically symmetric ansatz, a reduced one-dimensional energy functional and a numerical minimisation. 1975: Prasad and Sommerfield find a closed-form solution in the limit λ→0\lambda \to 0λ→0 (PRL 35, 760). For λ>0\lambda > 0λ>0 no closed form is known.

Setting

Space and isospin space are both R3\mathbb R^3R3. A static configuration in the gauge W4=0W_4 = 0W4​=0 consists of a Higgs triplet Qa(x)Q_a(x)Qa​(x) and a gauge field Wia(x)W^a_i(x)Wia​(x), i,a∈{1,2,3}i, a \in \{1,2,3\}i,a∈{1,2,3}. With coupling eee, Higgs self-coupling λ\lambdaλ and vacuum value FFF (eqs. (2.1)–(2.3), with μ2=−12λF2\mu^2 = -\tfrac12\lambda F^2μ2=−21​λF2),

DiQa=∂iQa+e εabcWibQc,Gija=∂iWja−∂jWia+e εabcWibWjc,D_iQ_a = \partial_iQ_a + e\,\varepsilon_{abc}W^b_iQ_c,\qquad G^a_{ij} = \partial_iW^a_j - \partial_jW^a_i + e\,\varepsilon_{abc}W^b_iW^c_j,Di​Qa​=∂i​Qa​+eεabc​Wib​Qc​,Gija​=∂i​Wja​−∂j​Wia​+eεabc​Wib​Wjc​,

and the static energy is

E[Q,W]=∫R3(14GijaGija+12DiQa DiQa+18λ (QaQa−F2)2) d3x.E[Q,W] = \int_{\mathbb R^3}\Big(\tfrac14 G^a_{ij}G^a_{ij} + \tfrac12 D_iQ_a\,D_iQ_a + \tfrac18\lambda\,(Q_aQ_a - F^2)^2\Big)\,d^3x .E[Q,W]=∫R3​(41​Gija​Gija​+21​Di​Qa​Di​Qa​+81​λ(Qa​Qa​−F2)2)d3x.

The vector masses are MW=eFM_W = eFMW​=eF and the Higgs mass is MH=λFM_H = \sqrt\lambda FMH​=λ​F. A static solution is a smooth configuration of finite energy at which EEE is stationary under all compactly supported smooth variations. 't Hooft's gauge-invariant electromagnetic tensor (2.17) is

Fij=1∣Q∣QaGija−1e∣Q∣3εabcQa(DiQb)(DjQc).F_{ij} = \frac{1}{|Q|}Q_aG^a_{ij} - \frac{1}{e|Q|^3}\varepsilon_{abc}Q_a(D_iQ_b)(D_jQ_c).Fij​=∣Q∣1​Qa​Gija​−e∣Q∣31​εabc​Qa​(Di​Qb​)(Dj​Qc​).

The spherically symmetric ansatz (2.8) is Qa(x)=xaQ(r)Q_a(x) = x_aQ(r)Qa​(x)=xa​Q(r), Wia(x)=εiabxbW(r)W^a_i(x) = \varepsilon_{iab}x_bW(r)Wia​(x)=εiab​xb​W(r) with r=∣x∣r = |x|r=∣x∣. The monopole boundary condition is Qa(x)→Fxa/rQ_a(x) \to F x_a/rQa​(x)→Fxa​/r as r→∞r \to \inftyr→∞ (eqs. (2.6), (2.11)).

Formalization targets

Goal (Sect. 2 and abstract)

For all e>0e > 0e>0, λ>0\lambda > 0λ>0, F>0F > 0F>0 there are radial profiles Q(r),W(r)Q(r), W(r)Q(r),W(r) such that the configuration (2.8) is a smooth finite-energy static solution with

Qa(x)−Fxa∣x∣→0,∣x∣2Fij(x)+1e εijaxa∣x∣→0(∣x∣→∞),Q_a(x) - F\frac{x_a}{|x|} \to 0,\qquad |x|^2F_{ij}(x) + \frac1e\,\varepsilon_{ija}\frac{x_a}{|x|} \to 0\qquad(|x|\to\infty),Qa​(x)−F∣x∣xa​​→0,∣x∣2Fij​(x)+e1​εija​∣x∣xa​​→0(∣x∣→∞),

i.e. a regular magnetic monopole whose far field is (2.20).

Milestones

  1. Eq. (1.5): ΩΩ†=1\Omega\Omega^\dagger = 1ΩΩ†=1 for the SU(2) matrix (1.4).
  2. Eq. (2.6): the adjoint action of Ω\OmegaΩ sends the isovector (0,0,1)(0,0,1)(0,0,1) to a unit radial isovector.
  3. Sect. 2: the boundary condition forces the Higgs field to vanish somewhere.
  4. Eq. (2.9): reduced energy density of the ansatz.
  5. Eq. (2.13): the Lagrange equation for WWW.
  6. Eqs. (2.14)–(2.15): the only power law W=ar−nW = ar^{-n}W=ar−n compatible with (2.13) and Q=F/rQ = F/rQ=F/r is n=2n = 2n=2, a=−1/ea = -1/ea=−1/e.
  7. Eqs. (2.18)–(2.20): the asymptotic fields have DiQa=0D_iQ_a = 0Di​Qa​=0 and Fij=−εijaxa/(er3)F_{ij} = -\varepsilon_{ija}x_a/(er^3)Fij​=−εija​xa​/(er3).
  8. Eq. (2.21): total magnetic flux of magnitude 4π/e4\pi/e4π/e.
  9. Eq. (3.2): the energy in the dimensionless variables x=eFrx = eFrx=eFr, β=λ/e2\beta = \lambda/e^2β=λ/e2.

Significance

The existence of a regular monopole is what makes the monopole a particle of the theory: its mass Mm=4πe2MWC(β)M_m = \frac{4\pi}{e^2}M_WC(\beta)Mm​=e24π​MW​C(β) (eq. (3.3)) is finite and calculable, and its magnetic charge is fixed by topology rather than put in by hand. The ingredients (hedgehog ansatz, the zero of the Higgs field forced by the boundary condition, the reduction to an ODE system, the gauge-invariant electromagnetic tensor) are reused throughout the theory of solitons in gauge theories.

The result is established in the physics literature; 't Hooft's own argument is partly numerical (trial functions). The mission asks for a machine-checked development: the algebraic and calculus identities of Sects. 1–3, the topological zero, and a complete existence proof for the spherically symmetric solution for every λ>0\lambda > 0λ>0. No machine-checked proof of any of these is known to the proposer.

Difficulty

The identities (milestones 1, 4, 6–9) are finite computations, but milestones 4, 5 and 9 must go through Fréchet derivatives of vector fields on R3\mathbb R^3R3 and spherical coordinates, where most of the work lies. Milestone 3 is a degree-theoretic statement not available off the shelf. The goal needs an actual existence theorem for a nonlinear coupled ODE system on (0,∞)(0,\infty)(0,∞) with singular coefficients at r=0r = 0r=0 and boundary conditions at both ends, followed by regularity of the resulting fields at the origin and the passage from the reduced (radial) equations to the full field equations. 't Hooft's numerical minimisation over trial functions gives no proof that a minimiser exists or is smooth.

Formalization scope

R3\mathbb R^3R3 is EuclideanSpace ℝ (Fin 3) with Lebesgue measure; indices run over Fin 3 = {0,1,2}, the Levi-Civita symbol is an explicit formula, partial derivatives are Fréchet derivatives in coordinate directions. Fields are static and in the gauge W4=0W_4 = 0W4​=0, where the Gauss-law equation holds automatically, so "static solution" means: C∞C^\inftyC∞ fields, integrable energy density, and zero derivative of the energy along every smooth compactly supported variation of QQQ and WiW_iWi​. Lean's total operations are used: division by zero is 000 and the Bochner integral of a non-integrable function is 000; every statement using them either excludes the degenerate input or is insensitive to it (the goal demands integrability explicitly). The constant 18λF4\tfrac18\lambda F^481​λF4 is included so the vacuum has zero energy, as in (2.9).

Two deviations from the printed text, both flagged in the milestones: (i) with standard Pauli matrices, Ωσ3Ω†\Omega\sigma_3\Omega^\daggerΩσ3​Ω† is (sin⁡θsin⁡φ, sin⁡θcos⁡φ, cos⁡θ)⋅σ⃗(\sin\theta\sin\varphi,\ \sin\theta\cos\varphi,\ \cos\theta)\cdot\vec\sigma(sinθsinφ, sinθcosφ, cosθ)⋅σ, whereas (2.6) prints (sin⁡θcos⁡φ, sin⁡θsin⁡φ, cos⁡θ)(\sin\theta\cos\varphi,\ \sin\theta\sin\varphi,\ \cos\theta)(sinθcosφ, sinθsinφ, cosθ); the milestone states the computed identity. (ii) With Bk=12εkijFijB_k = \tfrac12\varepsilon_{kij}F_{ij}Bk​=21​εkij​Fij​, (2.20) gives B=−x/(er3)B = -x/(er^3)B=−x/(er3) while (2.21) prints +x/(er3)+x/(er^3)+x/(er3); the flux milestone therefore states the magnitude 4π/e4\pi/e4π/e, and the sign is fixed by (2.20). The asymptotic analysis (2.14)–(2.15) is formalized as an exact statement about pure power laws. The numerical values of C(β)C(\beta)C(β) in (3.3) are not formalized.

A trivializing reading of the goal is ruled out: the solution must satisfy the non-trivial boundary condition, which by milestone 3 excludes the vacuum, and the stationarity must hold for all variations, not only spherically symmetric ones.

Useful reusable infrastructure: spherical-coordinate integration of radial functions on R3\mathbb R^3R3, calculus of hedgehog fields, and a Brouwer-degree / no-retraction argument for maps of the sphere. Contributions of any milestone, and of alternative existence proofs (variational, shooting), are welcome.

Selected references

  • G. 't Hooft, Magnetic monopoles in unified gauge theories, Nucl. Phys. B79 (1974) 276–284. https://doi.org/10.1016/0550-3213(74)90486-6
  • A. M. Polyakov, Particle spectrum in quantum field theory, JETP Lett. 20 (1974) 194.
  • P. A. M. Dirac, Quantised singularities in the electromagnetic field, Proc. R. Soc. A 133 (1931) 60. https://doi.org/10.1098/rspa.1931.0130
  • H. Georgi, S. L. Glashow, Unified weak and electromagnetic interactions without neutral currents, Phys. Rev. Lett. 28 (1972) 1494. https://doi.org/10.1103/PhysRevLett.28.1494
  • M. K. Prasad, C. M. Sommerfield, Exact classical solution for the 't Hooft monopole and the Julia–Zee dyon, Phys. Rev. Lett. 35 (1975) 760. https://doi.org/10.1103/PhysRevLett.35.760
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CombinatoricsNumber Theory·Captain: Zexuan Liu

Erdős Problem 142: Asymptotics for Sets Free of k-Term Arithmetic ProgressionsOpen Problem

Motivation

Erdős asked, repeatedly and with a rising price tag, for an asymptotic formula for the largest subset of {1,…,N}\{1,\dots,N\}{1,…,N} that contains no arithmetic progression of a given length. He offered 1000 dollars for it in [Er97c] and 10000 dollars in [Er81, p.4], where he called the question "probably enormously difficult"; elsewhere he described it as "probably unattackable at present". Most of modern additive combinatorics — the density increment method, the triangle removal lemma, Gowers uniformity norms, the arithmetic regularity lemma — grew out of attempts on this single question, and the answer is still unknown, even in the first non-trivial case k=3k=3k=3.

Timeline.

  • 1936: Erdős and Turán conjecture that rk(N)=o(N)r_k(N)=o(N)rk​(N)=o(N) for every kkk.
  • 1946: Behrend constructs large progression-free sets, giving r3(N)≥Nexp⁡(−clog⁡N)r_3(N)\ge N\exp(-c\sqrt{\log N})r3​(N)≥Nexp(−clogN​).
  • 1953: Roth proves r3(N)=o(N)r_3(N)=o(N)r3​(N)=o(N), with the quantitative form r3(N)≪N/log⁡log⁡Nr_3(N)\ll N/\log\log Nr3​(N)≪N/loglogN.
  • 1961: Rankin generalises Behrend, giving rk(N)≥Nexp⁡(−ck(log⁡N)1/(k−1))r_k(N)\ge N\exp(-c_k(\log N)^{1/(k-1)})rk​(N)≥Nexp(−ck​(logN)1/(k−1)).
  • 1969, 1975: Szemerédi proves r4(N)=o(N)r_4(N)=o(N)r4​(N)=o(N) and then rk(N)=o(N)r_k(N)=o(N)rk​(N)=o(N) for all kkk, settling Erdős–Turán.
  • 1977: Furstenberg reproves Szemerédi's theorem ergodically, with no effective bound.
  • 1998, 2001: Gowers introduces uniformity norms and obtains rk(N)≪N(log⁡log⁡N)−ckr_k(N)\ll N(\log\log N)^{-c_k}rk​(N)≪N(loglogN)−ck​, the first effective bound for general kkk.
  • 2017: Green and Tao obtain r4(N)≪N(log⁡N)−cr_4(N)\ll N(\log N)^{-c}r4​(N)≪N(logN)−c.
  • 2020: Bloom and Sisask obtain r3(N)≪N(log⁡N)−1−cr_3(N)\ll N(\log N)^{-1-c}r3​(N)≪N(logN)−1−c, the first bound past the N/log⁡NN/\log NN/logN barrier.
  • 2023: Kelley and Meka obtain r3(N)≤Nexp⁡(−c(log⁡N)1/12)r_3(N)\le N\exp(-c(\log N)^{1/12})r3​(N)≤Nexp(−c(logN)1/12).
  • 2024: Leng, Sah and Sawhney obtain rk(N)≪Nexp⁡(−(log⁡log⁡N)ck)r_k(N)\ll N\exp(-(\log\log N)^{c_k})rk​(N)≪Nexp(−(loglogN)ck​) for k≥5k\ge5k≥5.

Every upper bound in this list is still astronomically far from Behrend's lower bound, and no candidate asymptotic formula has been proposed for any k≥3k\ge3k≥3.

Setting

Fix an integer kkk. A non-trivial kkk-term arithmetic progression is a list a, a+d, a+2d,…,a+(k−1)da,\,a+d,\,a+2d,\dots,a+(k-1)da,a+d,a+2d,…,a+(k−1)d of natural numbers with common difference d>0d>0d>0; the requirement d>0d>0d>0 is what "non-trivial" means, and it forces the kkk terms to be distinct. A finite set A⊆NA\subseteq\mathbb NA⊆N is kkk-AP-free if it contains no such progression. Write

rk(N)  =  max⁡{ ∣A∣  :  A⊆{1,…,N}, A is k-AP-free }.r_k(N)\;=\;\max\bigl\{\,|A| \;:\; A\subseteq\{1,\dots,N\},\ A\ \text{is}\ k\text{-AP-free}\,\bigr\}.rk​(N)=max{∣A∣:A⊆{1,…,N}, A is k-AP-free}.

The mission takes its formal definition of rkr_krk​ verbatim from the formal-conjectures entry for this problem, so that the goal below is literally the statement recorded there. In that development a set is called free of progressions of length lll when every subset of it that is an arithmetic progression of length lll forces l≤1l\le1l≤1. Progressions of length 000 and 111 count as trivial, so under that convention every set is free of them and r0(N)=r1(N)=Nr_0(N)=r_1(N)=Nr0​(N)=r1​(N)=N; the interesting range begins at k≥2k\ge2k≥2. Every statement in this mission that depends on the convention carries an explicit hypothesis on kkk.

On that range, rk(N)r_k(N)rk​(N) is non-decreasing in both NNN and kkk, satisfies rk(M+N)≤rk(M)+rk(N)r_k(M+N)\le r_k(M)+r_k(N)rk​(M+N)≤rk​(M)+rk​(N), and hence, by Fekete's subadditivity lemma, rk(N)/Nr_k(N)/Nrk​(N)/N converges. Szemerédi's theorem is the statement that the limit is 000; the whole difficulty of this mission lies in how fast it goes to 000.

Formalization targets

Goal

rk(N)  =  ok ⁣(Nlog⁡N)for every k>1.r_k(N)\;=\;o_k\!\left(\frac{N}{\log N}\right)\qquad\text{for every }k>1 .rk​(N)=ok​(logNN​)for every k>1.

This is erdos_142.variants.lower of the formal-conjectures file for Erdős 142, reproduced binder for binder, over that file's own definition of rkr_krk​.

The headline theorem in that file, erdos_142, states rk(N)=Θ(f)r_k(N)=\Theta(f)rk​(N)=Θ(f) with the comparison function left as an answer(sorry) placeholder, and the same is true of its variants.upper and variants.three. Those are not closed propositions and cannot serve as a mission goal: the literal request of Erdős Problem #142 — "prove an asymptotic formula for rk(N)r_k(N)rk​(N)" — has no known right-hand side for any k≥3k\ge3k≥3, which is exactly why the file leaves a hole there. variants.lower is the one formalizable target in the file, and it is also the strongest precisely-stated form the problem page attaches to #142: Erdős offered 5000 dollars for (essentially) exactly it, as recorded under Erdős Problem #3. It is known for k=3k=3k=3 — it follows from Bloom–Sisask 2020, and a fortiori from Kelley–Meka 2023 — trivial for k=2k=2k=2, where r2(N)=1r_2(N)=1r2​(N)=1, and open for every k≥4k\ge4k≥4. It fixes no constants, so no future improvement can invalidate it.

A weaker open question

rk(n)rk+1(n)⟶0for some k≥3.\frac{r_k(n)}{r_{k+1}(n)}\longrightarrow 0\qquad\text{for some }k\ge3 .rk+1​(n)rk​(n)​⟶0for some k≥3.

Erdős remarked in [Er80, p.92] that even this separation between consecutive progression lengths is not known. Here [Er80] is the erdosproblems.com bibliography key for Erdős's 1980 paper; it is a citation, not a pointer to Erdős Problem #80, which is an unrelated question about books in graphs. This statement has no counterpart in formal-conjectures: the file for #142 contains only the Θ\ThetaΘ, ooo and OOO variants above, and the only two files in that repository that mention rkr_krk​ at all are the ones for #142 and #139.

Significance

Proving rk(N)=ok(N/log⁡N)r_k(N)=o_k(N/\log N)rk​(N)=ok​(N/logN) for all kkk yields, by a standard summation argument, Erdős's conjecture that every A⊆NA\subseteq\mathbb NA⊆N with ∑a∈A1/a=∞\sum_{a\in A}1/a=\infty∑a∈A​1/a=∞ contains arbitrarily long arithmetic progressions — the 5000-dollar Erdős Problem #3, of which the Green–Tao theorem on primes is the best-known special case. Below that threshold, quantitative bounds on rkr_krk​ control the density at which progressions must appear in any concrete set, and are the input to results on progressions in the primes, in sumsets, and in sparse random subsets of the integers.

Formalization status is uneven, and this mission is designed around that gap. Mathlib already contains the k=3k=3k=3 theory in a usable form: the predicate ThreeAPFree, the Roth number rothNumberNat, its subadditivity, and a complete formalization of Behrend's construction (Behrend.roth_lower_bound). Mathlib does not contain Roth's theorem, Szemerédi's theorem, or any of the modern upper bounds; to the best of current knowledge none of Roth, Szemerédi, Gowers, Green–Tao, Kelley–Meka or Leng–Sah–Sawhney has a machine-checked proof anywhere. The formal-conjectures entry states the problem but proves nothing: every declaration in it is a sorry. Two of this mission's targets are taken from that repository — the goal from its file for #142, and the Szemerédi milestone from its file for #139, which uses the same rkr_krk​; those are the only two files there that mention rkr_krk​. The milestones therefore split cleanly: the first six are reachable now on top of Mathlib, and the last five are open formalization projects of independent value.

Difficulty

Every known upper bound for rkr_krk​ runs a density increment: if A⊆{1,…,N}A\subseteq\{1,\dots,N\}A⊆{1,…,N} of density δ\deltaδ has no kkk-term progression, find a long subprogression on which AAA has density δ(1+c(δ))\delta(1+c(\delta))δ(1+c(δ)), and iterate. The bound this produces is governed entirely by two quantities — how large the increment c(δ)c(\delta)c(δ) is, and how much of the interval survives one step. For k≥4k\ge4k≥4 the increment is extracted from an inverse theorem for the Gowers Uk−1U^{k-1}Uk−1-norm, and the best available correlation bounds there are quasipolynomial in δ\deltaδ; iterating a quasipolynomial increment cannot do better than Nexp⁡(−(log⁡log⁡N)c)N\exp(-(\log\log N)^{c})Nexp(−(loglogN)c), which is nowhere near N/log⁡NN/\log NN/logN. Reaching N/log⁡NN/\log NN/logN requires an increment with polynomial dependence on δ\deltaδ together with a subprogression of polynomial length, and that combination is currently available only for k=3k=3k=3, through the sifting and almost-periodicity machinery of Kelley–Meka. No soft or averaging argument can substitute: Behrend's construction shows the truth at k=3k=3k=3 is Nexp⁡(−Θ(log⁡N))N\exp(-\Theta(\sqrt{\log N}))Nexp(−Θ(logN​)), so the answer is not a power of log⁡N\log NlogN and cannot be produced by any argument whose output has that shape.

Formalization scope

The mission's definition file Erdos142Basic carries two layers, and every statement in the mission is written against them.

  1. The source definitions, ported verbatim. IsAPOfLengthWith, IsAPOfLength, IsAPOfLengthFree and r are the declarations of the formal-conjectures entry, transcribed unchanged into the mission's namespace: a set is an arithmetic progression of length lll with first term aaa and difference ddd when it has exactly lll elements and equals {a+nd:n<l}\{a+nd : n<l\}{a+nd:n<l}; it is free of length-lll progressions when every progression of length lll inside it forces l≤1l\le1l≤1; and rk(N)r_k(N)rk​(N) is the supremum of ∣S∣|S|∣S∣ over subsets S⊆{1,…,N}S\subseteq\{1,\dots,N\}S⊆{1,…,N} free of length-kkk progressions. The ground set is Finset.Icc 1 N, and the supremum is sSup over N\mathbb NN; the file proves the two facts that make it a genuine maximum (le_r and r_le).

  2. An elementary handle. HasAP k A is ∃ a d, 0 < d ∧ ∀ i < k, a + i * d ∈ A, and APFree k A its negation. This form carries no cardinality side condition in N∪{∞}\mathbb N\cup\{\infty\}N∪{∞} and is what a solver actually wants to induct on. The first milestone is exactly the bridge between the two layers.

Two consequences of the source convention are worth stating plainly, because the prose is silent about them. Length-000 and length-111 progressions are trivial, so every set is free of them and r0(N)=r1(N)=Nr_0(N)=r_1(N)=Nr0​(N)=r1​(N)=N; monotonicity of rkr_krk​ in kkk therefore holds only from k≥2k\ge2k≥2 onward, and the corresponding milestone carries that hypothesis. Asymptotic statements use Asymptotics.IsLittleO and Filter.atTop over N\mathbb NN with real-valued casts, and real division is Lean's, so (N : ℝ) / Real.log N is 000 at N=1N=1N=1; this is invisible to atTop.

A trivializing formalization is ruled out by construction: one milestone asserts r3(N)=r_3(N)=r3​(N)= rothNumberNat N, pinning this development against Mathlib's independently written definition of the Roth number, so a vacuous or mis-quantified notion of progression-freeness cannot survive. That milestone, the bridge milestone above it, and the monotonicity milestone have all been checked to be provable before this proposal was drafted.

A full development needs: discrete Fourier analysis on Z/NZ\mathbb Z/N\mathbb ZZ/NZ, Bohr sets and their regularity, the arithmetic regularity lemma, Gowers uniformity norms and the inverse theorem for them, and — for the lower bounds — sphere-counting in high-dimensional boxes (already in Mathlib via Behrend). All of this is reusable well beyond this mission. Contributions of any kind are welcome, including partial results: quantitative bounds weaker than the cited ones, the k=3k=3k=3 case of a general-kkk milestone, and reusable Fourier-analytic infrastructure are all valuable even when they do not close a milestone.

Selected references

  • Erdős Problem #142. https://www.erdosproblems.com/142
  • Erdős Problem #3. https://www.erdosproblems.com/3
  • Erdős Problem #139 (Szemerédi's theorem in the rkr_krk​ formulation), linked from #142. https://www.erdosproblems.com/139
  • Google DeepMind, formal-conjectures, FormalConjectures/ErdosProblems/142.lean — the source of the goal statement and of the definition of rkr_krk​. https://github.com/google-deepmind/formal-conjectures/blob/main/FormalConjectures/ErdosProblems/142.lean
  • F. A. Behrend, On sets of integers which contain no three terms in arithmetical progression, Proc. Nat. Acad. Sci. USA 32 (1946), 331–332. https://doi.org/10.1073/pnas.32.12.331
  • K. F. Roth, On certain sets of integers, J. London Math. Soc. 28 (1953), 104–109. https://doi.org/10.1112/jlms/s1-28.1.104
  • R. A. Rankin, Sets of integers containing not more than a given number of terms in arithmetical progression, Proc. Roy. Soc. Edinburgh Sect. A 65 (1961), 332–344.
  • E. Szemerédi, On sets of integers containing no kkk elements in arithmetic progression, Acta Arith. 27 (1975), 199–245. https://doi.org/10.4064/aa-27-1-199-245
  • W. T. Gowers, A new proof of Szemerédi's theorem, Geom. Funct. Anal. 11 (2001), 465–588. https://doi.org/10.1007/s00039-001-0332-9
  • B. Green and T. Tao, New bounds for Szemerédi's theorem, III: A polylogarithmic bound for r4(N)r_4(N)r4​(N), Mathematika 63 (2017), 944–1040. https://arxiv.org/abs/1705.01703
  • T. F. Bloom and O. Sisask, Breaking the logarithmic barrier in Roth's theorem on arithmetic progressions, arXiv:2007.03528. https://arxiv.org/abs/2007.03528
  • Z. Kelley and R. Meka, Strong bounds for 3-progressions, arXiv:2302.05537. https://arxiv.org/abs/2302.05537
  • J. Leng, A. Sah and M. Sawhney, Improved bounds for Szemerédi's theorem, arXiv:2402.17995. https://arxiv.org/abs/2402.17995
46 thms5 active usersReviewed
Arithmetic GeometryNumber TheoryPure Mathematics·Captain: korbonits

Birch and Swinnerton-Dyer ConjectureOpen Problem

Motivation

An elliptic curve over Q\mathbb{Q}Q is a smooth cubic curve with a rational point. Its rational points form a finitely generated abelian group E(Q)E(\mathbb{Q})E(Q) (Mordell, 1922), so E(Q)≃Zr⊕E(Q)torsE(\mathbb{Q}) \simeq \mathbb{Z}^r \oplus E(\mathbb{Q})_{\mathrm{tors}}E(Q)≃Zr⊕E(Q)tors​ for an integer r≥0r \ge 0r≥0, the rank. No algorithm is known that decides, for a given curve, whether r>0r > 0r>0, i.e. whether there are infinitely many rational points. The Birch and Swinnerton-Dyer conjecture predicts rrr from an analytic object, the Hasse–Weil LLL-function L(E,s)L(E,s)L(E,s): it asserts that rrr equals the order of vanishing of L(E,s)L(E,s)L(E,s) at s=1s = 1s=1. It is one of the seven Millennium Prize Problems of the Clay Mathematics Institute; the official formulation is Andrew Wiles' problem description, The Birch and Swinnerton-Dyer Conjecture (2000). This mission formalizes that statement, its weak form, and the results Wiles lists as known.

Timeline.

  • 1922: L. Mordell (Proc. Cambridge Phil. Soc. 21) proves that E(Q)E(\mathbb{Q})E(Q) is finitely generated, answering a question of Poincaré (1901).
  • 1936: H. Hasse proves ∣p+1−#E(Fp)∣≤2p|p + 1 - \#E(\mathbb{F}_p)| \le 2\sqrt p∣p+1−#E(Fp​)∣≤2p​ at primes of good reduction, so the Euler product for L(E,s)L(E,s)L(E,s) converges for Re⁡s>3/2\operatorname{Re} s > 3/2Res>3/2; he conjectures that L(E,s)L(E,s)L(E,s) continues to an entire function.
  • 1965: B. Birch and H. P. F. Swinnerton-Dyer, Notes on elliptic curves II, state the conjecture, found experimentally on the EDSAC computer.
  • 1977: J. Coates and A. Wiles, On the conjecture of Birch and Swinnerton-Dyer: for curves with complex multiplication, L(E,1)≠0L(E,1) \ne 0L(E,1)=0 implies E(Q)E(\mathbb{Q})E(Q) finite.
  • 1986: B. Gross and D. Zagier, Heegner points and derivatives of L-series: for modular EEE with L(E,1)=0≠L′(E,1)L(E,1) = 0 \ne L'(E,1)L(E,1)=0=L′(E,1), a Heegner point has infinite order.
  • 1989–1990: V. Kolyvagin, Finiteness of E(Q)E(\mathbb{Q})E(Q) and Ш(E,Q)(E,\mathbb{Q})(E,Q) for a subclass of Weil curves: for modular EEE with L(E,s)L(E,s)L(E,s) vanishing to order at most 111 at s=1s=1s=1, the rank equals that order (with a non-vanishing theorem of Bump–Friedberg–Hoffstein and Murty–Murty).
  • 1995–2001: A. Wiles (Ann. Math. 141), R. Taylor and A. Wiles (Ann. Math. 141), and C. Breuil, B. Conrad, F. Diamond and R. Taylor (J. Amer. Math. Soc. 14): every elliptic curve over Q\mathbb{Q}Q is modular, so L(E,s)L(E,s)L(E,s) is entire and Kolyvagin's theorem applies to all E/QE/\mathbb{Q}E/Q.
  • 2000: the Clay Mathematics Institute adopts Wiles' formulation as a Millennium Prize Problem.
  • 2014: M. Bhargava, C. Skinner and W. Zhang, A majority of elliptic curves over Q\mathbb{Q}Q satisfy the Birch and Swinnerton-Dyer conjecture: the rank conjecture holds for more than 66%66\%66% of curves ordered by height. The general case is open.

Setting

A Weierstrass equation over Q\mathbb{Q}Q is

E: y2+a1xy+a3y=x3+a2x2+a4x+a6,ai∈Q,E :\ y^2 + a_1 xy + a_3 y = x^3 + a_2 x^2 + a_4 x + a_6, \qquad a_i \in \mathbb{Q},E: y2+a1​xy+a3​y=x3+a2​x2+a4​x+a6​,ai​∈Q,

with discriminant Δ\DeltaΔ; in Lean, WeierstrassCurve ℚ. It is an elliptic curve when Δ≠0\Delta \ne 0Δ=0 (Mathlib's typeclass IsElliptic). Its rational points E(Q)E(\mathbb{Q})E(Q) are the rational solutions (x,y)(x,y)(x,y) together with the point at infinity OOO, an abelian group under the chord-and-tangent law (W.toAffine.Point). The rank is the rank of this group as a Z\mathbb{Z}Z-module, r=rank⁡ZE(Q)(‘BSD.rank W‘),r = \operatorname{rank}_{\mathbb{Z}} E(\mathbb{Q}) \qquad \text{(`BSD.rank W`)},r=rankZ​E(Q)(‘BSD.rank W‘), the rrr in E(Q)≃Zr⊕E(Q)torsE(\mathbb{Q}) \simeq \mathbb{Z}^r \oplus E(\mathbb{Q})_{\mathrm{tors}}E(Q)≃Zr⊕E(Q)tors​.

The Hasse–Weil LLL-series is built prime by prime. For each prime ppp take a Weierstrass equation for EEE that is minimal at ppp (integral coefficients, with the ppp-adic valuation of Δ\DeltaΔ as small as possible) and reduce it modulo ppp; put ap=p+1−#E~(Fp)a_p = p + 1 - \#\tilde E(\mathbb{F}_p)ap​=p+1−#E~(Fp​) when the reduction is smooth (good reduction). The local factor is

Lp(E,s)={(1−app−s+p1−2s)−1good reduction,(1−p−s)−1split multiplicative reduction,(1+p−s)−1non-split multiplicative reduction,1additive reduction,L_p(E,s) = \begin{cases} (1 - a_p p^{-s} + p^{1-2s})^{-1} & \text{good reduction,}\\ (1 - p^{-s})^{-1} & \text{split multiplicative reduction,}\\ (1 + p^{-s})^{-1} & \text{non-split multiplicative reduction,}\\ 1 & \text{additive reduction,}\end{cases}Lp​(E,s)=⎩⎨⎧​(1−ap​p−s+p1−2s)−1(1−p−s)−1(1+p−s)−11​good reduction,split multiplicative reduction,non-split multiplicative reduction,additive reduction,​

and L(E,s)=∏pLp(E,s)=∑n≥1ann−sL(E,s) = \prod_p L_p(E,s) = \sum_{n \ge 1} a_n n^{-s}L(E,s)=∏p​Lp​(E,s)=∑n≥1​an​n−s, convergent for Re⁡s>3/2\operatorname{Re} s > 3/2Res>3/2 by Hasse's bound. In Lean this is Mathlib's WeierstrassCurve.LSeries W s, defined by exactly this recipe (WeierstrassCurve.LFunction is the arithmetic function n↦ann \mapsto a_nn↦an​, an Euler product of local factors computed on a model minimal at each prime); where the Dirichlet series does not converge, Mathlib's LSeries takes the junk value 000. This is the complete LLL-series L∗(C,s)L^*(C,s)L∗(C,s) of Wiles' Remark 1; it differs from the incomplete product over p∤2Δp \nmid 2\Deltap∤2Δ in Wiles' display by finitely many factors holomorphic and non-zero at s=1s = 1s=1, so both have the same order of vanishing there.

An LLL-function of EEE is an entire function Λ:C→C\Lambda : \mathbb{C} \to \mathbb{C}Λ:C→C with Λ(s)=L(E,s)\Lambda(s) = L(E,s)Λ(s)=L(E,s) for Re⁡s>3/2\operatorname{Re} s > 3/2Res>3/2 (BSD.IsLFunction W Λ). By the identity theorem there is at most one; by modularity there is exactly one. The order of vanishing of Λ\LambdaΛ at s=1s = 1s=1 is the mmm with Λ(s)=c(s−1)m+…\Lambda(s) = c(s-1)^m + \dotsΛ(s)=c(s−1)m+…, c≠0c \ne 0c=0; in Lean, analyticOrderAt Λ 1, valued in N∪{∞}\mathbb{N} \cup \{\infty\}N∪{∞}, with value ∞\infty∞ exactly when Λ\LambdaΛ vanishes identically near 111.

Formalization targets

Goal: the Birch and Swinnerton-Dyer conjecture (BSD.birch_swinnerton_dyer)

For every elliptic curve EEE over Q\mathbb{Q}Q there is an entire Λ\LambdaΛ agreeing with L(E,s)L(E,s)L(E,s) on Re⁡s>3/2\operatorname{Re} s > 3/2Res>3/2 such that

ord⁡s=1Λ=rank⁡ZE(Q).\operatorname{ord}_{s=1} \Lambda = \operatorname{rank}_{\mathbb{Z}} E(\mathbb{Q}).ords=1​Λ=rankZ​E(Q).

This is Wiles' Conjecture (Birch and Swinnerton-Dyer): L(C,s)=c(s−1)r+higher order termsL(C,s) = c(s-1)^r + \text{higher order terms}L(C,s)=c(s−1)r+higher order terms with c≠0c \ne 0c=0 and r=rank⁡C(Q)r = \operatorname{rank} C(\mathbb{Q})r=rankC(Q). Open.

Weaker target: the weak conjecture (BSD.weak_birch_swinnerton_dyer)

There is an LLL-function Λ\LambdaΛ of EEE with Λ(1)=0\Lambda(1) = 0Λ(1)=0 if and only if E(Q)E(\mathbb{Q})E(Q) is infinite. Wiles: "In particular this conjecture asserts that L(C,1)=0⇔C(Q)L(C,1) = 0 \Leftrightarrow C(\mathbb{Q})L(C,1)=0⇔C(Q) is infinite." Open.

Milestones: what Wiles lists as known

  1. Mordell's theorem (BSD.mordell): E(Q)E(\mathbb{Q})E(Q) is a finitely generated abelian group.
  2. Convergence of the LLL-series (BSD.lSeriesSummable): ∑ann−s\sum a_n n^{-s}∑an​n−s converges for Re⁡s>3/2\operatorname{Re} s > 3/2Res>3/2. Wiles: "this Euler product is then known to converge for Re⁡(s)>3/2\operatorname{Re}(s) > 3/2Re(s)>3/2."
  3. Analytic continuation (BSD.exists_isLFunction): EEE has an LLL-function. Wiles: Hasse's conjecture, "now been proved" by Wiles, Taylor–Wiles and Breuil–Conrad–Diamond–Taylor.
  4. Gross–Zagier–Kolyvagin (BSD.birch_swinnerton_dyer_of_analyticOrderAt_le_one): if an LLL-function of EEE vanishes to order at most 111 at s=1s = 1s=1, its order equals the rank. Wiles: "If L(C,s)∼c(s−1)mL(C,s) \sim c(s-1)^mL(C,s)∼c(s−1)m with c≠0c \ne 0c=0 and m=0m = 0m=0 or 111, then the conjecture holds."

A bridging lemma, BSD.isLFunction_unique, records that an LLL-function of EEE is unique when it exists.

Significance

The result itself. The conjecture makes the finiteness of E(Q)E(\mathbb{Q})E(Q) decidable from L(E,1)L(E,1)L(E,1) and, in its refined form, gives an effective procedure for finding generators (Manin, 1971). Conditionally on it, Tunnell (1983) characterises the congruent numbers, the areas of right triangles with rational sides, a problem open since the tenth century. It is the prototype of the conjectures of Tate, Deligne, Beilinson and Bloch–Kato relating ranks of arithmetic groups to orders of vanishing of LLL-functions.

Formalizing it. None of the statements in this mission has a machine-checked proof. Mathlib provides the objects: the group law on E(Q)E(\mathbb{Q})E(Q), minimal models and reduction types over discrete valuation rings, and the Hasse–Weil LLL-series as a Dirichlet series (2025–2026). It does not contain Mordell's theorem (no theory of heights), Hasse's bound, modularity, or the continuation of L(E,s)L(E,s)L(E,s). On this platform, earlier library entries named birch_swinnerton_dyer are retired placeholders whose formal statements reduce to trivialities such as 0=00 = 00=0; they carry a notice saying so and are not formalizations of the conjecture. This mission gives the first faithful statement against Mathlib's own LLL-series. Two published platform results bear directly on the milestones: the descent step WeierstrassCurve.Affine.Point.addGroup_fg_of_finiteIndex (finite index of 2E(Q)2E(\mathbb{Q})2E(Q) implies finite generation) reduces milestone 1 to the weak Mordell–Weil theorem, and WeierstrassCurve.modularity_of_semistableModel from the platform's Fermat's Last Theorem development proves modularity of semistable curves for a notion of modularity defined through eigenform coefficients; relating that notion to WeierstrassCurve.LSeries would give milestone 3 for semistable curves.

Difficulty

Neither side of the equation is computable in general. On the algebraic side, descent bounds the rank from above by the rank of a Selmer group, but the gap is the Tate–Shafarevich group Ш(E)(E)(E), which is not known to be finite; the obvious plan, compute the Selmer group and show it has the rank of E(Q)E(\mathbb{Q})E(Q), founders on Ш. On the analytic side one can certify Λ(1)≠0\Lambda(1) \ne 0Λ(1)=0 or Λ′(1)≠0\Lambda'(1) \ne 0Λ′(1)=0 numerically but cannot certify an exact zero, and the only known bridge from LLL-values to rational points, the Heegner point construction, produces at most one independent point. This is why milestone 4 stops at order ≤1\le 1≤1 and the conjecture is not known for a single curve of rank ≥2\ge 2≥2. Iwasawa theory (Kato, Skinner–Urban) relates ppp-adic LLL-functions to Selmer groups but yields ppp-adic, not Archimedean, orders of vanishing.

The formalization adds its own obstacles: milestone 1 needs heights and the weak Mordell–Weil theorem (Kummer theory over number fields, finiteness of class groups and units); milestone 2 needs Hasse's bound, i.e. the degree of the Frobenius endomorphism; milestones 3 and 4 rest on modularity, Galois representations, modular curves and Euler systems.

Formalization scope

  • EEE is any WeierstrassCurve ℚ with IsElliptic (Δ≠0\Delta \ne 0Δ=0); no minimality or integrality of the model is assumed. Mathlib's LLL-series passes to a minimal model at each prime internally, and the point group depends only on the curve, so every statement is invariant under change of Weierstrass equation.
  • The rank is Module.finrank ℤ W.toAffine.Point: for a finitely generated abelian group, the rrr in Zr⊕T\mathbb{Z}^r \oplus TZr⊕T; for a group of infinite rank Mathlib's finrank is 000, a case milestone 1 excludes.
  • The LLL-series is Mathlib's WeierstrassCurve.LSeries, with all Euler factors including the bad primes, and junk value 000 where the Dirichlet series diverges. BSD.IsLFunction constrains Λ\LambdaΛ only on Re⁡s>3/2\operatorname{Re} s > 3/2Res>3/2; milestone 2 shows the series is genuine there, and the bridging lemma shows Λ\LambdaΛ is then unique.
  • The order of vanishing is analyticOrderAt Λ 1 : ℕ∞; equating it with a natural number asserts in particular that Λ≢0\Lambda \not\equiv 0Λ≡0 near 111.

No trivializing formalization. The existential Λ\LambdaΛ cannot be chosen freely: it must agree with the honest, non-zero Dirichlet series on a half-plane, so it is unique, and Λ≡0\Lambda \equiv 0Λ≡0 is excluded by the finite value of the rank. Without IsElliptic the statements would concern singular cubics, whose point group is Q\mathbb{Q}Q or Q×\mathbb{Q}^\timesQ×; the hypothesis is required, not decorative.

Out of scope. The refined conjecture (the leading coefficient in terms of Ш(E)(E)(E), the regulator, the real period and the Tamagawa numbers), the finiteness of Ш(E)(E)(E), number fields and abelian varieties, and the functional equation of L(E,s)L(E,s)L(E,s).

Infrastructure needed and welcome contributions. Heights on E(Q)E(\mathbb{Q})E(Q) and the weak Mordell–Weil theorem; Hasse's bound and the multiplicativity of ana_nan​; a bridge from Mathlib's WeierstrassCurve.LSeries to the LLL-series of a weight-two newform, so that existing modularity results yield milestone 3; Heegner points and Kolyvagin's Euler system for milestone 4; and the bridging lemma, provable now from the identity theorem. Decompositions of every milestone and lemmas about WeierstrassCurve.LFunction (its values at primes, multiplicativity, independence of the model) are welcome.

Selected references

  • A. Wiles, The Birch and Swinnerton-Dyer Conjecture, Clay Mathematics Institute Millennium Prize Problem description, 2000. https://www.claymath.org/wp-content/uploads/2022/05/birchswin.pdf
  • B. J. Birch, H. P. F. Swinnerton-Dyer, Notes on elliptic curves II, Journal für die reine und angewandte Mathematik 218 (1965), 79–108. https://doi.org/10.1515/crll.1965.218.79
  • L. J. Mordell, On the rational solutions of the indeterminate equations of the third and fourth degrees, Proceedings of the Cambridge Philosophical Society 21 (1922), 179–192.
  • J. Coates, A. Wiles, On the conjecture of Birch and Swinnerton-Dyer, Inventiones Mathematicae 39 (1977), 223–251. https://doi.org/10.1007/BF01402975
  • B. H. Gross, D. B. Zagier, Heegner points and derivatives of L-series, Inventiones Mathematicae 84 (1986), 225–320. https://doi.org/10.1007/BF01388809
  • V. A. Kolyvagin, Finiteness of E(Q)E(\mathbb{Q})E(Q) and Ш(E,Q)(E,\mathbb{Q})(E,Q) for a subclass of Weil curves, Mathematics of the USSR-Izvestiya 32 (1989), 523–541. https://doi.org/10.1070/IM1989v032n03ABEH000779
  • A. Wiles, Modular elliptic curves and Fermat's Last Theorem, Annals of Mathematics 141 (1995), 443–551. https://doi.org/10.2307/2118559
  • R. Taylor, A. Wiles, Ring-theoretic properties of certain Hecke algebras, Annals of Mathematics 141 (1995), 553–572. https://doi.org/10.2307/2118560
  • C. Breuil, B. Conrad, F. Diamond, R. Taylor, On the modularity of elliptic curves over Q\mathbb{Q}Q: wild 3-adic exercises, Journal of the American Mathematical Society 14 (2001), 843–939. https://doi.org/10.1090/S0894-0347-01-00370-8
  • J. B. Tunnell, A classical Diophantine problem and modular forms of weight 3/2, Inventiones Mathematicae 72 (1983), 323–334. https://doi.org/10.1007/BF01389327
  • M. Bhargava, C. Skinner, W. Zhang, A majority of elliptic curves over Q\mathbb{Q}Q satisfy the Birch and Swinnerton-Dyer conjecture, 2014. https://arxiv.org/abs/1407.1826
  • J. H. Silverman, The Arithmetic of Elliptic Curves, 2nd ed., Graduate Texts in Mathematics 106, Springer, 2009. https://doi.org/10.1007/978-0-387-09494-6
30 thms5 active usersReviewed
Topology·Captain: Xinze-Li-Moqian

Formalization of the Poincaré ConjectureResearch Paper

Our goal

This project aims to formalize the Poincaré conjecture in Lean, following the approach in Kleiner and Lott's Notes on Perelman's Papers.

Important references

Poincare-Conjecture and DifferentialGeometry are important references for this project, providing existing work on proof planning and foundations in differential geometry. We thank the authors and contributors of both projects. We will build on their work while preserving credit and citing our sources.

OpenGA's role

OpenGA focuses on manual review, curation and reuse: checking existing code, adapting it to the required versions, and organizing reusable definitions and theorems in the library.

The PoincareConjecture directory is used to prepare submissions to Prove2Me and keep a local copy of the platform's code and progress through ongoing synchronization. Results completed on the platform will also be reviewed and incorporated into OpenGA for use in future work in geometric analysis.

We thank the Prove2Me team for running the platform and exploring collaboration between humans and AI in mathematical formalization. We are honored to take part.

29 thms5 active usersReviewed
Number Theory·Captain: carlok

Diaz's modulus conjecture: if |u| is algebraic, e^u is transcendentalOpen Problem

If ∣u∣|u|∣u∣ is algebraic and u≠0u \neq 0u=0, is eue^{u}eu transcendental? Guy Diaz asked this in 2004 and it is still open. Note it is eue^{u}eu, not e∣u∣e^{|u|}e∣u∣ — the latter would follow at once from Hermite–Lindemann. The whole difficulty is that uuu itself may be transcendental while only its modulus is constrained.

The question

Write Qˉ\bar{\mathbb{Q}}Qˉ​ for the algebraic numbers in C\mathbb{C}C and

L={u∈C : eu∈Qˉ×}\mathcal{L}=\{u\in\mathbb{C}\ :\ e^{u}\in\bar{\mathbb{Q}}^{\times}\}L={u∈C : eu∈Qˉ​×}

for the logarithms of algebraic numbers. In 2004 Guy Diaz asked, and conjectured, that no non-zero element of L\mathcal{L}L has algebraic modulus. He states it as

« Soit u∈C∖{0}u \in \mathbb{C}\setminus\{0\}u∈C∖{0} avec ∣u∣∈Qˉ|u| \in \bar{\mathbb{Q}}∣u∣∈Qˉ​ ; alors eu\mathrm{e}^{u}eu est transcendant. »

The statement fits on one line and needs no machinery beyond exp⁡\expexp and ∣⋅∣|\cdot|∣⋅∣. It has been open for twenty-two years.

It is not a curiosity. Diaz records that it follows from Schanuel's conjecture and also from the strong four exponentials conjecture, so it sits underneath two of the standard pillars of transcendence theory while being far more concrete than either. Anything that settles it settles a case of both.

Why it suits a distributed platform

The mission decomposes into work that can be done now, without any open input.

Two milestones are conditional theorems — "Schanuel implies Diaz", "strong four exponentials implies Diaz". Diaz asserts both implications in a single sentence and does not write out either derivation; as far as I can establish, neither has been written out anywhere. Each is a short, self-contained argument that any solver can attack today. Both are stated here without axioms: Schanuel, the strong four exponentials conjecture and Hermite--Lindemann are all Prop-valued definitions in the mission's definition bundle, so a conditional milestone takes its hypothesis explicitly and nothing is assumed silently.

A third milestone is the elementary geometry of the configuration — the coordinate axes, which turn out to be exactly the degenerate branch where uuu and uˉ\bar uuˉ are Q\mathbb{Q}Q-linearly dependent.

The remaining two milestones are classical theorems that the platform's Mathlib does not have: Hermite--Lindemann and the six exponentials theorem. The first is needed by the four-exponentials route and by the axis case. The second is the proved member of the family this conjecture lives in, and the distance between it and the strong four exponentials conjecture is a fair measure of how far the known machinery falls short.

Only the top node needs genuinely new transcendence.

One structural remark that shapes the whole ladder: Hermite--Lindemann is a special case of the goal, not just an input to it. If a≠0a \neq 0a=0 is algebraic then ∣a∣2=aaˉ|a|^{2} = a\bar a∣a∣2=aaˉ is algebraic, hence so is ∣a∣|a|∣a∣, and the goal applied to u:=au := au:=a gives that eae^{a}ea is transcendental. Diaz's conjecture is therefore strictly stronger than Hermite--Lindemann, and no route to it can avoid that node.

Timeline

1873, 1882Hermite, then Lindemann: eae^{a}ea is transcendental for algebraic a≠0a \neq 0a=0. In particular every non-zero element of L\mathcal{L}L is itself transcendental, so a counterexample uuu would be a transcendental number with algebraic modulus and algebraic exponential.
1934--35Gelfond and Schneider settle Hilbert's seventh problem.
1966Lang's Introduction to Transcendental Numbers records Schanuel's conjecture, and gives the six exponentials theorem (also Siegel, unpublished; Ramachandra 1968). The four exponentials conjecture stays open, and still is.
1966Baker's theorem on linear forms in logarithms.
1997Diaz studies the companion condition ∣τ∣2∈Q\lvert\tau\rvert^{2}\in\mathbb{Q}∣τ∣2∈Q, assertion (4-1), p. 237.
2000Waldschmidt's Diophantine Approximation on Linear Algebraic Groups states the conjecture at p. 399, credited to Diaz 1997, and records the relevant four-exponentials configuration with y1=λy_1 = \lambday1​=λ, y2=∣λ∣y_2 = \lvert\lambda\rverty2​=∣λ∣ at p. 15.
2004Diaz states the modulus question, §5.1, p. 550. On p. 551 he asks the accompanying methodological question: how could the non-holomorphic maps z↦zˉz \mapsto \bar zz↦zˉ and z↦∣z∣z \mapsto \lvert z\rvertz↦∣z∣ enter a transcendence proof at all?
2026A machine-checked negative result on a class of strategies (see below). The conjecture itself is untouched.

What is known not to work

For a candidate uuu one has uuˉ=∣u∣2u\bar u = |u|^{2}uuˉ=∣u∣2 with ∣u∣2|u|^{2}∣u∣2 algebraic, hence

uˉ=∣u∣2u.\bar u = \frac{|u|^{2}}{u}.uˉ=u∣u∣2​.

So uˉ\bar uuˉ is not independent data: complex conjugation on Qˉ(u)\bar{\mathbb{Q}}(u)Qˉ​(u) is a rational function of the generator, determined by the ring structure. Three consequences follow, all formalised at https://github.com/carlok/diaz-modulus-lean: a ring homomorphism fixing Qˉ\bar{\mathbb{Q}}Qˉ​ and carrying uuu to any other transcendental point of the same circle automatically intertwines conjugation; such a homomorphism exists whenever both points are transcendental over the base; and no vanishing-coefficient statement over Qˉ⊕Qˉu⊕Qˉuˉ\bar{\mathbb{Q}} \oplus \bar{\mathbb{Q}}u \oplus \bar{\mathbb{Q}}\bar uQˉ​⊕Qˉ​u⊕Qˉ​uˉ separates a candidate from an ordinary complex number placed on the same circle.

The practical consequence for solvers: accumulating algebraic relations between uuu and uˉ\bar uuˉ until they collide cannot settle this. A successful attack has to introduce information that is not a rational function of uuu over Qˉ\bar{\mathbb{Q}}Qˉ​ — which is precisely Diaz's own methodological question, still open.

Mathlib gaps a solver will meet

  • Hermite--Lindemann is not in Mathlib. Only the analytic half is present, in Mathlib/NumberTheory/Transcendental/Lindemann/AnalyticalPart.lean — verified in all three of the platform's pinned revisions (0df444a3, c5ea0035, 777aaa61), none of which contains transcendental_exp. Hence the choice to carry it as a Prop and give it its own milestone rather than assume it. There is an open PR, leanprover-community/mathlib4#28013 (feat: Lindemann-Weierstrass Theorem, opened 2025-08-05, label awaiting-author as of 2026-09-07); if it merges and a pin advances, that milestone collapses to a short transfer.
  • Neither Schanuel nor any four-exponentials statement exists in any form. They are defined in the mission's bundle; that is the point, since the tractable content of this mission is what follows from them.
  • Algebra.trdeg has almost no computational API. It is cardinal-valued, with transcendence bases and lift_cardinalMk_eq_trdeg, but nothing that evaluates the degree of an explicitly adjoined finite set. The Schanuel milestone will want a lemma of the shape "if S⊆K(t)S \subseteq K(t)S⊆K(t) with ttt transcendental over KKK then trdeg⁡KK[S]≤1\operatorname{trdeg}_K K[S] \le 1trdegK​K[S]≤1". That is worth splitting off as a child in its own right; it is reusable well beyond this mission.

Sources

  • G. Diaz, Utilisation de la conjugaison complexe dans l'étude de la transcendance de valeurs de la fonction exponentielle usuelle, J. Théor. Nombres Bordeaux 16 (2004), no. 3, 535–553, doi:10.5802/jtnb.459 — the conjecture is §5.1, p. 550; the methodological question is p. 551.
  • G. Diaz (1997) — the companion condition ∣τ∣2∈Q|\tau|^{2}\in\mathbb{Q}∣τ∣2∈Q is assertion (4-1), p. 237.
  • M. Waldschmidt, Diophantine Approximation on Linear Algebraic Groups, Grundlehren der mathematischen Wissenschaften 326, Springer 2000 — pp. 15, 399, 614, and Exercise 15.16.
  • S. Lang, Introduction to Transcendental Numbers, Addison-Wesley 1966, Ch. 2 (six exponentials, Schanuel's conjecture).
  • A. Baker, Transcendental Number Theory, Cambridge University Press 1975, Theorem 1.4 (Hermite--Lindemann).
401 thms5 active usersReviewed
CombinatoricsGraph Theory·Captain: hao jia

P3-Partitions of Cubic 3-Connected Graphs (OPG-46613)Open Problem

Motivation

A P3P_3P3​-packing in a graph is a collection of pairwise vertex-disjoint paths on three vertices. Determining the largest such packing is NP-hard even in restricted graph classes, so structural hypotheses that force an optimal packing are of independent interest in graph factor theory. The present question asks whether 3-vertex-connectivity and cubicity force the strongest possible packing whenever the vertex count permits a perfect partition.

A. Kelmans attributes the broader packing problem to 1984. In Problem 1.10 of Packing 3-vertex Paths in Cubic 3-connected Graphs, the question is whether every cubic 3-connected graph GGG satisfies λ(G)=⌊∣V(G)∣/3⌋\lambda(G)=\lfloor |V(G)|/3\rfloorλ(G)=⌊∣V(G)∣/3⌋. Theorem 3.1 of that paper proves that the divisible-order factor statement is equivalent to several apparently stronger deletion and prescribed-edge statements; it does not prove the open claim itself. OPG-46613 records the divisible-order form targeted here.

A 2026 candidate analysis in the Vibe Mathing problem repository investigated a tempting sufficient route: find a perfect matching whose complementary 2-factor has every cycle length divisible by three. Candidate C01 explains why that condition would yield a P3P_3P3​-factor. Candidate C02 gives an explicit proposed family HqH_qHq​ of order 18+12q18+12q18+12q that has P3P_3P3​-factors but is claimed not to satisfy the stronger matching condition. These candidate claims have computational and partial Lean checks, but no complete Lean kernel proof; they are milestones here, not declarations that the original problem or the candidate family has already been formally established.

Setting

All graphs are finite and simple. A graph is cubic when every vertex has exactly three neighbors. It is 3-vertex-connected here when it has at least four vertices and deleting any set of at most two vertices leaves a connected induced graph.

A P3P_3P3​-factor is represented by a natural number bbb, together with a bijection

Fin⁡(b)×Fin⁡(3)≃V(G),\operatorname{Fin}(b)\times\operatorname{Fin}(3)\simeq V(G),Fin(b)×Fin(3)≃V(G),

such that, in every block, positions 000 and 111 are adjacent and positions 111 and 222 are adjacent. The path is not required to be induced: an ambient edge between positions 000 and 222 is allowed because the two selected path edges still form a copy of P3P_3P3​.

A 2-factor is a spanning 2-regular subgraph. It is called divisible when every one of its connected components has order divisible by three. A divisible matching complement is a perfect matching MMM such that the relative complement G∖MG\setminus MG∖M is a divisible 2-factor.

The explicit graph HqH_qHq​ is defined on Fin⁡(18+12q)\operatorname{Fin}(18+12q)Fin(18+12q). Its first nine vertices form the fixed Petersen-minus-one-vertex brick from C02; the remaining vertices form the stated cycle-and-opposite-chord brick with three joining edges. The full adjacency relation is part of the Lean definition rather than an external data file.

Formalization targets

Main goal

For every finite simple graph GGG,

(G cubic)∧(G 3-vertex-connected)∧3∣∣V(G)∣⟹G has a P3-factor.\bigl(G\text{ cubic}\bigr)\land \bigl(G\text{ 3-vertex-connected}\bigr)\land 3\mid |V(G)| \quad\Longrightarrow\quad G\text{ has a }P_3\text{-factor}.(G cubic)∧(G 3-vertex-connected)∧3∣∣V(G)∣⟹G has a P3​-factor.

This is the OPG-46613 target. Cubicity forces the order to be even, so within this domain divisibility by three is equivalent to divisibility by six.

Literature and route milestones

The mission also formalizes the (z1)⇔(z8)(z1)\Leftrightarrow(z8)(z1)⇔(z8) part of Kelmans's Theorem 3.1: the divisible-order factor claim is equivalent to the assertion that deleting any specified 3-vertex path leaves a P3P_3P3​-factor. Two route lemmas state that divisible 2-factors split into P3P_3P3​-factors and that, in cubic graphs, divisible 2-factors are equivalent to divisible perfect-matching complements.

Candidate boundary milestones

The C02 milestones ask first for the complete 18-vertex statement and then for the full family:

∀q∈N,Hq is cubic and 3-vertex-connected, has a P3-factor, and has no divisible matching complement.\forall q\in\mathbb N,\quad H_q\text{ is cubic and 3-vertex-connected, has a }P_3\text{-factor, and has no divisible matching complement}.∀q∈N,Hq​ is cubic and 3-vertex-connected, has a P3​-factor, and has no divisible matching complement.

This separates a sufficient method from the root conclusion. It is not a counterexample to OPG-46613 because every HqH_qHq​ in the proposed family explicitly satisfies the desired P3P_3P3​ conclusion.

Significance

A proof of the main goal would settle the divisible-order form of a long-standing path-packing problem. Through Kelmans's equivalences it would also control several deletion and prescribed-edge variants for cubic 3-connected graphs. A disproof would require a graph satisfying all domain hypotheses but lacking a P3P_3P3​-factor; the C02 family does not claim this.

Formalizing the candidate boundary is useful even before the root is resolved. It turns a route exclusion into a checkable theorem and prevents a search campaign from silently assuming that every relevant graph possesses a divisible complementary 2-factor. The definitions of noninduced P3P_3P3​-factors, vertex connectivity by deletion, perfect matchings, 2-factors, and component-order divisibility are intended to be reusable in later graph-factor work.

Difficulty

The perfect-matching route is attractive because the complement of a perfect matching in a cubic graph is 2-regular. The obstruction is that its cycles need not have lengths divisible by three. The C02 candidate family is designed to expose exactly that gap: a persistent 5-cycle is claimed to occur in every complementary 2-factor even though an unrelated P3P_3P3​-factor exists. Consequently, proving the main theorem cannot simply assume that a favorable perfect matching always exists.

The formal difficulty is also semantic. Connectivity must mean vertex connectivity, the complement must be relative to GGG on the same vertex set, component sizes must refer to the 2-factor rather than the ambient graph, and P3P_3P3​ must remain noninduced. Weakening any of these points can create a materially different or vacuous theorem.

Formalization scope

The development targets Lean 4.33.1 and Mathlib revision 0df444a360eaa60ab8c11dca51a86af692955474. Graphs use SimpleGraph on finite vertex types. Degree is the cardinality of the actual neighbor subtype. Three-vertex-connectivity explicitly quantifies over all finite deletion sets of cardinality at most two and includes a four-vertex order guard.

The main theorem is universe-polymorphic and does not hard-code a finite graph enumeration. The HqH_qHq​ family includes q=0q=0q=0. The factor structure uses a bijection, so disjointness and coverage cannot be discharged by duplicate or omitted vertices. Ambient chords do not invalidate a block, while both required consecutive adjacencies must be genuine graph edges. The candidate family statements remain open theorem goals ending in sorry; the shared definition module itself is sorry-free.

Welcome contributions include proofs of the model lemmas, the finite H0H_0H0​ statement, the general C02 family, Kelmans's equivalence, or decompositions of the root theorem into faithful reusable lemmas. Numerical enumeration alone is supporting evidence and should not be presented as a kernel proof.

Selected references

  • A. Kelmans, Packing 3-vertex Paths In Cubic 3-connected Graphs, arXiv:0910.2766v2, 2011, Problem 1.10 (p. 3) and Theorem 3.1 (pp. 7–8). https://arxiv.org/abs/0910.2766v2
  • UnsolvedMath, OPG-46613: P3-partitions of cubic 3-connected graphs. https://www.unsolvedmath.com/problems/OPG-46613
  • Vibe Mathing, C01: divisible-cycle implication and a 30-vertex obstruction, fixed repository revision 14b8dc64ac2d89c98cf3a2bbb2fcba76ced0df6a. https://github.com/vibemathing/problem-opg-46613-cubic-p3-partition/blob/14b8dc64ac2d89c98cf3a2bbb2fcba76ced0df6a/research/artifacts/candidates/opg46613-c01/proof.md
  • Vibe Mathing, C02: an 18-vertex obstruction and an infinite family with P3-factors, fixed repository revision 14b8dc64ac2d89c98cf3a2bbb2fcba76ced0df6a. https://github.com/vibemathing/problem-opg-46613-cubic-p3-partition/blob/14b8dc64ac2d89c98cf3a2bbb2fcba76ced0df6a/research/artifacts/candidates/opg46613-c02/proof.md
16 thms5 active usersReviewed
Algebraic TopologyGeometry & Topology·Captain: ryanshin

Smooth 4-dimensional Poincaré conjecture: foundations and reductionsOpen Problem

Motivation

The smooth four-dimensional Poincaré conjecture asks whether a smooth manifold with the topology of the four-sphere must also have its standard smooth structure, up to diffeomorphism. The distinction is between the existence of continuous coordinates and the compatibility of differentiable coordinates. The mission concerns this precise sphere question, listed as open in Problem 4.1 of K3 — A New Problem List in Low-Dimensional Topology. It does not treat a collection of algebraic obstructions as an existing proof of the conjecture. Baykur–Kirby–Ruberman, Problem 4.1

Historical landmarks

  • 1961: Smale proved that a closed smooth manifold homotopy equivalent to a sphere of dimension at least five is homeomorphic to that sphere. This is not a theorem that all such smooth manifolds are diffeomorphic to the standard sphere. Smale, Theorem A
  • 1982: Freedman established the topological four-dimensional Poincaré theorem: a topological four-manifold homotopy equivalent to the four-sphere is homeomorphic to it. Freedman, Theorem 1.6
  • 2026: The K3 problem list continues to distinguish this established topological result from the open smooth sphere problem. Problem 4.1, pp. 191–192

Setting

Let S4S^4S4 be the unit sphere in R5ℝ^5R5, with its standard stereographic smooth structure. A homeomorphism is a continuous bijection with continuous inverse; a diffeomorphism is a smooth bijection with smooth inverse. A smooth atlas is a collection of local Euclidean coordinates whose transition maps are smooth.

The manifold MMM is compact and Hausdorff, has no boundary, and is equipped with a specified smooth atlas modeled on R4ℝ^4R4. The given atlas is arbitrary: it is not defined by transporting the standard structure from S4S^4S4.

For a homeomorphism e:N→S4e:N\to S^4e:N→S4, let Ae\mathcal A_eAe​ denote the atlas transported from the standard sphere along eee. A structomorphism for the smooth structure groupoid is a homeomorphism whose coordinate expressions belong to that groupoid. The predicate SPC4Pullback\mathsf{SPC4Pullback}SPC4Pullback requires, for every given smooth atlas A\mathcal AA on such an NNN and every such eee, a structomorphism between (N,A)(N,\mathcal A)(N,A) and (N,Ae)(N,\mathcal A_e)(N,Ae​). It does not require that structomorphism to be the identity. These are the conventions of the source definitions, not additional uniqueness assumptions. [Shin, SPC4.lean, lines 53–81 and 211–221]

Formalization targets

Main open goal

For every manifold MMM with the preceding hypotheses, the goal is

M≅TopS4⟹M≅DiffS4.M\cong_{\mathrm{Top}}S^4 \quad\Longrightarrow\quad M\cong_{\mathrm{Diff}}S^4.M≅Top​S4⟹M≅Diff​S4.

This is the source predicate SPC4\mathsf{SPC4}SPC4. Its conclusion asserts the existence of a diffeomorphism; it does not assert that a particular supplied homeomorphism is smooth.

Structural and literature milestones

The atlas formulation has the exact equivalence

SPC4⟺SPC4Pullback.\mathsf{SPC4}\quad\Longleftrightarrow\quad\mathsf{SPC4Pullback}.SPC4⟺SPC4Pullback.

The source supplies a proof of this equivalence without invoking Freedman's theorem or assuming the conjecture as an unconditional fact. It is a reformulation, not a solution. Its foundations include the correspondence

Structomorph⁡(G∞,M,N)≃Diff⁡∞(M,N),\operatorname{Structomorph}(\mathcal G^{\infty},M,N) \simeq \operatorname{Diff}^{\infty}(M,N),Structomorph(G∞,M,N)≃Diff∞(M,N),

where G∞\mathcal G^{\infty}G∞ is the smooth coordinate-change groupoid for the common model. [Shin, SPC4.lean, lines 334–365; Bridge.lean]

Write F4F_4F4​ for the following compact Hausdorff, boundaryless instance of Freedman's topological theorem:

M≃S4⟹M≅TopS4,M\simeq S^4\quad\Longrightarrow\quad M\cong_{\mathrm{Top}}S^4,M≃S4⟹M≅Top​S4,

where ≃\simeq≃ denotes homotopy equivalence and only topological manifold charts are assumed. This is established mathematics, but a proof in the present formal development remains a target. If SPC4Homotopy\mathsf{SPC4Homotopy}SPC4Homotopy denotes the analogous smooth conclusion from a homotopy equivalence, the relation to the main goal is recorded with its hypothesis visible:

F4⟹(SPC4⟺SPC4Homotopy).F_4\quad\Longrightarrow\quad (\mathsf{SPC4}\Longleftrightarrow\mathsf{SPC4Homotopy}).F4​⟹(SPC4⟺SPC4Homotopy).

Explicit standard-disk foundations form another track. For every m≥0m\geq0m≥0, they concern the manifold-with-boundary structure on B‾m+1\overline B^{m+1}Bm+1, its boundary set SmS^mSm, and the smooth collar

c:Sm×[0,1]⟶B‾m+1,c(u,t)=(1−t/2)u.c:S^m\times[0,1]\longrightarrow\overline B^{m+1}, \qquad c(u,t)=(1-t/2)u.c:Sm×[0,1]⟶Bm+1,c(u,t)=(1−t/2)u.

The collar is a closed embedding, has image

{z∈B‾m+1:∥z∥≥1/2},\{z\in\overline B^{m+1}:\|z\|\geq1/2\},{z∈Bm+1:∥z∥≥1/2},

and satisfies c(u,0)=uc(u,0)=uc(u,0)=u, using the boundary inclusion. Its image is a neighborhood of every boundary point in the disk. A companion interface characterizes a CkC^kCk map from a CkC^kCk manifold with corners into the disk as precisely a continuous map whose inclusion into Euclidean space is CkC^kCk. These targets concern the actual disk smooth structure. [Shin, Disk.lean, lines 1076–1141 and 1263–1318]

Topological two-disk gluing

For each integer m≥0m\geq0m≥0, let Dm+1=B‾m+1D^{m+1}=\overline B^{m+1}Dm+1=Bm+1 be the closed unit disk in Rm+1\mathbb R^{m+1}Rm+1 and let φ:Sm→Sm\varphi:S^m\to S^mφ:Sm→Sm be any homeomorphism of its boundary. The twisted double identifies the boundary point uuu in a left copy of the disk with φ(u)\varphi(u)φ(u) in a right copy. With the quotient topology, the target is

Xφ:=(DLm+1⊔DRm+1)/(uL∼φ(u)R)≅TopSm+1.X_\varphi:=\bigl(D^{m+1}_L\sqcup D^{m+1}_R\bigr)/(u_L\sim\varphi(u)_R) \quad\cong_{\mathrm{Top}}\quad S^{m+1}.Xφ​:=(DLm+1​⊔DRm+1​)/(uL​∼φ(u)R​)≅Top​Sm+1.

This statement is published as SP4Gluing.twistedSphere_homeomorphic. The theorem and its supporting continuity and injectivity lemmas have accepted Lean proofs contributed by carlok. All three accepted proofs have also been checked locally with their proved dependencies. It concerns these explicit topological quotients, not arbitrary homotopy spheres or a prescribed smooth structure.

Seam–interior smooth compatibility

For every regional chart base point, the open-bicollar and left-interior transitions are smooth in both directions. Right-interior-to-seam smoothness requires smooth φ−1\varphi^{-1}φ−1; the reverse requires smooth φ\varphiφ. The single compatibility target concerns exact overlap sources, combining four source results internally. It provides neither a global smooth-manifold instance nor smooth standardness. [Shin, Hemisphere.lean, lines 2439–3577]

Significance

A proof of the main goal would identify every smooth structure in its stated sphere class with the standard one, up to diffeomorphism. A proof of the transported-atlas equivalence instead locates the same unresolved comparison in a different formal language. The distinction matters: constructing a smooth structure by transport is not the same as identifying an arbitrary pre-existing one.

The bridge, explicit disk atlas, and stated collar properties have accepted kernel-checked Lean proofs. The clean atlas equivalence also has a proof with no admitted theorem among its axioms. The conjecture remains open, and Freedman's topological theorem remains unproved in this formal development despite its published mathematical proof.

The topological two-disk gluing result identifies the homeomorphism type of these quotients for every boundary homeomorphism and every disk dimension at least one. The accepted formalization supplies a global topological comparison for this explicit quotient. It does not resolve the comparison with a prescribed smooth structure or recognition of general smooth four-manifolds.

Four supporting algebraic tracks concern orbit coinvariants, homology dimension budgets, finite-support shift rigidity, and Laurent-polynomial positivity. Their source results arose in route-specific obstruction studies. As of 6 September 2026, all eleven theorem targets in these algebraic tracks have accepted Lean proofs. The five additional formal proofs were contributed by wamlart: orbit augmentation, region homology budgets, two-corner homology budgets, the Laurent mass threshold, and mass-two positivity. No theorem currently connects their completion to a proof or disproof of SPC4\mathsf{SPC4}SPC4. They are exploratory tools, not established milestones in a proof of the main goal.

Difficulty

A homeomorphism can transport the standard atlas, but that observation does not compare the transported atlas with the one already specified on the manifold. Treating those two atlases as equal would remove the central mathematical question by changing its hypotheses.

Likewise, topological recognition does not supply a smooth recognition theorem. Standard disk and collar constructions establish local models; they do not establish a smooth gluing or recognition theorem for an arbitrary prescribed smooth structure, a recognition theorem for arbitrary smooth balls, or a smooth Schoenflies theorem. The missing global comparison cannot be replaced by successful finite algebraic tests or by constructing a standard local chart.

Formalization scope

The sphere goal quantifies over Type in universe zero, exactly as in the source. It uses real four-dimensional Euclidean chart models, compactness, the Hausdorff condition, and smoothness of order ∞\infty∞. Boundaryless manifolds are built into that model. No orientation, fixed parametrization, or identity-map uniqueness is imposed.

The geometric foundations use charted spaces, structure groupoids, models with corners, homotopy equivalences and diffeomorphisms. Disk results include every m≥0m\geq0m≥0, so their dimensions are m+1≥1m+1\geq1m+1≥1. The boundary-set identification does not by itself construct a general induced smooth boundary structure. Nor is smoothness asserted for a radial clamp across its nonsmooth locus.

The separate source assertion SPC4Ball is not treated as equivalent to the sphere goal: the required formal boundary, capping and gluing bridge is absent. The transported-annulus product diffeomorphism is not a current target; its chart instances serve only as constructor support. No unconditional implication is taken through the source's admitted Freedman declaration. Gaussian coupling, transport defects, partition incidence and merge-score results remain outside this mission because no mathematical dependency on them has been established.

Selected references

  • R. İnanç Baykur, Robion C. Kirby and Daniel Ruberman, eds., K3 — A New Problem List in Low-Dimensional Topology, Mathematical Surveys and Monographs 295, American Mathematical Society, 2026, Problem 4.1, pp. 191–192. Author PDF.

  • Michael Hartley Freedman, The topology of four-dimensional manifolds, Journal of Differential Geometry 17 (1982), 357–453, Theorem 1.6, p. 371. DOI; primary-article scan.

  • Stephen Smale, Generalized Poincaré's Conjecture in Dimensions Greater Than Four, Annals of Mathematics 74 (1961), 391–406, Theorem A. DOI; primary-article scan.

  • Ryan Shin, SPC4.lean, Bridge.lean and Disk.lean, unpublished source files, 2026; no public manuscript URL available. SHA-256, respectively: b17fdb932034e5211d0db8171c08e2b3a182016bceaecdd2deb49c39d6bfd5cc, e8ea6b66f6bd675ca272e862e0825ab2db1f8bb792eaffe1b9e8f5d89024d302, 889a9eccf9d2350aee7051ab7b6895e565f9f1a0c84e7120fb45c15acae0097e.

  • Ryan Shin, Hemisphere.lean, unpublished Lean source file, 2026, declaration twistedSphereHomeoSphere; source SHA-256 c48843d2c4ec6987acfd7f7ab3a92bfed990376206142e74712795b4e9399828. Published topological two-disk gluing target; the recovered local construction is checked; the accepted proof and its two supporting lemmas were contributed by carlok.

60 thms5 active usersReviewed
AlgebraQuantum Information·Captain: wenxinzhang

Existence of complete sets of mutually unbiased basesOpen Problem

Motivation

Two orthonormal bases of C^d are mutually unbiased when every transition amplitude has squared modulus 1/d. At most d+1 such bases can coexist, and complete families are known in prime-power dimensions through finite-field constructions. Dimension six is the smallest famous composite case where existence of the complete seven-base family remains unknown.

This mission turns CUHK-Shenzhen AI Math Problem 16, Existence of complete sets of mutually unbiased bases, into an auditable Lean campaign. The objective is not merely to transcribe notation: it is to expose the mathematical model, the capstone, and a smaller attack surface as separate artifacts that other formalizers can inspect and reuse.

Setting

Construct seven 6 by 6 unitary-column matrices whose every distinct pair has all transition amplitudes of squared modulus 1/6. The baseline milestone constructs three pairwise mutually unbiased bases, a known lower bound that tests all matrix conventions.

Significance

Solving this target would settle the precise finite or analytic core represented by the Lean statement and would create reusable infrastructure in quantum information theory, mutually unbiased bases, finite fields, Hilbert spaces. Even a rigorous disproof is valuable: several entries in this collection deliberately ask whether an attractive extrapolation is true, and Lean forces a counterexample to satisfy every side condition. The mission therefore treats theorem proving and model criticism as equally legitimate research outcomes.

Difficulty

The equations are a large coupled system of polynomial equalities over complex phases, modulo substantial gauge symmetry. Numerical near-solutions do not certify exact existence, while nonexistence would require a global obstruction beyond currently known bounds. Dimension six lacks the finite-field structure that supplies complete prime-power constructions.

Suggested attack route

Formalize standard gauge reductions: fix the first basis to the identity and dephase transition Hadamard matrices. Verify a three-basis tensor-product construction. Then encode additional bases through complex Hadamard matrices and study algebraic constraints, Gröbner-style eliminations, semidefinite bounds, or exact certificates. Computational searches may guide conjectures, but uploaded proofs must convert numerical evidence to exact algebraic identities or certified inequalities.

Formalization scope

The Lean target is exact: column orthonormality is U-adjoint times U equals identity, and mutual unbiasedness uses Mathlib complex norm squared. Seven bases are indexed by Fin 7. No quotient by phase, permutation, or global unitary is built into the statement, since these symmetries preserve the predicate and can be used within proofs.

The natural-language source remains authoritative for motivation, while the Lean declaration is authoritative for what Prove2Me will verify. The mission description calls out restrictions where the current formal target is a finite-dimensional core, a fixed interpretation of informal terminology, or one sharpened subquestion from a broader classification problem. Those restrictions should not be silently generalized in a proof claim.

Milestones

Publish an exact three-basis construction in dimension six, then formalize dephasing and obstruction lemmas for extending a partial family.

The capstone is marked as the mission's main item and is never duplicated as a milestone. Definitions precede theorem statements in the proposal order. A milestone is considered complete only when its own exact statement is proved; proving a nearby theorem with stronger-looking prose but mismatched quantifiers, signs, supports, dimensions, or asymptotic constants does not complete it.

Timeline and literature status

The CUHK-Shenzhen AI Math Problems page added this problem on June 23, 2026. At the drafting date, August 31, 2026, the status and target corrections described above were checked against the source page and the cited primary material.

Acceptance criteria

A contribution may prove the displayed theorem or refute it by constructing data satisfying every Lean hypothesis while negating the conclusion. Informal changes of model do not count: any proposed correction must be submitted as a separately reviewed statement with an explanation of which source ambiguity or false implication it repairs. Definitions must remain computational or mathematically constrained; fields that simply assume the desired conclusion are not acceptable. Every proof must compile against the mission's pinned Mathlib revision, use no sorry, and expose a top-level theorem solution when submitted to Prove2Me.

The main theorem is intentionally separated from a smaller milestone. Contributors should preserve that dependency order, publish reusable lemmas rather than monolithic tactics, and report whether a lemma is analytic, algebraic, combinatorial, or infrastructure-only. Numerical evidence, external computer algebra, and exhaustive search are welcome for discovery, but a final certificate must be replayable by Lean. If an external result is invoked, its hypotheses must be represented in the formal statement or proved in the dependency tree.

Formal verification policy

The files were built locally with Lean 4.30.0 and Mathlib revision c5ea00351c28e24afc9f0f84379aa41082b1188f, the supported Prove2Me environment at drafting time. The mission definition file is ordered before all theorem files, and each theorem imports exactly that public definition module or Mathlib. Independent blind read-backs accompany the draft items so reviewers can compare what the Lean code literally says with this mathematical description. Human confirmation remains required before the public proposal can be submitted for moderation.

Selected references

  • Original problem
  • Durt et al., review of MUBs
14 thms5 active usersReviewed
CombinatoricsLinear Optimization·Captain: Shuze Chen

The Polynomial Hirsch ConjectureOpen Problem

Motivation

The simplex method walks along edges of a polytope from vertex to vertex. Whether any pivot rule could ever make that walk short in the worst case is governed by a prior, purely geometric question: how far apart, in the edge graph, can two vertices of a polytope be? Warren Hirsch conjectured in 1957 that the diameter of a ddd-dimensional polytope with nnn facets is at most n−dn - dn−d. Half a century of upper bounds stalled at quasi-polynomial, and Santos disproved the conjecture itself in 2012 — but only by a constant factor. The surviving question, the subject of the Polymath 3 project, is the polynomial Hirsch conjecture: is the diameter bounded by a polynomial in nnn and ddd?

Timeline

  • 1957. Hirsch states the conjecture diam≤n−d\mathrm{diam} \le n - ddiam≤n−d in a letter to Dantzig, who publishes it in Linear Programming and Extensions (1963).
  • 1964–1966. Klee determines the exact maximum diameter of 333-polytopes with nnn facets, ⌊2n/3⌋−1\lfloor 2n/3\rfloor - 1⌊2n/3⌋−1 — the Hirsch bound holds up to dimension three.
  • 1967. Klee and Walkup (Acta Math.) refute the unbounded-polyhedron version, prove the bounded conjecture for n−d≤5n - d \le 5n−d≤5, and reduce the general case to the ddd-step conjecture (n=2dn = 2dn=2d).
  • 1970. Larman (Proc. LMS) proves diam≤n 2d−3\mathrm{diam} \le n\,2^{d-3}diam≤n2d−3 — linear in the number of facets for each fixed dimension, still the best bound of that shape.
  • 1989. Naddef (Math. Programming) proves 0/10/10/1-polytopes satisfy the Hirsch bound, with diameter at most ddd.
  • 1992. Kalai and Kleitman (Bull. AMS) prove diam≤nlog⁡2d+2\mathrm{diam} \le n^{\log_2 d + 2}diam≤nlog2​d+2 in under a page — the quasi-polynomial barrier every later bound refines. The same year brings subexponential pivot rules (Kalai; Matoušek–Sharir–Welzl), the algorithmic counterpart.
  • 2010. Eisenbrand, Hähnle, Razborov, and Rothvoß (Math. OR) show the known upper-bound arguments survive in a purely combinatorial abstraction — which admits almost-quadratic lower bounds, so a polynomial bound must use real geometry. Kalai launches Polymath 3 on the polynomial version.
  • 2010–2012. Santos (Annals of Math.) disproves the Hirsch conjecture: a 434343-dimensional polytope with 868686 facets and diameter at least 444444, via spindles of large width.
  • 2014–2019. Todd (SIAM J. Discrete Math.) sharpens Kalai–Kleitman to (n−d)log⁡2d(n-d)^{\log_2 d}(n−d)log2​d; Sukegawa refines further. Matschke, Santos, and Weibel (Proc. LMS 2015) shrink the counterexample to dimension 202020 with 404040 facets and diameter 212121. All known violations remain constant-factor; all known bounds remain quasi-polynomial.

Setting

Work in Rd\mathbb{R}^dRd. An H-polytope is a set cut out by finitely many linear inequalities: given vectors a1,…,an∈Rda_1, \dots, a_n \in \mathbb{R}^da1​,…,an​∈Rd and reals b1,…,bnb_1, \dots, b_nb1​,…,bn​, it is

P  =  { x∈Rd∣⟨ai,x⟩≤bi for i=1,…,n },P \;=\; \{\, x \in \mathbb{R}^d \mid \langle a_i, x\rangle \le b_i \text{ for } i = 1, \dots, n \,\},P={x∈Rd∣⟨ai​,x⟩≤bi​ for i=1,…,n},

where ⟨ai,x⟩=∑j=1daijxj\langle a_i, x\rangle = \sum_{j=1}^d a_{ij} x_j⟨ai​,x⟩=∑j=1d​aij​xj​ is the standard inner (dot) product — so each condition ⟨ai,x⟩≤bi\langle a_i, x\rangle \le b_i⟨ai​,x⟩≤bi​ is one linear inequality, with normal vector aia_iai​ and offset bib_ibi​. Throughout, PPP is assumed nonempty and bounded. The parameter nnn counts the inequalities in the given description; since every polytope with fff facets admits a description by exactly fff inequalities, bounds stated in terms of nnn over all descriptions are equivalent to bounds in terms of facet counts.

A vertex of PPP is an extreme point. Two vertices u≠vu \ne vu=v are adjacent when the segment [u,v][u, v][u,v] is an extreme subset of PPP; for a polytope the convex extreme subsets are exactly the faces, so this says precisely that [u,v][u,v][u,v] is a one-dimensional face — an edge. The combinatorial diameter of PPP is the diameter of the graph of vertices and edges. Throughout, "diameter at most BBB" is expressed as: every two vertices are joined by a walk of BBB steps, each step staying put or crossing an edge — a form that is monotone in BBB and asserts connectivity of the graph (Balinski's theorem) as part of the claim.

Formalization targets

Goal — the polynomial Hirsch conjecture

∃ c,k∈N: every nonempty bounded P={x∈Rd∣⟨ai,x⟩≤bi, i≤n} has diameter≤c (n+d)k.\exists\, c, k \in \mathbb{N}:\ \text{every nonempty bounded } P = \{x \in \mathbb{R}^d \mid \langle a_i, x \rangle \le b_i,\ i \le n\} \text{ has diameter} \le c\,(n + d)^k.∃c,k∈N: every nonempty bounded P={x∈Rd∣⟨ai​,x⟩≤bi​, i≤n} has diameter≤c(n+d)k.

Every polynomial in nnn and ddd is dominated by some c(n+d)kc(n+d)^kc(n+d)k and conversely, so this is exactly polynomiality, with no committed degree — the form that survives any future sharpening of constants or exponents.

Milestones — the known ladder

Six classical results over the same definitions: the Hirsch bound n−dn - dn−d in dimension d≤3d \le 3d≤3 (Klee; Klee–Walkup); Larman's bound n⋅2d−3n \cdot 2^{d-3}n⋅2d−3; Naddef's bound ddd for 0/10/10/1-polytopes; the Kalai–Kleitman bound nlog⁡2d+2n^{\log_2 d + 2}nlog2​d+2; Todd's bound (n−d)log⁡2d(n-d)^{\log_2 d}(n−d)log2​d for full-dimensional PPP with n≥d≥3n \ge d \ge 3n≥d≥3; and — in the other direction — the Santos counterexample: a nonempty bounded H-polytope whose diameter exceeds n−dn - dn−d.

Significance

A polynomial diameter bound is necessary for any pivot rule of the simplex method to run in polynomial time in the worst case: if vertices can be super-polynomially far apart, no edge-following algorithm can connect them quickly. A refutation would close off one of the main hoped-for routes to a strongly polynomial linear programming algorithm (Smale's ninth problem). The conjecture is also the test question of polyhedral graph theory: the Kalai–Kleitman argument uses so little about polytopes that it holds for far more general set systems, and Eisenbrand, Hähnle, Razborov, and Rothvoß (Math. OR 2010) showed such abstractions admit almost-quadratic lower bounds — so a proof of the conjecture must use geometry the abstract setting lacks, and a disproof must beat the abstraction barrier's constructions with actual polytopes.

None of these results has been formalized in any proof assistant; Mathlib has extreme points and faces of convex sets, but no polytope combinatorics — no vertex-edge graph, no diameter, no facet counting. This mission builds that layer: an H-polytope model, adjacency via faces, and walk-based diameter bounds, against which both the upper-bound ladder and the Santos disproof can be machine-checked. The Kalai–Kleitman proof is one page from first principles and is the natural summit; the Santos construction is a concrete finite object whose verification is a different, computational kind of challenge.

Difficulty

The naive approach — walk toward the target vertex by always improving some linear objective — is exactly the simplex method, and proving any polynomial bound on such walks is open for every known pivot rule; monotone variants of the diameter question have exponential lower bounds. The obvious inductive strategy (bound the diameter by recursing on facets) is precisely what Kalai–Kleitman optimizes, and it provably cannot go below quasi-polynomial without using metric or topological properties of actual polytopes, by the abstraction lower bound above. On the other side, making diameters large is blocked by the wedge/spindle calculus only producing constant-factor violations. The problem sits in a genuine gap: no technique on either side is known to reach polynomial.

Formalization scope

The Lean model commits to: ambient space EuclideanSpace ℝ (Fin d); the polytope as Hpoly a b = {x | ∀ i, ⟪a i, x⟫ ≤ b i} for a : Fin n → EuclideanSpace ℝ (Fin d), b : Fin n → ℝ, with nonemptiness and Bornology.IsBounded as explicit hypotheses (boundedness is essential: Klee–Walkup's unbounded counterexample would otherwise trivialize the Santos milestone); vertices as Set.extremePoints ℝ; adjacency as u ≠ v ∧ IsExtreme ℝ P (segment ℝ u v); and diameter bounds as the walk predicate DiamLE, whose stationary steps make it monotone in the bound. Real-exponent bounds enter through Real.logb and the natural floor. In larman_bound and the two Hirsch-form bounds the subtraction is natural-number (truncated) subtraction, which only weakens nothing: the stated forms are true as written for all n,dn, dn,d in scope. The dimension parameter ddd is the ambient dimension; lower-dimensional polytopes are included, and every milestone is stated so as to remain true for them, with todd_bound requiring full-dimensionality ((interior P).Nonempty) as in its source.

Welcome contributions: any milestone in any order (dimension_three_bound for d≤1d \le 1d≤1 cases and structural lemmas about Adj and DiamLE are natural entry points, and kalai_kleitman_bound is the summit); reusable infrastructure — polytopes have finitely many extreme points, faces of H-polytopes, Balinski connectivity — published as platform theorems; and, as a separate expedition, the explicit Santos or Matschke–Santos–Weibel polytope. Statements about unbounded polyhedra, the simplex method itself, and subexponential pivot rules are left to future missions.

Selected references

  • V. Klee, D. Walkup, The d-step conjecture for polyhedra of dimension d < 6, Acta Math. 117 (1967). doi:10.1007/BF02392971
  • D. Larman, Paths on polytopes, Proc. London Math. Soc. 20 (1970). doi:10.1112/plms/s3-20.2.249
  • D. Naddef, The Hirsch conjecture is true for (0,1)-polytopes, Math. Programming 45 (1989). doi:10.1007/BF01589418
  • G. Kalai, D. Kleitman, A quasi-polynomial bound for the diameter of graphs of polyhedra, Bull. AMS 26 (1992). arXiv:math/9204233
  • F. Santos, A counterexample to the Hirsch conjecture, Annals of Mathematics 176 (2012). arXiv:1006.2814
  • M. Todd, An improved Kalai–Kleitman bound for the diameter of a polyhedron, SIAM J. Discrete Math. 28 (2014). arXiv:1402.3579
  • B. Matschke, F. Santos, C. Weibel, The width of five-dimensional prismatoids, Proc. London Math. Soc. 110 (2015). arXiv:1202.4701
  • F. Eisenbrand, N. Hähnle, A. Razborov, T. Rothvoß, Diameter of polyhedra: limits of abstraction, Math. Oper. Res. 35 (2010). doi:10.1287/moor.1100.0470
  • F. Santos, Recent progress on the combinatorial diameter of polytopes and simplicial complexes, TOP 21 (2013) (survey). arXiv:1307.5900
81 thms5 active usersReviewed
Bandit AlgorithmsInformation TheoryMachine Learning+1·Captain: mikedeng1

Phase Transitions in Bandits with Switching Constraints: every policy with at most S switches has regret at least the phase-dependent rate up to a logarithmic factorResearch Paper

Motivation

In many sequential decision problems, changing the action is costly or administratively limited: a retailer can revise a posted price only a few times per season, a clinical trial can change its treatment allocation only a few times, and a firm can reconfigure its production line only so often. The multi-armed bandit with switching constraints (BwSC) captures this tension between learning and limited adaptivity: the learner must explore to find a good action, but every change of action consumes a hard budget. Simchi-Levi and Xu (arXiv:1905.10825, Management Science 2023) determine the optimal regret of this problem up to logarithmic factors.

Timeline. Classical bandit theory gives the minimax regret Θ(KT)\Theta(\sqrt{KT})Θ(KT​) for KKK arms and horizon TTT with unlimited switching (Auer, Cesa-Bianchi, Freund and Schapire, 2002; Lattimore and Szepesvári, Bandit Algorithms, 2020). Cesa-Bianchi, Dekel and Shamir (2013) showed that in adversarial bandits with switching costs the regret is Θ~(T2/3)\widetilde\Theta(T^{2/3})Θ(T2/3). For stochastic bandits processed in a fixed number of batches, Perchet, Rigollet, Chassang and Snowberg (2016) and Gao, Han, Ren and Zhou (2019) obtained regret rates of the form T1/(2−21−M)T^{1/(2-2^{1-M})}T1/(2−21−M) for MMM batches. Simchi-Levi and Xu (2019, revised 2021) treat a hard budget SSS on the number of switches and prove matching upper and lower bounds; the lower bound, Theorem 2, is the subject of this mission.

Setting

There are K>1K>1K>1 arms and TTT rounds. In round ttt the learner picks at∈[K]a_t\in[K]at​∈[K] and observes a reward Xt∼N(μat,1)X_t\sim\mathcal N(\mu_{a_t},1)Xt​∼N(μat​​,1) from the unit-variance Gaussian environment with mean vector μ∈RK\mu\in\mathbb R^Kμ∈RK; admissible environments have mean spread ∣μi−μj∣≤1|\mu_i-\mu_j|\le1∣μi​−μj​∣≤1. A policy π\piπ chooses at+1a_{t+1}at+1​ by a Markov kernel from the past actions and rewards; Pμπ\mathbb P^\pi_\muPμπ​ is the law of the history. The regret is

Rμπ(T)=Tmax⁡iμi−Eμπ[∑t=1TXt].R^\pi_\mu(T)=T\max_i\mu_i-\mathbb E^\pi_\mu\Big[\sum_{t=1}^T X_t\Big].Rμπ​(T)=Timax​μi​−Eμπ​[t=1∑T​Xt​].

With unit switching costs, the number of switches is ∑t=1T−11{at≠at+1}\sum_{t=1}^{T-1}\mathbb 1\{a_t\neq a_{t+1}\}∑t=1T−1​1{at​=at+1​}. For a budget S∈NS\in\mathbb NS∈N, the class ΠS\Pi_SΠS​ of SSS-switch policies consists of the policies whose number of switches is at most SSS almost surely under every environment.

The budget enters through the phase index q(S,K)=⌊(S−1)/(K−1)⌋q(S,K)=\lfloor (S-1)/(K-1)\rfloorq(S,K)=⌊(S−1)/(K−1)⌋ (with q(0,K)=0q(0,K)=0q(0,K)=0) and the remainder r(S,K)=S−1−q(S,K)(K−1)r(S,K)=S-1-q(S,K)(K-1)r(S,K)=S−1−q(S,K)(K−1) (so r(0,K)=−1r(0,K)=-1r(0,K)=−1). Two rates appear, with a(q)=1/(2−2−q)a(q)=1/(2-2^{-q})a(q)=1/(2−2−q):

A=(K−r(S,K))2−a(q(S,K))K Ta(q(S,K)),B=K1−a(q(S,K)+1) Ta(q(S,K)+1).A=\frac{(K-r(S,K))^{2-a(q(S,K))}}{K}\,T^{a(q(S,K))},\qquad B=K^{1-a(q(S,K)+1)}\,T^{a(q(S,K)+1)}.A=K(K−r(S,K))2−a(q(S,K))​Ta(q(S,K)),B=K1−a(q(S,K)+1)Ta(q(S,K)+1).

In Lean these are IsSwitchPolicy S T π, qIdx S K, rIdx S K, rateA K S T, rateB K S T, on top of the published BanditPolicy, banditMeasure, banditRegret and gaussianBandit.

Formalization targets

Goal: Theorem 2 (p. 21)

There is an absolute constant C>0C>0C>0 such that for all K>1K>1K>1, S∈NS\in\mathbb NS∈N, T≥2KT\ge2KT≥2K and every π∈ΠS\pi\in\Pi_Sπ∈ΠS​, some admissible Gaussian environment μ\muμ satisfies

Rμπ(T) ≥ Clog⁡Tmax⁡{A, B}.R^\pi_\mu(T)\ \ge\ \frac{C}{\log T}\max\{A,\ B\}.Rμπ​(T) ≥ logTC​max{A, B}.

The constant is not fixed: the goal asserts the shape of the bound, which survives any improvement of constants.

Milestones

The proof in Appendix J (pp. 59–75) reduces to the regime q(S,K)+2≤log⁡2log⁡2(T/K)q(S,K)+2\le\log_2\log_2(T/K)q(S,K)+2≤log2​log2​(T/K) (p. 59, two bounds by O(KT)O(\sqrt{KT})O(KT​) outside it) and then runs a five-step program on two families of environments:

  1. the localized Pinsker inequality (Lemma 5) and the generalized reverse Fano inequality (Proposition 5, (35));
  2. counting bounds on risky events under a single environment (Lemmas 6–7, Corollary 4);
  3. bad-event regret bounds under alternative environments and the reduction to bad-event probabilities (Lemmas 8–11);
  4. divergence bounds for restricted measures (property 1 of p. 72, Lemmas 12–13);
  5. the final probability bounds (46)–(47).

Significance

The result. Theorem 2, together with the AdaLS upper bound (Theorem 1), shows that the optimal regret is Θ~(max⁡{A,B})\widetilde\Theta(\max\{A,B\})Θ(max{A,B}) for every KKK, SSS and TTT. In particular, for fixed KKK the regret as a function of TTT is Θ~(T1/(2−2−q(S,K)))\widetilde\Theta(T^{1/(2-2^{-q(S,K)})})Θ(T1/(2−2−q(S,K))): it changes only when SSS crosses a multiple of K−1K-1K−1, a phase transition in the switching budget, and Θ(log⁡log⁡T)\Theta(\log\log T)Θ(loglogT) switches suffice for the classical T\sqrt TT​ rate. The lower bound holds for all randomized adaptive policies, not only batched ones.

Formalizing it. The result is proved on paper but has no machine-checked proof. Formalizing the lower bound adds a reusable change-of-measure toolkit for adaptively collected data: a reverse Fano-type inequality over families of measure spaces, stopping-time-based counting arguments on switching patterns, and divergence bounds for censored histories. Three printed steps needed repair (see Formalization scope), so the formal development also certifies a corrected version of the argument.

Difficulty

The obvious argument fails at the counting step. A naive choice of risky events (arms unobserved in fixed time windows) only gives a sum of probabilities of at least K−1−⌊S/(q+1)⌋K-1-\lfloor S/(q+1)\rfloorK−1−⌊S/(q+1)⌋, which vanishes when SSS is at the end of a phase; this loses the floor ⌊(S−1)/(K−1)⌋\lfloor (S-1)/(K-1)\rfloor⌊(S−1)/(K−1)⌋ in the exponent. The paper's events in the last window are defined through the stopping time at which the switching budget is exhausted, and they interact with the measure-change step: the restricted measures must hide enough information about the tested arm to make divergences small, while still deciding the stopping-time event. A second difficulty is that the policy is adaptive and randomized, so all events and measures are path-dependent.

Formalization scope

  • Model. Histories are the published canonical bandit histories Fin T → Fin K × ℝ; rounds are 1-based in every statement (entry sss is round s+1s+1s+1). Environments are unit-variance Gaussian (gaussianBandit), which is all the proof uses (p. 59).
  • Admissible policies. IsSwitchPolicy S T π asks the budget to hold almost surely under every unit-variance Gaussian environment, a weaker requirement than the paper's "for all sub-Gaussian D\mathcal DD", so the goal covers at least the paper's policy class. The regret lower bound is witnessed by one Gaussian instance with mean spread at most 111, which implies the paper's bound on the supremum.
  • Conventions. S∈NS\in\mathbb NS∈N and unit costs (§3, p. 14); q(0,K)=0q(0,K)=0q(0,K)=0 and r(0,K)=−1r(0,K)=-1r(0,K)=−1 by the paper's convention ⌊x⌋=0\lfloor x\rfloor=0⌊x⌋=0 for x<0x<0x<0; τ=∞\tau=\inftyτ=∞ is encoded as T+1T+1T+1; divergences are Mathlib's klDiv in [0,∞][0,\infty][0,∞], and the reverse KL is Dre(P∥Q)=KL(Q∥P)D_{\rm re}(\mathbb P\|\mathbb Q)=\mathrm{KL}(\mathbb Q\|\mathbb P)Dre​(P∥Q)=KL(Q∥P); conditional expectations in Lemmas 8 and 10 are stated in product form.
  • Repairs. (i) Lemma 8's integrand is the regret Tμ∗−∑tμatT\mu^*-\sum_t\mu_{a_t}Tμ∗−∑t​μat​​; the printed integrand is non-positive for j=q+2j=q+2j=q+2. (ii) The artificial measures (45) are replaced by records stopped at the first pull of the tested arm in the window; the printed measures do not have the claimed divergence. (iii) The p. 59 bound 2KT\sqrt{2KT}2KT​ is corrected to 2KT2\sqrt{KT}2KT​, and the companion bound for the first term, which the page omits, is a separate milestone. The first-class lemmas assume q(S,K)≥1q(S,K)\ge1q(S,K)≥1, where the page's construction is defined; the goal does not.
  • Ruled out. A constant CCC depending on KKK, SSS or TTT; dropping the mean-spread condition; restricting to deterministic or batched policies; a switching constraint only in expectation; or stating the theorem for one fixed (K,S)(K,S)(K,S) — each makes the statement trivial or different, and none is used.
  • Infrastructure. Reused: the published canonical bandit model, the Bernoulli divergence ExploreFirst.FundIneq.klBer, the first half of Lemma 5 (ExploreFirst.Collective.lemma_6) and the classical bound BanditAlgorithm.bandit_minimax_lower_bound. Needed and reusable beyond this mission: the divergence decomposition for stopped histories, joint convexity and data processing for KL across different spaces, and the KL divergence of unit-variance Gaussians. Proofs of any milestone, and of the Gaussian-instance reduction, are welcome.

Selected references

  • D. Simchi-Levi and Y. Xu, Phase Transitions in Bandits with Switching Constraints, Management Science, 2023; arXiv:1905.10825v4. https://arxiv.org/abs/1905.10825
  • T. Lattimore and C. Szepesvári, Bandit Algorithms, Cambridge University Press, 2020. https://doi.org/10.1017/9781108571401
  • N. Cesa-Bianchi, O. Dekel and O. Shamir, Online Learning with Switching Costs and Other Adaptive Adversaries, NeurIPS 2013. https://arxiv.org/abs/1302.4387
  • V. Perchet, P. Rigollet, S. Chassang and E. Snowberg, Batched Bandit Problems, Annals of Statistics, 2016. https://arxiv.org/abs/1505.00369
  • Z. Gao, Y. Han, Z. Ren and Z. Zhou, Batched Multi-armed Bandits Problem, NeurIPS 2019. https://arxiv.org/abs/1904.01763
  • S. Gerchinovitz, P. Ménard and G. Stoltz, Fano's Inequality for Random Variables, Statistical Science, 2020. https://arxiv.org/abs/1702.05985
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Convex OptimizationOperations ResearchProbability+1·Captain: Shuze Chen

Stochastic Networks XVI: The Stability Region of Alpha-Fair Flow AllocationsTextbook

Stability of networks carrying files

Bandwidth allocation determines how quickly a network transfers each file, but files also arrive and depart while the network operates. An allocation can be feasible at every instant and still allow the number of unfinished files to grow without an equilibrium. The relevant question is therefore about the interaction of the allocation rule with the changing population of flows. Chapter 8 of Kelly and Yudovina's Stochastic Networks studies this question under a separation between rapid packet-level control and slower file-level changes. The target here is its characterization of stability for weighted alpha-fair allocations.

The distinction matters even in small networks. Capacity assigned to one route can prevent another route from using several resources together. Consequently, unused capacity at individual resources does not by itself identify a stable allocation policy. A stability theorem must address both the network constraints and the stochastic evolution of the population. The chapter contrasts alpha-fair sharing with priority rules that can have a smaller stability region.

Flow counts and bandwidth allocation

A route is a nonempty collection of resources used by a file transfer. There are finitely many routes and resources. The incidence matrix AAA has entry Ajr=1A_{jr}=1Ajr​=1 when route rrr uses resource jjj, and zero otherwise. Resource jjj has positive capacity CjC_jCj​. A state n∈NRn\in\mathbb N^Rn∈NR records the number nrn_rnr​ of unfinished files on each route; there is no upper bound on this count.

Files arrive on route rrr as independent Poisson processes of positive intensity νr\nu_rνr​. Their sizes are independent exponential random variables with positive parameter μr\mu_rμr​, so their mean size is 1/μr1/\mu_r1/μr​. The offered load is ρr=νr/μr\rho_r=\nu_r/\mu_rρr​=νr​/μr​. If each file on route rrr receives rate xr(n)x_r(n)xr​(n), its aggregate service allocation is Xr(n)=nrxr(n)X_r(n)=n_rx_r(n)Xr​(n)=nr​xr​(n). Births have intensity νr\nu_rνr​, and departures have intensity μrXr(n)\mu_rX_r(n)μr​Xr​(n) when nr>0n_r>0nr​>0.

For positive weights wrw_rwr​ and α>0\alpha>0α>0, the weighted alpha-fair allocation maximizes the aggregate objective

Gn(X)={∑rwrnrαXr1−α/(1−α),α≠1,∑rwrnrlog⁡Xr,α=1,G_n(X)=\begin{cases} \sum_r w_r n_r^\alpha X_r^{1-\alpha}/(1-\alpha),&\alpha\ne1,\\ \sum_r w_r n_r\log X_r,&\alpha=1, \end{cases}Gn​(X)={∑r​wr​nrα​Xr1−α​/(1−α),∑r​wr​nr​logXr​,​α=1,α=1,​

subject to X≥0X\ge0X≥0 and AX≤CAX\le CAX≤C. Active routes receive positive rates; inactive routes have zero aggregate allocation and zero utility contribution. These are the model and optimization rule in Sections 8.1–8.3 of the supplied source.

Formalization targets

The first milestone is Exercise 8.3. The per-flow objective FnF_nFn​ is concave on its finite-utility domain, and its coordinate derivative has the common form

∂Fn∂xr=wrnrxr−α.\frac{\partial F_n}{\partial x_r}=w_rn_rx_r^{-\alpha}.∂xr​∂Fn​​=wr​nr​xr−α​.

The second milestone is Equation (8.5). For a feasible comparison vector UUU positive on active coordinates, the full supporting-utility chain is

Gn′(U)⋅(U−X(n))≤Gn(U)−Gn(X(n))≤0.G_n'(U)\cdot(U-X(n))\le G_n(U)-G_n(X(n))\le0.Gn′​(U)⋅(U−X(n))≤Gn​(U)−Gn​(X(n))≤0.

The third milestone is Exercise D.2. With the chapter's Lyapunov function LLL and first-order expression HHH, the actual generator satisfies a remainder bound uniform over the entire state space:

QL(n)≤H(n)+η∑rnrα+b(η>0).QL(n)\le H(n)+\eta\sum_r n_r^\alpha+b\qquad(\eta>0).QL(n)≤H(n)+ηr∑​nrα​+b(η>0).

The constant bbb is independent of nnn. Under strict subcriticality, this exercise also asks for a strictly negative drift outside a finite exception set and a finite bound inside it.

The goal remains the complete Theorem 8.2:

the flow-count process has an equilibrium distribution⟺∑r:j∈rρr<Cjfor every j.\text{the flow-count process has an equilibrium distribution} \quad\Longleftrightarrow\quad \sum_{r:j\in r}\rho_r<C_j\quad\text{for every }j.the flow-count process has an equilibrium distribution⟺r:j∈r∑​ρr​<Cj​for every j.

The source identifies this equilibrium property with positive recurrence. Equality at a resource capacity belongs to the nonpositive-recurrent side of the equivalence. None of the milestones substitutes for that stochastic conclusion.

What the characterization provides

Theorem 8.2 identifies the stability region using only the offered loads and capacities, for every fixed positive choice of weights and alpha. Those choices affect allocation but do not change the region asserted by the theorem. The result also distinguishes stability from instantaneous feasibility: the conclusion concerns a probability law for an unbounded population over continuous time. This is the result stated in Chapter 8, rather than a new research conjecture.

The formalization reuses published feasibility, utility, concavity, derivative, tangent, and deterministic drift results. Its remaining targets include inactive routes and the stochastic equivalence. The new definition layer supplies a countable transition function and an invariant-distribution predicate usable in subsequent flow-level results. The proposed theorems are proof targets, not completed machine-checked proofs.

Analytic and stochastic obligations

The chapter presents a sketch of the stability proof. A finite-time conditional increment is not automatically its first-order approximation, especially when some coordinates are empty. Reallocation also changes service rates while every route remains nonempty; finding F6 records a two-route counterexample to the sketch's explanation of finite-time equality. A negative expression obtained from the optimization problem is therefore insufficient to establish positive recurrence. Exercise D.2 addresses the actual drift and the uniformity needed over unbounded counts.

The necessity sketch also identifies a single-resource reduction with the equal-sharing exercise. For unequal weights, that identification requires additional justification: the reduced allocation need not share capacity equally. This proof gap is recorded with a two-route instance. It does not change the printed theorem or introduce a variant. The separate printed mistakes in Exercises 8.1, 8.2, and 8.10 remain documented findings; those exercises are outside the selected milestones.

Formalization scope

Finite index types represent resources and routes, while states are functions into the natural numbers. Parameters are real and positive, and every route uses at least one resource. Zero-count departures are explicitly absent. The utility retains the logarithmic case and both ranges on either side of one. Concavity includes active zero rates when alpha is below one; otherwise that boundary has extended utility minus infinity. Coordinate derivatives are asserted where the active-coordinate derivative exists.

The process is represented through its continuous-time transition function, constructed as a Poisson mixture of powers of a bounded-rate transition matrix. Equilibrium requires invariance for every nonnegative real time and a probability measure on canonical trajectories whose coordinate process realizes all the stationary Markov finite-dimensional distributions. Probability sums use extended nonnegative reals, so divergent mass is not replaced by zero. The rate bound is the explicit quantity

B=1+∑rνr+(∑rμr)(∑jCj).B=1+\sum_r\nu_r+\left(\sum_r\mu_r\right)\left(\sum_jC_j\right).B=1+r∑​νr​+(r∑​μr​)(j∑​Cj​).

It is a construction parameter, not an approximation constant or a new capacity restriction. No big-O or high-probability assertion is used. In Exercise D.2, the remainder constant may depend on the fixed network and on the chosen positive tolerance, but not on the state; the finite exception set uses total occupancy.

Positive recurrence is not defined as negative drift or rate balance, and neither a stationary distribution nor a drift inequality is assumed in the goal. Further contributions can establish the process properties, the generator estimates, and the recurrence equivalence. The existing published definitions are retained under their original names; other chapters' unpublished modules are not imported.

Selected references

  • F. P. Kelly and E. Yudovina, Stochastic Networks, Cambridge University Press, 2014. DOI. Source indices refer to the supplied Lecture Notes on Stochastic Networks PDF: Chapter 8, printed pp. 186–199, and Appendix D, printed pp. 212–215. Equivalence to a particular published printing has not been established.
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Stochastic Networks XII: Implied Costs and Sensitivity in Loss NetworksTextbook

Motivation

An accepted call earns revenue but occupies circuits that could serve later calls. In a network, those consequences extend beyond the links used by the original call: a change in blocking on one link changes the traffic reaching other links. Network planning therefore needs a marginal value that accounts for these indirect effects. Chapter 4 of Kelly and Yudovina's Stochastic Networks develops such values for the Erlang fixed-point approximation. The relevant question is how revenue changes when offered traffic or installed capacity changes, with the network allowed to settle to its new fixed point.

The mission concerns this sensitivity calculation. It complements the scalar Erlang formula and fixed-point uniqueness results, which already have published formalizations. It does not claim that the approximation equals the exact stationary performance of the underlying stochastic loss network.

Setting

A loss network has finitely many links and routes. Link jjj has a positive integer number CjC_jCj​ of circuits. A call of route rrr requires AjrA_{jr}Ajr​ circuits at link jjj, where the matrix entries are nonnegative integers. Its offered traffic is νr>0\nu_r>0νr​>0, and carrying it earns a real value wrw_rwr​. Every link in the stated system is used by at least one route.

The Erlang fixed point assigns a blocking probability BjB_jBj​ to each link. In the independent-link approximation, the acceptance probability and carried traffic of route rrr are

ar=1−Lr=∏j(1−Bj)Ajr,λr=νrar.a_r=1-L_r=\prod_j(1-B_j)^{A_{jr}},\qquad \lambda_r=\nu_ra_r.ar​=1−Lr​=j∏​(1−Bj​)Ajr​,λr​=νr​ar​.

Write qj=∑rAjrλrq_j=\sum_rA_{jr}\lambda_rqj​=∑r​Ajr​λr​ for carried circuit load and ρj=qj/(1−Bj)\rho_j=q_j/(1-B_j)ρj​=qj​/(1−Bj​) for reduced offered load. The defining equations are Bj=E(ρj,Cj)B_j=E(\rho_j,C_j)Bj​=E(ρj​,Cj​), where EEE is Erlang's scalar blocking formula. Revenue is W(ν;C)=∑rwrλrW(\nu;C)=\sum_rw_r\lambda_rW(ν;C)=∑r​wr​λr​.

The capacity derivative requires an additional convention. The scalar Erlang formula is extended by linear interpolation between successive integer capacities, and the network fixed point is then recomputed using that extension. At the original integer capacities, capacity sensitivity means the derivative from the left. Interpolating the final network revenue would define a different function. These conventions are specified on printed page 102 of the supplied source.

Formalization targets

The goal is Theorem 4.6, printed page 103. Define the improvement quantity

δj=ρj(E(ρj,Cj−1)−E(ρj,Cj)).\delta_j=\rho_j\bigl(E(\rho_j,C_j-1)-E(\rho_j,C_j)\bigr).δj​=ρj​(E(ρj​,Cj​−1)−E(ρj​,Cj​)).

There is a unique route-surplus vector sss and link-cost vector ccc satisfying

sr=wr−∑jcjAjr,cj=δj∑rAjrλr(sr+cj)qj.s_r=w_r-\sum_jc_jA_{jr},\qquad c_j=\delta_j\frac{\sum_rA_{jr}\lambda_r(s_r+c_j)}{q_j}.sr​=wr​−j∑​cj​Ajr​,cj​=δj​qj​∑r​Ajr​λr​(sr​+cj​)​.

The goal asserts existence of the derivatives and their values:

∂W∂νr=arsr,∂−W∂Cj=cj.\frac{\partial W}{\partial\nu_r}=a_rs_r,\qquad \frac{\partial^-W}{\partial C_j}=c_j.∂νr​∂W​=ar​sr​,∂Cj​∂−W​=cj​.

Uniqueness concerns all solutions of the local cost equations, independently of whether they also satisfy a derivative identity.

Three source milestones support this target. Exercise 1.8 gives the scalar Erlang traffic derivative. Theorem 3.20 supplies existence and uniqueness of the integer-capacity fixed point. Both are reused as published references. Exercise 4.9 supplies the matrix characterization. With Λ=diag⁡(λr)\Lambda=\operatorname{diag}(\lambda_r)Λ=diag(λr​) and Γ=diag⁡(δj/[(1−δj)qj])\Gamma=\operatorname{diag}(\delta_j/[(1-\delta_j)q_j])Γ=diag(δj​/[(1−δj​)qj​]), it states

c(I+AΛATΓ)=wΛATΓ.c(I+A\Lambda A^T\Gamma)=w\Lambda A^T\Gamma.c(I+AΛATΓ)=wΛATΓ.

The symmetric matrix Q=I+Γ1/2AΛATΓ1/2Q=I+\Gamma^{1/2}A\Lambda A^T\Gamma^{1/2}Q=I+Γ1/2AΛATΓ1/2 is positive definite and invertible, and the unique costs are

c=wΛATΓ1/2Q−1Γ1/2.c=w\Lambda A^T\Gamma^{1/2}Q^{-1}\Gamma^{1/2}.c=wΛATΓ1/2Q−1Γ1/2.

These are the claims of Exercise 4.9, printed pages 106–107, including both the equivalence and the explicit solution.

Significance

An implied cost assigns the marginal revenue effect of capacity to an individual link. A route's surplus compares its direct value with the total implied cost of the circuits it uses. The theorem thus relates local quantities to derivatives of a network-wide objective. As explained in Remark 4.7, the link costs are also shadow prices for capacity. Their interpretation includes the effect on later traffic, rather than just the revenue of the currently admitted call.

The formal contribution is the precise connection between the actual fixed-point revenue function, one-sided capacity sensitivity, and the unique local linear system. The published scalar derivative and fixed-point theorem remain references, not duplicate problems. The new definition layer and matrix characterization provide reusable objects for later formal work on routing and capacity sensitivity. The submitted theorem statements are proof obligations; successful compilation does not supply their proofs.

Difficulty

Differentiating revenue while holding the blocking vector fixed misses the indirect effects that the theorem measures. Blocking is itself an implicit function of all offered traffics and capacities. Moreover, the scalar interpolation has corners at integer capacities, so ordinary two-sided capacity differentiability is not the required statement. The formal obligations include existence of the appropriate derivatives; merely evaluating a total derivative operator would not establish that existence.

The printed proof explicitly treats a 000–111 incidence matrix, whereas the surrounding fixed-point model allows arbitrary nonnegative integer circuit requirements. Finding F2 records this proof-scope gap. The goal retains the general integer statement. Exercise 4.9 also requires legitimate denominators and an invertible matrix; these properties must be established from the network data rather than supplied as assumed conclusions.

Formalization scope

Links and routes use finite, zero-based index types. Values, traffic, and blocking coordinates are real. The base capacities are positive integers, offered traffic is positive, and each link is used. The last condition states the domain of the printed weighted-average quotient: an isolated link would make its denominator zero. No injectivity or rank condition on the incidence matrix is imposed. Empty link sets are allowed; in that case every route has acceptance one and revenue is linear in offered traffic.

The scalar Erlang formula and integer fixed-point relation reuse the series' published definitions. The new physical fixed-point selector is constructed from the interpolated equations, with a total fallback outside the existence domain. Its definition assumes no differentiability or cost identity. The goal additionally verifies the selected integer-capacity vector against the published fixed-point relation. A formalization that assumes the sensitivity identities, or replaces revenue by an arbitrary function constrained to satisfy them, would trivialize the target and is excluded here.

No asymptotic notation or unspecified constants occur in these targets. Exercise 4.8's marker-route reduction is left as a proof resource rather than a separate milestone. The queueing-cost strict-convexity assertion in Exercise 4.7 is outside this loss-network mission; its counterexample remains recorded as F1. Finding F3 records why the displayed improvement formula cannot simply be extended to noninteger base capacities: at unit load and capacity 3/23/23/2, a single-link example gives actual capacity derivative 3/103/103/10 but cost formula 2/52/52/5. No variant item is posed.

Selected references

  • F. P. Kelly and E. Yudovina, Stochastic Networks, Cambridge University Press, 2014. DOI. This mission cites the supplied PDF titled Lecture Notes on Stochastic Networks: Exercise 1.8, printed page 20; Theorem 3.20, printed page 67; and Section 4.3.2, printed pages 102–107. PDF pages are eight greater than printed pages. Equivalence with a particular published printing has not been established.
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Robust Optimization VI: The Matrix Cube Bound for Robust Least SquaresTextbook

Reliable least-squares constraints under uncertain data

A least-squares constraint limits the Euclidean length of a residual. When the coefficients of that residual are uncertain, checking the constraint at nominal data does not ensure that it holds for the data that actually occur. A robust constraint requires the same decision to satisfy the bound for every allowed perturbation. Such constraints arise naturally when fitting or designing a system whose coefficients are known only within specified bounds. Chapter 7 of Ben-Tal, El Ghaoui and Nemirovski, Robust Optimization studies explicit semidefinite approximations to these robust constraints.

The focus here is structured norm-bounded uncertainty: several perturbation blocks vary independently, each subject to a Euclidean operator-norm bound. This includes independent scalar perturbations as well as full matrix perturbations. The goal is to express a safe constraint using finitely many matrix inequalities and to quantify the conservatism of that replacement.

Residuals, perturbations, and matrix envelopes

Let y∈Rdy\in\mathbb R^dy∈Rd be a decision and let τ∈R\tau\in\mathbb Rτ∈R be a proposed bound on a residual in Rk\mathbb R^kRk. The nominal residual c(y)c(y)c(y) is affine. Its uncertain value is

c(y)+∑ν=1NLν(y)TηνRν(y).c(y)+\sum_{\nu=1}^N L_\nu(y)^T\eta_\nu R_\nu(y).c(y)+ν=1∑N​Lν​(y)Tην​Rν​(y).

Here each ην\eta_\nuην​ is a real rectangular matrix satisfying ∥ην∥2,2≤ρ\|\eta_\nu\|_{2,2}\le\rho∥ην​∥2,2​≤ρ, where ρ>0\rho>0ρ>0. The Euclidean operator norm measures the largest ratio ∥ηνv∥2/∥v∥2\|\eta_\nu v\|_2/\|v\|_2∥ην​v∥2​/∥v∥2​ over nonzero vectors. Both factors are affine functions of the decision, neither is identically zero, and at least one factor in each block is constant. Selected scalar blocks have the form θνI\theta_\nu Iθν​I; the source normalizes these blocks to size 1×11\times11×1.

Write Rρ(y,τ)R_\rho(y,\tau)Rρ​(y,τ) for robust feasibility: the residual length is at most τ\tauτ for every admissible collection of perturbations. Introduce the arrow matrix

Arrow⁡(u,τ)=[τuTuτIk].\operatorname{Arrow}(u,\tau)= \begin{bmatrix}\tau&u^T\\u&\tau I_k\end{bmatrix}.Arrow(u,τ)=[τu​uTτIk​​].

The oriented factors L^ν\widehat L_\nuLν​ and R^ν(y)\widehat R_\nu(y)Rν​(y) are the factors in the arrow representation of the vector perturbation; the former is fixed and the latter is affine. These objects and the following system are specified in equations (7.1.1)–(7.1.11).

Let Sρ(y,τ)S_\rho(y,\tau)Sρ​(y,τ) mean that symmetric matrices YνY_\nuYν​ and real multipliers λν\lambda_\nuλν​ exist satisfying

Yν⪰±(L^νTR^ν(y)+R^ν(y)TL^ν),ν∈Is,Y_\nu\succeq\pm(\widehat L_\nu^T\widehat R_\nu(y)+ \widehat R_\nu(y)^T\widehat L_\nu),\qquad\nu\in I_s,Yν​⪰±(LνT​Rν​(y)+Rν​(y)TLν​),ν∈Is​, [Yν−λνL^νTL^νR^ν(y)TR^ν(y)λνIqν]⪰0,ν∉Is,\begin{bmatrix} Y_\nu-\lambda_\nu\widehat L_\nu^T\widehat L_\nu&\widehat R_\nu(y)^T\\ \widehat R_\nu(y)&\lambda_\nu I_{q_\nu} \end{bmatrix}\succeq0,\qquad\nu\notin I_s,[Yν​−λν​LνT​Lν​Rν​(y)​Rν​(y)Tλν​Iqν​​​]⪰0,ν∈/Is​, Arrow⁡(c(y),τ)−ρ∑νYν⪰0.\operatorname{Arrow}(c(y),\tau)-\rho\sum_\nu Y_\nu\succeq0.Arrow(c(y),τ)−ρν∑​Yν​⪰0.

The notation X⪰0X\succeq0X⪰0 means that XXX is positive semidefinite. The relation X⪰±BX\succeq\pm BX⪰±B denotes both inequalities X−B⪰0X-B\succeq0X−B⪰0 and X+B⪰0X+B\succeq0X+B⪰0.

Formalization targets

The goal is Theorem 7.1.2, including all three conclusions:

Sρ(y,τ)⟹Rρ(y,τ),S_\rho(y,\tau)\Longrightarrow R_\rho(y,\tau),Sρ​(y,τ)⟹Rρ​(y,τ), ¬Sρ(y,τ)⟹¬R(π/2)ρ(y,τ),\neg S_\rho(y,\tau)\Longrightarrow\neg R_{(\pi/2)\rho}(y,\tau),¬Sρ​(y,τ)⟹¬R(π/2)ρ​(y,τ), N=1⟹(Sρ(y,τ)⟺Rρ(y,τ)).N=1\Longrightarrow\bigl(S_\rho(y,\tau)\Longleftrightarrow R_\rho(y,\tau)\bigr).N=1⟹(Sρ​(y,τ)⟺Rρ​(y,τ)).

The second conclusion compares uncertainty radii for the same decision and threshold. It is not a comparison of objective values.

The supporting targets are the arrow-matrix equivalence of Lemma 6.3.3, the two versions of the S-lemma in Lemma 6.3.5, and the mixed matrix-cube theorem, Theorem 7.1.3. The S-lemma statements are referenced as existing proved results. For the mixed cube, A(ρ)\mathcal A(\rho)A(ρ) denotes positivity for all allowed scalar and full-matrix perturbations; B(ρ)\mathcal B(\rho)B(ρ) denotes the existence of separate symmetric envelopes whose radius-scaled sum is dominated by the nominal matrix. The theorem asserts safety, exactness for one block, and

¬B(ρ)⟹¬A(ϑ(μ)ρ)\neg\mathcal B(\rho)\Longrightarrow\neg\mathcal A(\vartheta(\mu)\rho)¬B(ρ)⟹¬A(ϑ(μ)ρ)

when the scalar coefficient matrices have ranks at most μ≥2\mu\ge2μ≥2. The universal nondecreasing function satisfies ϑ(2)=π/2\vartheta(2)=\pi/2ϑ(2)=π/2, ϑ(4)=2\vartheta(4)=2ϑ(4)=2, and ϑ(μ)≤πμ/2\vartheta(\mu)\le\pi\sqrt{\mu/2}ϑ(μ)≤πμ/2​.

What the bound provides

Safety makes every feasible lifted certificate a valid robust decision. The tightness bound also limits how much a rejected decision can gain from replacing the approximation by the exact robust constraint: inflating the uncertainty radius by π/2\pi/2π/2 must expose a violation. Single-block exactness identifies an uncertainty model where the approximation loses nothing. These are the precise guarantees established in Chapter 7.

The formalization records the relation between an explicit finite matrix system and a universally quantified residual inequality. It also supplies a mixed scalar/full-block formulation that is broader than the existing scalar-only matrix-cube statement. The mathematical results are established in the textbook; the new theorem declarations here are proof targets, not completed machine-checked proofs.

Difficulty

A bound valid separately for each perturbation block does not by itself quantify the conservatism of combining those bounds. The mixed theorem must control this loss uniformly over matrix dimensions and the number of blocks while retaining its exact single-block clause. The least-squares target additionally depends on the specific arrow structure of vector residuals. Treating its coefficients as arbitrary symmetric matrices would lose the stated constant. Boundary cases with singular positive semidefinite matrices and factors vanishing at a particular decision also remain part of the problem.

Formalization scope

The development uses finite real matrices, genuine affine maps, and Mathlib's Euclidean vector spaces. Residual dimension and block sizes are positive; a decision space of dimension zero is allowed. The matrix-cube model permits either block family to be empty. Robust feasibility is defined directly by universal quantification, avoiding any supremum convention for empty or unbounded sets.

Formalization Note The two block constructors retain both original choices of the constant factor. When the original right factor is fixed, the perturbation is transposed and its dimensions are exchanged, as on printed p. 181. Scalar blocks use the source's 1×11\times11×1 normalization. Arrow factors are constructed from these data; neither a rank bound nor a certificate equivalence is a hypothesis. The explicit affine LMIs represent tractability; no separate computational-complexity model is introduced.

The reusable setup comprises Euclidean operator bounds, arrow matrices, structured least-squares data, and mixed matrix-envelope predicates. The Schur-complement result is referenced for its positive-definite branch; Mathlib supplies the corresponding positive-semidefinite equivalence under a positive-definite diagonal block. The alternative intersection-of-ellipsoids model and the nearby statement with the recorded scaling error are outside this mission. No variant is posed.

Selected references

  • Aharon Ben-Tal, Laurent El Ghaoui and Arkadi Nemirovski, Robust Optimization, Princeton University Press, 2009. DOI. Lemmas 6.3.3–6.3.5, printed pp. 163–164 (PDF pp. 189–190); Section 7.1.1 and Theorems 7.1.2–7.1.3, printed pp. 179–183 (PDF pp. 205–209). Citation basis: published.
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Robust Optimization VIII: Rank-Sensitive Approximation of Robust LMIsTextbook

Certifying matrix inequalities under uncertainty

A linear matrix inequality requires a symmetric matrix, whose entries depend affinely on design variables, to be positive semidefinite. Such constraints express many optimization and control requirements. When coefficients are uncertain, a design must satisfy a whole family of matrix inequalities. Checking each possible perturbation separately is generally impractical: even independent scalar intervals can generate exponentially many extreme cases. Chapter 9 of Ben-Tal, El Ghaoui and Nemirovski, Robust Optimization studies a finite semidefinite approximation and quantifies its conservatism.

The motivating question is concrete. A finite certificate may guarantee that a design survives all perturbations of size at most a specified radius. If this certificate fails, how much larger must the uncertainty radius become before the original robust requirement also fails? The chapter's answer depends on the ranks of scalar perturbation matrices, rather than solely on the number of uncertain coefficients or on the ambient matrix dimension.

Scalar and full matrix perturbations

Let y∈Rny\in\mathbb R^ny∈Rn be a design vector and m>0m>0m>0 the size of the symmetric matrix inequality. There are sss scalar blocks and fff full matrix blocks, with s+f≥1s+f\ge1s+f≥1. The nominal matrix An(y)A^n(y)An(y) and scalar coefficient matrices Ai(y)A_i(y)Ai​(y) are symmetric and affine in yyy. A full block has an affine factor Lj(y)∈Rpj×mL_j(y)\in\mathbb R^{p_j\times m}Lj​(y)∈Rpj​×m and a fixed nonzero factor Rj∈Rqj×mR_j\in\mathbb R^{q_j\times m}Rj​∈Rqj​×m, where pj,qj>0p_j,q_j>0pj​,qj​>0.

The uncertain matrix is

An(y)+∑i=1sziAi(y)+∑j=1f[Lj(y)TZjRj+RjTZjTLj(y)].A^n(y)+\sum_{i=1}^s z_iA_i(y) +\sum_{j=1}^f\bigl[L_j(y)^TZ_jR_j+R_j^TZ_j^TL_j(y)\bigr].An(y)+i=1∑s​zi​Ai​(y)+j=1∑f​[Lj​(y)TZj​Rj​+RjT​ZjT​Lj​(y)].

At radius ρ>0\rho>0ρ>0, the scalar perturbations satisfy ∣zi∣≤ρ|z_i|\le\rho∣zi​∣≤ρ and full matrix perturbations satisfy ∥Zj∥2,2≤ρ\|Z_j\|_{2,2}\le\rho∥Zj​∥2,2​≤ρ. Here the operator norm is induced by Euclidean vector norms. The robust counterpart Ay(ρ)\mathcal A_y(\rho)Ay​(ρ) requires positive semidefiniteness for every allowed collection of perturbations, independently across blocks.

Define Cy(ρ)\mathcal C_y(\rho)Cy​(ρ) by existence of symmetric matrices Ui,VjU_i,V_jUi​,Vj​ and real scalars λj\lambda_jλj​ satisfying

Ui⪰±Ai(y),[λjIpjLj(y)Lj(y)TVj−λjRjTRj]⪰0,U_i\succeq\pm A_i(y),\qquad \begin{bmatrix} \lambda_jI_{p_j}&L_j(y)\\ L_j(y)^T&V_j-\lambda_jR_j^TR_j \end{bmatrix}\succeq0,Ui​⪰±Ai​(y),[λj​Ipj​​Lj​(y)T​Lj​(y)Vj​−λj​RjT​Rj​​]⪰0, An(y)−ρ(∑iUi+∑jVj)⪰0.A^n(y)-\rho\left(\sum_iU_i+\sum_jV_j\right)\succeq0.An(y)−ρ(i∑​Ui​+j∑​Vj​)⪰0.

For a fixed radius this is a finite system of affine matrix inequalities, including when one of the two block classes is empty.

Formalization targets

The goal is Theorem 9.1.2, including all three conclusions. The approximation is safe:

Cy(ρ)⟹Ay(ρ).\mathcal C_y(\rho)\Longrightarrow\mathcal A_y(\rho).Cy​(ρ)⟹Ay​(ρ).

Let μ\muμ be the smallest integer at least two bounding every rank⁡Ai(y′)\operatorname{rank}A_i(y')rankAi​(y′), for every scalar index and every design vector y′y'y′. One universal function ϑ\varthetaϑ, independent of the instance, satisfies

ϑ(2)=π2,ϑ(4)=2,ϑ(μ)≤πμ/2(μ>2),\vartheta(2)=\frac\pi2,\qquad\vartheta(4)=2,\qquad \vartheta(\mu)\le\pi\sqrt{\mu/2}\quad(\mu>2),ϑ(2)=2π​,ϑ(4)=2,ϑ(μ)≤πμ/2​(μ>2),

and gives the tightness guarantee

¬Cy(ρ)⟹¬Ay(ϑ(μ)ρ).\neg\mathcal C_y(\rho)\Longrightarrow \neg\mathcal A_y(\vartheta(\mu)\rho).¬Cy​(ρ)⟹¬Ay​(ϑ(μ)ρ).

Finally, Cy(ρ)\mathcal C_y(\rho)Cy​(ρ) and Ay(ρ)\mathcal A_y(\rho)Ay​(ρ) are equivalent when there is a single block, or when all blocks are scalar and their coefficient matrices have rank at most one throughout the design space.

The supporting targets retain the book's numbering. Lemma 6.3.5(i) supplies the homogeneous S-Lemma. Theorem 8.2.3 supplies exact full-block reformulation. Both have compatible Proved references. Proposition B.4.12 concerns Gaussian products of Euclidean norms: its constants are π/4\pi/4π/4 in the complex case and 2/π2/\pi2/π in the real case, multiplying the Frobenius norms of the two matrices. Theorem 7.1.3 states the mixed scalar/full-block Matrix Cube Theorem, including safety, single-block exactness and a universal nondecreasing tightness function. These are source-numbered mathematical results, rather than a newly invented decomposition.

What the rank bound provides

The rank-sensitive estimate measures how far a feasible finite certificate can lag behind robust feasibility. Low-rank scalar coefficients give a dimension-independent factor, and the exactness clauses identify situations with no approximation loss. The guarantee concerns the specified uncertainty model: it does not assert that every robust semidefinite problem has a comparably tight finite reformulation.

The textbook already proves these mathematical results. This mission asks for their Lean formalization. Existing machine-checked homogeneous S-Lemma and full-perturbation results provide reusable references. The existing Open scalar-only Matrix Cube Theorem remains a separate published item; the present mixed-block target includes matrix perturbations and additional conclusions. No proof of a newly drafted theorem is claimed by the statement compilation checks.

Difficulty

Positive semidefiniteness must hold simultaneously in all vector directions and for every collection of uncertain blocks. Separate bounds on individual matrix entries do not express that requirement. The factor must also be uniform across all matrix dimensions and all affine families: proving a bound for one fixed design does not establish the theorem's global rank convention.

The two norm conventions are another source of error. Operator norms describe allowed perturbations, while Frobenius norms occur in the Gaussian estimate. Similarly, a standard complex Gaussian has independent real and imaginary parts of variance one half, so replacing it by unscaled real and imaginary standard normals would change the constants.

Formalization scope

All matrix dimensions are finite. The theorem statements make positive matrix and block sizes explicit, while scalar and full block counts can individually be zero. Designs are arbitrary real vectors and coefficient dependence is affine. The nominal matrix is assumed symmetric, not positive semidefinite in advance. Feasibility and certificate predicates are defined independently; no certificate equivalence or desired approximation bound is assumed as part of the data.

The definition modules provide reusable models for structured uncertainty, block domination, finite certificates and Gaussian norm products. The theorem declarations expand the same formulas within their statements so each blind read-back has the complete mathematical context. Positive semidefiniteness includes symmetry. The least uniform rank is specified by a least-element predicate, avoiding a real-valued supremum over an unbounded design space. Gaussian integrability is asserted alongside the expectation inequalities, rather than imposed as an additional assumption.

The chapter's control example, numerical trajectories and exercises are outside this capstone mission. The mixed-block supporting theorem is taken from Theorem 7.1.3; the appendix's differently oriented displayed certificate contains a rectangular dimension mismatch recorded in the local findings. The main theorem retains its printed constant, even though the appendix states a stronger upper bound. No corrected or strengthened variant is posed.

Selected references

  • A. Ben-Tal, L. El Ghaoui and A. Nemirovski, Robust Optimization, Princeton University Press, 2009. DOI. Goal: Theorem 9.1.2, printed pp. 225–226; supporting results: Lemma 6.3.5, Theorems 7.1.3 and 8.2.3, Proposition B.4.12.
  • L. El Ghaoui, F. Oustry and H. Lebret, “Robust Solutions to Uncertain Semidefinite Programs,” SIAM Journal on Optimization 9(1), 1998, pp. 33–52. DOI. The published full-perturbation lemma supplies the compatible exact certificate reference.
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Differential GeometryMathematical Physics·Captain: mikedeng1

Optics of Nonuniformly Moving Media: Light Rays in a Moving Dielectric Are Null Geodesics of Gordon's Optical MetricResearch Paper

Motivation

The path of a light beam changes when the transparent material through which it travels moves. This matters when interpreting light bending and phase shifts around a flowing liquid, and when asking whether a dielectric can imitate some effects of curved spacetime. Leonhardt and Piwnicki gave a geometrical-optics treatment of a moving, nondispersive dielectric and related its ray dynamics to a spacetime metric in their 1999 paper. This mission isolates their statement that light rays are null geodesics of that metric. Their treatment also connects this geometric picture to a Hamiltonian, a Lagrangian with an artificial mass, and a raised wave vector tangent to the ray. The physical model assumes that the refractive index and flow change gradually over an optical wavelength and cycle; the mission starts with the resulting local optical data rather than claiming an error estimate for that approximation.

Setting

A nondispersive dielectric has a refractive index nnn that is independent of optical frequency. Let c>0c>0c>0 denote the vacuum speed of light, and let u∈R3u\in\mathbb R^3u∈R3 be the velocity of the material at an event, with ∣u∣<c|u|<c∣u∣<c. The paper uses n≥1n\geq1n≥1. The four-flow is U=γ(1,u/c)U=\gamma(1,u/c)U=γ(1,u/c), where γ=(1−∣u∣2/c2)−1/2\gamma=(1-|u|^2/c^2)^{-1/2}γ=(1−∣u∣2/c2)−1/2; spacetime coordinates are (x0,x1,x2,x3)(x^0,x^1,x^2,x^3)(x0,x1,x2,x3) with x0=ctx^0=ctx0=ct. The flat metric is η=diag⁡(1,−1,−1,−1)\eta=\operatorname{diag}(1,-1,-1,-1)η=diag(1,−1,−1,−1).

Gordon's optical metric has contravariant and covariant matrices

gμν=ημν+(n2−1)UμUν,gμν=ημν+(n−2−1)UμUν.g^{\mu\nu}=\eta^{\mu\nu}+(n^2-1)U^\mu U^\nu,\qquad g_{\mu\nu}=\eta_{\mu\nu}+(n^{-2}-1)U_\mu U_\nu.gμν=ημν+(n2−1)UμUν,gμν​=ημν​+(n−2−1)Uμ​Uν​.

The second matrix is the inverse of the first in the physical regime §III.B–C, equations (31), (42)–(43). A wave has laboratory frequency ω\omegaω and spatial wave vector kkk; its covariant wave vector is kν=(ω/c,−k)k_\nu=(\omega/c,-k)kν​=(ω/c,−k). The eikonal null equation gμνkμkν=0g^{\mu\nu}k_\mu k_\nu=0gμνkμ​kν​=0 becomes the dispersion relation ω2−c2∣k∣2+(n2−1)γ2(ω−u⋅k)2=0\omega^2-c^2|k|^2+(n^2-1)\gamma^2(\omega-u\cdot k)^2=0ω2−c2∣k∣2+(n2−1)γ2(ω−u⋅k)2=0. The paper solves it for its positive comoving-frequency branch ω=H(k)\omega=H(k)ω=H(k) and defines the laboratory ray velocity v=∇kH(k)v=\nabla_kH(k)v=∇k​H(k). A ray parametrized by laboratory time has tangent (c,v)(c,v)(c,v), since x0=ctx^0=ctx0=ct §III.B, equations (28)–(36).

Formalization targets

The goal is the existing Open platform theorem QAlgorithms.Papers.Independent.Renew46.P42.rays_nullGeodesic, posed from §III.D, equations (50)–(51). For a twice continuously differentiable optical patch with n≥1n\geq1n≥1 and subluminal flow, and a ray satisfying both Hamilton equations with k≠0k\ne0k=0, it asserts at every point of the ray

gμνq˙μq˙ν=0,∇q˙q˙=aq˙for some scalar a.g_{\mu\nu}\dot q^\mu\dot q^\nu=0,\qquad \nabla_{\dot q}\dot q=a\dot q\quad\text{for some scalar }a.gμν​q˙​μq˙​ν=0,∇q˙​​q˙​=aq˙​for some scalar a.

The scalar aaa allows laboratory time to be a nonaffine parameter. The goal also includes the local-rest-frame identity

gμν(Λv)μ(Λv)ν=v02n2−(v12+v22+v32),g_{\mu\nu}(\Lambda v)^\mu(\Lambda v)^\nu=\frac{v_0^2}{n^2}-(v_1^2+v_2^2+v_3^2),gμν​(Λv)μ(Λv)ν=n2v02​​−(v12​+v22​+v32​),

where Λ\LambdaΛ takes a displacement vvv from the medium's rest frame to the laboratory frame. The milestones follow the paper's path: the polarization-independent wave symbol, the dispersion polynomial, the Hamiltonian and its comoving light speed, the inverse metric, the massive action, the rest-frame line element, the zero proper time of the ray tangent, and the tangent relation for the raised wave vector. Three of these are new draft statements; the remaining five are published platform references. The rest-frame milestone is the pointwise form of the goal's second conjunct.

Significance

The result identifies the same rays through two descriptions: Hamiltonian trajectories in a moving dielectric and null curves of a Lorentzian optical metric. It fixes which metric acts on covectors and which acts on tangent vectors, and it makes the rest-frame speed c/nc/nc/n visible in the line element. These identifications support the paper's later discussion of phase shifts and vortex flows §IV. Without the null-geodesic link, those later geometric analogies have no stated connection to the ray Hamiltonian.

The formalization work is still open even though the paper's result is known. The platform already has the shared definitions and six relevant theorem statements: three milestones are Proved, while the Hamiltonian characterization, the massive-action result, and the null-geodesic goal are Open. This proposal adds three local statements around equations (33) and (51) and the vanishing proper time. It does not duplicate the existing Open goal. A complete checked development would connect the local identities to the differential-geometric conclusion for rays in varying media.

Difficulty

The pointwise null identity is shorter than the geodesic conclusion. A ray velocity is a gradient of a Hamiltonian containing square roots, and its coordinates are defined only on the nonzero wave-vector branch used here. The full goal then has to relate Hamilton's time-parametrized equations to the Levi-Civita acceleration of a metric whose coefficients vary with position and time. A pointwise null calculation alone does not establish that the covariant acceleration is parallel to the tangent. The distinction between a covector kνk_\nukν​ and its raised vector kμk^\mukμ, together with the spatial minus sign in kν=(ω/c,−k)k_\nu=(\omega/c,-k)kν​=(ω/c,−k), is essential: using the wrong variance changes the dispersion relation and the tangent statement.

Formalization scope

The Lean model uses real coordinate vectors indexed by Fin 3 and Fin 4, real 4×44\times44×4 matrices, and the published module QAlgorithms_Papers_Independent_Renew46_P42. Its functions gUp, gDown, fourFlow, waveCovector, lorentzBoost, rayDispersion, rayHamiltonian, and rayVelocity are shared by the goal and every new draft. quadratic comes from the module's published dependency. The boost is the identity at zero flow. The ray tangent is (c,v1,v2,v3)(c,v_1,v_2,v_3)(c,v1​,v2​,v3​) in coordinates x0=ctx^0=ctx0=ct. Positive comoving frequency selects the Hamiltonian branch; laboratory frequency itself need not be positive.

The conditions c>0c>0c>0, n≥1n\geq1n≥1, and ∣u∣<c|u|<c∣u∣<c make the physical regime explicit. The zero-proper-time milestone also requires k≠0k\ne0k=0, where the Hamiltonian gradient represents a ray direction. The optical patch in the goal has an open domain and twice continuously differentiable index and flow. The ray has the stated regularity and satisfies both Hamilton equations on an open time set. The local null milestone has nonempty physical instances, rather than relying on a junk square-root value or zero wave vector. The curve-level goal is a universal implication and is vacuous when its open time set is empty. The paper's phrase about minimizing proper time is treated as a local null and pregeodesic claim, without a global minimizing assertion for Lorentzian length.

Reusable contributions include coordinate lemmas for the two Gordon metrics, Lorentz boosts, differentiation of the ray Hamiltonian, and the relation between Hamiltonian motion and covariant acceleration. The wave equation's slow-variation approximation, polarization transport, curvature formula, and vortex applications lie outside this mission's target.

Selected references

  • U. Leonhardt and P. Piwnicki, Optics of Nonuniformly Moving Media, Physical Review A 60, 4301–4312 (1999), pinned preprint arXiv:physics/9906038v3.
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Information TheoryMathematical PhysicsQuantum Information·Captain: mikedeng1

Capacities of Quantum Channels for Massive Bosons and Fermions: Under Average Energy and Particle-Number Constraints the Capacity Is the Grand-Canonical Entropy, Attained by Fock StatesResearch Paper

Motivation

Classical information can be sent by choosing a quantum state, transmitting it, and asking a receiver to measure it. An ideal noiseless channel seems to have no finite information limit if its carrier can occupy arbitrarily many quantum states. A physical carrier, however, has a limited average energy, and a channel carrying massive particles also has a limited average particle number. Sen(De), Sen, Gromek, Bruß, and Lewenstein ask for the greatest information transfer compatible with both constraints. Their answer connects the channel's information capacity to the entropy of the grand-canonical ensemble familiar from statistical mechanics. Sen(De) et al., pp. 1–2.

The paper also studies how capacities of Bose and Fermi systems respond to condensation and pairing. This mission concerns the result that supports those comparisons: the capacity formula for an ideal, noiseless channel under fixed average energy and particle number. Its finite-dimensional form gives a precise setting in which the optimization and its attaining ensemble can both be stated. Sen(De) et al., pp. 2–4.

Setting

The carrier has a finite-dimensional complex state space. Its Hamiltonian H\mathcal HH assigns energy, and its number operator N^\hat NN^ counts particles. The two Hermitian operators commute, so the system has an orthonormal basis of states with definite energy and particle number. These are the Fock states used as signals. For inverse temperature β\betaβ and chemical potential μ\muμ, the grand-canonical state is

ρGCE=exp⁡[−β(H−μN^)]Z,Z=tr⁡exp⁡[−β(H−μN^)].\rho_{\mathrm{GCE}}=\frac{\exp[-\beta(\mathcal H-\mu\hat N)]}{Z}, \qquad Z=\operatorname{tr}\exp[-\beta(\mathcal H-\mu\hat N)].ρGCE​=Zexp[−β(H−μN^)]​,Z=trexp[−β(H−μN^)].

A sender chooses one state ρi\rho_iρi​ from a finite ensemble E={(pi,ρi)}\mathcal E=\{(p_i,\rho_i)\}E={(pi​,ρi​)} with probability pip_ipi​. Each state may be mixed. The mean state is ρˉ=∑ipiρi\bar\rho=\sum_i p_i\rho_iρˉ​=∑i​pi​ρi​. A receiver chooses a finite quantum measurement and observes its outcome. The accessible information Iacc(E)I_{\mathrm{acc}}(\mathcal E)Iacc​(E) is the largest mutual information between the sender's label and the receiver's outcome among these measurements. The Holevo quantity is χ(E)=S(ρˉ)−∑ipiS(ρi)\chi(\mathcal E)=S(\bar\rho)-\sum_i p_iS(\rho_i)χ(E)=S(ρˉ​)−∑i​pi​S(ρi​), where SSS is von Neumann entropy. All information and entropy values use base-two logarithms, so their units are bits. Sen(De) et al., p. 1.

Fix EEE and NNN. An ensemble is admissible when its mean state obeys the two exact constraints tr⁡(ρˉH)=E\operatorname{tr}(\bar\rho\mathcal H)=Etr(ρˉ​H)=E and tr⁡(ρˉN^)=N\operatorname{tr}(\bar\rho\hat N)=Ntr(ρˉ​N^)=N. The paper defines CE,NC_{E,N}CE,N​ as the maximum accessible information among admissible ensembles. For the theorem here, EEE and NNN are the expectations of H\mathcal HH and N^\hat NN^ in ρGCE\rho_{\mathrm{GCE}}ρGCE​; no claim of a global inverse from (E,N)(E,N)(E,N) to (β,μ)(\beta,\mu)(β,μ) is needed. Sen(De) et al., p. 2.

Formalization targets

The first targets are the paper's entropy bounds: the Holevo bound Iacc(E)≤χ(E)I_{\mathrm{acc}}(\mathcal E)\leq\chi(\mathcal E)Iacc​(E)≤χ(E) and χ(E)≤S(ρˉ)\chi(\mathcal E)\leq S(\bar\rho)χ(E)≤S(ρˉ​). The grand-canonical variational principle says that, under the two fixed expectations, no state has greater entropy than ρGCE\rho_{\mathrm{GCE}}ρGCE​. The first and third targets correspond to existing Open platform statements; the second is drafted here. Sen(De) et al., pp. 1–2.

The goal combines the value of the capacity with its attainment:

CE,N=S(ρGCE),Iacc(EFock)=CE,N,C_{E,N}=S(\rho_{\mathrm{GCE}}), \qquad I_{\mathrm{acc}}(\mathcal E_{\mathrm{Fock}})=C_{E,N},CE,N​=S(ρGCE​),Iacc​(EFock​)=CE,N​,

where EFock\mathcal E_{\mathrm{Fock}}EFock​ consists of joint energy and number eigenstates with probabilities supplied by ρGCE\rho_{\mathrm{GCE}}ρGCE​. Two further milestones record that this ensemble has mean ρGCE\rho_{\mathrm{GCE}}ρGCE​ and that orthogonal pure signals make their classical label information accessible to a measurement. The goal includes an actual maximizing ensemble; an equality involving a supremum alone would leave the paper's attainment claim unstated. Sen(De) et al., p. 2 and abstract.

Significance

The result turns a channel optimization over encodings and measurements into a thermodynamic quantity, while specifying signals that reach the bound. The second constraint matters: energy by itself selects a canonical ensemble, whereas fixed average energy together with fixed average particle number selects a grand-canonical ensemble in the paper's setting. This is the connection the authors use when comparing massive Bose and Fermi carriers. Sen(De) et al., pp. 1–2.

A formalization would add a reusable statement linking three kinds of objects: operational accessible information, entropy maximization with conserved quantities, and a concrete optimal ensemble. The shared quantum definitions already exist on the platform; the Holevo and grand-canonical variational statements are Open goals, rather than machine-checked results claimed by this mission. The present draft has compile-checked statements, not proofs of the capacity theorem or those Open goals.

Difficulty

The accessible information is itself an optimization over measurements, while capacity optimizes it again over every admissible ensemble. Merely diagonalizing the grand-canonical state does not establish that no other ensemble, including an ensemble of mixed or noncommuting states, carries more accessible information. The matching attainment assertion also needs an ensemble of the paper's Fock states that obeys both average constraints. The comparison must use the same bit-valued entropy convention throughout, even though one existing grand-canonical platform theorem states its variational principle using natural logarithms.

Formalization scope

Lean represents states and observables by complex matrices indexed by a finite nonempty type, with H\mathcal HH and N^\hat NN^ Hermitian and commuting. The grand-canonical state uses the published Gibbs-state definition. Expected values are real parts of traces, and both constraints are equalities. The finite-dimensional model is exact for finitely many fermionic levels; it is a truncation of the unbounded bosonic Fock space, so this mission does not claim the paper's infinite-dimensional bosonic formula. The theorem permits every real β\betaβ and μ\muμ, with EEE and NNN defined from the resulting state.

The capacity domain includes all finite ensemble sizes and arbitrary mixed density matrices, and accessible information optimizes over all finite POVMs. Restricting the ensemble to Fock-diagonal or pure states, fixing its label type to the Fock basis, or fixing the measurement would turn the capacity claim into a different problem. The maximum is expressed as a greatest element of the value set, which records membership and hence attainment. The reusable work includes the ensemble entropy bound, the joint-eigenbasis interface, and the link between orthogonal signals and accessible information. Contributions that establish these links for the stated definitions or connect the existing Open reference theorems to this interface fit the mission. The paper's separately labelled comparison theorem for bosons and fermions, its asymptotic expansions, and its numerical figures are outside this mission.

Selected references

  • A. Sen(De), U. Sen, B. Gromek, D. Bruß, and M. Lewenstein, Capacities of Quantum Channels for Massive Bosons and Fermions, Physical Review Letters 2005; pinned preprint arXiv:quant-ph/0505028v2, 2006. arXiv
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AlgebraLinear algebraOptimization·Captain: mikedeng1

Invariant Semidefinite Programs: Every Matrix ∗-Algebra Is ∗-Isomorphic to a Direct Sum of Full Matrix AlgebrasResearch Paper

Motivation

Semidefinite programs that arise in coding theory, extremal geometry, crossing-number bounds and polynomial optimization are often too large to solve directly, but they are invariant under a large symmetry group. Restricting the matrix variable to the invariant matrices loses nothing, and the invariant matrices form a matrix ∗-algebra. The survey of Bachoc, Gijswijt, Schrijver and Vallentin (arXiv:1007.2905, published in the Handbook on Semidefinite, Conic and Polynomial Optimization, Springer, 2012) organizes this symmetry reduction into steps. Its Step 2 (§1.2, pp. 5–7) replaces an SDP over such an algebra by an SDP over a few small blocks, and the justification of that step is a single structure theorem: every matrix ∗-algebra is ∗-isomorphic to a direct sum of full matrix algebras (Theorem 1.2, restated as Theorem 2.7 on p. 13).

The theorem is classical. It is the finite-dimensional case of the structure theory of C∗-algebras (Davidson, C∗-Algebras by Example, Chapter I.10), and in the unital, non-star form it is the Wedderburn–Artin theorem for semisimple algebras over ℂ. Its use in SDP symmetry reduction goes back to Gatermann and Parrilo (2004) and de Klerk, Pasechnik and Schrijver (2007). Section 2.5 of the survey gives a short, elementary, self-contained proof using only linear algebra; this mission follows that proof.

Setting

A matrix ∗-algebra (Definition 2.1, p. 10) is a complex linear subspace A⊆Cn×n\mathcal A \subseteq \mathbb C^{n\times n}A⊆Cn×n that is closed under matrix multiplication and under the conjugate transpose X↦X∗X \mapsto X^*X↦X∗. It need not contain the identity matrix, and it may be {0}\{0\}{0}.

A map φ:A→B\varphi : \mathcal A \to \mathcal Bφ:A→B between matrix ∗-algebras is a ∗-homomorphism (Definition 2.6, p. 13) if it is linear, satisfies φ(XY)=φ(X)φ(Y)\varphi(XY) = \varphi(X)\varphi(Y)φ(XY)=φ(X)φ(Y) and φ(X∗)=φ(X)∗\varphi(X^*) = \varphi(X)^*φ(X∗)=φ(X)∗; a bijective ∗-homomorphism is a ∗-isomorphism. The direct sum ⨁k=1dCmk×mk\bigoplus_{k=1}^d \mathbb C^{m_k\times m_k}⨁k=1d​Cmk​×mk​ is the algebra of block-diagonal matrices with diagonal blocks of sizes m1,…,mdm_1, \dots, m_dm1​,…,md​ (p. 10).

The proof uses the following vocabulary (p. 13). The center of A\mathcal AA is CA={Z∈A:ZX=XZ for all X∈A}\mathcal C_{\mathcal A} = \{Z \in \mathcal A : ZX = XZ \text{ for all } X \in \mathcal A\}CA​={Z∈A:ZX=XZ for all X∈A}. The unit of A\mathcal AA is the unique E∈AE \in \mathcal AE∈A with EX=XE=XEX = XE = XEX=XE=X for all X∈AX \in \mathcal AX∈A. A\mathcal AA is simple if it is non-zero and CA=CE\mathcal C_{\mathcal A} = \mathbb C ECA​=CE. For a partition [n]=S0∪S1∪⋯∪Sk[n] = S_0 \cup S_1 \cup \dots \cup S_k[n]=S0​∪S1​∪⋯∪Sk​, IiI_iIi​ is the zero-one diagonal matrix with ones in the positions of SiS_iSi​.

Formalization targets

Goal: Theorem 2.7 (= Theorem 1.2), p. 13

For every matrix ∗-algebra A⊆Cn×n\mathcal A \subseteq \mathbb C^{n\times n}A⊆Cn×n there are ddd and m1,…,mdm_1, \dots, m_dm1​,…,md​ and a ∗-isomorphism

φ:A⟶⨁k=1dCmk×mk.\varphi : \mathcal A \longrightarrow \bigoplus_{k=1}^d \mathbb C^{m_k\times m_k}.φ:A⟶k=1⨁d​Cmk​×mk​.

The goal fixes no sizes: it asserts only the existence of the block structure, which is the form Step 2 uses.

Milestones, in the order of the paper's proof

  1. Theorem 2.2 (p. 11): a commutative matrix ∗-algebra is unitarily similar to {λ1I1+⋯+λkIk:λi∈C}\{\lambda_1 I_1 + \dots + \lambda_k I_k : \lambda_i \in \mathbb C\}{λ1​I1​+⋯+λk​Ik​:λi​∈C} for a partition with S1,…,SkS_1, \dots, S_kS1​,…,Sk​ nonempty and S0S_0S0​ possibly empty.
  2. A maximal commutative ∗-subalgebra B\mathcal BB of A\mathcal AA contains every element of A\mathcal AA that commutes with B\mathcal BB (p. 14).
  3. Observations (i)–(ii) (p. 14): with B\mathcal BB in diagonal form, for X∈AX \in \mathcal AX∈A each IiXIiI_iXI_iIi​XIi​ is a multiple of IiI_iIi​, and I0X=XI0=0I_0X = XI_0 = 0I0​X=XI0​=0.
  4. Observation (iii) (p. 14): each block IiXIjI_iXI_jIi​XIj​ is zero or a nonzero multiple of a square unitary matrix.
  5. The unit of A\mathcal AA exists and is unique (p. 13).
  6. The relation i∼j  ⟺  IiAIj≠{0}i \sim j \iff I_i\mathcal A I_j \neq \{0\}i∼j⟺Ii​AIj​={0} is an equivalence relation (p. 14).
  7. A=⨁i=1dEiA\mathcal A = \bigoplus_{i=1}^d E_i\mathcal AA=⨁i=1d​Ei​A, where E1,…,EdE_1, \dots, E_dE1​,…,Ed​ are the minimal idempotents of CA\mathcal C_{\mathcal A}CA​ and each EiAE_i\mathcal AEi​A is simple (p. 14).
  8. Every simple matrix ∗-algebra is ∗-isomorphic to a full matrix algebra Ck×k\mathbb C^{k\times k}Ck×k (p. 14, proved pp. 14–15).

Milestones 7 and 8 together give the goal.

Significance

The result. A ∗-isomorphism preserves positive semidefiniteness, so Theorem 2.7 turns the constraint "X∈AX \in \mathcal AX∈A, X⪰0X \succeq 0X⪰0" into ddd independent constraints on blocks of sizes m1,…,mdm_1, \dots, m_dm1​,…,md​, with ∑kmk2=dim⁡A\sum_k m_k^2 = \dim \mathcal A∑k​mk2​=dimA. This is what makes the Lovász ϑ-number of symmetric graphs, the Delsarte and Schrijver bounds for codes, and the crossing-number bound of de Klerk et al. computable at scale (§§4–6 of the survey). Without it, an invariant SDP still has a variable of the original size nnn.

Formalizing it. The theorem is proved and textbook material; it is not open. As far as a search of the platform shows, it is not formalized in this form: Mathlib has Wedderburn–Artin for semisimple unital algebras over an algebraically closed field, which yields an algebra isomorphism but neither the star structure nor the non-unital case, and the platform holds a proved matrix-units statement for unital ∗-subalgebras (HarlowTASI.fdStarAlgebra_exists_matrixUnits, attached to this mission as a reference). The mission adds the non-unital ∗-isomorphism, the simultaneous unitary diagonalization of a commutative matrix ∗-algebra, and the intermediate facts of the elementary proof, each stated in a reusable form.

Difficulty

Two points make the obvious routes insufficient. First, a matrix ∗-algebra need not contain the identity: its unit is a projection onto a subspace, and the coordinates in S0S_0S0​ carry no part of the algebra. Statements and arguments that start from a unital subalgebra do not apply without first cutting the algebra down to the range of its unit. Second, an algebra isomorphism onto a product of matrix algebras is not enough: the isomorphism must commute with the conjugate transpose, since positive semidefiniteness is defined through it. Abstract Wedderburn–Artin provides the first kind of isomorphism, and turning it into a ∗-isomorphism requires choosing the matrix units compatibly with the adjoint, which is where the content of the theorem lies. The elementary proof avoids ring theory entirely but has to control every off-diagonal block IiXIjI_iXI_jIi​XIj​, which is the role of observations (i)–(iii).

Formalization scope

  • A matrix ∗-algebra is NonUnitalStarSubalgebra ℂ (Matrix (Fin n) (Fin n) ℂ); Mathlib's star on matrices is the conjugate transpose. The index set [n][n][n] is Fin n (0-based).
  • A ∗-isomorphism is StarAlgEquiv ℂ (≃⋆ₐ[ℂ]) on the subtype of A\mathcal AA: additive, multiplicative, ℂ-linear, star-preserving and bijective, exactly Definition 2.6.
  • ⨁k=1dCmk×mk\bigoplus_{k=1}^d \mathbb C^{m_k\times m_k}⨁k=1d​Cmk​×mk​ is the product type (k : Fin d) → Matrix (Fin (m k)) (Fin (m k)) ℂ with pointwise operations and star; it is ∗-isomorphic to the block-diagonal algebra (Matrix.blockDiagonal'). d=0d = 0d=0 is allowed and is needed for A={0}\mathcal A = \{0\}A={0}.
  • A partition [n]=S0∪S1∪⋯∪Sk[n] = S_0 \cup S_1 \cup \dots \cup S_k[n]=S0​∪S1​∪⋯∪Sk​ is a map S : Fin n → Option (Fin k), with none for S0S_0S0​ and some i for Si+1S_{i+1}Si+1​; the paper's block AijA_{ij}Aij​ is represented by the full-size product IiXIjI_iXI_jIi​XIj​.
  • The center is the set of elements of A\mathcal AA commuting with A\mathcal AA, not the commutant in Cn×n\mathbb C^{n\times n}Cn×n. "Simple" is the paper's definition: non-zero, with center CE\mathbb C ECE for the unit EEE.
  • Milestones 3, 4 and 6 are stated in the proof's normalized setting: B\mathcal BB is a maximal commutative ∗-subalgebra of A\mathcal AA that is already in diagonal form; the unitary change of basis is milestone 1.

The goal is not to be read with a unital StarSubalgebra (that adds the hypothesis I∈AI \in \mathcal AI∈A and is the case already covered by the reference item), with an AlgEquiv that ignores the star, or with a mere linear equivalence (which exists for dimensional reasons and has no content). Each of these would trivialize or weaken the statement.

Useful infrastructure, reusable beyond this mission: simultaneous unitary diagonalization of commuting normal matrices, the unit and the central decomposition of a non-unital finite-dimensional ∗-algebra, and an explicit ∗-isomorphism from a corner algebra onto Ck×k\mathbb C^{k\times k}Ck×k. Proofs of any milestone, and alternative routes to the goal (for example through Mathlib's Wedderburn–Artin plus a star-compatibility argument), are welcome.

Selected references

  • C. Bachoc, D. C. Gijswijt, A. Schrijver, F. Vallentin, Invariant semidefinite programs, in: Handbook on Semidefinite, Conic and Polynomial Optimization, Springer, 2012. arXiv:1007.2905v2. https://arxiv.org/abs/1007.2905
  • K. R. Davidson, C∗-Algebras by Example, Fields Institute Monographs 6, American Mathematical Society, 1996. https://doi.org/10.1090/fim/006
  • K. Gatermann, P. A. Parrilo, Symmetry groups, semidefinite programs, and sums of squares, Journal of Pure and Applied Algebra 192 (2004) 95–128. https://doi.org/10.1016/j.jpaa.2003.12.011
  • E. de Klerk, D. V. Pasechnik, A. Schrijver, Reduction of symmetric semidefinite programs using the regular ∗-representation, Mathematical Programming 109 (2007) 613–624. https://doi.org/10.1007/s10107-006-0039-7
  • R. A. Horn, C. R. Johnson, Matrix Analysis, Cambridge University Press, 1985. https://doi.org/10.1017/CBO9780511810817
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Convex OptimizationLinear OptimizationOperations Research+1·Captain: mikedeng1

Intersection Disjunctions for Reverse Convex Sets: The Basis Cone Outside the Recession-Cone Inner Approximation of the Convex Set Is a Union of |N2| + 1 Disjunctive TermsResearch Paper

Reverse convex sets and intersection cuts

A reverse convex set is the part of a polyhedron that lies outside an open convex set: P∖CP\setminus CP∖C, where P={x∈R+n:Ax=b}P=\{x\in\mathbb{R}^n_+ : Ax=b\}P={x∈R+n​:Ax=b} and C⊆RnC\subseteq\mathbb{R}^nC⊆Rn is open and convex. Such sets arise whenever a model forbids a convex region: integrality (a lattice-free convex set contains no feasible point in its interior), bilevel programs, where the points with d⊤y>Φ(x)d^\top y>\Phi(x)d⊤y>Φ(x) for a convex value function Φ\PhiΦ are infeasible, and nonconvex quadratic or polynomial constraints. Optimizing over P∖CP\setminus CP∖C calls for valid inequalities for its closed convex hull.

The classical tool is the intersection cut of Balas (Balas 1971): starting from a basic solution xˉ\bar xxˉ of the linear relaxation that lies inside CCC, one follows the extreme rays of the basis cone until they leave CCC, and the exit points define a valid inequality. Towle and Luedtke study the opposite case, where the basic solution lies outside the closure of CCC. Then the rays of the basis cone may enter CCC, cross it, or never leave it, and no single inequality captures the structure. They replace the cut by a disjunction: a finite union of simpler sets that contains P∖CP\setminus CP∖C, to which the disjunctive programming machinery of Balas can be applied. The present mission targets their multi-term disjunction (Theorem 5 of the paper), which uses the full recession cone of CCC.

Setting

Let A∈Rm×nA\in\mathbb{R}^{m\times n}A∈Rm×n have full row rank and b∈Rmb\in\mathbb{R}^mb∈Rm. A basis splits the variables into basic variables BBB and nonbasic variables NNN, with a tableau aˉ\bar aaˉ and a basic solution xˉ\bar xxˉ (xˉj=0\bar x_j=0xˉj​=0 for j∈Nj\in Nj∈N) such that Ax=bAx=bAx=b holds exactly when xi=xˉi−∑j∈Naˉijxjx_i=\bar x_i-\sum_{j\in N}\bar a_{ij}x_jxi​=xˉi​−∑j∈N​aˉij​xj​ for all i∈Bi\in Bi∈B. Dropping the sign constraints on the basic variables gives the basis cone

PB={x:xi=xˉi−∑j∈Naˉijxj (i∈B), xj≥0 (j∈N)},P^B=\Big\{x : x_i=\bar x_i-\sum_{j\in N}\bar a_{ij}x_j\ (i\in B),\ x_j\ge 0\ (j\in N)\Big\},PB={x:xi​=xˉi​−j∈N∑​aˉij​xj​ (i∈B), xj​≥0 (j∈N)},

a translated simplicial cone with apex xˉ\bar xxˉ and extreme rays rˉj\bar r^jrˉj (j∈Nj\in Nj∈N): rˉjj=1\bar r^j_j=1rˉjj​=1, rˉkj=−aˉkj\bar r^j_k=-\bar a_{kj}rˉkj​=−aˉkj​ for k∈Bk\in Bk∈B, and rˉkj=0\bar r^j_k=0rˉkj​=0 for the other nonbasic kkk.

The recession cone of CCC is recc⁡(C)={d:x+td∈C for all x∈C, t≥0}\operatorname{recc}(C)=\{d : x+td\in C\text{ for all }x\in C,\ t\ge 0\}recc(C)={d:x+td∈C for all x∈C, t≥0}. Along each ray, the halfline xˉ+λrˉj\bar x+\lambda\bar r^jxˉ+λrˉj, λ≥0\lambda\ge 0λ≥0, meets CCC in an interval with endpoints

αj=inf⁡{α≥0:xˉ+αrˉj∈C},βj=sup⁡{β≥0:xˉ+βrˉj∈C},\alpha_j=\inf\{\alpha\ge 0:\bar x+\alpha\bar r^j\in C\},\qquad \beta_j=\sup\{\beta\ge 0:\bar x+\beta\bar r^j\in C\},αj​=inf{α≥0:xˉ+αrˉj∈C},βj​=sup{β≥0:xˉ+βrˉj∈C},

in the extended reals, with αj=+∞\alpha_j=+\inftyαj​=+∞, βj=−∞\beta_j=-\inftyβj​=−∞ when the halfline misses CCC. This sorts the nonbasic indices into N0N_0N0​ (the ray misses CCC), N1N_1N1​ (αj\alpha_jαj​ finite and positive, βj=+∞\beta_j=+\inftyβj​=+∞: the ray enters CCC and stays) and N2N_2N2​ (αj<βj<+∞\alpha_j<\beta_j<+\inftyαj​<βj​<+∞: the ray crosses CCC); write N0c=N1∪N2N_0^{\mathrm c}=N_1\cup N_2N0c​=N1​∪N2​. For extended reals α<β\alpha<\betaα<β and a vector rrr, the segment (α,β)r(\alpha,\beta)r(α,β)r is {λr:λ∈R, α<λ<β}\{\lambda r:\lambda\in\mathbb{R},\ \alpha<\lambda<\beta\}{λr:λ∈R, α<λ<β}, and [0,β)r[0,\beta)r[0,β)r, (−∞,0]r(-\infty,0]r(−∞,0]r are defined likewise. The paper builds the inner approximation of CCC

TC={xˉ}+conv⁡(⋃j∈N0c(αj,βj)rˉj)+recc⁡(C)T^C=\{\bar x\}+\operatorname{conv}\Big(\bigcup_{j\in N_0^{\mathrm c}}(\alpha_j,\beta_j)\bar r^j\Big)+\operatorname{recc}(C)TC={xˉ}+conv(j∈N0c​⋃​(αj​,βj​)rˉj)+recc(C)

and the sets

S0C={xˉ}+conv⁡(⋃j∈N0c(αj,+∞)rˉj)+recc⁡(C),S^C_0=\{\bar x\}+\operatorname{conv}\Big(\bigcup_{j\in N_0^{\mathrm c}}(\alpha_j,+\infty)\bar r^j\Big)+\operatorname{recc}(C),S0C​={xˉ}+conv(j∈N0c​⋃​(αj​,+∞)rˉj)+recc(C), SkC={xˉ}+conv⁡(⋃j∈N2[0,βj)rˉj)+(−∞,0]rˉk+recc⁡(C)(k∈N2).S^C_k=\{\bar x\}+\operatorname{conv}\Big(\bigcup_{j\in N_2}[0,\beta_j)\bar r^j\Big)+(-\infty,0]\bar r^k+\operatorname{recc}(C)\qquad(k\in N_2).SkC​={xˉ}+conv(j∈N2​⋃​[0,βj​)rˉj)+(−∞,0]rˉk+recc(C)(k∈N2​).

Throughout, xˉ∉cl⁡(C)\bar x\notin\operatorname{cl}(C)xˉ∈/cl(C), and (Assumption 2 of the paper) recc⁡(C)⊆recc⁡(PB)\operatorname{recc}(C)\subseteq\operatorname{recc}(P^B)recc(C)⊆recc(PB).

Formalization targets

Goal: Theorem 5

With N20:=N2∪{0}N_2^0:=N_2\cup\{0\}N20​:=N2​∪{0},

PB∖TC=⋃k∈N20(PB∖SkC).P^B\setminus T^C=\bigcup_{k\in N_2^0}\big(P^B\setminus S^C_k\big).PB∖TC=k∈N20​⋃​(PB∖SkC​).

The relaxation PB∖TCP^B\setminus T^CPB∖TC of PB∖CP^B\setminus CPB∖C is thus a disjunction of ∣N2∣+1|N_2|+1∣N2​∣+1 terms.

Milestones

  1. (§3, p. 5) rˉj∈recc⁡(C)\bar r^j\in\operatorname{recc}(C)rˉj∈recc(C) for every j∈N1j\in N_1j∈N1​.
  2. (Proposition 5) For k∈N2k\in N_2k∈N2​, SkC={xˉ}+conv⁡(⋃j∈N0c(αj,βj)rˉj)+(−∞,0]rˉk+recc⁡(C)S^C_k=\{\bar x\}+\operatorname{conv}\big(\bigcup_{j\in N_0^{\mathrm c}}(\alpha_j,\beta_j)\bar r^j\big)+(-\infty,0]\bar r^k+\operatorname{recc}(C)SkC​={xˉ}+conv(⋃j∈N0c​​(αj​,βj​)rˉj)+(−∞,0]rˉk+recc(C).
  3. (Lemma 2) For a,c∈R+sa,c\in\mathbb{R}^s_+a,c∈R+s​ with ∑iai>0\sum_i a_i>0∑i​ai​>0 there is θ∈R+s+1\theta\in\mathbb{R}^{s+1}_+θ∈R+s+1​ with ∑i=0sθi=1\sum_{i=0}^s\theta_i=1∑i=0s​θi​=1 and aiθ0=ciθia_i\theta_0=c_i\theta_iai​θ0​=ci​θi​ for i=1,…,si=1,\dots,si=1,…,s.
  4. (Proof of Theorem 5) TC⊆SkCT^C\subseteq S^C_kTC⊆SkC​ for every k∈N20k\in N_2^0k∈N20​.
  5. (Proof of Theorem 5) TC=⋂k∈N20SkCT^C=\bigcap_{k\in N_2^0}S^C_kTC=⋂k∈N20​​SkC​.

Significance

Theorem 5 turns the nonconvex set PB∖TCP^B\setminus T^CPB∖TC into a finite union of sets with explicit generators. By the paper's Theorem 2, PB∖TCP^B\setminus T^CPB∖TC has the same closed convex hull as PB∖CP^B\setminus CPB∖C, so valid inequalities for the disjunction are valid for the reverse convex set and lose nothing in the limit. The paper then relaxes each term to a polyhedron (§4.4), and a cut-generating linear program over the union separates candidate points; when CCC is bounded the disjunction collapses to the two-term disjunction of the paper's Theorem 1. The disjunction is therefore the bridge between the geometry of CCC (its recession cone and the exit parameters along the basis rays) and polyhedral cut generation.

The result is proved in the paper (arXiv:1901.02112v5, pp. 17–18; Mathematics of Operations Research, 2022). It has no machine-checked proof. Formalizing it checks the extended-real conventions for αj,βj\alpha_j,\beta_jαj​,βj​, the treatment of empty and unbounded segments, and the role of the recession cone, all of which the paper handles in prose. The definitions of the basis cone, the exit parameters and the recession cone are reusable for other intersection-cut results on the platform.

Difficulty

The inclusion TC⊆⋂kSkCT^C\subseteq\bigcap_k S^C_kTC⊆⋂k​SkC​ is immediate from the definitions. The reverse inclusion is the substance: a point lying in every term SkCS^C_kSkC​ comes with ∣N2∣+1|N_2|+1∣N2​∣+1 unrelated representations, one per term, each using different segment parameters, a different multiple of −rˉk-\bar r^k−rˉk and a different recession direction. A point of TCT^CTC needs a single representation with all segment parameters inside (αj,βj)(\alpha_j,\beta_j)(αj​,βj​) and no negative multiples of the rays. A naive average of the representations keeps the negative components along the rays rˉk\bar r^krˉk, so it does not land in TCT^CTC. The rewriting of SkCS^C_kSkC​ in Proposition 5 also needs care: it replaces [0,βj)[0,\beta_j)[0,βj​) by (αj,βj)(\alpha_j,\beta_j)(αj​,βj​) inside a convex hull, and absorbs the rays of N1N_1N1​ into the recession cone, which holds only because CCC is open.

Formalization scope

Vectors are functions ι→R\iota\to\mathbb{R}ι→R on a finite index type ι\iotaι (the paper's {1,…,n}\{1,\dots,n\}{1,…,n}). The basis is the published Disjunctive.GeneralDisjunctions.IsTableau (a genuine tableau of Ax=bAx=bAx=b, with B,NB,NB,N a partition and xˉN=0\bar x_N=0xˉN​=0) together with rank⁡A=m\operatorname{rank}A=mrankA=m, and the extreme rays are the published Disjunctive.GeneralDisjunctions.extremeRay. PBP^BPB is defined, as on the page, by the tableau equations and xN≥0x_N\ge 0xN​≥0. The exit parameters αj,βj\alpha_j,\beta_jαj​,βj​ are EReal-valued infima and suprema over real parameters, so the empty set gives +∞+\infty+∞ and −∞-\infty−∞ and an unbounded set gives βj=+∞\beta_j=+\inftyβj​=+∞; segments quantify over real λ\lambdaλ compared with extended-real endpoints. N0,N1,N2N_0,N_1,N_2N0​,N1​,N2​ are filters of NNN, and N0c=N1∪N2N_0^{\mathrm c}=N_1\cup N_2N0c​=N1​∪N2​. The index 000 of N20N_2^0N20​ is encoded by stating the term S0CS^C_0S0C​ separately from the terms SkCS^C_kSkC​, k∈N2k\in N_2k∈N2​. The recession cone is the universal-quantifier cone, which is the whole space for C=∅C=\emptysetC=∅; in that case every set in the goal is empty or PBP^BPB and the identity is PB=PBP^B=P^BPB=PB.

All hypotheses are the paper's: CCC open and convex, AAA of full row rank (§2), xˉ∉cl⁡(C)\bar x\notin\operatorname{cl}(C)xˉ∈/cl(C) (§3), and Assumption 2 (§4). One generalization: the basic solution need not be feasible (bˉ≥0\bar b\ge 0bˉ≥0 is not imposed); the paper's own Example 2 uses an infeasible basic solution and the proof of Theorem 5 does not use feasibility.

Real-valued αj,βj\alpha_j,\beta_jαj​,βj​ (where an empty or unbounded parameter set returns 000), segments with endpoints converted to reals, or an encoding in which N2N_2N2​ is always empty would trivialize the statement; the extended-real definitions rule these out, and a sorry-free check confirms that the hypotheses are satisfiable with N2≠∅N_2\neq\emptysetN2​=∅ (one variable, C={1<x<2}C=\{1<x<2\}C={1<x<2}).

The development needs Minkowski sums and convex hulls of unions in Rn\mathbb{R}^nRn, recession cones of open convex sets, and a Farkas-type alternative (for Lemma 2); the platform's LinearOptimization.farkas_lemma is available. Proofs of the milestones in any order are welcome; Lemma 2 is self-contained.

Selected references

  • E. Towle and J. Luedtke, Intersection disjunctions for reverse convex sets, arXiv:1901.02112v5, 2020; Mathematics of Operations Research, 2022. https://arxiv.org/abs/1901.02112v5
  • E. Balas, Intersection cuts — a new type of cutting planes for integer programming, Operations Research 19(1), 1971. https://doi.org/10.1287/opre.19.1.19
  • E. Balas, Disjunctive programming, Annals of Discrete Mathematics 5, 1979. https://doi.org/10.1016/S0167-5060(08)70342-X
  • M. Conforti, G. Cornuéjols, G. Zambelli, Integer Programming, Springer, 2014. https://doi.org/10.1007/978-3-319-11008-0
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