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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

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Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

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Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

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© 2026 Prove2Me
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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

Campaigns (experimental)

Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

3SUM Exponent

Classical algorithms solve 3SUM in O(n2)O(n^2)O(n2) time. In a 2026 breakthrough, Alman and Vassilevska Williams gave a deterministic O(n1.9992)O(n^{1.9992})O(n1.9992) algorithm, refuting the integer 3SUM hypothesis. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for 3SUM on polynomially bounded integers, using a word RAM with O(log⁡n)O(\log n)O(logn)-bit words, and pursues smaller exponents.

≤ 1.999074Formalized record
3 provers on it4 of 4 missions formalized

All-Pairs Shortest Paths (APSP) Exponent

Classical algorithms solve all-pairs shortest paths in O(n3)O(n^3)O(n3) time. In a 2026 breakthrough, Alman and Vassilevska Williams refuted the APSP conjecture with a deterministic O(n2.99942)O(n^{2.99942})O(n2.99942) algorithm. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for exact APSP and pursues smaller exponents.

≤ 2.995561Formalized record
3 provers on it5 of 5 missions formalized

The irrationality measure of π

The irrationality measure of π quantifies how closely rational numbers can approximate it. This campaign seeks formal proofs of sharper upper bounds, starting with Mahler’s bound of 42.

≤ 7.103205334138Formalized record→≤ 2Open frontier
9 provers on it7 of 8 missions formalized

Sharp diagonal Hlawka constant

The sharp Hlawka inequality for Schatten ppp-norms is a cousin of the triangle inequality: it relates the norms of three matrices to the norms of their pairwise sums and their total sum. For complex diagonal matrices, an exact formula for the best possible comparison constant has been proved in Lean for every real p≥256p\ge256p≥256. We conjecture that the same formula holds for all p≥2p\ge2p≥2.

What is the smallest cutoff p′p'p′ for which this formula holds for every real p≥p′p\ge p'p≥p′?

References:

  • Wolfram MathWorld, Hlawka's Inequality.
  • Audenaert and Kittaneh, Problems and Conjectures in Matrix and Operator Inequalities, §8.2 (2017).
  • Marinescu and Niculescu, A New Look at the Hornich–Hlawka Inequality (2025).
  • Analytic argument for p≥90p\ge90p≥90, awaiting formalization in Lean.
≤ 80Formalized record
3 provers on it7 of 7 missions formalized

Odd numbers as sums of primes

Is every odd number a sum of kkk primes? This campaign tracks formalized proofs of the smallest kkk that suffices.

Schnirelmann (1930) showed some finite kkk works. Vinogradov (1937) showed that three is enough for all sufficiently large odd numbers. Tao (2012) proved k=5k = 5k=5 unconditionally. Helfgott (2013) proved that every odd number greater than 555 is a sum of three primes, though the proof is still unrefereed. Ideally, we can formalize this statement here. Note that three is optimal: 272727 is neither prime nor 222 + prime.

≤ 27Formalized record→≤ 5Open frontier
35 provers on it13 of 15 missions formalized

Matrix multiplication exponent

Schoolbook matrix multiplication takes n3n^3n3 operations. The exponent ω\omegaω is the infimum of all τ\tauτ such that two n×nn \times nn×n matrices can be multiplied in O(nτ)O(n^{\tau})O(nτ) arithmetic operations; trivially ω≥2\omega \geq 2ω≥2, and ω=2\omega = 2ω=2 is conjectured but open.

Strassen gave the first nontrivial bound, ω<2.81\omega < 2.81ω<2.81, in 1969, and introduced the laser method in 1986 to reach ω<2.48\omega < 2.48ω<2.48. Coppersmith and Winograd's 1990 bound of 2.3762.3762.376 stood for two decades. Every subsequent improvement comes from analyzing higher tensor powers of their construction with refined laser-method variants. That line reached ω<2.371339\omega < 2.371339ω<2.371339 in 2025, and the current record is ω<2.371177\omega < 2.371177ω<2.371177, from August 2026. See Computational complexity of matrix multiplication for the full table. Can we formalize these results and even improve on them?

≤ 2.25Formalized record
16 provers on it9 of 9 missions formalized

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Graph TheoryLinear OptimizationOperations Research+1·Captain: mikedeng1

Finding Minimum-Cost Circulations by Canceling Negative Cycles: Polynomial Termination of Minimum-Mean Cycle CancelingResearch Paper

Motivation

The minimum-cost circulation problem is a central problem of network optimization: transportation, assignment, shortest-path and maximum-flow problems are all special cases, and it is one of the few classes of linear programs with fast combinatorial algorithms. The oldest algorithm for it, the cycle-canceling algorithm of Klein (1967), repeatedly finds a residual cycle of negative cost and pushes as much flow as possible around it. With an arbitrary choice of cycle it can take exponentially many iterations even on integer data, and it need not terminate at all when capacities are irrational.

Goldberg and Tarjan (J. ACM 36(4), 1989) showed that one simple selection rule repairs this: always cancel a residual cycle whose mean cost (cost divided by number of arcs) is as small as possible. The resulting algorithm is strongly polynomial: its number of iterations is bounded by a polynomial in the number of vertices and arcs alone, independent of the magnitudes of capacities and costs. This mission formalizes that bound.

Timeline:

  • 1967, Klein: the cycle-canceling algorithm, without an iteration bound.
  • 1972, Edmonds and Karp: the first polynomial algorithm for minimum-cost flow (capacity scaling), polynomial in the bit length of the capacities.
  • 1985, Tardos: the first strongly polynomial algorithm, introducing the arc-fixing idea that Theorem 3.8 generalizes.
  • 1987–1989, Goldberg and Tarjan: generalized cost scaling and ε-optimality; in this paper, minimum-mean cycle canceling terminates after O(nm² log n) iterations for real costs (Theorem 3.9) and O(nm log(nC)) for integer costs bounded by C (Theorem 3.7).

Setting

A circulation network is a finite directed graph G=(V,E)G=(V,E)G=(V,E) with n=∣V∣n=|V|n=∣V∣ vertices and m=∣E∣m=|E|m=∣E∣ arcs, which is symmetric ((v,w)∈E(v,w)\in E(v,w)∈E iff (w,v)∈E(w,v)\in E(w,v)∈E, so mmm counts both directions), together with real capacities u(v,w)u(v,w)u(v,w) and real costs c(v,w)c(v,w)c(v,w), the cost being antisymmetric: c(v,w)=−c(w,v)c(v,w)=-c(w,v)c(v,w)=−c(w,v).

A circulation is a real function fff on arcs satisfying f(v,w)≤u(v,w)f(v,w)\le u(v,w)f(v,w)≤u(v,w), f(v,w)=−f(w,v)f(v,w)=-f(w,v)f(v,w)=−f(w,v) on every arc, and conservation ∑v:(w,v)∈Ef(v,w)=0\sum_{v:(w,v)\in E} f(v,w)=0∑v:(w,v)∈E​f(v,w)=0 at every vertex www. Its cost is cost⁡(f)=12∑(v,w)∈Ec(v,w)f(v,w)\operatorname{cost}(f)=\tfrac12\sum_{(v,w)\in E}c(v,w)f(v,w)cost(f)=21​∑(v,w)∈E​c(v,w)f(v,w), and fff is minimum-cost (optimal) if no circulation has smaller cost.

The residual capacity of an arc is uf(v,w)=u(v,w)−f(v,w)u_f(v,w)=u(v,w)-f(v,w)uf​(v,w)=u(v,w)−f(v,w); arcs with uf>0u_f>0uf​>0 are residual arcs. A residual cycle is a simple cycle of residual arcs; its capacity is the minimum residual capacity along it, its cost c(Γ)c(\Gamma)c(Γ) is the sum of its arc costs, and its mean cost is c(Γ)/∣Γ∣c(\Gamma)/|\Gamma|c(Γ)/∣Γ∣. Canceling a residual cycle raises the flow on each of its arcs by its capacity (and lowers the flow on each reverse arc by the same amount).

The minimum-mean cycle-canceling algorithm starts from any circulation and, while some residual cycle has negative cost, cancels a residual cycle whose mean cost is minimum among all residual cycles. Ties are broken arbitrarily, so the algorithm is a nondeterministic process; a run of length KKK is any sequence f0,…,fKf_0,\dots,f_Kf0​,…,fK​ of circulations produced by KKK such iterations.

The analysis uses a price function p:V→Rp:V\to\mathbb Rp:V→R, the reduced cost cp(v,w)=c(v,w)+p(v)−p(w)c_p(v,w)=c(v,w)+p(v)-p(w)cp​(v,w)=c(v,w)+p(v)−p(w), and ε-optimality: for ε≥0\varepsilon\ge0ε≥0, fff is ε-optimal if some ppp gives cp(v,w)≥−εc_p(v,w)\ge-\varepsiloncp​(v,w)≥−ε on every residual arc. The quantity ε(f)\varepsilon(f)ε(f) is the least such ε\varepsilonε, and an arc is ε-fixed if all ε-optimal circulations carry the same flow on it.

Formalization targets

Goal: Theorem 3.9, with the proof's constant

For every circulation network with n≥2n\ge2n≥2 vertices, mmm arcs, arbitrary real capacities and arbitrary real antisymmetric costs, every run of the minimum-mean cycle-canceling algorithm has length

K ≤ n m2 ⌈ln⁡n+1⌉.K\ \le\ n\,m^2\,\lceil \ln n+1\rceil .K ≤ nm2⌈lnn+1⌉.

The statement quantifies over all starting circulations, all tie-breaking choices and all real data; it is the paper's O(nm2log⁡n)O(nm^2\log n)O(nm2logn) with the constant its proof establishes.

Milestones

In the order the proof uses them: Theorem 2.1 (optimal iff no negative residual cycle), Theorem 3.1 (optimal iff some price function has cp≥0c_p\ge0cp​≥0 on residual arcs), Theorem 3.3 (ε(f)=−μ(f)\varepsilon(f)=-\mu(f)ε(f)=−μ(f) for nonoptimal fff, where μ(f)\mu(f)μ(f) is the minimum cycle mean of the residual graph), Lemma 3.5 (a minimum-mean cancellation does not increase ε(f)\varepsilon(f)ε(f)), Lemma 3.6 (mmm cancellations shrink ε(f)\varepsilon(f)ε(f) by a factor 1−1/n1-1/n1−1/n), and Theorem 3.8 (an arc with ∣cp(v,w)∣≥2nε|c_p(v,w)|\ge2n\varepsilon∣cp​(v,w)∣≥2nε is ε-fixed).

Significance

Theorem 3.9 shows that a classical, natural algorithm is strongly polynomial: its iteration count depends only on the combinatorial size of the network. Combined with Karp's O(nm)O(nm)O(nm) minimum-mean cycle algorithm it yields an O(n2m3log⁡n)O(n^2m^3\log n)O(n2m3logn) strongly polynomial algorithm (Theorem 3.10), and its method, measuring progress by the minimum cycle mean and fixing arcs once ε(f)\varepsilon(f)ε(f) is small, underlies the faster cancel-and-tighten algorithm of Section 4 and later strongly polynomial analyses of network-flow and related algorithms.

The theorem has been proved since 1989; this mission's contribution is a machine-checked proof. To the best of the platform's catalogue, no cycle-canceling bound, minimum cycle mean or ε-optimality statement has been formalized. The platform does hold the negative-cycle optimality criterion in a different model (LinearOptimization.network_no_negative_cycle_optimal, Bertsimas–Tsitsiklis Theorem 7.6, with nonnegative flows and supplies) and a flow decomposition theorem (LinearOptimization.network_flow_decomposition); both are related to milestones here but are stated for a different network model.

Difficulty

The obvious potential function, the cost of the circulation, decreases at every iteration but by amounts that depend on the data, so it yields no bound independent of the capacities and costs. The analysis instead has to track ε(f)\varepsilon(f)ε(f), an infimum over price functions, and relate it to the minimum cycle mean of a residual graph that changes after each cancellation, including arcs that appear only because of earlier cancellations. The strongly polynomial part needs a second ingredient: showing that the flow on some arc never changes again, which requires comparing the current circulation with all other ε-optimal circulations of the network, not only those the algorithm visits.

Formalization scope

Vertices form a finite type V; the arc set is E : Finset (V × V); capacities, costs and flows are real functions V → V → ℝ read only on E. nnn is Fintype.card V and mmm is E.card, counting (v,w)(v,w)(v,w) and (w,v)(w,v)(w,v) separately, as in the paper. Cycles are nonempty duplicate-free vertex lists, whose arcs are the cyclically consecutive pairs; one- and two-vertex cycles are allowed and have cost 000. Minimum mean is taken over all residual simple cycles of the current circulation. ε(f)\varepsilon(f)ε(f) is an infimum (sInf) over a set that is nonempty and bounded below for every circulation; its attainment is to be proved, never assumed.

Explicit constants replacing the paper's O(⋅)O(\cdot)O(⋅):

  • Theorem 3.9: the paper prints O(nm2log⁡n)O(nm^2\log n)O(nm2logn); its proof uses groups of k=m n⌈ln⁡n+1⌉k=m\,n\lceil\ln n+1\rceilk=mn⌈lnn+1⌉ iterations, at most mmm of them, so the goal states K≤n m2⌈ln⁡n+1⌉K\le n\,m^2\lceil\ln n+1\rceilK≤nm2⌈lnn+1⌉ with the natural logarithm.
  • The standing assumption n≥2n\ge2n≥2 (p. 874) is kept on the goal; the standing assumption m≥nm\ge nm≥n is not used by the proof and is omitted.

"Terminates after at most BBB iterations" means that every run has length at most BBB. Asserting only that some run is short, or that the process eventually stops, does not formalize the theorem; nor does a step relation that drops negativity, simplicity of the cycle, minimality of the mean over all residual cycles, or the update by exactly the cycle's capacity.

A complete development needs cycle decomposition of the difference of two circulations, LP duality for circulations (Theorem 3.1), and bookkeeping for the residual graph under cancellation. These are reusable for any cycle-canceling or cost-scaling analysis, and contributions of that infrastructure as separate lemmas are welcome. Theorem 3.7 (the integer-cost bound) and Section 4 are outside this mission.

Selected references

  • A. V. Goldberg, R. E. Tarjan, Finding Minimum-Cost Circulations by Canceling Negative Cycles, J. ACM 36(4):873–886, 1989. https://doi.org/10.1145/76359.76368
  • M. Klein, A primal method for minimal cost flows with applications to the assignment and transportation problems, Management Science 14(3):205–220, 1967. https://doi.org/10.1287/mnsc.14.3.205
  • É. Tardos, A strongly polynomial minimum cost circulation algorithm, Combinatorica 5(3):247–255, 1985. https://doi.org/10.1007/BF02579369
  • A. V. Goldberg, R. E. Tarjan, Finding minimum-cost circulations by successive approximation, Mathematics of Operations Research 15(3):430–466, 1990. https://doi.org/10.1287/moor.15.3.430
  • R. M. Karp, A characterization of the minimum cycle mean in a digraph, Discrete Mathematics 23(3):309–311, 1978. https://doi.org/10.1016/0012-365X(78)90011-0
  • J. Edmonds, R. M. Karp, Theoretical improvements in algorithmic efficiency for network flow problems, J. ACM 19(2):248–264, 1972. https://doi.org/10.1145/321694.321699
10 thms2 active usersReviewed
Dynamic ProgrammingOperations ResearchProbability+1·Captain: mikedeng1

On the optimality equation for average cost Markov decision processes and its validity for inventory control: The Average-Cost Optimality Equation for Setup-Cost Inventory ControlResearch Paper

Motivation

Average-cost criteria are standard in inventory, queueing and maintenance models that run indefinitely. For a Markov decision process (MDP), the central object is the average-cost optimality equation (ACOE). It couples a constant www (the optimal long-run cost per period) with a relative value function u~\tilde uu~. A stationary policy that attains the minimum in the ACOE is average-cost optimal. When the state space is uncountable, the one-step cost is unbounded and the transition probability is only weakly continuous, the ACOE is not automatically available.

Feinberg, Kasyanov and Zadoianchuk (2012) proved that under their Assumptions W* and B the weaker average-cost optimality inequality (ACOI) holds. For setwise continuous transition probabilities, Hernández-Lerma and Lasserre (1996, Theorem 5.5.4) gave conditions for the ACOE via equicontinuity. Feinberg and Lewis (2015) established the ACOI and optimality of (s,S)(s,S)(s,S) policies for periodic-review inventory control with setup costs and general demand. Feinberg and Liang (2022, online 2017) extended the equicontinuity condition to weakly continuous transitions and used it to show that the inventory problem satisfies the full equation, not just the inequality.

Setting

An MDP has a state space X\mathbb XX and an action space A\mathbb AA (Borel subsets of Polish spaces). It has a one-step cost c:X×A→R∪{+∞}c:\mathbb X\times\mathbb A\to\mathbb R\cup\{+\infty\}c:X×A→R∪{+∞}, bounded below, and a transition probability q(dy∣x,a)q(dy\mid x,a)q(dy∣x,a). A policy chooses actions from the observed history, possibly at random. A stationary policy is a measurable map ϕ:X→A\phi:\mathbb X\to\mathbb Aϕ:X→A. For a discount factor α∈[0,1)\alpha\in[0,1)α∈[0,1):

  • vα(x)v_\alpha(x)vα​(x) is the infimum over all policies of the expected total discounted cost from xxx;
  • mα=inf⁡xvα(x)m_\alpha=\inf_x v_\alpha(x)mα​=infx​vα​(x);
  • uα=vα−mαu_\alpha=v_\alpha-m_\alphauα​=vα​−mα​ is the discounted relative value function.

The average cost of a policy is wπ(x)=lim sup⁡N1NExπ∑t<Nc(xt,at)w^\pi(x)=\limsup_N \frac1N\mathbb E^\pi_x\sum_{t<N}c(x_t,a_t)wπ(x)=limsupN​N1​Exπ​∑t<N​c(xt​,at​), and w(x)=inf⁡πwπ(x)w(x)=\inf_\pi w^\pi(x)w(x)=infπ​wπ(x). Set w‾=lim inf⁡α↑1(1−α)mα\underline w=\liminf_{\alpha\uparrow1}(1-\alpha)m_\alphaw​=liminfα↑1​(1−α)mα​. For a sequence αn↑1\alpha_n\uparrow1αn​↑1, define

u~(x)=lim inf⁡n→∞, y→xuαn(y).\tilde u(x)=\liminf_{n\to\infty,\ y\to x}u_{\alpha_n}(y).u~(x)=n→∞, y→xliminf​uαn​​(y).

Assumption EC for {αn}\{\alpha_n\}{αn​} has two parts:

  1. the family {uαn}\{u_{\alpha_n}\}{uαn​​} is equicontinuous;
  2. some measurable U≥uαnU\ge u_{\alpha_n}U≥uαn​​ has ∫U dq(⋅∣x,a)<∞\int U\,dq(\cdot\mid x,a)<\infty∫Udq(⋅∣x,a)<∞ for all x,ax,ax,a.

The inventory problem has inventory level x∈Rx\in\mathbb Rx∈R (negative means backlog) and order quantity a≥0a\ge0a≥0. Inventory evolves by xt+1=xt+at−Dt+1x_{t+1}=x_t+a_t-D_{t+1}xt+1​=xt​+at​−Dt+1​, with i.i.d. nonnegative demands DDD. The cost is

c(x,a)=K I{a>0}+cˉ a+E[h(x+a−D)],c(x,a)=K\,I_{\{a>0\}}+\bar c\,a+\mathbb E[h(x+a-D)],c(x,a)=KI{a>0}​+cˉa+E[h(x+a−D)],

with setup cost K≥0K\ge0K≥0, unit cost cˉ>0\bar c>0cˉ>0, and convex hhh with h(x)→∞h(x)\to\inftyh(x)→∞ as ∣x∣→∞|x|\to\infty∣x∣→∞. Let α∗=1+lim⁡x→−∞h(x)/(cˉx)\alpha^*=1+\lim_{x\to-\infty}h(x)/(\bar cx)α∗=1+limx→−∞​h(x)/(cˉx) and H(x)=cˉx+E[h(x−D)]+E[u~(x−D)]H(x)=\bar cx+\mathbb E[h(x-D)]+\mathbb E[\tilde u(x-D)]H(x)=cˉx+E[h(x−D)]+E[u~(x−D)]. A function fff is KKK-convex if f((1−λ)x+λy)≤(1−λ)f(x)+λf(y)+λKf((1-\lambda)x+\lambda y)\le(1-\lambda)f(x)+\lambda f(y)+\lambda Kf((1−λ)x+λy)≤(1−λ)f(x)+λf(y)+λK for x≤yx\le yx≤y and λ∈(0,1)\lambda\in(0,1)λ∈(0,1). An (s,S)(s,S)(s,S) policy orders up to SSS whenever the inventory is below sss.

Formalization targets

Goal: Theorem 4.5

For every sequence of nonnegative discount factors αn↑1\alpha_n\uparrow1αn​↑1 with α1>α∗\alpha_1>\alpha^*α1​>α∗, the inventory MDP satisfies Assumption EC. Along a subsequence, uαnk→u~u_{\alpha_{n_k}}\to\tilde uuαnk​​​→u~, and some stationary ϕ\phiϕ satisfies

w+u~(x)=KI{ϕ(x)>0}+H(x+ϕ(x))−cˉx=min⁡{min⁡a≥0[K+H(x+a)], H(x)}−cˉx.w+\tilde u(x)=K I_{\{\phi(x)>0\}}+H(x+\phi(x))-\bar cx=\min\Big\{\min_{a\ge0}[K+H(x+a)],\,H(x)\Big\}-\bar cx .w+u~(x)=KI{ϕ(x)>0}​+H(x+ϕ(x))−cˉx=min{a≥0min​[K+H(x+a)],H(x)}−cˉx.

Moreover:

  • u~\tilde uu~ and HHH are KKK-convex, continuous and inf-compact;
  • the (s,S)(s,S)(s,S) policy built from a minimizer of HHH satisfies the equation;
  • so do the limits (s∗,S∗)(s^*,S^*)(s∗,S∗) of discount-optimal thresholds.

Milestones

  1. Lemma 3.3: for equicontinuous families, the pointwise and joint lower limits coincide.
  2. Theorem 3.2: Assumptions W*, B and EC imply the ACOE for a general MDP.
  3. The cited facts used in §4:
    • Assumptions W* and B hold for the inventory problem;
    • the sets Xα\mathbb X_\alphaXα​ of minimizers of vαv_\alphavα​ lie in a bounded interval (4.4);
    • discount-optimal (sα,Sα)(s_\alpha,S_\alpha)(sα​,Sα​) policies (Theorem 4.3);
    • their average-cost limits (Theorem 4.4);
    • the renewal bounds (4.11)–(4.12).
  4. Lemma 4.6: an explicit dominating function UUU.
  5. Lemma 4.7: equicontinuity of {uαn}\{u_{\alpha_n}\}{uαn​​} for the inventory problem.

Significance

The ACOE is stronger than the ACOI. It identifies the optimal actions of an average-cost problem as the minimizers of a one-step lookahead with u~\tilde uu~, and it makes u~\tilde uu~ a genuine relative value function: u~\tilde uu~ is the pointwise limit of the discounted relative values along a subsequence. For inventory control, Theorem 4.5 gives three further conclusions:

  • the KKK-convexity and continuity of the average-cost relative value function;
  • that an optimal (s,S)(s,S)(s,S) policy can be computed from HHH by the same argmin rule that works for discounted costs;
  • that limits of discount-optimal thresholds solve the average-cost problem.

The results are proved in the paper, and in the cited works of Feinberg and coauthors for the cited milestones. None is formalized. There is no formal library of MDPs on Borel spaces with history-dependent randomized policies. This mission builds that layer (strategic measures via Ionescu Tulcea, discounted and average costs, Assumptions W*, B and EC) and states the general ACOE theorem on it. A proof of the goal would also require formal proofs of the cited inventory results of Feinberg–Lewis (2015) and Feinberg–Liang (2017a), which are milestones here.

Difficulty

One obvious route is to pass to the limit in the discounted optimality equation vα=min⁡a[c+α∫vα dq]v_\alpha=\min_a[c+\alpha\int v_\alpha\,dq]vα​=mina​[c+α∫vα​dq]. After subtracting mαm_\alphamα​, this needs two things: convergence of uαnu_{\alpha_n}uαn​​, and exchanging limit and integral. Pointwise lower limits give only the inequality (ACOI). The reverse inequality needs actual convergence of a subsequence and a dominating function. For weakly continuous qqq, convergence of ∫uαn dq\int u_{\alpha_n}\,dq∫uαn​​dq additionally requires uniform convergence on compacts, which is where equicontinuity enters.

For the inventory problem the hard step is equicontinuity itself. The functions uαu_\alphauα​ are not uniformly Lipschitz. It must be shown that costs from two nearby starting inventories stay close uniformly in α\alphaα. This comparison runs through the time until inventory falls below the reorder point, and it is controlled by renewal-theoretic bounds on the number of demand arrivals.

Formalization scope

The Lean development lives in the namespace FeinbergLiang.ACOE. It commits to the following conventions.

  • Spaces. X,A\mathbb X,\mathbb AX,A are separable metric spaces with standard Borel σ-algebras. This is the paper's "Borel subsets of Polish spaces", up to homeomorphism. The inventory case is X=R\mathbb X=\mathbb RX=R, A=R≥0\mathbb A=\mathbb R_{\ge0}A=R≥0​. The integer case X=Z\mathbb X=\mathbb ZX=Z, A=N0\mathbb A=\mathbb N_0A=N0​ is out of scope, as are Corollary 4.8 and Theorem 4.9.
  • Costs and infinities. The cost is stored as a real lower bound plus a [0,∞][0,\infty][0,∞]-valued part. Every value function (vαv_\alphavα​, mαm_\alphamα​, uαu_\alphauα​, www, w‾\underline ww​, u~\tilde uu~) is the [0,∞][0,\infty][0,∞]-valued part, with the explicit real shift described in the definitions. uαu_\alphauα​ equals vα−mαv_\alpha-m_\alphavα​−mα​ whenever mα<∞m_\alpha<\inftymα​<∞, which Assumption B guarantees. α∗\alpha^*α∗ is an extended real and may be −∞-\infty−∞. GαG_\alphaGα​ and HHH are extended-real valued, and each theorem using them concludes their finiteness. Likewise the ACOE conclusions include w‾<∞\underline w<\inftyw​<∞ and u~<∞\tilde u<\inftyu~<∞, so an equation of the form ∞=∞\infty=\infty∞=∞ can never satisfy them.
  • Policies. vαv_\alphavα​ and www are infima over all history-dependent randomized policies, with trajectory laws given by Mathlib's Ionescu Tulcea kernel Kernel.trajMeasure. They are never defined as solutions of an optimality equation.
  • Readings of informal words.
    1. "αn↑1\alpha_n\uparrow1αn​↑1" means values in [0,1)[0,1)[0,1), nondecreasing, with limit 111; "nonnegative discount factors" is the lower end of [0,1)[0,1)[0,1).
    2. The paper's α1\alpha_1α1​ is Lean's α 0.
    3. "Equicontinuous" is Mathlib's Equicontinuous, applied to the real values of uαnu_{\alpha_n}uαn​​ together with their finiteness.
    4. "lim inf⁡n→∞,y→x\liminf_{n\to\infty,y\to x}liminfn→∞,y→x​" is the lower limit along the product filter atTop ×ˢ 𝓝 x.
    5. "Uniform on each compact subset" is TendstoUniformlyOn on every compact set.
    6. "=min⁡=\min=min" in (3.3) and (4.10) means the middle term is attained and is a lower bound for all actions.
    7. "Assumption EC for the sequence" is a property of a given sequence.
    8. "Can be selected as an (s∗,S∗)(s^*,S^*)(s∗,S∗) policy" is stated for every limit of discount-optimal thresholds along a further subsequence, with u~\tilde uu~ that of Theorem 3.2(i).
    9. "Can be selected as an (s,S)(s,S)(s,S) policy" is stated for every minimizer SSS of HHH.
    10. Theorem 4.4's "optimality inequality (4.8)" is read as the ACOI (3.1) for the (s∗,S∗)(s^*,S^*)(s∗,S∗) policy.
  • Standing assumptions. The paper's "without loss of generality h≥0h\ge0h≥0 and h(0)=0h(0)=0h(0)=0" is a pair of hypotheses of the inventory model. This is the paper's normalization, not an addition.
  • Not trivializable. Defining vαv_\alphavα​ through its optimality equation, restricting policies to stationary ones, or dropping the finiteness conclusions would make the goal a different, weaker statement. The definitions rule each of these out.

Contributions welcome: proofs of the milestones, especially the general Theorem 3.2 and the renewal estimates behind Lemmas 4.6–4.7. The Borel-space MDP definitions are reusable by later average-cost and discounted MDP missions.

Selected references

  • E. A. Feinberg and Y. Liang, On the optimality equation for average cost Markov decision processes and its validity for inventory control, Annals of Operations Research 317 (2022) 569–586. https://doi.org/10.1007/s10479-017-2561-9
  • E. A. Feinberg, P. O. Kasyanov and N. V. Zadoianchuk, Average cost Markov decision processes with weakly continuous transition probability, Mathematics of Operations Research 37(4) (2012) 591–607. https://doi.org/10.1287/moor.1120.0555
  • E. A. Feinberg and M. E. Lewis, On the convergence of optimal actions for Markov decision processes and the optimality of (s, S) policies for inventory control, preprint arXiv:1507.05125, 2015. https://arxiv.org/abs/1507.05125
  • E. A. Feinberg and Y. Liang, Structure of optimal policies to periodic-review inventory models with convex costs and backorders for all values of discount factors, Annals of Operations Research (2017a). https://doi.org/10.1007/s10479-017-2548-6
  • O. Hernández-Lerma and J. B. Lasserre, Discrete-Time Markov Control Processes: Basic Optimality Criteria, Springer, 1996. https://doi.org/10.1007/978-1-4612-0729-0
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Bandit AlgorithmsMachine LearningOperations Research+1·Captain: mikedeng1

Stochastic Linear Optimization under Bandit Feedback 2: A Regret Lower Bound on the CircleResearch Paper

Motivation

In stochastic linear optimization under bandit feedback a learner repeatedly chooses a point xtx_txt​ from a compact decision set D⊂RnD\subset\mathbb R^nD⊂Rn and observes only the random cost ℓt\ell_tℓt​ of that point, whose mean is μ⋅xt\mu\cdot x_tμ⋅xt​ for an unknown vector μ\muμ. The problem models online routing, ad placement and other sequential decisions with linearly structured costs. The quality of a learner is measured by its regret against the best fixed decision.

For the KKK-armed bandit the achievable regret for a fixed instance is logarithmic in the horizon TTT (Lai and Robbins 1985; Auer, Cesa-Bianchi and Fischer 2002). Dani, Hayes and Kakade (COLT 2008) showed that for linear costs the picture depends on the geometry of DDD. Their Theorem 1 gives polylogarithmic regret when the decision set has a positive gap between the best and second-best extreme point (a polytope, for instance), and their Theorem 2 gives O∗(nT)O^*(n\sqrt T)O∗(nT​) regret for every decision set. Their Theorem 3 shows that the second rate cannot be improved in general: on a decision set with zero gap, every algorithm pays Ω(T)\Omega(\sqrt T)Ω(T​) in expectation.

Timeline:

  • 2002: Auer, Using confidence bounds for exploitation–exploration trade-offs (JMLR 3), introduces confidence-bound algorithms for linear bandits on finite decision sets.
  • 2008: Dani, Hayes and Kakade prove the O∗(nT)O^*(n\sqrt T)O∗(nT​) upper bound for ConfidenceBall₂ and the Ω(T)\Omega(\sqrt T)Ω(T​) lower bound on a product of circles, the subject of this mission. A hypercube lower bound for the adversarial setting appears in their NIPS 2007 paper.
  • 2010: Rusmevichientong and Tsitsiklis, Linearly parameterized bandits (Math. OR 35), give Ω(nT)\Omega(n\sqrt T)Ω(nT​) lower bounds on the unit sphere.
  • 2020: Lattimore and Szepesvári, Bandit Algorithms, Theorems 24.1 and 24.2, give minimax lower bounds on the hypercube and the unit ball with Gaussian noise.

Setting

The decision set is the unit circle D2=S1={x∈R2:x12+x22=1}D_2=S^1=\{x\in\mathbb R^2: x_1^2+x_2^2=1\}D2​=S1={x∈R2:x12​+x22​=1}. An unknown mean vector μ∈R2\mu\in\mathbb R^2μ∈R2 is drawn once, uniformly from the circle D2/2D_2/2D2​/2 of radius 1/21/21/2; concretely μ=μ(θ)=12(cos⁡θ,sin⁡θ)\mu=\mu(\theta)=\tfrac12(\cos\theta,\sin\theta)μ=μ(θ)=21​(cosθ,sinθ) with θ\thetaθ uniform on [0,2π)[0,2\pi)[0,2π).

On each round t=1,…,Tt=1,\dots,Tt=1,…,T the algorithm plays xt∈D2x_t\in D_2xt​∈D2​ and observes a cost ℓt∈{−1,+1}\ell_t\in\{-1,+1\}ℓt​∈{−1,+1} with Pr⁡(ℓt=+1)=(1+μ⋅xt)/2\Pr(\ell_t=+1)=(1+\mu\cdot x_t)/2Pr(ℓt​=+1)=(1+μ⋅xt​)/2, so that E[ℓt]=μ⋅xt\mathbb E[\ell_t]=\mu\cdot x_tE[ℓt​]=μ⋅xt​. Given the decision, the cost is independent of the past.

An algorithm may be randomised. It draws a seed sss once from a probability measure ρ\rhoρ on a measurable space SSS, and chooses xtx_txt​ as a function of sss and the costs ℓ1,…,ℓt−1\ell_1,\dots,\ell_{t-1}ℓ1​,…,ℓt−1​ observed so far, measurably in sss.

The regret over TTT rounds is

R=∑t=1T(μ⋅xt−μ⋅x∗),μ⋅x∗=min⁡x∈D2μ⋅x,R=\sum_{t=1}^T(\mu\cdot x_t-\mu\cdot x^*),\qquad \mu\cdot x^*=\min_{x\in D_2}\mu\cdot x,R=t=1∑T​(μ⋅xt​−μ⋅x∗),μ⋅x∗=x∈D2​min​μ⋅x,

so each round costs rt=μ⋅xt+12≥0r_t=\mu\cdot x_t+\tfrac12\ge0rt​=μ⋅xt​+21​≥0 when ∥μ∥=1/2\|\mu\|=1/2∥μ∥=1/2. The expected regret ER=Eμ E(R∣μ)\mathbb E R=\mathbb E_\mu\,\mathbb E(R\mid\mu)ER=Eμ​E(R∣μ) averages over the seed, the prior and the costs.

In the Lean development these objects are unitCircle, meanVec, optCost, RandomizedPolicy and expectedRegret in the namespace StochLinOpt.LowerBound.

Formalization targets

Goal: Theorem 3 for n=2n=2n=2

There is a universal constant c>0c>0c>0 such that for every randomised algorithm and every T≥1T\ge1T≥1,

ER ≥ cT.\mathbb E R\ \ge\ c\sqrt T.ER ≥ cT​.

The constant is left existential, which is the form that survives any later improvement of the constant; it is chosen before the algorithm and before TTT.

Milestones

  1. Section 6.1, Eq. (3). For ∥μ1∥=∥μ2∥=1/2\|\mu_1\|=\|\mu_2\|=1/2∥μ1​∥=∥μ2​∥=1/2, x∈S1x\in S^1x∈S1, a posterior probability p∈[0,1]p\in[0,1]p∈[0,1] of μ=μ1\mu=\mu_1μ=μ1​ and a cost ℓ∈{±1}\ell\in\{\pm1\}ℓ∈{±1}, the Bayes-updated bias bt+1b_{t+1}bt+1​ satisfies ∣bt+1−bt∣≤∣(μ1−μ2)⋅x∣|b_{t+1}-b_t|\le|(\mu_1-\mu_2)\cdot x|∣bt+1​−bt​∣≤∣(μ1​−μ2​)⋅x∣, where bt=2p−1b_t=2p-1bt​=2p−1.
  2. Lemma 15. With ε=∥μ1−μ2∥>0\varepsilon=\|\mu_1-\mu_2\|>0ε=∥μ1​−μ2​∥>0 and the same data,
Eμ(rt∣Ht)≥116(ε2+∣bt+1−bt∣2ε2)1{∣bt∣≤1/2}.\mathbb E_\mu(r_t\mid\mathcal H_t)\ge\frac1{16}\Big(\varepsilon^2+\frac{|b_{t+1}-b_t|^2}{\varepsilon^2}\Big)\mathbf 1\{|b_t|\le1/2\}.Eμ​(rt​∣Ht​)≥161​(ε2+ε2∣bt+1​−bt​∣2​)1{∣bt​∣≤1/2}.
  1. Theorem 4 (Freedman). For a martingale difference sequence X1,…,XTX_1,\dots,X_TX1​,…,XT​ bounded above by bbb, with conditional variance sum VVV, and all a,v>0a,v>0a,v>0,
Pr⁡(∑iXi≥a, V≤v)≤exp⁡(−a22v+2ab/3).\Pr\Big(\sum_i X_i\ge a,\ V\le v\Big)\le\exp\Big(\frac{-a^2}{2v+2ab/3}\Big).Pr(i∑​Xi​≥a, V≤v)≤exp(2v+2ab/3−a2​).

Significance

The lower bound shows that the T\sqrt TT​ dependence of the problem-independent upper bound (Theorem 2 of the same paper) is necessary. It also shows that the gap-dependent polylogarithmic rate of Theorem 1 cannot extend to decision sets without a gap, such as the sphere. Together with the upper bound it characterises the minimax regret of stochastic linear bandits in TTT up to logarithmic factors, and in the paper's general-nnn form it also underlies the claim that the price of bandit information is Θ∗(n)\Theta^*(\sqrt n)Θ∗(n​).

The result is proved in the paper for n=2n=2n=2 and has not been machine-checked. The mission produces a checked Bayesian lower bound over all randomised algorithms, with an explicit probability model for the protocol. Two related platform results are different theorems: BanditAlgorithm.linear_bandit_unit_ball_minimax_lower_bound (Lattimore–Szepesvári Theorem 24.2: unit ball, Gaussian noise, a worst-case μ\muμ) and BanditAlgorithm.linear_bandit_hypercube_minimax_lower_bound (Theorem 24.1: hypercube). The {−1,+1}\{-1,+1\}{−1,+1} costs, the circle and the uniform prior used here are not covered by either.

Difficulty

The obvious attempt is a two-point change-of-measure argument with a fixed pair of means at distance ε\varepsilonε. It fails as stated because the decision set has no gap: an algorithm that plays close to the optimum of both candidates learns slowly but also pays little. The per-round trade-off between regret and information (Lemma 15) is exact only while the posterior is undecided, ∣bt∣≤1/2|b_t|\le1/2∣bt​∣≤1/2. Turning it into a bound on the whole horizon requires controlling how long the posterior stays undecided, which is a statement about a martingale whose step sizes are chosen by the algorithm; a concentration bound that ignores the accumulated conditional variance (Azuma–Hoeffding with worst-case steps) is too weak for this. The averaging step from a two-point prior to the uniform prior on the circle is also part of the formal work.

Formalization scope

Vectors are Fin 2 → ℝ with the dot product ⬝ᵥ; Euclidean norms are written through dot products, never with Lean's sup norm. Rounds are 0-indexed internally: the Lean index ttt is the paper's round t+1t+1t+1. The expected regret is the exact finite expectation

ER=∫S12π∫02π∑ℓ∈{±1}T∏t=1T1+ℓt μ(θ)⋅xt2  R  dθ dρ(s),\mathbb E R=\int_S\frac1{2\pi}\int_0^{2\pi}\sum_{\ell\in\{\pm1\}^T}\prod_{t=1}^T\frac{1+\ell_t\,\mu(\theta)\cdot x_t}{2}\;R\;d\theta\,d\rho(s),ER=∫S​2π1​∫02π​ℓ∈{±1}T∑​t=1∏T​21+ℓt​μ(θ)⋅xt​​Rdθdρ(s),

so no infinite product of measures is needed. A randomised algorithm is a seeded policy, which covers every randomised algorithm. The optimal cost is the infimum of μ⋅x\mu\cdot xμ⋅x over the compact circle and is attained. Every junk value in the model (a non-integrable integrand) could only make the lower bound harder to prove, never easier.

A statement over deterministic algorithms only, over a worst-case μ\muμ instead of the uniform prior, or with the constant allowed to depend on the algorithm or on TTT would be a weaker theorem. The goal quantifies ∃c>0\exists c>0∃c>0 before the algorithm and TTT, and fixes the prior.

Corrections relative to the printed paper:

  • General nnn is not stated. Theorem 3 as printed claims ER≥110nT\mathbb E R\ge\frac1{10}n\sqrt TER≥101​nT​ for every even nnn. It is false for n>10n>10n>10: on DnD_nDn​ with μ∈Dn/n\mu\in D_n/nμ∈Dn​/n each round has regret at most 111, so at T=1T=1T=1 the claim would need ER≥n/10>1\mathbb E R\ge n/10>1ER≥n/10>1. The general case rests on Lemma 16, which has no proof. The goal is the n=2n=2n=2 case, which Section 6.1 proves.
  • The constant. For n=2n=2n=2 the paper prints 15T\frac15\sqrt T51​T​; its proof gives c=116min⁡(12−1e,164)=11024c=\frac1{16}\min(\frac12-\frac1e,\frac1{64})=\frac1{1024}c=161​min(21​−e1​,641​)=10241​. The proof's Freedman step prints 2exp⁡(−1/41/8+ε/3)≤2/e22\exp(-\frac{1/4}{1/8+\varepsilon/3})\le 2/e^22exp(−1/8+ε/31/4​)≤2/e2; with v=1/32v=1/32v=1/32 the denominator is 1/16+ε/31/16+\varepsilon/31/16+ε/3, and the bound 2/e22/e^22/e2 then needs ε=T−1/4≤3/16\varepsilon=T^{-1/4}\le3/16ε=T−1/4≤3/16. Small TTT is covered by the first round, whose expected regret is 1/21/21/2. The goal leaves ccc existential.
  • Theorem 4. The printed variance sum runs to nnn; it runs to TTT. The conditioning is on a general filtration, and square-integrability of the steps is assumed so that the conditional variance is defined.
  • Lemma 15. Its right side depends on the round-ttt cost ℓt\ell_tℓt​, which is not part of Ht\mathcal H_tHt​; the Lean statement holds for either value of ℓt\ell_tℓt​.

Welcome contributions: a Lean proof of Freedman's inequality (reusable across the bandit and concentration missions on the platform); the averaging argument from two-point priors to the uniform prior; and the stopped-martingale bookkeeping for the bias sequence.

Selected references

  • Varsha Dani, Thomas P. Hayes, Sham M. Kakade, Stochastic Linear Optimization under Bandit Feedback, Proceedings of the 21st Annual Conference on Learning Theory (COLT), 2008.
  • David A. Freedman, On tail probabilities for martingales, The Annals of Probability 3(1):100–118, 1975. https://doi.org/10.1214/aop/1176996452
  • Colin McDiarmid, Concentration, in Probabilistic Methods for Algorithmic Discrete Mathematics, Springer, 1998. https://doi.org/10.1007/978-3-662-12788-9_6
  • Peter Auer, Using confidence bounds for exploitation–exploration trade-offs, JMLR 3:397–422, 2002. https://www.jmlr.org/papers/v3/auer02a.html
  • Paat Rusmevichientong, John N. Tsitsiklis, Linearly parameterized bandits, Mathematics of Operations Research 35(2):395–411, 2010. https://doi.org/10.1287/moor.1100.0446
  • Tor Lattimore, Csaba Szepesvári, Bandit Algorithms, Cambridge University Press, 2020, Chapter 24. https://doi.org/10.1017/9781108571401
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CombinatoricsGraph TheoryLinear Optimization+1·Captain: mikedeng1

On Certain Polytopes Associated with Graphs IV: Adjacent Stable Sets on the Stable Set PolytopeResearch Paper

Motivation

Many combinatorial optimization problems are linear programs over a polytope whose vertices are the zero–one incidence vectors of the feasible objects: matchings, stable sets, spanning trees. The edges of such a polytope (pairs of vertices joined by a one-dimensional face) govern the behaviour of the simplex method and of local-search procedures, which move from vertex to vertex along edges: a pivot of the simplex method on a nondegenerate basis replaces a vertex by one of its neighbours.

In December 1971 M. L. Balinski asked when two matchings M1,M2M_1, M_2M1​,M2​ of a graph are neighbours on the matching polyhedron determined by Edmonds (Edmonds 1965). V. Chvátal answered a more general question in §6 of On certain polytopes associated with graphs (Chvátal 1975): he characterized the neighbours on the stable set polytope of an arbitrary graph. Since matchings of GGG are the stable sets of the line graph L(G)L(G)L(G), Balinski's question is the special case of line graphs (Corollary 6.3 of the paper).

Setting

Let G=(V,E)G=(V,E)G=(V,E) be a finite undirected loopless graph. A stable set is a set of vertices no two of which are adjacent. S(G)S(G)S(G) denotes the set of all zero–one vectors x=(xu:u∈V)x=(x_u : u\in V)x=(xu​:u∈V) such that {u:xu=1}\{u : x_u=1\}{u:xu​=1} is stable, and the stable set polytope is

P(G)=conv⁡S(G)⊆RV.P(G)=\operatorname{conv} S(G)\subseteq \mathbb R^V .P(G)=convS(G)⊆RV.

For y∈S(G)y\in S(G)y∈S(G) the corresponding stable set is Y={u:yu=1}Y=\{u : y_u=1\}Y={u:yu​=1}.

For an integer-valued vector c=(cu:u∈V)c=(c_u : u\in V)c=(cu​:u∈V) write cx=∑u∈Vcuxucx=\sum_{u\in V}c_ux_ucx=∑u∈V​cu​xu​. Two vectors y,zy, zy,z are neighbours in P(G)P(G)P(G) if there is an integer-valued ccc such that yyy and zzz are the only two vectors which maximize cxcxcx over S(G)S(G)S(G); in particular y≠zy\neq zy=z. This is the definition the paper states at the start of the proof of Theorem 6.2.

A bicoloration of a graph TTT is a partition V=B∪RV=B\cup RV=B∪R, B∩R=∅B\cap R=\emptysetB∩R=∅, such that every edge joins BBB to RRR. Every tree has one.

In the Lean development these objects are stableVectors G (S(G)S(G)S(G)), stablePolytope G (P(G)P(G)P(G)), onesSet y (YYY), AreNeighbors G y z and IsBicoloration T B R, all in the namespace ChvatalPolytopes.Neighbors.

Formalization targets

Goal: Theorem 6.2 (p. 149)

For y,z∈S(G)y,z\in S(G)y,z∈S(G) with corresponding stable sets Y,ZY,ZY,Z,

y and z are neighbours in P(G)  ⟺  the subgraph H of G induced by (Y−Z)∪(Z−Y) is connected.y \text{ and } z \text{ are neighbours in } P(G) \iff \text{the subgraph } H \text{ of } G \text{ induced by } (Y-Z)\cup(Z-Y) \text{ is connected.}y and z are neighbours in P(G)⟺the subgraph H of G induced by (Y−Z)∪(Z−Y) is connected.

Milestone: Lemma 6.1 (p. 149)

For a tree T=(V,E)T=(V,E)T=(V,E) with a bicoloration V=B∪RV=B\cup RV=B∪R there are nonnegative integers cuc_ucu​ (u∈Vu\in Vu∈V) and mmm with

∑u∈Vcuxu≤mfor all x∈S(T),\sum_{u\in V}c_ux_u\le m\quad\text{for all } x\in S(T),u∈V∑​cu​xu​≤mfor all x∈S(T),

with equality exactly when xxx is the incidence vector of BBB or of RRR.

Milestone: the certificate of the "if" part (p. 149, proof of Theorem 6.2, (i))

If HHH is connected with spanning tree TTT, and cuc_ucu​ (u∈(Y−Z)∪(Z−Y)u\in (Y-Z)\cup(Z-Y)u∈(Y−Z)∪(Z−Y)), mmm are as in Lemma 6.1 for TTT, extend ccc by cu=1c_u=1cu​=1 on Y∩ZY\cap ZY∩Z and cu=−1c_u=-1cu​=−1 outside Y∪ZY\cup ZY∪Z. Then

∑u∈Vcuxu≤m+∣Y∩Z∣for all x∈S(G),\sum_{u\in V}c_ux_u\le m+|Y\cap Z|\quad\text{for all } x\in S(G),u∈V∑​cu​xu​≤m+∣Y∩Z∣for all x∈S(G),

with equality if and only if x=yx=yx=y or x=zx=zx=z.

Significance

Theorem 6.2 describes the 1-skeleton of the stable set polytope of every graph by a condition that can be checked in linear time, although optimizing over P(G)P(G)P(G) is NP-hard in general and no complete linear description of P(G)P(G)P(G) is known for general graphs. Through line graphs it gives the adjacency criterion for the matching polytope (two matchings are neighbours if and only if their symmetric difference is a single path or cycle), which settled Balinski's question. Characterizations of this type underlie the analysis of simplex-type and pivoting algorithms on combinatorial polytopes and the study of their diameters.

The result has been proved since 1975. The mission asks for a machine-checked proof of the theorem as stated in the paper; no formal proof of Theorem 6.2 or of the matching-polytope corollary is known to exist on Prove2Me or in Mathlib. The two milestones isolate the constructive half (Lemma 6.1 and the weighting built from it), which is reusable for any statement that needs an explicit objective singling out two stable sets.

Difficulty

The "only if" direction and the equality analysis are elementary; the substance lies in the "if" direction. An objective that makes both yyy and zzz optimal is easy to write down, for example c=y+zc=y+zc=y+z; the difficulty is to make them the only optimal vectors. Any stable set that agrees with YYY on some connected pieces of HHH and with ZZZ on others ties with yyy and zzz under naive weightings, so the weights on (Y−Z)∪(Z−Y)(Y-Z)\cup(Z-Y)(Y−Z)∪(Z−Y) must be chosen so that every mixed choice loses strictly. The integrality requirement on ccc and the need to control all of S(G)S(G)S(G), not only the stable sets contained in Y∪ZY\cup ZY∪Z, rule out a direct perturbation argument.

Formalization scope

  • Graphs. VVV is a finite type with decidable equality and GGG is a SimpleGraph V; loops and multiple edges are excluded, as in the paper.
  • S(G)S(G)S(G) and P(G)P(G)P(G). S(G)S(G)S(G) is the set of incidence vectors in V → ℝ of stable finsets; P(G)P(G)P(G) is convexHull ℝ (S G).
  • Neighbours. Defined exactly as on p. 149: y≠zy\ne zy=z and, for some c:V→Zc : V\to\mathbb Zc:V→Z, the set of maximizers of cxcxcx over S(G)S(G)S(G) equals {y,z}\{y,z\}{y,z}. The face-lattice notion of an edge of P(G)P(G)P(G) is not used; its equivalence with this definition is not part of the paper.
  • Induced subgraph and connectedness. HHH is G.induce of the set (Y∖Z)∪(Z∖Y)(Y\setminus Z)\cup(Z\setminus Y)(Y∖Z)∪(Z∖Y), and "connected" is Mathlib's SimpleGraph.Connected, which requires at least one vertex. For y=zy=zy=z both sides of the goal are therefore false.
  • Trees. SimpleGraph.IsTree, which includes connectedness; a spanning tree of HHH is a graph TTT on the vertex set of HHH with T≤HT\le HT≤H and T.IsTree. In Lemma 6.1 the integers cuc_ucu​ and mmm are natural numbers.

A trivializing formalization — defining neighbours through the symmetric-difference condition or through Lemma 6.1's certificate, or omitting y≠zy\neq zy=z from the definition — is excluded: neighbours are defined only through unique maximizers of integer objectives over S(G)S(G)S(G).

A complete development needs only finite graphs, induced subgraphs, spanning trees of connected graphs (available in Mathlib) and finite sums. Contributions welcome beyond the milestones: the equivalence of this notion of neighbours with the one-dimensional faces of P(G)P(G)P(G), and Corollary 6.3 for the matching polytope via line graphs.

Selected references

  • V. Chvátal, On certain polytopes associated with graphs, Journal of Combinatorial Theory, Series B 18 (1975), 138–154. https://doi.org/10.1016/0095-8956(75)90041-6
  • J. Edmonds, Maximum matching and a polyhedron with 0,1-vertices, Journal of Research of the National Bureau of Standards 69B (1965), 125–130. https://doi.org/10.6028/jres.069B.013
  • M. W. Padberg, On the facial structure of set packing polyhedra, Mathematical Programming 5 (1973), 199–215. https://doi.org/10.1007/BF01580121
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On Certain Polytopes Associated with Graphs II: No Clique Is a Cutset of a Connected α-Critical GraphResearch Paper

Motivation

The stability number α(G)\alpha(G)α(G) of a graph, the largest number of pairwise non-adjacent vertices, is the optimum of an integer program over the stable set polytope P(G)P(G)P(G). Linear programming duality turns any explicit linear description of P(G)P(G)P(G) into a certificate of optimality for α(G)\alpha(G)α(G), which is why the question "which inequalities are needed to describe P(G)P(G)P(G)?" has been central to polyhedral combinatorics since Edmonds' description of the matching polytope (Edmonds 1965). Chvátal's 1975 paper (doi:10.1016/0095-8956(75)90041-6) initiated the systematic study of P(G)P(G)P(G) for arbitrary graphs: which graph operations preserve a known description, and which inequalities are facets, i.e. indispensable in every description.

Section 4 of the paper treats one such operation, gluing two graphs along a complete subgraph, and one family of facets, the "rank" inequality ∑uxu≤α(G)\sum_u x_u\le\alpha(G)∑u​xu​≤α(G) for graphs whose critical edges connect all vertices. Combining the two yields a purely graph-theoretic fact about α\alphaα-critical graphs (graphs in which deleting any edge increases the stability number): no complete subgraph separates such a graph. The fact is due to Berge (Graphes et hypergraphes, 1970, Ch. 13, §3, Corollary 2); Chvátal's derivation obtains it from polyhedral arguments. α\alphaα-critical graphs were studied by Erdős and Gallai, Hajnal, Andrásfai and Lovász, and their structure is closely tied to the facets of P(G)P(G)P(G).

Setting

Graphs are finite, undirected and loopless: G=(V,E)G=(V,E)G=(V,E). A stable set is a set of pairwise non-adjacent vertices; α(G)\alpha(G)α(G) is the largest size of a stable set. The incidence vector of s⊆Vs\subseteq Vs⊆V is χs∈RV\chi^s\in\mathbb R^Vχs∈RV with χus=1\chi^s_u=1χus​=1 for u∈su\in su∈s and 000 otherwise. S(G)S(G)S(G) is the set of incidence vectors of stable sets and

P(G)=conv⁡S(G)⊆RV.P(G)=\operatorname{conv}S(G)\subseteq\mathbb R^V .P(G)=convS(G)⊆RV.

A finite system ∑u∈Vaiuxu≤bi\sum_{u\in V}a_{iu}x_u\le b_i∑u∈V​aiu​xu​≤bi​ (i∈J)(i\in J)(i∈J) is a defining linear system of PPP if its solution set is exactly PPP. An inequality ∑uauxu≤b\sum_u a_ux_u\le b∑u​au​xu​≤b is a facet of PPP if every defining linear system of PPP contains, for some t>0t>0t>0, the inequality ∑utauxu≤tb\sum_u ta_ux_u\le tb∑u​tau​xu​≤tb.

An edge eee of GGG is critical if α(G−e)=α(G)+1\alpha(G-e)=\alpha(G)+1α(G−e)=α(G)+1; E∗E^*E∗ denotes the set of critical edges, G∗=(V,E∗)G^*=(V,E^*)G∗=(V,E∗), and GGG is α\alphaα-critical if every edge is critical. For graphs G1=(V1,E1)G_1=(V_1,E_1)G1​=(V1​,E1​), G2=(V2,E2)G_2=(V_2,E_2)G2​=(V2​,E2​) put G1∩G2=(V1∩V2,E1∩E2)G_1\cap G_2=(V_1\cap V_2,E_1\cap E_2)G1​∩G2​=(V1​∩V2​,E1​∩E2​) and G1∪G2=(V1∪V2,E1∪E2)G_1\cup G_2=(V_1\cup V_2,E_1\cup E_2)G1​∪G2​=(V1​∪V2​,E1​∪E2​). A vertex set KKK is a cutset of GGG if two vertices outside KKK are joined by no path of G−KG-KG−K, the subgraph induced on V∖KV\setminus KV∖K.

In Lean, all objects live in the namespace ChvatalPolytopes.Separation: stablePolytope G, IsFacet P a b, IsCriticalEdge, criticalGraph G (for G∗G^*G∗), IsAlphaCritical G and IsCutset G K.

Formalization targets

Goal: Corollary 4.3 (p. 144)

For a finite connected α\alphaα-critical graph GGG and any K⊆VK\subseteq VK⊆V inducing a complete subgraph,

K is not a cutset of G.K \text{ is not a cutset of } G .K is not a cutset of G.

The goal is pure graph theory; its proof in the paper consists of the two polyhedral theorems below.

Milestones

  1. Proposition 2.1 (pp. 139–140). For a finite nonempty set SSS of solutions of −xu≤0-x_u\le0−xu​≤0 (u∈V)(u\in V)(u∈V), ∑uaiuxu≤bi\sum_u a_{iu}x_u\le b_i∑u​aiu​xu​≤bi​ (i∈J)(i\in J)(i∈J): the solution set equals conv⁡S\operatorname{conv}SconvS if and only if for every c∈ZVc\in\mathbb Z^Vc∈ZV
max⁡{cx:x∈S}=min⁡{∑iλibi:λ≥0, ∑iλiaiu≥cu (u∈V)}.\max\{cx:x\in S\}=\min\Big\{\sum_i\lambda_ib_i:\lambda\ge0,\ \sum_i\lambda_ia_{iu}\ge c_u\ (u\in V)\Big\}.max{cx:x∈S}=min{i∑​λi​bi​:λ≥0, i∑​λi​aiu​≥cu​ (u∈V)}.
  1. Theorem 4.1 (p. 141). If G1∩G2G_1\cap G_2G1​∩G2​ is complete, the union of defining linear systems of P(G1)P(G_1)P(G1​) and P(G2)P(G_2)P(G2​) (each containing its nonnegativity rows) is a defining linear system of P(G1∪G2)P(G_1\cup G_2)P(G1​∪G2​).
  2. Theorem 4.2 (p. 143). If G∗G^*G∗ is connected, then
∑u∈Vxu≤α(G)\sum_{u\in V}x_u\le\alpha(G)u∈V∑​xu​≤α(G)

is a facet of P(G)P(G)P(G).

Significance

Theorem 4.1 says that clique-sums are harmless for linear descriptions of P(G)P(G)P(G): a description of a graph glued along a clique is the union of descriptions of the pieces. It underlies the later decomposition theory of stable set polytopes (clique cutsets appear throughout the study of perfect and ttt-perfect graphs). Theorem 4.2 supplies a large class of facets with a combinatorial certificate, and was the starting point of the study of rank facets. Corollary 4.3 illustrates how polyhedral statements yield structural graph theory: the facet in Theorem 4.2 cannot coexist with a clique cutset.

All three results are proved in the paper, and Berge's corollary was known before it. None of them has, to the knowledge of this mission, a machine-checked proof; Mathlib has stable sets (IsIndepSet, indepNum), cliques and convex hulls, but no stable set polytope, no notion of facet via defining systems, and no α\alphaα-critical graphs. The mission produces these definitions and the formal proofs of Proposition 2.1, Theorems 4.1, 4.2 and Corollary 4.3.

Difficulty

Proposition 2.1 requires LP duality in the form "min = max with both optima attained" together with a separation argument that reduces arbitrary objectives to integral ones; the "if" direction fails without the nonnegativity rows, so the statement is sensitive to the exact form of the system. In Theorem 4.1 the inclusion P(G1∪G2)⊆P(G_1\cup G_2)\subseteqP(G1​∪G2​)⊆ (solutions of the union) is routine; the difficulty is the converse: a point whose restrictions lie in P(G1)P(G_1)P(G1​) and in P(G2)P(G_2)P(G2​) is a convex combination of stable sets on each side, and the two combinations have to be matched on the clique V1∩V2V_1\cap V_2V1​∩V2​ to produce stable sets of G1∪G2G_1\cup G_2G1​∪G2​. Theorem 4.2 concerns every defining linear system, so it cannot be proved by exhibiting one description; the natural route via "affinely independent tight points" is a different definition of facet and needs full-dimensionality of P(G)P(G)P(G) to be equivalent. Finally, the goal requires translating a cutset into a decomposition G=G1∪G2G=G_1\cup G_2G=G1​∪G2​ with complete intersection, and then showing that a union of two systems on smaller vertex sets cannot contain a positive multiple of ∑u∈Vxu≤α(G)\sum_{u\in V}x_u\le\alpha(G)∑u∈V​xu​≤α(G).

Formalization scope

  • Graphs are SimpleGraph V on a Fintype V with DecidableEq V. S(G)S(G)S(G) is a set of functions V → ℝ (incidence vectors of stable finsets), and P(G)P(G)P(G) is convexHull ℝ (stableVectors G).
  • Linear systems are indexed by finite types with real coefficients. "Defining linear system" is equality of the solution set with the polytope. IsFacet quantifies over all finite index types J : Type and all real systems whose solution set equals the polytope; it is the paper's definition, not the affinely-independent-points characterization.
  • Proposition 2.1: "min = max" means an attained minimum equal to the maximum; the hypothesis S≠∅S\neq\emptysetS=∅ is added (the paper's max⁡\maxmax over SSS needs it), and the nonnegativity rows are kept.
  • Theorem 4.1: the glued graph GGG lives on a type VVV with finsets V1∪V2=VV_1\cup V_2=VV1​∪V2​=V; G1,G2G_1,G_2G1​,G2​ are the induced subgraphs on V1,V2V_1,V_2V1​,V2​; "G1∩G2G_1\cap G_2G1​∩G2​ complete" is encoded as "V1∩V2V_1\cap V_2V1​∩V2​ is a clique of GGG and no edge joins V1−V2V_1-V_2V1​−V2​ to V2−V1V_2-V_1V2​−V1​", which is equivalent to the paper's hypotheses. The rows of each system are evaluated on the restriction of xxx.
  • Theorem 4.2: "G∗G^*G∗ connected" is Mathlib's Connected, which requires V≠∅V\neq\emptysetV=∅ — for V=∅V=\emptysetV=∅ the statement would be false. α(G)\alpha(G)α(G) is indepNum, cast to R\mathbb RR.
  • Corollary 4.3: "complete subgraph" is any clique set G.IsClique K, not only maximal cliques (the paper reserves "clique" for maximal complete subgraphs, but the corollary speaks of complete subgraphs), including K=∅K=\emptysetK=∅. "Cutset" means two vertices outside KKK joined by no path of G−KG-KG−K. The formalization "G−KG-KG−K is not connected" is ruled out: under Mathlib's convention it would make K=VK=VK=V a cutset and the statement false for K1K_1K1​ and K2K_2K2​.
  • Reusable infrastructure: the stable set polytope, facets via defining systems, Proposition 2.1 (shared with the other missions of this series), critical edges and α\alphaα-critical graphs. Contributions of intermediate lemmas (LP duality in the attained form, full-dimensionality of P(G)P(G)P(G), the cutset–decomposition equivalence) are welcome.

Selected references

  • V. Chvátal, On certain polytopes associated with graphs, J. Combin. Theory Ser. B 18 (1975) 138–154. https://doi.org/10.1016/0095-8956(75)90041-6
  • C. Berge, Graphes et hypergraphes, Dunod, Paris, 1970 (English translation: Graphs and Hypergraphs, North-Holland, 1973), Chapter 13, §3.
  • J. Edmonds, Maximum matching and a polyhedron with 0,1-vertices, J. Res. Nat. Bur. Standards 69B (1965) 125–130. https://doi.org/10.6028/jres.069B.013
  • M. W. Padberg, On the facial structure of set packing polyhedra, Math. Programming 5 (1973) 199–215. https://doi.org/10.1007/BF01580121
  • L. Lovász, Normal hypergraphs and the perfect graph conjecture, Discrete Math. 2 (1972) 253–267. https://doi.org/10.1016/0012-365X(72)90006-4
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On Certain Polytopes Associated with Graphs I: Clique Inequalities Define the Stable Set Polytope Exactly for Perfect GraphsResearch Paper

Motivation

Many combinatorial optimization problems ask for the best subset of a finite set subject to combinatorial side conditions. The polyhedral method replaces the finite family of feasible subsets by the convex hull of their incidence vectors and asks for an explicit system of linear inequalities describing that convex hull; once such a system is known, linear programming duality gives min–max theorems and certificates of optimality. The maximum weight stable set problem is the central test case: it is NP-hard in general, so no tractable complete description of its polytope is expected for all graphs, and the question becomes for which graphs a simple description suffices.

V. Chvátal's 1975 paper On certain polytopes associated with graphs answers this question for the two simplest families of valid inequalities, and its Section 3 connects the answer to Berge's perfect graphs. The result is a standard entry point to polyhedral combinatorics and is one of the ingredients behind the later polynomial-time algorithms for stable sets in perfect graphs by Grötschel, Lovász and Schrijver.

Timeline. Berge (1961) introduced perfect graphs and conjectured that a graph is perfect if and only if its complement is. Lovász (Normal hypergraphs and the perfect graph conjecture, Discrete Math. 1972; A characterization of perfect graphs, J. Combin. Theory Ser. B 1972) proved this, together with the characterization of perfection by α(GA) ω(GA)≥∣A∣\alpha(G_A)\,\omega(G_A)\ge|A|α(GA​)ω(GA​)≥∣A∣ and the invariance of perfection under vertex duplication. Fulkerson's theory of antiblocking polyhedra (1971–72) gave a polyhedral route to the same equivalence. Chvátal (received 1972, published 1975) gave the self-contained polyhedral statement formalized here, with a proof based on Lovász's two theorems.

Setting

A graph G=(V,E)G=(V,E)G=(V,E) is finite, undirected and loopless. A stable set is a set of vertices no two of which are adjacent. A clique is a maximal complete subgraph, and C(G)C(G)C(G) is the set of vertex sets W⊆VW\subseteq VW⊆V of the cliques of GGG.

S(G)⊆RVS(G)\subseteq\mathbb R^VS(G)⊆RV is the set of zero–one vectors x=(xu:u∈V)x=(x_u:u\in V)x=(xu​:u∈V) such that {u:xu=1}\{u:x_u=1\}{u:xu​=1} is stable, and the stable set polytope is P(G)=conv⁡S(G)P(G)=\operatorname{conv}S(G)P(G)=convS(G). A finite system of linear inequalities is a defining linear system of P(G)P(G)P(G) if its solution set is exactly P(G)P(G)P(G). For c∈RVc\in\mathbb R^Vc∈RV write cx=∑u∈Vcuxucx=\sum_{u\in V}c_ux_ucx=∑u∈V​cu​xu​.

GGG is perfect (the paper's α\alphaα-perfect) if for every zero–one vector ccc,

max⁡{cx:x∈S(G)}=min⁡{∑W∈C(G)λW: λW∈{0,1}, ∑W∈C(G), u∈WλW≥cu (u∈V)}.\max\{cx:x\in S(G)\}=\min\Big\{\sum_{W\in C(G)}\lambda_W:\ \lambda_W\in\{0,1\},\ \sum_{W\in C(G),\,u\in W}\lambda_W\ge c_u\ (u\in V)\Big\}.max{cx:x∈S(G)}=min{W∈C(G)∑​λW​: λW​∈{0,1}, W∈C(G),u∈W∑​λW​≥cu​ (u∈V)}.

For A⊆VA\subseteq VA⊆V, GAG_AGA​ is the induced subgraph, α(GA)\alpha(G_A)α(GA​) its stability number and ω(GA)\omega(G_A)ω(GA​) its clique number. To duplicate a vertex uuu is to add a new vertex u′u'u′ adjacent to all neighbours of uuu but not to uuu.

In the Lean development these are stableVectors G, stablePolytope G, maximalCliques G, IsPerfect G and duplicate G u in the namespace ChvatalPolytopes.Perfect.

Formalization targets

Goal: Theorem 3.1 (p. 140)

For every graph GGG, the system

−xu≤0(u∈V),∑u∈Wxu≤1(W∈C(G))-x_u\le0\quad(u\in V),\qquad\sum_{u\in W}x_u\le1\quad(W\in C(G))−xu​≤0(u∈V),u∈W∑​xu​≤1(W∈C(G))

is a defining linear system of P(G)P(G)P(G) if and only if GGG is perfect. Both directions are required.

Milestones

  1. Proposition 2.1 (pp. 139–140). For a finite nonempty set SSS of solutions of −xu≤0-x_u\le0−xu​≤0, ∑uaiuxu≤bi\sum_u a_{iu}x_u\le b_i∑u​aiu​xu​≤bi​ (i∈J)(i\in J)(i∈J), the solution set equals conv⁡S\operatorname{conv}SconvS if and only if for every c∈ZVc\in\mathbb Z^Vc∈ZV
max⁡{cx:x∈S}=min⁡{∑iλibi:λ≥0, ∑iλiaiu≥cu (u∈V)}.\max\{cx:x\in S\}=\min\Big\{\sum_i\lambda_ib_i:\lambda\ge0,\ \sum_i\lambda_ia_{iu}\ge c_u\ (u\in V)\Big\}.max{cx:x∈S}=min{i∑​λi​bi​:λ≥0, i∑​λi​aiu​≥cu​ (u∈V)}.
  1. Lovász's first theorem (§3, p. 140). Every nonperfect GGG has A⊆VA\subseteq VA⊆V with α(GA) ω(GA)<∣A∣\alpha(G_A)\,\omega(G_A)<|A|α(GA​)ω(GA​)<∣A∣.
  2. Lovász's second theorem (§3, p. 140). Duplicating a vertex of a perfect graph gives a perfect graph.
  3. Condition (iii) (p. 141). GGG is perfect if and only if for every c∈ZVc\in\mathbb Z^Vc∈ZV
max⁡{cx:x∈S(G)}=min⁡{∑W∈C(G)λW:λW≥0, ∑W∋uλW≥cu (u∈V)}.\max\{cx:x\in S(G)\}=\min\Big\{\sum_{W\in C(G)}\lambda_W:\lambda_W\ge0,\ \sum_{W\ni u}\lambda_W\ge c_u\ (u\in V)\Big\}.max{cx:x∈S(G)}=min{W∈C(G)∑​λW​:λW​≥0, W∋u∑​λW​≥cu​ (u∈V)}.

Significance

The result. The nonnegativity and clique inequalities are valid for P(G)P(G)P(G) for every graph. Theorem 3.1 says they are complete exactly for perfect graphs, so on perfect graphs the maximum weight stable set problem is a linear program over an explicitly described polytope, and weighted min–max theorems (stable sets versus clique covers) follow from LP duality. Combined with the perfect graph theorem, it gives a polyhedral characterization of perfect graphs, and it is the model for later results that identify graph classes by the facets of their stable set polytopes (odd-cycle inequalities, ttt-perfection, Section 7 of the same paper).

Formalizing it. The result is classical and proved. No machine-checked version of it is known, and Mathlib has neither perfect graphs nor stable set polytopes. The mission produces a formal statement of the polyhedral characterization with the paper's own notion of perfection, a formal version of the convex-hull/LP min–max principle (Proposition 2.1), which is reusable for any 0–1 polytope, and formal statements of the two theorems of Lovász that the proof relies on.

Difficulty

Proposition 2.1 reduces Theorem 3.1 to the equivalence of perfection with a fractional min–max for all integer weights. The obvious approach to that equivalence fails in both directions. From perfection one only gets the min–max for zero–one weights and zero–one multipliers; general integer weights do not reduce to zero–one weights by linearity, because the minimum over clique covers is not additive in ccc. Conversely, a fractional clique cover of value α\alphaα does not directly produce an integral one. The paper crosses this gap with two theorems of Lovász: a numerical certificate of nonperfection, and the invariance of perfection under vertex duplication. Both are substantial graph-theoretic results in their own right, and neither follows from the definitions by routine manipulation.

Proposition 2.1 itself needs separation of a point from a polytope by an integral objective and LP strong duality with the nonnegativity rows handled separately.

Formalization scope

Vertices form a finite type V with decidable equality; a graph is a SimpleGraph V. S(G)S(G)S(G) is a set of functions V → ℝ, and P(G)P(G)P(G) is Mathlib's convexHull ℝ of it. C(G)C(G)C(G) is the finset of finsets that are maximal among cliques (Maximal), as on the page; with V=∅V=\emptysetV=∅ the only maximal clique is ∅\emptyset∅. "Defining linear system" is an equality of sets. Every "max = min" is written out in full: there is a value mmm that is the maximum over SSS (attained and an upper bound), some feasible multiplier vector attains mmm, and every feasible multiplier vector has objective at least mmm. Clique multipliers are functions Finset V → ℝ read only on C(G)C(G)C(G).

Explicit conventions and added hypotheses:

  • In Proposition 2.1 the index set JJJ is a finite type, coefficients are real, the nonnegativity rows are kept as a separate conjunct x≥0x\ge0x≥0, and SSS is assumed nonempty (the paper's max⁡\maxmax over SSS needs it).
  • α\alphaα and ω\omegaω are Mathlib's indepNum and cliqueNum (natural numbers) of G.induce A.
  • The duplicated graph lives on Option V, with none the new vertex.

Perfection is the paper's zero–one min–max, not "the clique system defines P(G)P(G)P(G)" (which would make the goal a tautology) and not Berge's χ(GA)=ω(GA)\chi(G_A)=\omega(G_A)χ(GA​)=ω(GA​) (a different definition, equivalent only through the perfect graph theorem). P(G)P(G)P(G) is the convex hull of S(G)S(G)S(G), never the solution set of an inequality system.

Needed infrastructure, all reusable: integral separation from a rational polytope and LP strong duality in the form max⁡{cx:Ax≤b,x≥0}=min⁡{λb:λA≥c,λ≥0}\max\{cx:Ax\le b,x\ge0\}=\min\{\lambda b:\lambda A\ge c,\lambda\ge0\}max{cx:Ax≤b,x≥0}=min{λb:λA≥c,λ≥0}; basic facts about stable sets and maximal cliques of induced subgraphs and of duplicated graphs; invariance of IsPerfect under graph isomorphism and under taking induced subgraphs. Proofs of the Lovász milestones, which have independent value for a Mathlib theory of perfect graphs, are welcome.

Selected references

  • V. Chvátal, On certain polytopes associated with graphs, J. Combin. Theory Ser. B 18 (1975) 138–154. https://doi.org/10.1016/0095-8956(75)90041-6
  • L. Lovász, Normal hypergraphs and the perfect graph conjecture, Discrete Math. 2 (1972) 253–267. https://doi.org/10.1016/0012-365X(72)90006-4
  • L. Lovász, A characterization of perfect graphs, J. Combin. Theory Ser. B 13 (1972) 95–98. https://doi.org/10.1016/0095-8956(72)90045-7
  • D. R. Fulkerson, Anti-blocking polyhedra, J. Combin. Theory Ser. B 12 (1972) 50–71. https://doi.org/10.1016/0095-8956(72)90032-9
  • M. Grötschel, L. Lovász, A. Schrijver, Geometric Algorithms and Combinatorial Optimization, Springer, 1988. https://doi.org/10.1007/978-3-642-97881-4
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The Power of Convex Relaxation: Near-Optimal Matrix Completion I: Exact Nuclear-Norm Recovery with Quadratic Dependence on the RankResearch Paper

Motivation

Matrix completion asks to recover a low-rank matrix from a small random subset of its entries. It models collaborative filtering (a ratings matrix with most entries missing), sensor-network localization from partial distance matrices, and system identification. The natural estimator, the matrix of least rank that agrees with the observations, is NP-hard to compute in general. Candès and Recht (Found. Comput. Math. 2009) proposed to replace the rank by the nuclear norm (the sum of the singular values), its convex envelope, and proved that this convex program recovers the matrix exactly from O(n6/5rlog⁡n)O(n^{6/5} r \log n)O(n6/5rlogn) random entries under incoherence assumptions.

Candès and Tao (IEEE Trans. Inf. Theory 2010) sharpened the sample size to within logarithmic factors of the information-theoretic minimum nrlog⁡nn r\log nnrlogn. This mission formalizes their first result, Theorem 1.1, whose proof is a direct moment computation, together with the lemmas on which that proof rests.

Timeline:

  • 2009, Candès–Recht: exact recovery from m≳μ0n6/5rlog⁡nm \gtrsim \mu_0 n^{6/5} r \log nm≳μ0​n6/5rlogn entries.
  • 2010, Candès–Tao (this paper): m≳μ4nr2(log⁡n)2m \gtrsim \mu^4 n r^2 (\log n)^2m≳μ4nr2(logn)2 (Theorem 1.1, general-rank form) and m≳μ2nrlog⁡6nm \gtrsim \mu^2 n r \log^6 nm≳μ2nrlog6n (Theorem 1.2), plus a lower bound of order nrlog⁡nn r \log nnrlogn for every method (Theorem 1.7).
  • 2011, Gross (IEEE Trans. Inf. Theory) and Recht (JMLR): m≳μ0nrlog⁡2nm \gtrsim \mu_0 n r \log^2 nm≳μ0​nrlog2n by the "golfing scheme", with a different proof.

Setting

Let M∈Rn×nM \in \mathbb R^{n\times n}M∈Rn×n have rank rrr and singular value decomposition M=∑k=1rσkukvk∗M = \sum_{k=1}^r \sigma_k u_k v_k^*M=∑k=1r​σk​uk​vk∗​ with σk>0\sigma_k > 0σk​>0 and orthonormal uku_kuk​, vkv_kvk​. Write PU=∑kukuk∗P_U = \sum_k u_k u_k^*PU​=∑k​uk​uk∗​, PV=∑kvkvk∗P_V = \sum_k v_k v_k^*PV​=∑k​vk​vk∗​ and E=∑kukvk∗E = \sum_k u_k v_k^*E=∑k​uk​vk∗​. The matrix obeys the strong incoherence property with parameter μ>0\mu > 0μ>0 if, for all indices a,a′,b,b′a, a', b, b'a,a′,b,b′,

∣⟨ea,PUea′⟩−rn1a=a′∣≤μrn,∣⟨eb,PVeb′⟩−rn1b=b′∣≤μrn,∣Eab∣≤μrn.\Bigl|\langle e_a, P_U e_{a'}\rangle - \tfrac{r}{n}1_{a=a'}\Bigr| \le \mu\tfrac{\sqrt r}{n},\qquad \Bigl|\langle e_b, P_V e_{b'}\rangle - \tfrac{r}{n}1_{b=b'}\Bigr| \le \mu\tfrac{\sqrt r}{n},\qquad |E_{ab}| \le \mu\tfrac{\sqrt r}{n}.​⟨ea​,PU​ea′​⟩−nr​1a=a′​​≤μnr​​,​⟨eb​,PV​eb′​⟩−nr​1b=b′​​≤μnr​​,∣Eab​∣≤μnr​​.

For a set Ω⊂[n]×[n]\Omega \subset [n]\times[n]Ω⊂[n]×[n] of observed positions, the nuclear-norm program is

minimize ∥X∥∗subject to Xab=Mab  ((a,b)∈Ω).(I.3)\text{minimize } \|X\|_* \quad \text{subject to } X_{ab} = M_{ab}\ \ ((a,b)\in\Omega). \qquad \text{(I.3)}minimize ∥X∥∗​subject to Xab​=Mab​  ((a,b)∈Ω).(I.3)

In the uniform model Ω\OmegaΩ is a uniformly random mmm-subset of [n]×[n][n]\times[n][n]×[n]; in the Bernoulli model each entry is included independently with probability p=m/n2p = m/n^2p=m/n2.

The proof works with the tangent space TTT at MMM and its projection PT(X)=PUX+XPV−PUXPV\mathcal P_T(X) = P_UX + XP_V - P_UXP_VPT​(X)=PU​X+XPV​−PU​XPV​, the sampling projection PΩ\mathcal P_\OmegaPΩ​, and the centered operators QΩ=p−1PΩ−I\mathcal Q_\Omega = p^{-1}\mathcal P_\Omega - \mathcal IQΩ​=p−1PΩ​−I and QT=PT−ρ′I\mathcal Q_T = \mathcal P_T - \rho'\mathcal IQT​=PT​−ρ′I, where ρ=r/n\rho = r/nρ=r/n and ρ′=2ρ−ρ2\rho' = 2\rho - \rho^2ρ′=2ρ−ρ2. The candidate certificate YYY of (III.10) is the matrix of least Frobenius norm with PΩ(Y)=Y\mathcal P_\Omega(Y) = YPΩ​(Y)=Y and PT(Y)=E\mathcal P_T(Y) = EPT​(Y)=E.

Formalization targets

Goal: Theorem 1.1, general-rank form (I.11)

There is an absolute constant CCC such that, for every strongly incoherent MMM of rank rrr and every m≤n2m \le n^2m≤n2,

m≥Cμ4nr2(log⁡n)2  ⟹  Pr⁡uniform[M is the unique solution of (I.3)]≥1−n−3.m \ge C\mu^4 n r^2(\log n)^2 \implies \Pr_{\text{uniform}}\bigl[M \text{ is the unique solution of (I.3)}\bigr] \ge 1 - n^{-3}.m≥Cμ4nr2(logn)2⟹uniformPr​[M is the unique solution of (I.3)]≥1−n−3.

Milestones

  1. Lemma 3.1: a matrix YYY supported on Ω\OmegaΩ with PT(Y)=E\mathcal P_T(Y) = EPT​(Y)=E and ∥PT⊥(Y)∥<1\|\mathcal P_{T^\perp}(Y)\| < 1∥PT⊥​(Y)∥<1, together with injectivity of PΩ\mathcal P_\OmegaPΩ​ on TTT, certifies that MMM is the unique solution (already proved on the platform).
  2. Lemma 5.1 (exponent bound): ∣J∣+∣K∣−∣Q∣−∣Ω∣≤−∣Q′∣+1|J|+|K|-|Q|-|\Omega| \le -|Q'|+1∣J∣+∣K∣−∣Q∣−∣Ω∣≤−∣Q′∣+1 for every admissible pair.
  3. Lemma 5.2 (pair counting): at most (Cj(k+1))2j(k+1)+q(Cj(k+1))^{2j(k+1)+q}(Cj(k+1))2j(k+1)+q strongly admissible pairs have ∣Q′∣=q|Q'| = q∣Q′∣=q.
  4. Theorem 3.4 (moment bound I): with A=(QΩQT)kQΩ(E)A = (\mathcal Q_\Omega\mathcal Q_T)^k\mathcal Q_\Omega(E)A=(QΩ​QT​)kQΩ​(E) and rμ=μ2rr_\mu = \mu^2 rrμ​=μ2r,
Etrace⁡(A∗A)j≤(Cj(k+1))2j(k+1) n (nrμ2/m)j(k+1).\mathbb E\operatorname{trace}(A^*A)^j \le (Cj(k+1))^{2j(k+1)}\, n\,(n r_\mu^2/m)^{j(k+1)}.Etrace(A∗A)j≤(Cj(k+1))2j(k+1)n(nrμ2​/m)j(k+1).
  1. Corollary 3.5: under the goal's sampling condition and the Bernoulli model, with probability at least 1−n−31-n^{-3}1−n−3, PΩ\mathcal P_\OmegaPΩ​ is injective on TTT and ∥PT⊥(Y)∥≤1/2\|\mathcal P_{T^\perp}(Y)\| \le 1/2∥PT⊥​(Y)∥≤1/2.

The Bernoulli-to-uniform transfer (at most doubling the failure probability) is already on the platform and is included as a supporting item.

Significance

Theorem 1.1 shows that a tractable convex program recovers every strongly incoherent matrix of bounded rank from O(n(log⁡n)2)O(n(\log n)^2)O(n(logn)2) random entries, while Theorem 1.7 of the same paper shows that no method can succeed with fewer than order nlog⁡nn\log nnlogn. The gap is a single logarithmic factor. The result also requires nothing of the singular values, only of the singular vectors.

The theorem is proved in the literature, and later work improved the rank dependence (Theorem 1.2 of the same paper, and the golfing-scheme results of Gross and Recht). As far as is known, none of these results has a machine-checked proof. The mission produces a formal version of the full moment-method argument. Its combinatorial core, the admissible-pair calculus of Sections IV–V, is a self-contained counting problem for closed paths in a grid and is reusable for other trace-moment bounds of random operators. The Candès–Recht mission on the platform already supplies the deterministic duality step (Lemma 3.1) and the model transfer.

Difficulty

The obvious route bounds the Neumann series ∑k∥(QΩPT)kQΩ(E)∥\sum_k \|(\mathcal Q_\Omega\mathcal P_T)^k\mathcal Q_\Omega(E)\|∑k​∥(QΩ​PT​)kQΩ​(E)∥ term by term with noncommutative Khintchine inequalities and decoupling. That is how the earlier n6/5n^{6/5}n6/5 bound was obtained, and it degrades as kkk grows because the indicator variables in the higher terms are strongly coupled. The moment method replaces these tools by an exact expansion of Etrace⁡(A∗A)j\mathbb E\operatorname{trace}(A^*A)^jEtrace(A∗A)j as a sum over "spider" configurations of paths in [n]×[n][n]\times[n][n]×[n]. The difficulty moves into combinatorics. Configurations have to be grouped by admissible pairs, the exponent of nnn has to be matched against the powers of 1/p1/p1/p (Lemma 5.1), and the configurations have to be counted with enough precision that the sum over qqq converges (Lemma 5.2). A naive count of pairs gives (2j(k+1))4j(k+1)(2j(k+1))^{4j(k+1)}(2j(k+1))4j(k+1), which is too large by a square.

Formalization scope

  • Square case. Theorem 1.1 is printed for n1×n2n_1\times n_2n1​×n2​ matrices, but the paper proves only the square case (Section I-H: "we shall work exclusively with square matrices"). Every statement is for Matrix (Fin n) (Fin n) ℝ.
  • General rank. The goal and Corollary 3.5 are stated in the general-rank form (I.11), m≥Cμ4nr2(log⁡n)2m \ge C\mu^4 n r^2(\log n)^2m≥Cμ4nr2(logn)2. The paper states this form explicitly on p. 2055, and the proof of Corollary 3.5 derives it as (III.26). For r=O(1)r = O(1)r=O(1) it is the printed Theorem 1.1 and the printed Corollary 3.5.
  • Constants. Every constant ("numerical constant CCC", c0c_0c0​, and O(M)M:=(CM)MO(M)^M := (CM)^MO(M)M:=(CM)M) is an existential absolute constant quantified before nnn, rrr, mmm, MMM, μ\muμ, jjj, kkk and qqq. A constant allowed to depend on nnn or MMM would make (I.11) unsatisfiable for large CCC and the goal vacuous; that formalization is ruled out.
  • Standing assumptions. The paper assumes n≥C′n \ge C'n≥C′ and m≥2nrm \ge 2nrm≥2nr (I.22) throughout. In the goal and in Corollary 3.5 they are absorbed by CCC, since strong incoherence forces μ≥1\mu \ge 1μ≥1. Theorem 3.4 carries 2nr≤m2nr \le m2nr≤m explicitly. Theorem 3.4 omits r=O(1)r = O(1)r=O(1) and (I.10), since Section V uses only its own proviso m≥nrμ2m \ge n r_\mu^2m≥nrμ2​. Every statement also carries m≤n2m \le n^2m≤n2, without which the uniform model is empty.
  • Probability. The uniform model is the platform's successProb (a ratio of finite counts). The Bernoulli model uses bernoulliEventProb and bernoulliExpectation with p=m/n2p = m/n^2p=m/n2. The logarithm is natural, and the failure probability is written 1 / n^3.
  • Recovery. "Unique solution of (I.3)" is IsUniqueMinimizer: every other matrix that agrees with MMM on Ω\OmegaΩ has strictly larger nuclear norm. Stating recovery conditionally on the existence of a certificate would reduce the goal to Lemma 3.1; the goal instead bounds the probability of recovery itself.
  • Admissible pairs. The index i∈[j]i \in [j]i∈[j] is 0-based, the cyclic successor is finRotate, and the lexicographic order is compared through positions. Pair values are counted in Fin (2j(k+1)+1), which contains every admissible value, so the count is exact and finite.
  • New definitions. centeredTangentProjection (QT\mathcal Q_TQT​), momentMatrix (AAA), and the admissible-pair calculus. Strong incoherence (A1–A2) is the shared definition CandesTao.Shared.StrongIncoherence, used by this mission and by the companion mission II. The QT\mathcal Q_TQT​ definition is drafted independently in mission II.

Contributions are welcome on any milestone. Lemmas 5.1 and 5.2 are finite combinatorics and need no analysis. Theorem 3.4 additionally needs the expansion (IV.4) of the trace moment and the moment bounds for centered Bernoulli variables of Section IV-C. Corollary 3.5 also uses Theorem 3.2 (Rudelson selection estimate) and Lemma 3.3 (replacing PT\mathcal P_TPT​ by QT\mathcal Q_TQT​), which are milestones of the companion mission The Power of Convex Relaxation: Near-Optimal Matrix Completion II.

Selected references

  • E. J. Candès and T. Tao, The Power of Convex Relaxation: Near-Optimal Matrix Completion, IEEE Trans. Inf. Theory 56(5):2053–2080, 2010. https://doi.org/10.1109/TIT.2010.2044061
  • E. J. Candès and B. Recht, Exact Matrix Completion via Convex Optimization, Found. Comput. Math. 9(6):717–772, 2009. https://doi.org/10.1007/s10208-009-9045-5
  • D. Gross, Recovering Low-Rank Matrices From Few Coefficients in Any Basis, IEEE Trans. Inf. Theory 57(3):1548–1566, 2011. https://doi.org/10.1109/TIT.2011.2104999
  • B. Recht, A Simpler Approach to Matrix Completion, J. Mach. Learn. Res. 12:3413–3430, 2011. https://jmlr.org/papers/v12/recht11a.html
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Operations ResearchOptimizationTheoretical Computer Science·Captain: mikedeng1

An Optimal On-Line Algorithm for Metrical Task System 1: Every n-State Metrical Task System Has Competitive Ratio 2n - 1Research Paper

Motivation

A system that processes a stream of tasks can often be configured in several ways, and the configuration affects both the cost of the current task and the cost of switching before the next one: paging schemes, replicated files, server placements. When the future is unknown, the natural worst-case yardstick is competitive analysis, introduced by Sleator and Tarjan for list update and paging (Sleator–Tarjan 1985): an on-line strategy is compared with the optimal strategy that knows the whole input in advance.

Borodin, Linial and Saks (J. ACM 1992; conference version STOC 1987) proposed metrical task systems as a single model containing all such problems, and determined the exact deterministic competitive ratio of every such system. Their theorem is the starting point of the on-line-algorithms literature on metrical task systems, the kkk-server problem (Manasse–McGeoch–Sleator 1990) and their randomized variants.

Timeline. 1985: Sleator and Tarjan introduce competitive analysis for paging and list update. 1987: Borodin, Linial and Saks prove w(S,d)=2n−1w(S,d)=2n-1w(S,d)=2n−1 for every nnn-state metrical task system (journal version 1992). 1990: Manasse, McGeoch and Sleator extend the task-system model to restricted task sets and pose the kkk-server conjecture. The randomized ratio of the uniform task system, bounded in the same paper between H(n)H(n)H(n) and 2H(n)2H(n)2H(n), is the subject of the companion mission.

Setting

A task system (S,d)(S,d)(S,d) has a finite set SSS of nnn states and a transition-cost matrix ddd with d(i,i)=0d(i,i)=0d(i,i)=0, d(i,j)>0d(i,j)>0d(i,j)>0 for i≠ji\neq ji=j, and the triangle inequality d(i,j)+d(j,k)≥d(i,k)d(i,j)+d(j,k)\ge d(i,k)d(i,j)+d(j,k)≥d(i,k). It is metrical if also d(i,j)=d(j,i)d(i,j)=d(j,i)d(i,j)=d(j,i).

A task TTT is a vector of nonnegative processing costs T(s)T(s)T(s), s∈Ss\in Ss∈S. Given a task sequence T=T1⋯Tm\mathbf T=T^1\cdots T^mT=T1⋯Tm and an initial state s0s_0s0​, a schedule is a map σ:{0,…,m}→S\sigma:\{0,\dots,m\}\to Sσ:{0,…,m}→S with σ(0)=s0\sigma(0)=s_0σ(0)=s0​; task TiT^iTi is processed in state σ(i)\sigma(i)σ(i), and the cost is

c(T;σ)=∑i=1md(σ(i−1),σ(i))+∑i=1mTi(σ(i)).c(\mathbf T;\sigma)=\sum_{i=1}^m d(\sigma(i-1),\sigma(i))+\sum_{i=1}^m T^i(\sigma(i)).c(T;σ)=i=1∑m​d(σ(i−1),σ(i))+i=1∑m​Ti(σ(i)).

The off-line optimum c0(T)c_0(\mathbf T)c0​(T) is the minimum over all schedules. An on-line algorithm AAA chooses σ(i)\sigma(i)σ(i) knowing only s0s_0s0​ and T1,…,TiT^1,\dots,T^iT1,…,Ti; its cost is cA(T)c_A(\mathbf T)cA​(T). For w>0w>0w>0, AAA is www-competitive if there is a constant KwK_wKw​ with cA(T)≤w c0(T)+Kwc_A(\mathbf T)\le w\,c_0(\mathbf T)+K_wcA​(T)≤wc0​(T)+Kw​ for every finite task sequence. The competitive ratio of AAA is w(A)=inf⁡{w:A is w-competitive}w(A)=\inf\{w: A\text{ is }w\text{-competitive}\}w(A)=inf{w:A is w-competitive}, and the competitive ratio of the task system is w(S,d)=inf⁡Aw(A)w(S,d)=\inf_A w(A)w(S,d)=infA​w(A).

For the upper bound the paper also uses continuous-time schedules, in which task TiT^iTi occupies the interval [i,i+1)[i,i+1)[i,i+1) and the scheduler may change state at any real time, paying ∫ii+1Ti(σ(t)) dt\int_i^{i+1}T^i(\sigma(t))\,dt∫ii+1​Ti(σ(t))dt for processing. For a general (possibly asymmetric) matrix ddd, the cycle offset ratio ψ(d)\psi(d)ψ(d) is the maximum over closed walks s0,…,sk=s0s_0,\dots,s_k=s_0s0​,…,sk​=s0​ of ∑id(si−1,si)/∑id(si,si−1)\sum_i d(s_{i-1},s_i)\big/\sum_i d(s_i,s_{i-1})∑i​d(si−1​,si​)/∑i​d(si​,si−1​); it equals 111 when ddd is symmetric.

Formalization targets

Goal: Theorem 1.1

For every metrical task system (S,d)(S,d)(S,d) with nnn states,

w(S,d)=2n−1.w(S,d)=2n-1 .w(S,d)=2n−1.

The value depends on nnn only, not on the distances.

Milestones

  • Lemma 2.1. If c0(T1⋯Tm)→∞c_0(T^1\cdots T^m)\to\inftyc0​(T1⋯Tm)→∞ along an infinite task sequence T\mathbf TT, then w(A)≥wT(A)=lim sup⁡mcA/c0w(A)\ge w_{\mathbf T}(A)=\limsup_m c_A/c_0w(A)≥wT​(A)=limsupm​cA​/c0​.
  • Theorem 2.2. Against the cruel taskmaster M(ε)M(\varepsilon)M(ε), which charges ε\varepsilonε in the state the algorithm currently occupies,
wT(ε)(A)≥2n−11+ε/min⁡i≠jd(i,j).w_{\mathbf T(\varepsilon)}(A)\ge\frac{2n-1}{1+\varepsilon/\min_{i\neq j}d(i,j)} .wT(ε)​(A)≥1+ε/mini=j​d(i,j)2n−1​.
  • Lemma 3.1. Every on-line continuous-time algorithm is matched, on every task sequence, by an on-line discrete-time algorithm.
  • Lemmas 6.3, 6.4, 6.2. Properties of the functions fkf_kfk​ that drive the algorithm Ad∗A^*_dAd∗​: fk(s)−fk(s′)≤d(s′,s)f_k(s)-f_k(s')\le d(s',s)fk​(s)−fk​(s′)≤d(s′,s); the identity 2∑s≠skfk(s)+fk(sk)=Ck−1+∑i≤kd(si,si−1)2\sum_{s\ne s_k}f_k(s)+f_k(s_k)=C_{k-1}+\sum_{i\le k}d(s_i,s_{i-1})2∑s=sk​​fk​(s)+fk​(sk​)=Ck−1​+∑i≤k​d(si​,si−1​); and fk≤hkf_k\le h_kfk​≤hk​, the off-line cost at the kkk-th transition time.
  • Theorem 6.1 (= Theorem 1.2). For every task system, symmetric or not, Ad∗A^*_dAd∗​ has competitive ratio at most (2n−1)ψ(d)(2n-1)\psi(d)(2n−1)ψ(d).

Significance

The theorem settles the deterministic competitive ratio of the whole class of metrical task systems: the lower bound says that no deterministic on-line strategy can beat 2n−12n-12n−1 on any metric, and the upper bound supplies one algorithm that achieves it on every metric. For asymmetric costs the same algorithm gives (2n−1)ψ(d)(2n-1)\psi(d)(2n−1)ψ(d). The 2n−12n-12n−1 lower bound is also the benchmark against which restricted models, such as paging and the kkk-server problem, measure their improvements, and the randomized question it leaves open drove much of the later work on metrical task systems.

The result was proved in 1987 and is standard; to the best of our knowledge no machine-checked proof exists. A formal development would provide a reusable model of deterministic on-line algorithms and competitiveness (on-line maps from task prefixes, additive competitiveness, infima over algorithms), an adversary construction by mutual recursion with an arbitrary algorithm, and an exact treatment of continuous-time schedules with piecewise-constant task costs. These pieces are reusable for other competitive-analysis results.

Difficulty

The lower bound is not a single bad input: the adversary is built from the algorithm it plays against, so the hard task sequence exists only as a recursion interleaved with the algorithm's choices, and the bound must hold for every deterministic on-line map, including ones that behave erratically. Obtaining the exact constant 2n−12n-12n−1, rather than some Ω(n)\Omega(n)Ω(n) bound, requires a sharp estimate of the off-line cost of that sequence.

The upper bound needs an algorithm defined in continuous time, whose transition times are determined by accumulated processing costs; the budgets can be zero, so transitions can be instantaneous, and a formal cost must remain well defined before one knows that only finitely many transitions occur. Relating the off-line cost function at those times to the recursively defined fkf_kfk​ (Lemma 6.2) requires reasoning about all continuous-time off-line schedules. Finally, the goal combines both directions through infima over all on-line algorithms, and the discretization of Lemma 3.1 must be composed with the continuous-time algorithm.

Formalization scope

States form a finite type S (Fintype, DecidableEq, Nonempty); the goal is stated for all n≥1n\ge1n≥1, where n=1n=1n=1 gives w(S,d)=1w(S,d)=1w(S,d)=1. Task costs are finite nonnegative reals; the paper also allows +∞+\infty+∞ entries, which are excluded (this affects neither bound). A task sequence is T : Fin m → S → ℝ, with T i the paper's Ti+1T^{i+1}Ti+1, and a schedule is σ : Fin (m+1) → S. An on-line algorithm is a map sending (s0,[T1,…,Ti])(s_0,[T^1,\dots,T^i])(s0​,[T1,…,Ti]) to σ(i)\sigma(i)σ(i), so on-line behaviour is built into the type. Competitiveness is written additively, cA≤w c0+Kc_A\le w\,c_0+KcA​≤wc0​+K, with KKK independent of the task sequence and of s0s_0s0​.

The competitive ratio competitiveRatio d is the real infimum of the set of all www for which some on-line algorithm is www-competitive. It is not defined as an infimum of per-algorithm real infima: a non-competitive algorithm has WA=∅W_A=\emptysetWA​=∅, whose real infimum is 000, and that would drag w(S,d)w(S,d)w(S,d) to 000 for every system. Since the goal's value 2n−12n-12n−1 is at least 111 while the empty set's real infimum is 000, the goal cannot hold vacuously.

Continuous-time algorithms are given as lists of (state,length)(\text{state},\text{length})(state,length) pieces per unit interval; processing integrals are exact finite sums. The algorithm Ad∗A^*_dAd∗​ minimizes over states different from the current one, as its proof requires (the printed rule ranges over all states, and would stall); ties are left arbitrary. Its budgets may be 000, its entry times are Option ℝ, and its cost is a sum in [0,∞][0,\infty][0,∞], so that Theorem 6.1 itself asserts that only finitely many transitions occur. The ratio ψ(d)\psi(d)ψ(d) excludes closed walks that never move, and Theorems 2.2 and 6.1 require n≥2n\ge2n≥2, where min⁡i≠jd(i,j)\min_{i\ne j}d(i,j)mini=j​d(i,j) and ψ(d)\psi(d)ψ(d) are defined. Lemma 3.1 is stated comparing AAA with A′A'A′ (the printed statement says "as well as AAA").

A complete development needs: the discrete model and off-line optimum (finite minimum over schedules), limsup arguments in EReal, continuous-time schedules with piecewise-constant costs, and the recursion defining Ad∗A^*_dAd∗​. Proofs of any milestone, including the purely combinatorial Lemmas 6.3 and 6.4, are welcome, as is a formal composition of Lemma 3.1 with Theorem 6.1.

Selected references

  • A. Borodin, N. Linial, M. E. Saks, An optimal on-line algorithm for metrical task system, Journal of the ACM 39(4):745–763, 1992. https://doi.org/10.1145/146585.146588
  • D. D. Sleator, R. E. Tarjan, Amortized efficiency of list update and paging rules, Communications of the ACM 28(2):202–208, 1985. https://doi.org/10.1145/2786.2793
  • M. S. Manasse, L. A. McGeoch, D. D. Sleator, Competitive algorithms for server problems, Journal of Algorithms 11(2):208–230, 1990. https://doi.org/10.1016/0196-6774(90)90003-W
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CombinatoricsDiscrete GeometryLinear Optimization+1·Captain: mikedeng1

On Sub-determinants and the Diameter of Polyhedra: A Polynomial Diameter Bound in the Largest SubdeterminantResearch Paper

Motivation

The combinatorial diameter of a polyhedron is the largest distance, in its vertex-edge graph, between two vertices. It is a lower bound on the number of pivots any edge-following method such as the simplex method needs in the worst case, which is why the polynomial Hirsch conjecture — the diameter of P={x∈Rn:Ax≤b}P = \{x \in \mathbb{R}^n : Ax \le b\}P={x∈Rn:Ax≤b} is bounded by a polynomial in mmm and nnn — is a central open question of linear optimization and discrete geometry. The best general upper bound is quasi-polynomial, m1+log⁡nm^{1+\log n}m1+logn (Kalai–Kleitman 1992); the original Hirsch bound m−nm - nm−n is false for polytopes (Santos 2012).

A different line of work bounds the diameter by the arithmetic of the constraint matrix instead of its size. For an integer matrix AAA let Δ\DeltaΔ be the largest absolute value of a sub-determinant of AAA. Dyer and Frieze (1994) showed that for totally unimodular AAA (Δ=1\Delta = 1Δ=1) the diameter is polynomial, O(m16n3(log⁡mn)3)O(m^{16} n^3 (\log mn)^3)O(m16n3(logmn)3). Bonifas, Di Summa, Eisenbrand, Hähnle and Niemeier (SoCG 2012; Discrete Comput Geom 52, 2014) improved and generalized this to O(Δ2n4log⁡nΔ)O(\Delta^2 n^4 \log n\Delta)O(Δ2n4lognΔ) for all polyhedra and O(Δ2n3.5log⁡nΔ)O(\Delta^2 n^{3.5} \log n\Delta)O(Δ2n3.5lognΔ) for polytopes, bounds that do not depend on the number mmm of inequalities. This mission formalizes the polytope case.

Setting

Let A∈Zm×nA \in \mathbb{Z}^{m\times n}A∈Zm×n with rows a1,…,ama_1,\dots,a_ma1​,…,am​, let b∈Rmb \in \mathbb{R}^mb∈Rm, and let P={x∈Rn:Ax≤b}P = \{x \in \mathbb{R}^n : Ax \le b\}P={x∈Rn:Ax≤b}. A vertex of PPP is an extreme point; for a polyhedron this is a point of PPP at which nnn linearly independent inequalities are tight. Two vertices u≠vu \ne vu=v are adjacent if the segment [u,v][u,v][u,v] is an edge (a one-dimensional face) of PPP. This gives the polyhedral graph GP=(V,E)G_P = (V, E)GP​=(V,E), and the diameter of PPP is at most BBB if every two vertices are joined by a walk of at most BBB edges.

AAA has sub-determinants bounded by Δ\DeltaΔ if every k×kk\times kk×k submatrix, for every k≥1k \ge 1k≥1, has determinant in [−Δ,Δ][-\Delta, \Delta][−Δ,Δ]. In particular every entry is at most Δ\DeltaΔ in absolute value.

For a vertex vvv the normal cone CvC_vCv​ is the set of objectives ccc for which vvv maximizes cTxc^T xcTx over PPP. With BnB_nBn​ the closed unit ball, the volume of a set U⊆VU \subseteq VU⊆V of vertices is

vol(U)=vol(⋃v∈UCv∩Bn),\mathrm{vol}(U) = \mathrm{vol}\Big(\bigcup_{v\in U} C_v \cap B_n\Big),vol(U)=vol(v∈U⋃​Cv​∩Bn​),

and the neighbourhood N(I)\mathcal N(I)N(I) of I⊆VI \subseteq VI⊆V is the set of vertices outside III adjacent to a vertex of III. A spherical cone is S=C∩BnS = C \cap B_nS=C∩Bn​ with CCC closed under non-negative scaling; its dockable surface D(S)D(S)D(S) is the (n−1)(n-1)(n−1)-dimensional measure of the part of its boundary inside the open ball. A cone of revolution of angle 0<θ≤π/20<\theta\le\pi/20<θ≤π/2 is {x∈Bn:vTx≥cos⁡θ ∥v∥ ∥x∥}\{x \in B_n : v^T x \ge \cos\theta\,\|v\|\,\|x\|\}{x∈Bn​:vTx≥cosθ∥v∥∥x∥}. PPP is non-degenerate if every vertex has exactly nnn tight inequalities.

Formalization targets

Goal: Theorem 2 (p. 105)

If A∈Zm×nA \in \mathbb{Z}^{m\times n}A∈Zm×n has all sub-determinants bounded by Δ\DeltaΔ and PPP is bounded, then

diam⁡(P)≤2⌊2π Δ2n5/2ln⁡ ⁣(2n n! nn/2 Δn)⌋+2  =  O(Δ2n3.5log⁡nΔ).\operatorname{diam}(P) \le 2\Big\lfloor \sqrt{2\pi}\,\Delta^2 n^{5/2}\ln\!\big(2^n\, n!\, n^{n/2}\,\Delta^n\big)\Big\rfloor + 2 \;=\; O(\Delta^2 n^{3.5}\log n\Delta).diam(P)≤2⌊2π​Δ2n5/2ln(2nn!nn/2Δn)⌋+2=O(Δ2n3.5lognΔ).

No non-degeneracy, full-dimensionality or rank condition is assumed, and the bound is uniform in mmm and bbb.

Milestones

  1. Lemma 3 (p. 108): for a vertex vvv of a non-degenerate polytope, D(Sv)≤Δ2n3 vol(Sv)D(S_v) \le \Delta^2 n^3\,\mathrm{vol}(S_v)D(Sv​)≤Δ2n3vol(Sv​), where Sv=Cv∩BnS_v = C_v \cap B_nSv​=Cv​∩Bn​.
  2. Lemma 4 (p. 109): among spherical cones of a given volume, a cone of revolution has minimum dockable surface.
  3. Lemma 5 (p. 110): for a cone of revolution, D(S)≥2n/π vol(S)D(S) \ge \sqrt{2n/\pi}\,\mathrm{vol}(S)D(S)≥2n/π​vol(S).
  4. Lemma 6 (p. 111): for every measurable spherical cone with vol(S)≤12vol(Bn)\mathrm{vol}(S) \le \frac12 \mathrm{vol}(B_n)vol(S)≤21​vol(Bn​), D(S)≥2n/π vol(S)D(S) \ge \sqrt{2n/\pi}\,\mathrm{vol}(S)D(S)≥2n/π​vol(S).
  5. Lemma 1 (p. 105): for a non-degenerate polytope and I⊆VI \subseteq VI⊆V with vol(I)≤12vol(Bn)\mathrm{vol}(I) \le \frac12\mathrm{vol}(B_n)vol(I)≤21​vol(Bn​),
vol(N(I))≥2π 1Δ2n2.5 vol(I).\mathrm{vol}(\mathcal N(I)) \ge \sqrt{\tfrac{2}{\pi}}\,\frac{1}{\Delta^2 n^{2.5}}\,\mathrm{vol}(I).vol(N(I))≥π2​​Δ2n2.51​vol(I).
  1. Eq. (1) (p. 105): if IjI_jIj​ is the set of vertices at graph distance at most jjj from a vertex vvv and vol(Ij)≤12vol(Bn)\mathrm{vol}(I_j) \le \frac12\mathrm{vol}(B_n)vol(Ij​)≤21​vol(Bn​), then j≤2π Δ2n2.5ln⁡(2n/vol(I0))j \le \sqrt{2\pi}\,\Delta^2 n^{2.5}\ln(2^n/\mathrm{vol}(I_0))j≤2π​Δ2n2.5ln(2n/vol(I0​)).

Significance

The result. Theorem 2 bounds the diameter of every integral polytope by a polynomial in the dimension and the largest sub-determinant, independently of the number of facets. For totally unimodular matrices, which cover network-flow, bipartite matching and transportation polytopes, it gives O(n3.5log⁡n)O(n^{3.5}\log n)O(n3.5logn), improving the Dyer–Frieze bound by a large polynomial factor. It shows that the obstruction to a polynomial Hirsch bound, if any, must come from matrices with large sub-determinants. The volume-expansion method — measuring breadth-first search by the volume of the normal fan it has covered — was later refined, for instance in the shadow-vertex analysis of Dadush–Hähnle, which improves the dependence on nnn.

Formalizing it. The theorem is proved (2012/2014); no machine-checked proof is known. A formal development needs, on top of Mathlib, the normal fan of a polytope and its relation to the vertex-edge graph, a Hausdorff-measure calculus for cones (surface of a cone in terms of its base), Lévy's isoperimetric inequality on the sphere in a measure-theoretic form, and explicit Gamma-function estimates. Each of these is reusable well beyond this paper.

Difficulty

The combinatorial side is short; the geometry is not. Lemma 4 is the spherical isoperimetric inequality of Lévy, which Mathlib does not have in any form, and which the paper cites rather than proves; the relations between the volume of a spherical cone, the area of its base, its lateral surface and the length of the base's boundary (Eq. (3), "basic integration") are also absent. Lemma 3 depends on the structure of the normal cone of a vertex of a non-degenerate polytope (full-dimensional, simplicial, generated by rows of AAA), none of which is available for Mathlib's extreme points. Lemma 1 depends on the normal fan of a polytope: the normal cones have pairwise disjoint interiors, cover Rn\mathbb{R}^nRn, and share a facet exactly when their vertices are adjacent. The step from non-degenerate to arbitrary polytopes perturbs bbb and needs the diameter not to decrease, a statement about the vertex-edge graph under perturbation. A shortcut through a finite graph abstraction is not available: the constant depends on the geometry of the normal cones, not only on the graph.

Formalization scope

The polyhedron is Hirsch.Hpoly (rowVec A) b, with rowVec A i the iii-th row of A∈A \inA∈ Matrix (Fin m) (Fin n) ℤ as a vector of EuclideanSpace ℝ (Fin n). Vertices are Set.extremePoints ℝ P, adjacency is Hirsch.Adj, "diameter at most BBB" is Hirsch.DiamLE P B, all from the published Hirsch_model. The normal cone is the published FirstOrderOpt.ConvexTheory.normalCone. Volumes are Lebesgue measure with values in [0,∞][0,\infty][0,∞]; the dockable surface uses μHE[n-1], the Hausdorff measure normalized to agree with Lebesgue measure on hyperplanes, applied to frontier S ∩ Metric.ball 0 1. Δ\DeltaΔ is a natural number and the sub-determinant bound ranges over all sizes k≥1k \ge 1k≥1.

Explicit constants. The paper writes O(Δ2n3.5log⁡nΔ)O(\Delta^2 n^{3.5}\log n\Delta)O(Δ2n3.5lognΔ) in Theorem 2; the proof on pp. 105–106 yields 2⌊K⌋+22\lfloor K\rfloor + 22⌊K⌋+2 with K=2π Δ2n5/2ln⁡(2nn! nn/2Δn)K = \sqrt{2\pi}\,\Delta^2 n^{5/2}\ln(2^n n!\, n^{n/2}\Delta^n)K=2π​Δ2n5/2ln(2nn!nn/2Δn), from Eq. (1), the bound vol(I0)≥1/(n! nn/2Δn)\mathrm{vol}(I_0) \ge 1/(n!\,n^{n/2}\Delta^n)vol(I0​)≥1/(n!nn/2Δn) and the fact that the diameter is at most twice the number of breadth-first-search iterations needed to cover more than half of BnB_nBn​. This explicit bound is the goal. The ratios D/volD/\mathrm{vol}D/vol of Lemmas 3, 5, 6 are stated in multiplicative form.

Non-degeneracy is a hypothesis of Lemma 3, Lemma 1 and Eq. (1) only, as in the paper's §1.1, and never of Theorem 2. The neighbourhood N(I)\mathcal N(I)N(I) excludes III; including it would make Lemma 1 trivial, since its constant is below 111. Lemma 4 is stated against every competitor: for every measurable spherical cone SSS and every cone of revolution S∗S^*S∗ of the same volume, D(S∗)≤D(S)D(S^*) \le D(S)D(S∗)≤D(S); it does not assert existence of a cone of a prescribed volume. The goal is Theorem 2 about the polytope and its graph, not an abstract statement about set families with a volume-expansion property; integrality of AAA and the bound on minors of every size are both essential (scaling a real matrix down makes Δ\DeltaΔ arbitrarily small), and the raw Hausdorff measure μH[n-1] would put Lemmas 3 and 6 on incompatible scales.

Contributions are welcome at every level: the normal fan and its adjacency structure, cone surface formulas, the Gamma estimate Γ(x+12)/Γ(x)≥x−14\Gamma(x+\frac12)/\Gamma(x) \ge \sqrt{x-\frac14}Γ(x+21​)/Γ(x)≥x−41​​, and a formal Lévy inequality.

Selected references

  • N. Bonifas, M. Di Summa, F. Eisenbrand, N. Hähnle, M. Niemeier, On Sub-determinants and the Diameter of Polyhedra, Discrete Comput Geom 52 (2014) 102–115. https://doi.org/10.1007/s00454-014-9601-x
  • M. Dyer, A. Frieze, Random walks, totally unimodular matrices, and a randomised dual simplex algorithm, Math. Program. 64 (1994) 1–16. https://doi.org/10.1007/BF01582563
  • G. Kalai, D. J. Kleitman, A quasi-polynomial bound for the diameter of graphs of polyhedra, Bull. Amer. Math. Soc. 26 (1992) 315–316. https://doi.org/10.1090/S0273-0979-1992-00285-9
  • F. Santos, A counterexample to the Hirsch conjecture, Annals of Math. 176 (2012) 383–412. https://doi.org/10.4007/annals.2012.176.1.7
  • T. Figiel, J. Lindenstrauss, V. Milman, The dimension of almost spherical sections of convex bodies, Acta Math. 139 (1977) 53–94 (Lévy's isoperimetric inequality, Theorem 2.1). https://doi.org/10.1007/BF02392234
  • D. Dadush, N. Hähnle, On the shadow simplex method for curved polyhedra, Discrete Comput Geom 56 (2016). https://arxiv.org/abs/1412.6705
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Convex OptimizationOperations ResearchOptimization·Captain: mikedeng1

Nonmonotone Spectral Projected Gradient Methods on Convex Sets I: SPG2 Is Well Defined and Its Accumulation Points Are StationaryResearch Paper

Motivation

Minimizing a smooth function over a closed convex set Ω⊆Rn\Omega\subseteq\mathbb R^nΩ⊆Rn on which projection is cheap (a box, a ball, a simplex) is a routine subproblem in large-scale optimization: box-constrained minimization is the inner solver of augmented Lagrangian methods, and bound-constrained least squares, image restoration and density estimation all have this form. The classical projected gradient method of Goldstein and of Levitin and Polyak is simple and needs only gradients and projections, but with constant or Armijo-type step lengths it is slow.

Spectral projected gradient (SPG) methods, introduced by Birgin, Martínez and Raydan (paper), combine three ingredients: the projected gradient direction; the Barzilai–Borwein (spectral) step length αk+1=⟨sk,sk⟩/⟨sk,yk⟩\alpha_{k+1}=\langle s_k,s_k\rangle/\langle s_k,y_k\rangleαk+1​=⟨sk​,sk​⟩/⟨sk​,yk​⟩, an inverse Rayleigh quotient of the average Hessian along the last step; and the nonmonotone line search of Grippo, Lampariello and Lucidi, which compares a trial value with the worst of the last MMM objective values instead of the current one. The method is widely used in practice, and its analysis is the template for many later nonmonotone projected methods.

Timeline:

  • 1964–1966: Goldstein; Levitin and Polyak introduce gradient projection.
  • 1976: Bertsekas analyses the Armijo rule along the projection arc.
  • 1986: Grippo, Lampariello and Lucidi introduce the nonmonotone line search for unconstrained problems.
  • 1988: Barzilai and Borwein propose the two-point step size; Raydan (1993, 1997) proves convergence for quadratics and combines it with nonmonotone search in the unconstrained case.
  • 2000: Birgin, Martínez and Raydan define SPG1 and SPG2 for convex constraints (SIAM J. Optim. 10(4)).
  • 2003: the same authors publish the convergence proof that Theorem 2.1 refers to, in the inexact setting (IMA J. Numer. Anal. 23).

Setting

Let Ω⊆Rn\Omega\subseteq\mathbb R^nΩ⊆Rn be nonempty, closed and convex, with the Euclidean inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle⟨⋅,⋅⟩ and norm ∥⋅∥\|\cdot\|∥⋅∥. Let fff have continuous partial derivatives on an open set U⊇ΩU\supseteq\OmegaU⊇Ω and write g(x)=∇f(x)g(x)=\nabla f(x)g(x)=∇f(x). The orthogonal projection P(z)P(z)P(z) is the unique point of Ω\OmegaΩ nearest to zzz. The scaled projected gradient is gt(x)=P(x−t g(x))−xg_t(x)=P(x-t\,g(x))-xgt​(x)=P(x−tg(x))−x for x∈Ωx\in\Omegax∈Ω, t>0t>0t>0. A point xˉ\bar xxˉ is a constrained stationary point if ⟨g(xˉ),x−xˉ⟩≥0\langle g(\bar x),x-\bar x\rangle\ge0⟨g(xˉ),x−xˉ⟩≥0 for all x∈Ωx\in\Omegax∈Ω.

The parameters are an integer M≥1M\ge1M≥1, reals 0<αmin⁡<αmax⁡0<\alpha_{\min}<\alpha_{\max}0<αmin​<αmax​, a sufficient-decrease constant γ∈(0,1)\gamma\in(0,1)γ∈(0,1) and safeguards 0<σ1<σ2<10<\sigma_1<\sigma_2<10<σ1​<σ2​<1. Algorithm SPG2 starts from x0∈Ωx_0\in\Omegax0​∈Ω and α0∈[αmin⁡,αmax⁡]\alpha_0\in[\alpha_{\min},\alpha_{\max}]α0​∈[αmin​,αmax​] and at iteration k=0,1,…k=0,1,\dotsk=0,1,…:

  1. Stop test. If ∥P(xk−g(xk))−xk∥=0\|P(x_k-g(x_k))-x_k\|=0∥P(xk​−g(xk​))−xk​∥=0, stop: xkx_kxk​ is stationary.
  2. Backtracking. Set dk=P(xk−αkg(xk))−xkd_k=P(x_k-\alpha_k g(x_k))-x_kdk​=P(xk​−αk​g(xk​))−xk​ and λ=1\lambda=1λ=1. While
f(xk+λdk)≤max⁡0≤j≤min⁡{k,M−1}f(xk−j)+γλ⟨dk,g(xk)⟩(3)f(x_k+\lambda d_k)\le\max_{0\le j\le\min\{k,M-1\}}f(x_{k-j})+\gamma\lambda\langle d_k,g(x_k)\rangle\qquad(3)f(xk​+λdk​)≤0≤j≤min{k,M−1}max​f(xk−j​)+γλ⟨dk​,g(xk​)⟩(3)

fails, replace λ\lambdaλ by any λnew∈[σ1λ,σ2λ]\lambda_{\rm new}\in[\sigma_1\lambda,\sigma_2\lambda]λnew​∈[σ1​λ,σ2​λ]. When (3) holds, λk=λ\lambda_k=\lambdaλk​=λ and xk+1=xk+λkdkx_{k+1}=x_k+\lambda_kd_kxk+1​=xk​+λk​dk​. 3. Spectral step. With sk=xk+1−xks_k=x_{k+1}-x_ksk​=xk+1​−xk​, yk=g(xk+1)−g(xk)y_k=g(x_{k+1})-g(x_k)yk​=g(xk+1​)−g(xk​), bk=⟨sk,yk⟩b_k=\langle s_k,y_k\ranglebk​=⟨sk​,yk​⟩: αk+1=αmax⁡\alpha_{k+1}=\alpha_{\max}αk+1​=αmax​ if bk≤0b_k\le0bk​≤0, else αk+1=min⁡{αmax⁡,max⁡{αmin⁡,⟨sk,sk⟩/bk}}\alpha_{k+1}=\min\{\alpha_{\max},\max\{\alpha_{\min},\langle s_k,s_k\rangle/b_k\}\}αk+1​=min{αmax​,max{αmin​,⟨sk​,sk​⟩/bk​}}.

In Lean the projection is a function P with the predicate IsProjOnto Ω P, gtg_tgt​ is scaledProjGrad P f t, stationarity is IsConstrainedStationary Ω f, the maximum in (3) is nonmonotoneRef f x M k, and an infinite run is IsSPG2Run Ω f P M αmin αmax γ σ₁ σ₂ x α.

Formalization targets

Goal: Theorem 2.1, accumulation points are stationary

For every infinite run (xk,αk)(x_k,\alpha_k)(xk​,αk​) of SPG2 and every accumulation point xˉ\bar xxˉ of (xk)(x_k)(xk​),

⟨g(xˉ),x−xˉ⟩≥0for all x∈Ω.\langle g(\bar x),x-\bar x\rangle\ge0\qquad\text{for all }x\in\Omega.⟨g(xˉ),x−xˉ⟩≥0for all x∈Ω.

The statement fixes no parameter values and assumes neither convexity of fff nor a bounded level set.

Milestones

  • Lemma 2.1 (ii). For xˉ∈Ω\bar x\in\Omegaxˉ∈Ω and t∈(0,αmax⁡]t\in(0,\alpha_{\max}]t∈(0,αmax​]: gt(xˉ)=0g_t(\bar x)=0gt​(xˉ)=0 iff xˉ\bar xxˉ is a constrained stationary point.
  • Lemma 2.1 (i). For x∈Ωx\in\Omegax∈Ω and t∈(0,αmax⁡]t\in(0,\alpha_{\max}]t∈(0,αmax​]:
⟨g(x),gt(x)⟩≤−1t∥gt(x)∥22≤−1αmax⁡∥gt(x)∥22.\langle g(x),g_t(x)\rangle\le-\tfrac1t\|g_t(x)\|_2^2\le-\tfrac1{\alpha_{\max}}\|g_t(x)\|_2^2.⟨g(x),gt​(x)⟩≤−t1​∥gt​(x)∥22​≤−αmax​1​∥gt​(x)∥22​.
  • Theorem 2.1, first clause (SPG2 is well defined). At a point where Step 1 does not stop, every admissible backtracking sequence reaches a step satisfying (3). The step is stated for an arbitrary reference value R≥f(x)R\ge f(x)R≥f(x), which covers the maximum in (3).
  • Section 2, p. 4. The iterates remain in Ω0={x∈Ω:f(x)≤f(x0)}\Omega_0=\{x\in\Omega:f(x)\le f(x_0)\}Ω0​={x∈Ω:f(x)≤f(x0​)}.

Significance

Theorem 2.1 is the global convergence guarantee for SPG2. It holds without monotone decrease of fff and without any restriction on the spectral step beyond the safeguards. These are the two features that make the method fast in practice, and together they mean that no classical monotone projected-gradient argument applies directly. The same statement underlies the convergence claims of the SPG software (ACM TOMS Algorithm 813) and of the many methods that reuse the nonmonotone spectral framework: inexact SPG, augmented Lagrangian inner solvers, and projected BB methods for machine learning.

Status: the theorem is proved in the literature. This paper's proof reads "See [7]", a pointer to Birgin, Martínez and Raydan (2003). No Lean formalization of this theorem, of the nonmonotone Armijo analysis, or of the projected-gradient stationarity lemma is known. The mission produces a formal proof and a reusable Lean interface for projection-based first-order methods on convex sets.

Difficulty

The obvious argument for monotone descent methods is to show that f(xk)f(x_k)f(xk​) decreases, so that the total decrease is finite and the per-iteration decrease γλk∣⟨dk,g(xk)⟩∣\gamma\lambda_k|\langle d_k,g(x_k)\rangle|γλk​∣⟨dk​,g(xk​)⟩∣ tends to zero. Here f(xk)f(x_k)f(xk​) need not decrease. Only the reference value max⁡0≤j≤min⁡{k,M−1}f(xk−j)\max_{0\le j\le\min\{k,M-1\}}f(x_{k-j})max0≤j≤min{k,M−1}​f(xk−j​) is nonincreasing, and a small decrease of this maximum along the whole sequence does not by itself give a small decrease at the iterates that approach a given accumulation point xˉ\bar xxˉ. A second difficulty is that the accepted step lengths λk\lambda_kλk​ may tend to zero along the subsequence, while fff is C1C^1C1 only on a neighbourhood of Ω\OmegaΩ and no Lipschitz constant for ggg is available, so no uniform sufficient-decrease estimate holds. The spectral steps αk\alpha_kαk​ vary within [αmin⁡,αmax⁡][\alpha_{\min},\alpha_{\max}][αmin​,αmax​], so the directions dkd_kdk​ are not a fixed function of xkx_kxk​.

Formalization scope

  • Space and data. The space is EuclideanSpace ℝ (Fin n) with inner ℝ and the 2-norm. fff is a total function EuclideanSpace ℝ (Fin n) → ℝ with ContDiffOn ℝ 1 f U on an open U ⊇ Ω, and ggg is Mathlib's gradient f. The algorithm evaluates fff and ggg only at points of Ω\OmegaΩ.
  • Iteration and trials. Iterations are indexed from 000. The backtracking choice (2) is universally quantified: a run carries, at each iteration, a finite trial list λ(0)=1\lambda^{(0)}=1λ(0)=1, λ(i+1)∈[σ1λ(i),σ2λ(i)]\lambda^{(i+1)}\in[\sigma_1\lambda^{(i)},\sigma_2\lambda^{(i)}]λ(i+1)∈[σ1​λ(i),σ2​λ(i)], in which test (3) fails at every trial but the last and holds at the last.
  • Step size. αk+1\alpha_{k+1}αk+1​ is given by Step 3 exactly.
  • Accumulation point. An accumulation point is MapClusterPt x̄ atTop x.
  • Excluded simplifications. A run predicate that accepts any positive step, or lets αk+1\alpha_{k+1}αk+1​ range freely over [αmin⁡,αmax⁡][\alpha_{\min},\alpha_{\max}][αmin​,αmax​], is not SPG2. Nor is a goal stating gt(xˉ)=0g_t(\bar x)=0gt​(xˉ)=0 instead of the variational inequality, or one that adds convexity of fff, a Lipschitz gradient or a bounded level set.
  • Non-vacuity. The hypotheses of the goal are satisfiable: for f(x)=∥x∥2f(x)=\|x\|^2f(x)=∥x∥2, Ω=Rn\Omega=\mathbb R^nΩ=Rn, M=1M=1M=1, αmin⁡=1/8\alpha_{\min}=1/8αmin​=1/8, αmax⁡=1/4\alpha_{\max}=1/4αmax​=1/4, γ=1/2\gamma=1/2γ=1/2 and v≠0v\ne0v=0, the iterates xk=2−kvx_k=2^{-k}vxk​=2−kv with αk=1/4\alpha_k=1/4αk​=1/4 form an infinite run with accumulation point 000.
  • Infrastructure. A complete development needs the variational characterization of the projection (Mathlib has it for the iInf form: norm_eq_iInf_iff_real_inner_le_zero), continuity properties of the projection, a mean-value estimate for C1C^1C1 functions on segments in Ω\OmegaΩ, and the nonmonotone reference-value bookkeeping. The projection lemmas and the nonmonotone bookkeeping are reusable beyond this mission, in particular for the companion mission on SPG1, and contributions of them as separate lemmas are welcome.

Selected references

  • E. G. Birgin, J. M. Martínez, M. Raydan, Nonmonotone spectral projected gradient methods on convex sets, SIAM J. Optim. 10(4) (2000) 1196–1211; authors' updated version, July 2004. https://doi.org/10.1137/S1052623497330963, https://www.ime.unicamp.br/~martinez/bmr.pdf
  • E. G. Birgin, J. M. Martínez, M. Raydan, Inexact spectral projected gradient methods on convex sets, IMA J. Numer. Anal. 23 (2003) 539–559. https://doi.org/10.1093/imanum/23.4.539
  • J. Barzilai, J. M. Borwein, Two-point step size gradient methods, IMA J. Numer. Anal. 8 (1988) 141–148. https://doi.org/10.1093/imanum/8.1.141
  • L. Grippo, F. Lampariello, S. Lucidi, A nonmonotone line search technique for Newton's method, SIAM J. Numer. Anal. 23 (1986) 707–716. https://doi.org/10.1137/0723046
  • M. Raydan, The Barzilai and Borwein gradient method for the large scale unconstrained minimization problem, SIAM J. Optim. 7 (1997) 26–33. https://doi.org/10.1137/S1052623494266365
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Robust Solutions of Optimization Problems Affected by Uncertain Probabilities II: A Self-Concordant Barrier for the Perspective ConstraintResearch Paper

Motivation

Robust optimization protects a decision against every scenario in an uncertainty set. When the uncertain data are probabilities, a natural uncertainty set is a ball around a nominal distribution measured by a φ-divergence (Kullback–Leibler, Burg entropy, χ², Hellinger and others). Ben-Tal, den Hertog, De Waegenaere, Melenberg and Rennen (Management Science 59(2), 2013) show that the robust counterpart of a linear constraint over such a set is a finite convex system, and then ask whether that system is computationally tractable: can an interior-point method solve it in polynomial time?

For the Burg and Kullback–Leibler divergences the reformulated constraints (Eqs. (29) and (32) of the paper) have the shape λf(si/λ)≤…\lambda f(s_i/\lambda)\le\dotsλf(si​/λ)≤…, a perspective constraint. Polynomial-time solvability by interior-point methods follows once the constraint set carries a self-concordant barrier in the sense of Nesterov and Nemirovski (Interior-Point Polynomial Algorithms in Convex Programming, SIAM 1994). Theorem 2 of the paper supplies such a barrier for every perspective constraint whose generating function satisfies a one-dimensional differential inequality. The same question arises for perspective and relative-entropy cones in conic optimization generally, so the criterion is of interest beyond φ-divergences.

Setting

A function φ:F→R\varphi:F\to\mathbb Rφ:F→R on an open convex set F⊆RnF\subseteq\mathbb R^nF⊆Rn is κ\kappaκ-self-concordant (κ≥0\kappa\ge0κ≥0) if it is three times continuously differentiable on FFF and for every y∈Fy\in Fy∈F and every direction h∈Rnh\in\mathbb R^nh∈Rn

∣∇3φ(y)[h,h,h]∣≤2κ (hT∇2φ(y)h)3/2,\bigl|\nabla^3\varphi(y)[h,h,h]\bigr|\le 2\kappa\,\bigl(h^{\mathsf T}\nabla^2\varphi(y)h\bigr)^{3/2},​∇3φ(y)[h,h,h]​≤2κ(hT∇2φ(y)h)3/2,

where ∇kφ(y)[h,…,h]\nabla^k\varphi(y)[h,\dots,h]∇kφ(y)[h,…,h] is the kkk-th differential of φ\varphiφ at yyy in direction hhh (Definition 1, p. 350). In Lean this is PhiDivRobust.Barrier.IsSelfConcordant κ F φ.

Let fff be a real function on (0,∞)(0,\infty)(0,∞). Its perspective is g(s,y)=y f(s/y)g(s,y)=y\,f(s/y)g(s,y)=yf(s/y) for s,y>0s,y>0s,y>0 (perspective f). The constraint set (34) is

{(s,y,z): yf(s/y)≤z, s≥0, y≥0},\{(s,y,z):\ y f(s/y)\le z,\ s\ge0,\ y\ge0\},{(s,y,z): yf(s/y)≤z, s≥0, y≥0},

and its logarithmic barrier (35) is

φB(s,y,z)=−ln⁡(z−yf(s/y))−ln⁡s−ln⁡y\varphi_B(s,y,z)=-\ln\bigl(z-yf(s/y)\bigr)-\ln s-\ln yφB​(s,y,z)=−ln(z−yf(s/y))−lns−lny

(logBarrier f), finite on the open set Ff={(s,y,z):s>0, y>0, yf(s/y)<z}F_f=\{(s,y,z): s>0,\ y>0,\ yf(s/y)<z\}Ff​={(s,y,z):s>0, y>0, yf(s/y)<z} (barrierDomain f). Directions are h=(h1,h2)h=(h_1,h_2)h=(h1​,h2​) for ggg, with h1h_1h1​ along sss and h2h_2h2​ along yyy, and h∈R3h\in\mathbb R^3h∈R3 for φB\varphi_BφB​.

Formalization targets

Goal: Theorem 2 (p. 350)

If fff is convex on (0,∞)(0,\infty)(0,∞) and, for some κ>0\kappa>0κ>0,

∣f′′′(s)∣≤κ f′′(s)s(s>0),(33)|f'''(s)|\le\kappa\,\frac{f''(s)}{s}\qquad(s>0),\tag{33}∣f′′′(s)∣≤κsf′′(s)​(s>0),(33)

then φB\varphi_BφB​ is (2+23κ)\bigl(2+\tfrac{\sqrt2}{3}\kappa\bigr)(2+32​​κ)-self-concordant on FfF_fFf​.

Milestones (the displayed steps of the proof)

  1. Eq. (37): ∇2g(s,y)[h,h]=f′′(s/y)(h12/y−2sh1h2/y2+s2h22/y3)\nabla^2 g(s,y)[h,h]=f''(s/y)\bigl(h_1^2/y-2sh_1h_2/y^2+s^2h_2^2/y^3\bigr)∇2g(s,y)[h,h]=f′′(s/y)(h12​/y−2sh1​h2​/y2+s2h22​/y3).
  2. The third differential of ggg in terms of f′′(s/y)f''(s/y)f′′(s/y) and f′′′(s/y)f'''(s/y)f′′′(s/y).
  3. Under (33), inequality (36) with β=3+κ2\beta=3+\kappa\sqrt2β=3+κ2​:
∣∇3g(s,y)[h,h,h]∣≤β hT∇2g(s,y)h h12/s2+h22/y2.\bigl|\nabla^3 g(s,y)[h,h,h]\bigr|\le\beta\,h^{\mathsf T}\nabla^2 g(s,y)h\,\sqrt{h_1^2/s^2+h_2^2/y^2}.​∇3g(s,y)[h,h,h]​≤βhT∇2g(s,y)hh12​/s2+h22​/y2​.
  1. Lemma A.2 of den Hertog (1994), as quoted in the proof: if (36) holds with β≥0\beta\ge0β≥0, then φB\varphi_BφB​ is (1+β/3)(1+\beta/3)(1+β/3)-self-concordant on FfF_fFf​.

Milestones 3 and 4 give the goal, since 1+13(3+κ2)=2+23κ1+\tfrac13(3+\kappa\sqrt2)=2+\tfrac{\sqrt2}{3}\kappa1+31​(3+κ2​)=2+32​​κ. A further item records the paper's application: f(s)=−log⁡sf(s)=-\log sf(s)=−logs (the Burg case) satisfies (33) with κ=2\kappa=2κ=2.

Significance

The result. Theorem 2 turns a two-line calculus check on a scalar function into a certificate of polynomial-time solvability for a three-dimensional convex constraint. The paper uses it to conclude that the robust counterparts for the Burg entropy and Kullback–Leibler uncertainty sets are tractable, and the criterion applies to any other convex fff satisfying (33); for example f(s)=slog⁡sf(s)=s\log sf(s)=slogs satisfies it with κ=1\kappa=1κ=1, which covers the relative-entropy cone. The constant 2+23κ2+\tfrac{\sqrt2}{3}\kappa2+32​​κ enters the complexity bound of any path-following method through the barrier parameter.

Formalizing it. The theorem is proved in the paper, but the decisive step is delegated to Lemma A.2 of den Hertog's monograph, which in turn belongs to the compatibility theory of Nesterov and Nemirovski. As far as is known none of these statements has a machine-checked proof. The mission produces a checked version of the compatibility lemma for perspective constraints, which is reusable for any barrier of the form −ln⁡(z−g)−ln⁡s−ln⁡y-\ln(z-g)-\ln s-\ln y−ln(z−g)−lns−lny, together with explicit second- and third-differential formulas for perspectives in Mathlib's iteratedFDeriv language. The printed third-differential display contains a typo (see below); the formal statements fix it.

Difficulty

The differential identities (milestones 1 and 2) are routine but heavy: they require computing iterated Fréchet derivatives of a composition with a quotient in two variables and matching them with one-variable iterated derivatives of fff. The inequality (milestone 3) is elementary real-variable algebra once the differentials are available.

The central difficulty is den Hertog's lemma. The obvious approach, bounding the three terms of ∇3φB\nabla^3\varphi_B∇3φB​ separately against (∇2φB)3/2(\nabla^2\varphi_B)^{3/2}(∇2φB​)3/2, fails: the cross term −3 (∇ω⋅h) ∇2g[h,h]/ω2-3\,(\nabla\omega\cdot h)\,\nabla^2 g[h,h]/\omega^2−3(∇ω⋅h)∇2g[h,h]/ω2 with ω=z−g\omega=z-gω=z−g couples the first and second differentials, and bounding it separately loses the constant 1+β/31+\beta/31+β/3. A further practical difficulty is that FfF_fFf​ is open and convex only because the perspective of a convex function is jointly convex and continuous, which must itself be established.

Formalization scope

Points are (s,y,z)∈R×R×R(s,y,z)\in\mathbb R\times\mathbb R\times\mathbb R(s,y,z)∈R×R×R and directions for ggg are in R×R\mathbb R\times\mathbb RR×R. Differentials are iteratedFDeriv ℝ k applied to the constant tuple (h,…,h)(h,\dots,h)(h,…,h); f′′f''f′′ and f′′′f'''f′′′ are iteratedDeriv 2 f and iteratedDeriv 3 f. The power x3/2x^{3/2}x3/2 is Real.rpow, which is 000 for x<0x<0x<0; this makes the Lean definition of self-concordance no weaker than the paper's. Real.log and division have junk values outside FfF_fFf​, but FfF_fFf​ is open, so no differential at a point of FfF_fFf​ sees them.

Committed conventions and disclosed deviations:

  • "f:R+→Rf:\mathbb R^+\to\mathbb Rf:R+→R" is read as fff convex on the open half-line (0,∞)(0,\infty)(0,∞); the Burg case f=−log⁡f=-\logf=−log is undefined at 000, and fff is only evaluated at s/ys/ys/y with s,y>0s,y>0s,y>0.
  • fff is assumed C3C^3C3 on (0,∞)(0,\infty)(0,∞). The page does not say so, but (33) uses f′′′f'''f′′′ and Definition 1 requires the barrier to be C3C^3C3.
  • The printed third-differential display ends in s3hx3/y5s^3h_x^3/y^5s3hx3​/y5; the correct term is s3h23/y5s^3h_2^3/y^5s3h23​/y5, and the Lean statement uses it. The milestone text keeps the printed version.
  • Lemma A.2 is stated with β≥0\beta\ge0β≥0 added. The quoted text says "if there exists a β\betaβ", which is false for β<0\beta<0β<0: with f≡0f\equiv0f≡0, (36) holds for every β\betaβ and β=−3\beta=-3β=−3 would give a 000-self-concordant −ln⁡z−ln⁡s−ln⁡y-\ln z-\ln s-\ln y−lnz−lns−lny. The goal uses β=3+κ2>0\beta=3+\kappa\sqrt2>0β=3+κ2​>0 and is unaffected.

A trivializing formalization is excluded. The self-concordance predicate requires C3C^3C3 regularity and quantifies over all directions h∈R3h\in\mathbb R^3h∈R3, the domain is exactly FfF_fFf​ (not a subset such as ∅\emptyset∅), and κ>0\kappa>0κ>0 is as printed. The constant of the conclusion is tied to the same κ\kappaκ as in (33).

Useful infrastructure, reusable beyond this mission: iterated derivatives of perspectives, joint convexity of perspectives, and the calculus of self-concordance (sums, −ln⁡-\ln−ln of a concave function composed with an affine map). Proofs of the milestones independently of the goal are welcome, as are proofs of the Burg item's consequence and of the analogous statement for f(s)=slog⁡sf(s)=s\log sf(s)=slogs.

Selected references

  • A. Ben-Tal, D. den Hertog, A. De Waegenaere, B. Melenberg, G. Rennen, Robust Solutions of Optimization Problems Affected by Uncertain Probabilities, Management Science 59(2):341–357, 2013. https://doi.org/10.1287/mnsc.1120.1641
  • D. den Hertog, Interior Point Approach to Linear, Quadratic and Convex Programming: Algorithms and Complexity, Kluwer Academic Publishers, 1994. https://doi.org/10.1007/978-94-011-1134-8
  • Yu. Nesterov, A. Nemirovskii, Interior-Point Polynomial Algorithms in Convex Programming, SIAM Studies in Applied Mathematics 13, 1994. https://doi.org/10.1137/1.9781611970791
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Robust Solutions of Optimization Problems Affected by Uncertain Probabilities I: The Robust Counterpart of a Linear Constraint under φ-Divergence UncertaintyResearch Paper

Motivation

Many decision problems contain a constraint whose coefficients are an expectation under a probability vector that is not known exactly: an expected cost under uncertain scenario probabilities, an expected payoff of an asset under an estimated distribution, the expected demand in a newsvendor model. The probabilities are usually estimated from data, and a solution that is feasible for the estimate can be infeasible for the true distribution. Robust optimization protects against this by requiring the constraint to hold for every probability vector in an uncertainty region around the estimate.

A natural region is a ball in a φ-divergence, a family of statistical distances between probability vectors that contains the Kullback–Leibler divergence, the Burg entropy, the χ² distances, the Hellinger distance and the variation distance. Such balls arise as asymptotic confidence sets for the true distribution given observed frequencies (Pardo 2006), so the radius has a statistical meaning. Ben-Tal, den Hertog, De Waegenaere, Melenberg and Rennen (Management Science 59(2), 2013) showed that the robust version of a linear constraint over such a ball is equivalent to a finite convex system involving the convex conjugate of φ. This reformulation is a standard tool in the later literature on distributionally robust optimization.

Setting

A φ-divergence function is a function ϕ:R→R∪{+∞}\phi:\mathbb R\to\mathbb R\cup\{+\infty\}ϕ:R→R∪{+∞} that is convex on [0,∞)[0,\infty)[0,∞), finite on (0,∞)(0,\infty)(0,∞), and satisfies ϕ(1)=0\phi(1)=0ϕ(1)=0; the value ϕ(0)\phi(0)ϕ(0) may be +∞+\infty+∞. Examples are ϕ(t)=tlog⁡t−t+1\phi(t)=t\log t-t+1ϕ(t)=tlogt−t+1 (Kullback–Leibler), ϕ(t)=−log⁡t+t−1\phi(t)=-\log t+t-1ϕ(t)=−logt+t−1 (Burg), ϕ(t)=(t−1)2\phi(t)=(t-1)^2ϕ(t)=(t−1)2 (modified χ²) and ϕ(t)=∣t−1∣\phi(t)=|t-1|ϕ(t)=∣t−1∣ (variation). For p,q∈Rmp,q\in\mathbb R^mp,q∈Rm with q>0q>0q>0 the φ-divergence is

Iϕ(p,q)=∑i=1mqi ϕ ⁣(piqi),I_\phi(p,q)=\sum_{i=1}^m q_i\,\phi\!\left(\frac{p_i}{q_i}\right),Iϕ​(p,q)=i=1∑m​qi​ϕ(qi​pi​​),

and the conjugate of ϕ\phiϕ is ϕ∗(s)=sup⁡t≥0{st−ϕ(t)}\phi^*(s)=\sup_{t\ge0}\{st-\phi(t)\}ϕ∗(s)=supt≥0​{st−ϕ(t)}, a function with values in R∪{+∞}\mathbb R\cup\{+\infty\}R∪{+∞}.

Fix a∈Rna\in\mathbb R^na∈Rn, B∈Rn×mB\in\mathbb R^{n\times m}B∈Rn×m with columns bib_ibi​, β∈R\beta\in\mathbb Rβ∈R, C∈Rk×mC\in\mathbb R^{k\times m}C∈Rk×m with columns cic_ici​, d∈Rkd\in\mathbb R^kd∈Rk, a nominal vector q∈Rmq\in\mathbb R^mq∈Rm and a radius ρ>0\rho>0ρ>0. The uncertainty region is

U={p∈Rm∣p≥0, Cp≤d, Iϕ(p,q)≤ρ},U=\{p\in\mathbb R^m\mid p\ge0,\ Cp\le d,\ I_\phi(p,q)\le\rho\},U={p∈Rm∣p≥0, Cp≤d, Iϕ​(p,q)≤ρ},

where the linear constraints Cp≤dCp\le dCp≤d can encode e⊤p=1e^\top p=1e⊤p=1 and any further information on ppp. A decision x∈Rnx\in\mathbb R^nx∈Rn satisfies the robust linear constraint if

(a+Bp)⊤x≤βfor all p∈U.(11)(a+Bp)^\top x\le\beta\qquad\text{for all }p\in U. \tag{11}(a+Bp)⊤x≤βfor all p∈U.(11)

Inequalities between vectors are componentwise throughout.

Formalization targets

Goal: Theorem 1

Assume q>0q>0q>0 and q∈Uq\in Uq∈U. Then xxx satisfies (11) if and only if there are η∈Rk\eta\in\mathbb R^kη∈Rk and λ∈R\lambda\in\mathbb Rλ∈R with

a⊤x+d⊤η+ρλ+λ∑iqi ϕ∗ ⁣(bi⊤x−ci⊤ηλ)≤β,η≥0, λ≥0,(13)a^\top x+d^\top\eta+\rho\lambda+\lambda\sum_{i}q_i\,\phi^*\!\left(\frac{b_i^\top x-c_i^\top\eta}{\lambda}\right)\le\beta,\qquad\eta\ge0,\ \lambda\ge0, \tag{13}a⊤x+d⊤η+ρλ+λi∑​qi​ϕ∗(λbi⊤​x−ci⊤​η​)≤β,η≥0, λ≥0,(13)

where 0ϕ∗(s/0):=00\phi^*(s/0):=00ϕ∗(s/0):=0 for s≤0s\le0s≤0 and 0ϕ∗(s/0):=+∞0\phi^*(s/0):=+\infty0ϕ∗(s/0):=+∞ for s>0s>0s>0. The statement fixes no constants and no particular φ; it holds for the whole class.

Milestones

The proof in the paper has three displayed steps, which are the milestones. With the Lagrange function L(p,λ,η)=(a+Bp)⊤x+ρλ−λIϕ(p,q)+η⊤(d−Cp)L(p,\lambda,\eta)=(a+Bp)^\top x+\rho\lambda-\lambda I_\phi(p,q)+\eta^\top(d-Cp)L(p,λ,η)=(a+Bp)⊤x+ρλ−λIϕ​(p,q)+η⊤(d−Cp) and the dual objective g(λ,η)=sup⁡p≥0L(p,λ,η)g(\lambda,\eta)=\sup_{p\ge0}L(p,\lambda,\eta)g(λ,η)=supp≥0​L(p,λ,η):

  1. Closing identity. For λ≥0\lambda\ge0λ≥0, (λϕ)∗(s)=sup⁡t≥0{st−λϕ(t)}(\lambda\phi)^*(s)=\sup_{t\ge0}\{st-\lambda\phi(t)\}(λϕ)∗(s)=supt≥0​{st−λϕ(t)} equals λϕ∗(s/λ)\lambda\phi^*(s/\lambda)λϕ∗(s/λ), with the convention above at λ=0\lambda=0λ=0.
  2. Eq. (15). For q>0q>0q>0 and λ≥0\lambda\ge0λ≥0,
g(λ,η)=a⊤x+d⊤η+ρλ+∑i=1mqi(λϕ)∗(bi⊤x−ci⊤η).g(\lambda,\eta)=a^\top x+d^\top\eta+\rho\lambda+\sum_{i=1}^m q_i(\lambda\phi)^*(b_i^\top x-c_i^\top\eta).g(λ,η)=a⊤x+d⊤η+ρλ+i=1∑m​qi​(λϕ)∗(bi⊤​x−ci⊤​η).
  1. Duality. Under the hypotheses of Theorem 1, xxx satisfies (11) if and only if g(λ,η)≤βg(\lambda,\eta)\le\betag(λ,η)≤β for some λ≥0\lambda\ge0λ≥0, η≥0\eta\ge0η≥0. This is split into the weak-duality direction and the strong-duality direction with attainment.

An additional item states Corollary 1, the specialization to U={p≥0, e⊤p=1, Iϕ(p,q)≤ρ}U=\{p\ge0,\ e^\top p=1,\ I_\phi(p,q)\le\rho\}U={p≥0, e⊤p=1, Iϕ​(p,q)≤ρ}, where the multiplier η∈R\eta\in\mathbb Rη∈R of the normalization is free in sign.

Significance

Theorem 1 turns a semi-infinite constraint, one inequality for each ppp in a convex set, into a single convex inequality in (x,λ,η)(x,\lambda,\eta)(x,λ,η). The left side of (13) is jointly convex because λϕ∗(s/λ)\lambda\phi^*(s/\lambda)λϕ∗(s/λ) is the perspective of a convex function. For the divergences of Table 4 of the paper the conjugate has a closed form, and the robust constraint becomes a linear, conic quadratic or self-concordant-barrier-representable constraint. The paper's applications (robust asset pricing, a robust newsvendor, and the tractability results of its §5) all start from this theorem, as do its Corollaries 2–5.

The theorem is proved in the paper; no machine-checked proof of it is known. Formalizing it adds a checked robust-counterpart theorem for φ-divergence regions, a reusable encoding of φ-divergences with extended values, and a strong-duality statement with attainment for convex programs whose constraint function takes the value +∞+\infty+∞ on the boundary of the orthant. It also records a correction: the paper states the theorem for q≥0q\ge0q≥0, and that version is false (see Formalization scope).

Difficulty

The separation step (15) and the conjugate identity are elementary manipulations of suprema, but in extended arithmetic: ϕ\phiϕ may be +∞+\infty+∞ at 000, the conjugate may be +∞+\infty+∞, and the case λ=0\lambda=0λ=0 follows its own convention. The central difficulty is the duality step. The worst-case problem is a convex program whose constraint Iϕ(p,q)≤ρI_\phi(p,q)\le\rhoIϕ​(p,q)≤ρ is not a finite convex function on a closed set: for the Burg or χ² divergence it is +∞+\infty+∞ on the boundary of the orthant, and UUU itself need not be closed. Textbook statements of Slater-type strong duality usually assume finite-valued convex functions on a closed domain, so they do not apply as stated. The statement also requires attainment of the dual minimum, not only the absence of a duality gap, and this is the part a naive limiting argument does not give.

Formalization scope

Conventions:

  • Vectors are Fin n → ℝ with the componentwise order; BBB and CCC are Matrix (Fin n) (Fin m) ℝ and Matrix (Fin k) (Fin m) ℝ; bib_ibi​ and cic_ici​ are the columns fun j => B j i and fun j => C j i.
  • ϕ\phiϕ is ℝ → EReal, never −∞-\infty−∞, finite on (0,∞)(0,\infty)(0,∞), with ϕ(1)=0\phi(1)=0ϕ(1)=0 and convexity on [0,∞)[0,\infty)[0,∞) written out in EReal. ϕ(0)=+∞\phi(0)=+\inftyϕ(0)=+∞ is allowed, so the Burg, χ² and J divergences are covered.
  • Iϕ(p,q)I_\phi(p,q)Iϕ​(p,q), ϕ∗\phi^*ϕ∗, (λϕ)∗(\lambda\phi)^*(λϕ)∗, LLL, ggg and the left side of (13) are EReal-valued. λϕ(t)\lambda\phi(t)λϕ(t) is the EReal product, in which 0⋅(+∞)=00\cdot(+\infty)=00⋅(+∞)=0. The term λϕ∗(s/λ)\lambda\phi^*(s/\lambda)λϕ∗(s/λ) is defined by an explicit case split at λ=0\lambda=0λ=0, and λ∑iqiϕ∗(⋅/λ)\lambda\sum_i q_i\phi^*(\cdot/\lambda)λ∑i​qi​ϕ∗(⋅/λ) in (13) is read as ∑iqi (λϕ∗(⋅/λ))\sum_i q_i\,(\lambda\phi^*(\cdot/\lambda))∑i​qi​(λϕ∗(⋅/λ)) with the convention applied term by term.
  • The paper's max⁡p≥0\max_{p\ge0}maxp≥0​ in ggg is a supremum; min⁡λ,η≥0g≤β\min_{\lambda,\eta\ge0}g\le\betaminλ,η≥0​g≤β is stated in its attained form, ∃ λ≥0,η≥0\exists\,\lambda\ge0,\eta\ge0∃λ≥0,η≥0 with g(λ,η)≤βg(\lambda,\eta)\le\betag(λ,η)≤β.
  • mmm and kkk may be 000.

Corrected slip. The paper's standing assumption is q≥0q\ge0q≥0. The third equality of (15) substitutes pi=qitp_i=q_itpi​=qi​t, which needs qi>0q_i>0qi​>0, and Theorem 1 is false for q≥0q\ge0q≥0: with m=k=2m=k=2m=k=2, n=1n=1n=1, ϕ(t)=∣t−1∣\phi(t)=|t-1|ϕ(t)=∣t−1∣, q=(1,0)q=(1,0)q=(1,0), both columns of CCC equal to (1,−1)⊤(1,-1)^\top(1,−1)⊤, d=(1,−1)d=(1,-1)d=(1,−1), a=0a=0a=0, B=(0  1)B=(0\ \ 1)B=(0  1), x=1x=1x=1, ρ=1\rho=1ρ=1, β=0\beta=0β=0, the vector p=(1/2,1/2)p=(1/2,1/2)p=(1/2,1/2) lies in UUU and violates (11), while η=0\eta=0η=0, λ=0\lambda=0λ=0 satisfy (13). Every statement of the mission therefore assumes qi>0q_i>0qi​>0 for all iii. The hypothesis q∈Uq\in Uq∈U (the paper's "such that q∈Uq\in Uq∈U") and ρ>0\rho>0ρ>0 are kept.

Ruled-out trivializations: a conjugate taken as a supremum over all t∈Rt\in\mathbb Rt∈R of a real-valued φ with junk values at t<0t<0t<0 is a different function; computing the λ=0\lambda=0λ=0 term as 0⋅ϕ∗(s/0)0\cdot\phi^*(s/0)0⋅ϕ∗(s/0) with Lean's s/0=0s/0=0s/0=0 makes it identically 000; a real-valued, everywhere finite φ silently excludes the Burg, χ² and J divergences; dropping q∈Uq\in Uq∈U or ρ>0\rho>0ρ>0 removes the Slater point and changes the theorem. The mission's definitions avoid all four.

Needed infrastructure: suprema of EReal-valued families over half-lines and orthants, the interchange of a supremum over a product with a finite sum, and a Lagrangian strong-duality theorem with attainment for a convex program with finitely many affine inequality constraints and one convex, possibly infinite-valued, inequality constraint with a Slater point in the interior of its domain. That duality theorem, and the φ-divergence definitions, are reusable beyond this mission, in particular for the paper's Corollaries 2–5 and for other distributionally robust formulations. Contributions of any of these pieces as separate theorems are welcome.

Selected references

  • A. Ben-Tal, D. den Hertog, A. De Waegenaere, B. Melenberg, G. Rennen, Robust Solutions of Optimization Problems Affected by Uncertain Probabilities, Management Science 59(2):341–357, 2013. https://doi.org/10.1287/mnsc.1120.1641
  • L. Pardo, Statistical Inference Based on Divergence Measures, Chapman & Hall/CRC, 2006. https://doi.org/10.1201/9781420034813
  • A. Ben-Tal, L. El Ghaoui, A. Nemirovski, Robust Optimization, Princeton University Press, 2009. https://doi.org/10.1515/9781400831050
  • R. T. Rockafellar, Convex Analysis, Princeton University Press, 1970. https://doi.org/10.1515/9781400873173
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Markov ChainOperations ResearchProbability+1·Captain: mikedeng1

Open, Closed, and Mixed Networks of Queues with Different Classes of Customers: The Product-Form Equilibrium DistributionResearch Paper

Motivation

Networks of queues model computer systems, communication networks and manufacturing lines: customers (jobs, packets, parts) move between service centers, wait, receive service and move on. Their equilibrium behaviour determines throughputs, utilizations and response times, and for most networks it can only be computed by solving the full balance equations of a continuous-time Markov chain whose state space grows combinatorially with the number of centers and customers. A product-form network is one whose equilibrium distribution factorizes over the centers; for such networks performance measures can be computed exactly by efficient algorithms (convolution, mean value analysis), and this is the basis of much of classical computer-performance modelling.

Timeline of the main product-form results:

  • 1957–1963, Jackson (Oper. Res. 5, 1957; Manag. Sci. 10, 1963): open networks of exponential FCFS queues, one customer class, Poisson arrivals.
  • 1967, Gordon and Newell (Oper. Res. 15): the closed single-class exponential case.
  • 1975, Baskett, Chandy, Muntz and Palacios (J. ACM 22): several customer classes with class switching, four service disciplines (FCFS, processor sharing, infinite server, preemptive-resume LCFS), service times with rational Laplace transforms at the last three, and open, closed or mixed networks with state-dependent Poisson arrivals. This is the BCMP theorem, the subject of this mission.
  • 1975–1979, Kelly (J. Appl. Prob. 12, 1975; Reversibility and Stochastic Networks, Wiley 1979): symmetric queues and quasi-reversibility, a general framework containing the BCMP disciplines.

Setting

A network has NNN service centers and RRR customer classes. A class-rrr customer finishing service at center iii next requires center jjj in class sss with probability pi,r;j,sp_{i,r;j,s}pi,r;j,s​ and leaves the network with probability 1−∑j,spi,r;j,s1-\sum_{j,s}p_{i,r;j,s}1−∑j,s​pi,r;j,s​. The pairs (i,r)(i,r)(i,r) are partitioned into subchains E1,…,EmE_1,\dots,E_mE1​,…,Em​ that routing never leaves. Each center has one of four types:

  1. FCFS, with an exponential service time of rate μi\mu_iμi​ common to all classes;
  2. a single processor-sharing server (each of nnn customers is served at rate 1/n1/n1/n);
  3. an infinite-server center;
  4. a single preemptive-resume LCFS server.

At types 2–4 the class-rrr service time is Coxian: uir≥1u_{ir}\ge1uir​≥1 exponential stages of rates μirl\mu_{irl}μirl​, and after stage lll the customer continues with probability airla_{irl}airl​ or finishes with probability birl=1−airlb_{irl}=1-a_{irl}birl​=1−airl​. The state S=(x1,…,xN)S=(x_1,\dots,x_N)S=(x1​,…,xN​) records the FCFS order of classes at type 1, the number mirlm_{irl}mirl​ of class-rrr customers in stage lll at types 2 and 3, and the LCFS order of (class, stage) pairs at type 4. External arrivals are Poisson, either with rate λ(M(S))\lambda(M(S))λ(M(S)) depending on the total population M(S)M(S)M(S) (process A) or with one stream per subchain of rate λk(M(S/Ek))\lambda_k(M(S/E_k))λk​(M(S/Ek​)) (process B); an arrival joins center jjj in class sss with probability qjsq_{js}qjs​. A subchain with q≡0q\equiv0q≡0 is closed and keeps a fixed population KkK_kKk​.

With relative arrival rates eir≥0e_{ir}\ge0eir​≥0 solving the traffic equations ∑(i,r)eirpi,r;j,s+qjs=ejs\sum_{(i,r)}e_{ir}p_{i,r;j,s}+q_{js}=e_{js}∑(i,r)​eir​pi,r;j,s​+qjs​=ejs​ and Airl=∏j<lairjA_{irl}=\prod_{j<l}a_{irj}Airl​=∏j<l​airj​ (the probability of reaching stage lll, stages numbered from 0), the paper defines fi(xi)f_i(x_i)fi​(xi​) per center type and a factor d(S)d(S)d(S) from the arrival rates.

Formalization targets

Goal: the BCMP theorem (§3.2, pp. 253–254)

π(S)=d(S) f1(x1) f2(x2)⋯fN(xN)\pi(S)=d(S)\,f_1(x_1)\,f_2(x_2)\cdots f_N(x_N)π(S)=d(S)f1​(x1​)f2​(x2​)⋯fN​(xN​)

satisfies the global balance equations of the network, and, under the paper's assumption that the equilibrium distribution is unique, every equilibrium distribution equals π/Z\pi/Zπ/Z whenever Z=∑Sπ(S)Z=\sum_S\pi(S)Z=∑S​π(S) is finite and positive. The goal covers all four center types, open, closed and mixed networks, and both arrival processes.

Milestones

  • §3.1 (p. 252): independent balance implies global balance.
  • §3.2 (p. 254): the product form satisfies the independent balance equations.
  • §4.1 (p. 254): the aggregate-state probabilities are C d(S) g1(y1)⋯gN(yN)C\,d(S)\,g_1(y_1)\cdots g_N(y_N)Cd(S)g1​(y1​)⋯gN​(yN​).

A further supporting item, also from §4.1 (p. 254), states that summing fif_ifi​ over local states with fixed class counts gives gig_igi​. So gig_igi​ depends on the service times only through their means 1/μir=∑lAirl/μirl1/\mu_{ir}=\sum_lA_{irl}/\mu_{irl}1/μir​=∑l​Airl​/μirl​.

Significance

The theorem places the four disciplines, class switching and mixed open/closed populations under one formula. Its corollary in §4.1, that aggregate probabilities depend on service time distributions only through their means (insensitivity), is what makes the model usable with measured mean service times, and it underlies the convolution and mean value analysis algorithms for normalizing constants.

The result is classical and proved on paper. As far as the platform's catalogue shows, it is not formalized: the platform has Kelly's single-class migration process with exponential service, a special case. A machine-checked BCMP theorem would provide a verified multiclass queueing-network model (states, event-driven transition rates, balance equations) on which later results can build: mean value analysis, the state-dependent rates of §5, and the open-network marginals of §4.2.

The printed statement contains an error. The paper defines Airl=∏j=1lairjA_{irl}=\prod_{j=1}^{l}a_{irj}Airl​=∏j=1l​airj​ (p. 253). With the branching of its Figs. 1 and 3, this product includes the branch out of stage lll. For exponential service (uir=1u_{ir}=1uir​=1) it gives Air1=air1=0A_{ir1}=a_{ir1}=0Air1​=air1​=0, so every fif_ifi​ of a type 2–4 center with a customer present vanishes, and a closed network of such centers would have no normalizable solution. The mission states the corrected theorem with Airl=∏j<lairjA_{irl}=\prod_{j<l}a_{irj}Airl​=∏j<l​airj​, which the mean-service-time identity of §4.1 also requires. The type-2 factor 1/mikl!1/m_{ikl}!1/mikl​! is read as 1/mirl!1/m_{irl}!1/mirl​!.

Difficulty

The algebra of the paper's proof is local: each independent balance equation reduces to the traffic equations. The difficulty is in making that statement precise for a real state space. The independent balance equations need a consistent labelling of each moving customer by the "stage" it leaves and enters. That labelling has to cover FCFS centers, where per-class labels are inconsistent (p. 253), the outside world of each open subchain, and LCFS preemption. Every in-flow into a state is a sum over predecessor states, and those states differ by list operations (appending at an FCFS tail, pushing on an LCFS head) or by stage-count updates. The factorials in the processor-sharing and infinite-server factors, and the telescoping identity ∑lAirlbirl=1\sum_lA_{irl}b_{irl}=1∑l​Airl​birl​=1 for departures, must line up exactly with the rates. The obvious shortcut is to check global balance directly for a single class with exponential service. That covers neither class switching, nor Coxian stages, nor mixed networks.

Formalization scope

Centers are Fin N, classes Fin R and subchains Fin m. The class-rrr stages at center iii are Fin (u i r) with u i r : ℕ+, numbered from 0. A local state is an inductive type with three shapes (FCFS list, stage-count array, LCFS list of (class, stage) pairs). The state space is the subtype of configurations whose shapes match the center types and whose closed subchains hold their fixed populations. Transition rates are the sums of the rates of explicit events (arrivals, FCFS completions, stage moves and completions, LCFS moves and completions). Global balance uses tsum; every state has finitely many successors and predecessors with nonzero rate, so these sums are finite. The standing assumptions (substochastic routing closed on subchains, closed subchains with no arrivals and no departures, positive rates, continuation probabilities in [0,1][0,1][0,1] vanishing at the last stage) are collected in Network.IsValid. Irreducibility of subchains is not assumed, and any nonnegative solution of the traffic equations is allowed. Under process B the product in d(S)d(S)d(S) runs over open subchains only. Uniqueness of the equilibrium is a hypothesis, as in the paper. The type-1 rate is constant, and the state-dependent rates of Condition 1 and §5 are not covered.

The following formalizations would trivialize the mission and are ruled out: stating only global balance of π\piπ (satisfied by π≡0\pi\equiv0π≡0), quantifying over arbitrary rate functions instead of the rates built from the network data, and restricting the goal to exponential service or to a single class.

Needed infrastructure: finite-support tsum manipulations, multinomial identities for the §4.1 sums over orderings and stage assignments, and bookkeeping for list and array updates. The model and the balance-equation layer can be reused for later queueing missions. Contributions are welcome on each milestone, on the per-center-type pieces of the independent balance check, and on helper lemmas about the event system.

Selected references

  • F. Baskett, K. M. Chandy, R. R. Muntz, F. G. Palacios, Open, Closed, and Mixed Networks of Queues with Different Classes of Customers, J. ACM 22(2):248–260, 1975. https://doi.org/10.1145/321879.321887
  • J. R. Jackson, Networks of Waiting Lines, Operations Research 5(4):518–521, 1957. https://doi.org/10.1287/opre.5.4.518
  • J. R. Jackson, Jobshop-like Queueing Systems, Management Science 10(1):131–142, 1963. https://doi.org/10.1287/mnsc.10.1.131
  • W. J. Gordon, G. F. Newell, Closed Queuing Systems with Exponential Servers, Operations Research 15(2):254–265, 1967. https://doi.org/10.1287/opre.15.2.254
  • F. P. Kelly, Reversibility and Stochastic Networks, Wiley, 1979. http://www.statslab.cam.ac.uk/~frank/rsn.html
  • D. R. Cox, A Use of Complex Probabilities in the Theory of Stochastic Processes, Proc. Cambridge Phil. Soc. 51:313–319, 1955. https://doi.org/10.1017/S0305004100030231
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Group Theory·Captain: dbenbenn

Cannon–Floyd–Parry: Thompson's group V is simpleTextbook

This mission formalizes §6 of J. W. Cannon, W. J. Floyd and W. R. Parry, Introductory notes on Richard Thompson's groups, L'Enseignement Mathématique (2) 42 (1996) 215–256, doi:10.5169/seals-87877: the definition of Thompson's group VVV and Thompson's proof that VVV is simple.

Motivation

Thompson's groups TTT and VVV, introduced in unpublished notes of Richard Thompson in 1965, were the first known examples of infinite, finitely presented, simple groups. The notes of Cannon, Floyd and Parry were written in part "to make available Thompson's unpublished proofs … of the simplicity of TTT and VVV" (p. 216); §6 is the proof for VVV.

VVV contains TTT, which contains FFF. Earlier missions on this platform formalize FFF and its commutator subgroup (§1 and §4), its tree-diagram normal form (§2), its presentations (§3), and the simplicity of TTT (§5). Unlike TTT, the elements of VVV need not be continuous: they cut the circle into pieces and rearrange them in any order, so VVV contains every finite symmetric group.

Setting

The circle S1S^1S1 is [0,1][0,1][0,1] with its endpoints identified, in Lean UnitAddCircle (R/Z\mathbb{R}/\mathbb{Z}R/Z); [x][x][x] denotes the image of x∈Rx \in \mathbb{R}x∈R. Maps compose right to left, (fg)(t)=f(g(t))(fg)(t) = f(g(t))(fg)(t)=f(g(t)), and [x,y]=xyx−1y−1[x, y] = xyx^{-1}y^{-1}[x,y]=xyx−1y−1.

The group VVV (p. 240) consists of the right-continuous bijections of S1S^1S1 that map images of dyadic rationals to images of dyadic rationals, are differentiable except at finitely many images of dyadic rationals, and are linear with slope a power of 222 on each maximal interval of differentiability. In Lean a permutation fff of the circle satisfies IsThompsonV f when it maps dyadic points to dyadic points and, for a finite set of dyadic breakpoints, is [z]↦[2nz+c][z] \mapsto [2^n z + c][z]↦[2nz+c] on each half-open piece between consecutive breakpoints modulo 111. V is the subgroup generated by these maps; that they already form a group is the first milestone.

The elements. AAA, BBB, CCC are TTT's generators, and π0\pi_0π0​ (mapPi0) exchanges [0,12)[0, \tfrac12)[0,21​) and [12,34)[\tfrac12, \tfrac34)[21​,43​) by x↦x/2+12x \mapsto x/2 + \tfrac12x↦x/2+21​ and x↦2x−1x \mapsto 2x - 1x↦2x−1. The words X0=AX_0 = AX0​=A, Xn=A−(n−1)BAn−1X_n = A^{-(n-1)}BA^{n-1}Xn​=A−(n−1)BAn−1, Cn=A−(n−1)CBn−1C_n = A^{-(n-1)}CB^{n-1}Cn​=A−(n−1)CBn−1, π1=C2−1π0C2\pi_1 = C_2^{-1}\pi_0C_2π1​=C2−1​π0​C2​ and πn=A−(n−1)π1An−1\pi_n = A^{-(n-1)}\pi_1A^{n-1}πn​=A−(n−1)π1​An−1 (p. 241) are defined once, as words in four symbols, and read both as maps of the circle and in V1V_1V1​.

The presented group V1V_1V1​ (p. 242) is the free group on AAA, BBB, CCC, π0\pi_0π0​ modulo fourteen relators: the six relators of T1T_1T1​ (§5), and eight more involving the πn\pi_nπn​, such as π12\pi_1^2π12​, (π2π1)3(\pi_2\pi_1)^3(π2​π1​)3 and (π1C2)3(\pi_1C_2)^3(π1​C2​)3. In V1V_1V1​, Π(n)\Pi(n)Π(n) is the subgroup generated by π0,…,πn−1\pi_0, \dots, \pi_{n-1}π0​,…,πn−1​, Π=⋃nΠ(n)\Pi = \bigcup_n \Pi(n)Π=⋃n​Π(n), and an element is positive when it is a product of nonnegative powers of the XiX_iXi​.

Target

The goal is the sentence in which the notes state what §6 does, "In §6 we define VVV and give Thompson's proof that VVV is simple" (p. 216):

V is simple.V \text{ is simple.}V is simple.

The route is the section's own. Lemma 6.1 shows that AAA, BBB, CCC, π0\pi_0π0​ generate VVV and satisfy the fourteen relations, so V1V_1V1​ maps onto VVV. Lemmas 6.2–6.8 establish how the πi\pi_iπi​ move past the XjX_jXj​ and CnC_nCn​, leading to Theorem 6.9, V1V_1V1​ is simple, and hence V1≅VV_1 \cong VV1​≅V. The goal follows.

Significance

The result. VVV is the third of Thompson's groups and the one whose elements rearrange pieces of the circle: it is infinite, finitely presented and simple, and it contains every finite group (through the finite symmetric groups). Together with TTT it gave the first examples of infinite finitely presented simple groups.

Formalizing it. No machine-checked proof that VVV is simple exists on this platform, and Mathlib has nothing on Thompson's groups. This mission reuses the formalization of FFF and TTT: V1V_1V1​'s first six relators are T1T_1T1​'s, and the proof of Theorem 6.9 applies Theorem 5.7 and Theorem 5.8 inside V1V_1V1​.

Difficulty

The central difficulty is the generation half of Lemma 6.1. The notes' proof uses tree diagrams with labelled leaves: every element of VVV permutes the intervals of one standard dyadic partition onto those of another, FFF moves any partition to a standard comb, and the subgroup generated by π0\pi_0π0​ and Cn−2C_{n-2}Cn−2​ acts as the full symmetric group on the comb's intervals. Each step is stated in one sentence; the milestones make each a separate statement.

The algebra of V1V_1V1​ (Lemmas 6.2–6.6) is a chain of inductions. The proofs lean on two facts the notes use without isolating them: that T1T_1T1​ maps to V1V_1V1​ (so §5's lemmas hold in V1V_1V1​), and the normal form g=pπCnmq−1g = p\pi C_n^m q^{-1}g=pπCnm​q−1 in V1V_1V1​, stated inside the proof of Theorem 6.9. Both are milestones here. The notes also cite two facts about the finitary symmetric group Σ\SigmaΣ without proof, its presentation and the behaviour of its proper quotients, and deduce Π≅Σ\Pi \cong \SigmaΠ≅Σ; the proof of Theorem 6.9 uses all three, and each is a milestone.

What is left out

  • Figures 16–19, tree-diagram computations for relations 11) and 12); the relations are stated directly in Lemma 6.1.

Formalization scope

  • VVV is a Subgroup (Equiv.Perm UnitAddCircle) generated by IsThompsonV. Half-open pieces make every element right-continuous; "linear" is read modulo 111, so a piece may wrap past [0][0][0], as a rotation does. Unlike TTT, no lift to the line is available, since elements of VVV need not be monotone.
  • V1V_1V1​ is Mathlib's PresentedGroup on the four-element type FormalV. Relators are written out as xyx−1y−1xyx^{-1}y^{-1}xyx−1y−1.
  • Σ\SigmaΣ is SigmaPerm, the subgroup of Equiv.Perm ℕ of permutations moving finitely many points, and sis_isi​ is the transposition of iii and i+1i + 1i+1; its presentation is a PresentedGroup on ℕ. Π\PiΠ is taken as the subgroup of V1V_1V1​ generated by all the πi\pi_iπi​, which is the union of the Π(n)\Pi(n)Π(n).
  • Lemma 6.1's surjection and the isomorphism V1≅VV_1 \cong VV1​≅V pin the images of the four symbols, so no isomorphism ignoring the generators satisfies them.
  • Reused platform theorems, which solutions may import: Theorem 3.4, Corollary 2.6, Lemma 4.2, Theorem 4.11, and from §5 Lemma 5.2, Lemmas 5.5 and 5.6, Theorem 5.7 and Theorem 5.8. The standard dyadic partitions of the tree-diagram milestone are the §2 bundle's IsStandardDyadicPartition.

Selected references

  • J. W. Cannon, W. J. Floyd, W. R. Parry, Introductory notes on Richard Thompson's groups, L'Enseignement Mathématique (2) 42 (1996) 215–256, §6 pp. 240–248. doi:10.5169/seals-87877
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Mathematical Physics·Captain: Lucas

Microstate counting in dS₃: eigenvalue count vs. sphere partition functionResearch Paper

Motivation

Gibbons and Hawking conjectured that the cosmological horizon of a de Sitter static patch carries an entropy, computed semiclassically by the Euclidean gravitational path integral on the sphere. For three-dimensional de Sitter gravity the relevant quantity is log⁡∣ZgravS3∣\log|Z^{S^3}_{\mathrm{grav}}|log∣ZgravS3​∣, whose leading term is the Gibbons–Hawking entropy SGH=πℓdS/(2GN)S_{\mathrm{GH}} = \pi\ell_{\mathrm{dS}}/(2G_N)SGH​=πℓdS​/(2GN​). A microscopic account of this entropy — a count of states in some ordinary quantum or statistical system — is one of the long-standing goals of de Sitter holography.

Collier, Eberhardt and Mühlmann (arXiv:2501.01486) propose that pure dS3_33​ quantum gravity is dual to the double-scaled two-matrix integral of the complex Liouville string (arXiv:2409.17246). In §4.4 they test this by counting the "effective number of eigenvalues" of the matrix model and comparing 2log⁡Neff2\log N_{\mathrm{eff}}2logNeff​ with log⁡∣ZgravS3∣\log|Z^{S^3}_{\mathrm{grav}}|log∣ZgravS3​∣. The comparison reduces to explicit identities between elementary functions of the Liouville parameter bbb; this mission formalizes exactly those identities.

Setting

Fix a complex number bbb with −ib2∈R>0-ib^2 \in \mathbb{R}_{>0}−ib2∈R>0​, i.e. b2=iβb^2 = i\betab2=iβ with β>0\beta>0β>0 (the paper's footnote 2; then the central charge c=1+6(b+b−1)2c = 1+6(b+b^{-1})^2c=1+6(b+b−1)2 lies in 13+iR13+i\mathbb{R}13+iR). Write b−2=(b2)−1b^{-2} = (b^2)^{-1}b−2=(b2)−1 and let S0∈RS_0\in\mathbb{R}S0​∈R be the genus-counting parameter of the matrix model.

  • Eigenvalue density (eq. (C.4)): for real EEE,
ρ0(E)=2π sinh⁡(−iπb2) sin⁡ ⁣(−ib2 arccosh⁡E2).\rho_0(E) = \frac{2}{\pi}\,\sinh(-i\pi b^2)\,\sin\!\Big(-ib^2\,\operatorname{arccosh}\frac{E}{2}\Big).ρ0​(E)=π2​sinh(−iπb2)sin(−ib2arccosh2E​).
  • First zero (§4.4): E0=2cos⁡(πb−2)E_0 = 2\cos(\pi b^{-2})E0​=2cos(πb−2).
  • Effective number of eigenvalues (eq. (4.32)): Neff=∫2E0eS0ρ0(E) dEN_{\mathrm{eff}} = \int_2^{E_0} e^{S_0}\rho_0(E)\,dENeff​=∫2E0​​eS0​ρ0​(E)dE.
  • Microscopic entropy (eq. (4.33)): SdSmicro=2log⁡NeffS^{\mathrm{micro}}_{\mathrm{dS}} = 2\log N_{\mathrm{eff}}SdSmicro​=2logNeff​.
  • ZZ-instanton tension (eq. (4.34)): T^1,1(b)=8b2sin⁡(πb2)sin⁡(πb−2)1−b4\widehat T^{(b)}_{1,1} = \dfrac{8b^2\sin(\pi b^2)\sin(\pi b^{-2})}{1-b^4}T1,1(b)​=1−b48b2sin(πb2)sin(πb−2)​ and T1,1(b)=eS0 T^1,1(b)T^{(b)}_{1,1} = e^{S_0}\,\widehat T^{(b)}_{1,1}T1,1(b)​=eS0​T1,1(b)​.
  • Sphere normalization (eq. (4.4)): CS2(b)=32π4(sin⁡(πb2)sin⁡(πb−2)b2−b−2)2C^{(b)}_{S^2} = 32\pi^4\Big(\dfrac{\sin(\pi b^2)\sin(\pi b^{-2})}{b^2-b^{-2}}\Big)^2CS2(b)​=32π4(b2−b−2sin(πb2)sin(πb−2)​)2.
  • Sphere partition function (eq. (4.5)): ZgravS3∼e2S0 sin⁡(πb2)2sin⁡(πb−2)2(b−2−b2)2Z^{S^3}_{\mathrm{grav}} \sim e^{2S_0}\,\dfrac{\sin(\pi b^2)^2\sin(\pi b^{-2})^2}{(b^{-2}-b^2)^2}ZgravS3​∼e2S0​(b−2−b2)2sin(πb2)2sin(πb−2)2​, where ∼\sim∼ is equality up to a bbb-independent constant.

Formalization targets

Goal (eq. (4.35))

For any function Z(b,S0)Z(b,S_0)Z(b,S0​) whose modulus equals K⋅∣e2S0sin⁡(πb2)2sin⁡(πb−2)2/(b−2−b2)2∣K\cdot\big|e^{2S_0}\sin(\pi b^2)^2\sin(\pi b^{-2})^2/(b^{-2}-b^2)^2\big|K⋅​e2S0​sin(πb2)2sin(πb−2)2/(b−2−b2)2​ for a fixed constant K>0K>0K>0 (the content of (4.5)), there is a real constant ccc, independent of bbb and S0S_0S0​, such that

SdSmicro(b,S0)=log⁡∣Z(b,S0)∣+cfor all admissible b and all S0.S^{\mathrm{micro}}_{\mathrm{dS}}(b,S_0) = \log|Z(b,S_0)| + c \qquad\text{for all admissible } b \text{ and all } S_0.SdSmicro​(b,S0​)=log∣Z(b,S0​)∣+cfor all admissible b and all S0​.

This is the paper's statement that the matrix-model count reproduces the de Sitter entropy "regardless of the specific value of ZgravS3Z^{S^3}_{\mathrm{grav}}ZgravS3​", up to the order-one constants that (4.37) later fixes.

Milestones

  1. E0E_0E0​ is real, E0>2E_0>2E0​>2, ρ0(E0)=0\rho_0(E_0)=0ρ0​(E0​)=0, and ρ0\rho_0ρ0​ is real and positive on (2,E0)(2,E_0)(2,E0​) (§4.4, App. C).
  2. Closed form of NeffN_{\mathrm{eff}}Neff​ (eqs. (4.32)–(4.33)).
  3. The two expressions for SdSmicroS^{\mathrm{micro}}_{\mathrm{dS}}SdSmicro​ in eq. (4.33).
  4. (T^1,1(b))2∼CS2(b)(\widehat T^{(b)}_{1,1})^2 \sim C^{(b)}_{S^2}(T1,1(b)​)2∼CS2(b)​ (eq. (4.36)).

Significance

The identity (4.36) is the step the authors single out as "a genuinely nontrivial check": it holds for the complex Liouville string but, as they note, not for the Virasoro minimal string. The goal packages the argument of §4.4 into one exact statement, valid for every admissible bbb (i.e. exactly in GNG_NGN​), under the single physical input (4.5). The physical assumptions — the choice of cutoff at the first zero, the interpretation of log⁡N2\log N^2logN2 as an entropy, and (4.5) itself — are not formalized; they enter as definitions and as the hypothesis on ZZZ. The mathematical content is a definite-integral evaluation plus trigonometric/hyperbolic identities for complex arguments.

Difficulty

The integral in (4.32) has a complex-looking integrand, a branch of arccosh⁡\operatorname{arccosh}arccosh, and an upper limit given by a complex cosine; one must first show that everything is real in the admissible regime and then evaluate the integral exactly, including the endpoint behaviour at E=2E=2E=2 where arccosh⁡\operatorname{arccosh}arccosh is not differentiable. The entropy statements additionally involve the complex principal logarithm, so one must control the argument (positivity) of NeffN_{\mathrm{eff}}Neff​ and of the tension ratio; identities such as log⁡(eS0x)=S0+log⁡x\log(e^{S_0}x) = S_0+\log xlog(eS0​x)=S0​+logx fail for general complex xxx.

Formalization scope

  • b∈Cb\in\mathbb{C}b∈C with the hypothesis ∃β>0, b2=iβ\exists\beta>0,\ b^2 = i\beta∃β>0, b2=iβ; all objects depend on bbb only through b2b^2b2.
  • ρ0:R→C\rho_0 : \mathbb{R}\to\mathbb{C}ρ0​:R→C uses Mathlib's Real.arcosh (defined as log⁡(x+x2−1)\log(x+\sqrt{x^2-1})log(x+x2−1​)); its values for E<2E<2E<2 never enter.
  • NeffN_{\mathrm{eff}}Neff​ is the oriented interval integral from 222 to Re⁡E0\operatorname{Re}E_0ReE0​; milestone 1 shows E0E_0E0​ is real, so taking the real part loses nothing.
  • log⁡\loglog is the complex principal logarithm (Complex.log), and SdSmicroS^{\mathrm{micro}}_{\mathrm{dS}}SdSmicro​ is complex-valued; the goal forces it to equal a real number.
  • The "∼\sim∼" of (4.5) is encoded as a constant factor K>0K>0K>0 in the modulus; the "∼\sim∼" of (4.36) as a nonzero bbb-independent complex constant.
  • A trivialization is ruled out: the goal quantifies ccc before bbb and S0S_0S0​, and K>0K>0K>0 is required.

Selected references

  • S. Collier, L. Eberhardt, B. Mühlmann, A microscopic realization of dS3_33​, arXiv:2501.01486 (2025). https://arxiv.org/abs/2501.01486
  • S. Collier, L. Eberhardt, B. Mühlmann, V. A. Rodriguez, The complex Liouville string, arXiv:2409.17246 (2024). https://arxiv.org/abs/2409.17246
  • G. W. Gibbons, S. W. Hawking, Cosmological event horizons, thermodynamics, and particle creation, Phys. Rev. D 15 (1977) 2738. https://doi.org/10.1103/PhysRevD.15.2738
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Functional AnalysisMathematical Physics·Captain: Lucas

Uma Breve Introdução à Matemática da Mecânica Quântica I: Princípio da Incerteza de HeisenbergTextbook

Motivation

Heisenberg's uncertainty principle is the first quantitative statement a student meets about the incompatibility of position and momentum measurements in quantum mechanics. In A. O. Lopes' textbook Uma Breve Introdução à Matemática da Mecânica Quântica (31º Colóquio Brasileiro de Matemática, IMPA, 2017), written for mathematics students with no physics background, it is the capstone of Chapter 8 (Princípio da Incerteza e o Pacote de Onda Gaussiano), Teorema 8.2, p. 131. It collects the operator formalism built in Chapters 1, 3 and 4 — position and momentum operators, commutators, expected values — into one inequality. This mission is the first of a series formalizing the capstone results of the book.

Setting

A wave function is a map ψ:Rn→C\psi:\mathbb R^n\to\mathbb Cψ:Rn→C. The book uses the L2L^2L2 inner product ⟨φ,ψ⟩=∫Rnφ(x) ψ(x)‾ dx\langle \varphi,\psi\rangle=\int_{\mathbb R^n}\varphi(x)\,\overline{\psi(x)}\,dx⟨φ,ψ⟩=∫Rn​φ(x)ψ(x)​dx (linear in the first slot) and the norm ∣ψ∣=⟨ψ,ψ⟩1/2|\psi|=\langle\psi,\psi\rangle^{1/2}∣ψ∣=⟨ψ,ψ⟩1/2. A state is a wave function with ∣ψ∣=1|\psi|=1∣ψ∣=1. Fix n≥1n\ge 1n≥1, an index j∈{1,…,n}j\in\{1,\dots,n\}j∈{1,…,n} and the (reduced) Planck constant ℏ>0\hbar>0ℏ>0.

  • The position operator is (Xjψ)(x)=xj ψ(x)(X_j\psi)(x)=x_j\,\psi(x)(Xj​ψ)(x)=xj​ψ(x), with domain D(Xj)={ψ∈L2:xjψ∈L2}D(X_j)=\{\psi\in L^2 : x_j\psi\in L^2\}D(Xj​)={ψ∈L2:xj​ψ∈L2}.
  • The momentum operator is (Pjψ)(x)=−iℏ ∂ψ∂xj(x)(P_j\psi)(x)=-i\hbar\,\dfrac{\partial\psi}{\partial x_j}(x)(Pj​ψ)(x)=−iℏ∂xj​∂ψ​(x) (Definição 1.20), with domain D(Pj)D(P_j)D(Pj​) the C1C^1C1 functions of compact support.
  • The commutator of two operators is [A,B]=AB−BA[A,B]=AB-BA[A,B]=AB−BA (Definição 3.1).
  • The expected value of AAA in ψ\psiψ is Eψ(A)=⟨Aψ,ψ⟩⟨ψ,ψ⟩E_\psi(A)=\dfrac{\langle A\psi,\psi\rangle}{\langle\psi,\psi\rangle}Eψ​(A)=⟨ψ,ψ⟩⟨Aψ,ψ⟩​ (Definição 8.1, p. 125, and p. 128).
  • The dispersion of AAA in ψ\psiψ is Δψ(A)=∣ (A−Eψ(A) I)ψ ∣\Delta_\psi(A)=\big|\,(A-E_\psi(A)\,I)\psi\,\big|Δψ​(A)=​(A−Eψ​(A)I)ψ​ (Definição 8.2).
  • The Gaussian wave packet with parameters a>0a>0a>0, x0,p0∈Rnx_0,p_0\in\mathbb R^nx0​,p0​∈Rn is ψ(x)=(2πa2)−n/4 e−∣x−x0∣2/(4a2) e i⟨p0,x⟩/ℏ\psi(x)=(2\pi a^2)^{-n/4}\,e^{-|x-x_0|^2/(4a^2)}\,e^{\,i\langle p_0,x\rangle/\hbar}ψ(x)=(2πa2)−n/4e−∣x−x0​∣2/(4a2)ei⟨p0​,x⟩/ℏ (Definição 8.3).

Formalization targets

Goal — Teorema 8.2 (Heisenberg)

For every state ψ∈D(Xj)∩D(Pj)\psi\in D(X_j)\cap D(P_j)ψ∈D(Xj​)∩D(Pj​),

Δψ(Xj) Δψ(Pj)  ≥  ℏ2.\Delta_\psi(X_j)\,\Delta_\psi(P_j)\;\ge\;\frac{\hbar}{2}.Δψ​(Xj​)Δψ​(Pj​)≥2ℏ​.

Milestones

  1. Lema 3.2 (canonical commutation relations): [Xk,Xj]=[Pk,Pj]=0[X_k,X_j]=[P_k,P_j]=0[Xk​,Xj​]=[Pk​,Pj​]=0, iℏ[Pj,Xj]=Id\tfrac{i}{\hbar}[P_j,X_j]=\mathrm{Id}ℏi​[Pj​,Xj​]=Id, and iℏ[Pj,Xk]=0\tfrac{i}{\hbar}[P_j,X_k]=0ℏi​[Pj​,Xk​]=0 for j≠kj\ne kj=k.
  2. p. 23 — XjX_jXj​ is symmetric: ⟨Xjψ,φ⟩=⟨ψ,Xjφ⟩\langle X_j\psi,\varphi\rangle=\langle\psi,X_j\varphi\rangle⟨Xj​ψ,φ⟩=⟨ψ,Xj​φ⟩ on D(Xj)D(X_j)D(Xj​).
  3. pp. 26–27 — PjP_jPj​ is symmetric: ⟨Pjψ,φ⟩=⟨ψ,Pjφ⟩\langle P_j\psi,\varphi\rangle=\langle\psi,P_j\varphi\rangle⟨Pj​ψ,φ⟩=⟨ψ,Pj​φ⟩ on D(Pj)D(P_j)D(Pj​).
  4. Proposição 8.1 — Δψ(A)=0\Delta_\psi(A)=0Δψ​(A)=0 if and only if ψ\psiψ is an eigenfunction of AAA.
  5. Definição 8.3 / p. 133 — the Gaussian packet is a state with E(Xj)=(x0)jE(X_j)=(x_0)_jE(Xj​)=(x0​)j​, E(Pj)=(p0)jE(P_j)=(p_0)_jE(Pj​)=(p0​)j​, Δ(Xj)=a\Delta(X_j)=aΔ(Xj​)=a, and it attains equality Δ(Xj) Δ(Pj)=ℏ/2\Delta(X_j)\,\Delta(P_j)=\hbar/2Δ(Xj​)Δ(Pj​)=ℏ/2.

Significance

The inequality is the prototype of all Robertson-type uncertainty relations and is the point where the commutator formalism of the book produces a numerical, physically testable consequence. Milestone 5 shows the constant ℏ/2\hbar/2ℏ/2 cannot be improved. The mathematics is classical and fully proved in the source; what this mission adds is a machine-checked version of the textbook's operator calculus on L2(Rn)L^2(\mathbb R^n)L2(Rn) — integration by parts for compactly supported C1C^1C1 functions, symmetry of XjX_jXj​ and PjP_jPj​, commutation relations, and explicit Gaussian integrals — reusable by later missions of the series (Ehrenfest's theorem, density operators, quantum statistical mechanics).

Difficulty

The algebraic core is a short Cauchy–Schwarz argument, but it silently uses facts about unbounded operators: that ⟨ψ,[Pj,Xj]ψ⟩\langle\psi,[P_j,X_j]\psi\rangle⟨ψ,[Pj​,Xj​]ψ⟩ may be rewritten as ⟨Pjψ,Xjψ⟩−⟨Xjψ,Pjψ⟩\langle P_j\psi,X_j\psi\rangle-\langle X_j\psi,P_j\psi\rangle⟨Pj​ψ,Xj​ψ⟩−⟨Xj​ψ,Pj​ψ⟩ requires integration by parts with vanishing boundary terms, and the reduction to mean-zero observables requires the expected values to be real. Each of these needs integrability bookkeeping that the book leaves implicit. The Gaussian milestone requires evaluating first and second moments of Gaussian integrals in nnn dimensions.

Formalization scope

  • Rn\mathbb R^nRn is EuclideanSpace ℝ (Fin n) with Lebesgue measure; wave functions are plain functions ℝⁿ → ℂ (not L2L^2L2 classes), operators are maps on such functions, and domains are imposed as explicit hypotheses (InPositionDomain, InMomentumDomain).
  • The partial derivative ∂/∂xj\partial/\partial x_j∂/∂xj​ is the Fréchet derivative applied to the jjj-th basis vector.
  • Integrals are Bochner integrals, which return 000 for non-integrable integrands; every statement carries domain hypotheses guaranteeing integrability, so this junk value never enters a meaningful claim.
  • Expected values are complex numbers by definition; for symmetric operators they are real, which is part of what solvers must prove.
  • The goal is not vacuous: D(Pj)D(P_j)D(Pj​) contains nonzero compactly supported C1C^1C1 functions, which can be normalized.

Contributions welcome: integration-by-parts lemmas on Rn\mathbb R^nRn for compactly supported C1C^1C1 functions, Gaussian moment computations, and an abstract Robertson inequality.

Selected references

  • A. O. Lopes, Uma Breve Introdução à Matemática da Mecânica Quântica, 31º Colóquio Brasileiro de Matemática, IMPA, 2017. Extended version: http://mat.ufrgs.br/~alopes/hom/livroquantum.pdf
  • S. Gustafson, I. M. Sigal, Mathematical Concepts of Quantum Mechanics, Springer. https://doi.org/10.1007/978-3-030-59562-3
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CombinatoricsMathematical Logic·Captain: Lucas

Erdős Problem 592: which ω^β are partition ordinals?Open Problem

Motivation

Ramsey's theorem says that every red/blue colouring of the pairs of an infinite set has an infinite monochromatic subset. For well-ordered sets one can ask for more: the monochromatic set should have the same order type as the whole set. Erdős and Rado introduced the partition relation α→(β,c)2\alpha \to (\beta, c)^2α→(β,c)2 to measure exactly this, and asked which countable ordinals α\alphaα satisfy α→(α,3)2\alpha \to (\alpha, 3)^2α→(α,3)2 — every colouring either has a red copy of the whole order or a blue triangle. Such ordinals are called partition ordinals. Every partition ordinal α>1\alpha>1α>1 is a power of ω\omegaω, so the question becomes: for which countable β\betaβ is ωβ\omega^\betaωβ a partition ordinal? This is Erdős Problem 592.

The question is a basic test case for ordinal Ramsey theory: it is the smallest nontrivial "unbalanced" relation (a whole order type against a finite clique), and progress on it has repeatedly required new combinatorial methods.

Timeline (as recorded on erdosproblems.com/592):

  • 1957 — Specker. ω2→(ω2,3)2\omega^2 \to (\omega^2,3)^2ω2→(ω2,3)2, and ωn↛(ωn,3)2\omega^n \not\to (\omega^n,3)^2ωn→(ωn,3)2 for every finite n≥3n \ge 3n≥3.
  • 1972 — Chang. ωω→(ωω,3)2\omega^\omega \to (\omega^\omega,3)^2ωω→(ωω,3)2 (the subject of Erdős Problem 590). Milner extended this to ωω→(ωω,m)2\omega^\omega \to (\omega^\omega,m)^2ωω→(ωω,m)2 for all finite mmm; Larson (1973) gave a short proof.
  • 1974 — Galvin and Larson. If β≥3\beta \ge 3β≥3 and ωβ\omega^\betaωβ is a partition ordinal then β\betaβ is additively indecomposable, so β=ωγ\beta=\omega^\gammaβ=ωγ. They conjectured that every such β≥3\beta\ge3β≥3 works.
  • 2010 — Schipperus. Writing β=ωγ\beta=\omega^\gammaβ=ωγ: the relation holds when γ\gammaγ is a sum of one or two indecomposable ordinals, and fails when γ\gammaγ is a sum of four or more. This refutes the Galvin–Larson conjecture in general.

The case where γ\gammaγ is a sum of exactly three indecomposable ordinals appears to be the remaining open case.

Setting

An ordinal α\alphaα is identified with a well-ordered set XαX_\alphaXα​ of order type α\alphaα. A red/blue colouring of the complete graph KαK_\alphaKα​ on XαX_\alphaXα​ assigns to every pair of distinct vertices exactly one of two colours; equivalently, it is a pair of complementary simple graphs (red, blue) on XαX_\alphaXα​.

For ordinals α,β\alpha,\betaα,β and a cardinal ccc, the partition relation α→(β,c)2\alpha \to (\beta,c)^2α→(β,c)2 holds when every red/blue colouring of KαK_\alphaKα​ has

  • a set S⊆XαS \subseteq X_\alphaS⊆Xα​, all of whose pairs are red, whose order type (with the order inherited from XαX_\alphaXα​) is exactly β\betaβ, or
  • a set T⊆XαT \subseteq X_\alphaT⊆Xα​, all of whose pairs are blue, with ∣T∣=c|T| = c∣T∣=c.

The Lean predicate is Erdos592.OrdinalCardinalRamsey α β c, following the encoding used by the Formal Conjectures project. A partition ordinal is an α\alphaα with α→(α,3)2\alpha \to (\alpha,3)^2α→(α,3)2.

An ordinal is additively indecomposable if it is nonzero and a+b<βa+b<\betaa+b<β for all a,b<βa,b<\betaa,b<β; the additively indecomposable ordinals are exactly the powers ωδ\omega^\deltaωδ. An ordinal γ\gammaγ is the sum of kkk indecomposable ordinals when

γ=ωδ1+⋯+ωδk,δ1≥⋯≥δk,\gamma = \omega^{\delta_1}+\cdots+\omega^{\delta_k}, \qquad \delta_1 \ge \cdots \ge \delta_k,γ=ωδ1​+⋯+ωδk​,δ1​≥⋯≥δk​,

i.e. its Cantor normal form has kkk terms counted with multiplicity. The Lean predicate is Erdos592.IsSumOfIndecomposables k γ.

Formalization targets

Goal: the three-term case

γ countable, γ=ωδ1+ωδ2+ωδ3 (δ1≥δ2≥δ3)  ⟹  ωωγ→(ωωγ,3)2.\gamma \text{ countable},\ \gamma=\omega^{\delta_1}+\omega^{\delta_2}+\omega^{\delta_3}\ (\delta_1\ge\delta_2\ge\delta_3) \;\Longrightarrow\; \omega^{\omega^\gamma} \to \left(\omega^{\omega^\gamma}, 3\right)^2 .γ countable, γ=ωδ1​+ωδ2​+ωδ3​ (δ1​≥δ2​≥δ3​)⟹ωωγ→(ωωγ,3)2.

This is the positive answer in the open case, as predicted by the Galvin–Larson conjecture. Because the truth is unknown, a formal disproof (exhibiting a countable γ\gammaγ with three Cantor-normal-form terms for which the relation fails) is an equally valid resolution of the goal. Together with the milestones below, a proof of the goal gives a complete answer to Problem 592: for countable β\betaβ, ωβ\omega^\betaωβ is a partition ordinal iff β≤2\beta\le2β≤2 or β=ωγ\beta=\omega^\gammaβ=ωγ with γ\gammaγ a sum of at most three indecomposables.

Milestones (known results)

  1. Specker: ω2→(ω2,3)2\omega^2 \to (\omega^2,3)^2ω2→(ω2,3)2.
  2. Specker: ωn↛(ωn,3)2\omega^n \not\to (\omega^n,3)^2ωn→(ωn,3)2 for 3≤n<ω3 \le n < \omega3≤n<ω.
  3. Chang: ωω→(ωω,3)2\omega^\omega \to (\omega^\omega,3)^2ωω→(ωω,3)2.
  4. Galvin–Larson: β≥3\beta \ge 3β≥3 countable and ωβ→(ωβ,3)2\omega^\beta \to (\omega^\beta,3)^2ωβ→(ωβ,3)2 imply that β\betaβ is additively indecomposable.
  5. Schipperus: γ\gammaγ countable and a sum of one or two indecomposables imply ωωγ→(ωωγ,3)2\omega^{\omega^\gamma} \to (\omega^{\omega^\gamma},3)^2ωωγ→(ωωγ,3)2.
  6. Schipperus: γ\gammaγ countable and a sum of k≥4k \ge 4k≥4 indecomposables imply ωωγ↛(ωωγ,3)2\omega^{\omega^\gamma} \not\to (\omega^{\omega^\gamma},3)^2ωωγ→(ωωγ,3)2.

Significance

The result itself. A resolution of the three-term case would, together with the results above, finish the classification of countable partition ordinals of the form ωβ\omega^\betaωβ asked for in Problem 592. Either answer is informative: a positive answer shows the threshold between the positive and negative cases lies between three and four terms, and a negative answer shows it lies between two and three.

Formalizing it. The drafter is not aware of any of the milestone results in Mathlib. The Formal Conjectures entry for Problem 590 links an external Lean formalization of Chang's theorem; the other results (Specker's positive and negative theorems, Galvin–Larson, Schipperus) have, to the best of the drafter's knowledge, no public machine-checked proofs. Formalizing them is a substantial project on its own, independent of the open case, and the goal itself is an open research problem.

Difficulty

The property is not monotone in β\betaβ: it holds for β=2\beta=2β=2, fails for every finite β≥3\beta\ge3β≥3, holds again for β=ω\beta=\omegaβ=ω, and, by Schipperus, both holds and fails for various larger β=ωγ\beta=\omega^\gammaβ=ωγ depending on the number of terms in the Cantor normal form of γ\gammaγ. So no induction on β\betaβ can settle the question, and a naive transfer of the argument for a smaller exponent to a larger one can fail. The known positive and negative results use different arguments, and the three-term case lies exactly on the boundary between the ranges they cover.

Formalization scope

  • Ordinals and cardinals are Mathlib's Ordinal.{u} and Cardinal.{u} in an arbitrary universe u; "countable" is γ.card ≤ ℵ₀.
  • The graph lives on α.ToType, the canonical well-ordered type of order type α; a colouring is a pair of complementary SimpleGraphs (IsCompl red blue). A red KβK_\betaKβ​ is a red clique s with typeLT s = β; a blue K3K_3K3​ is a blue clique of cardinality exactly 3.
  • IsSumOfIndecomposables k γ requires a non-increasing list of exponents of length exactly k; without the ordering requirement, "sum of kkk" would not be well defined, since for instance ω+ω2=ω2\omega+\omega^2=\omega^2ω+ω2=ω2.
  • ω ^ ω ^ γ means ω(ωγ)\omega^{(\omega^\gamma)}ω(ωγ).
  • The Galvin–Larson milestone states additive indecomposability directly as ∀a,b<β, a+b<β\forall a,b<\beta,\ a+b<\beta∀a,b<β, a+b<β (for β≥3\beta \ge 3β≥3 this is equivalent to β=ωγ\beta=\omega^\gammaβ=ωγ).

The goal is not trivially satisfiable: the hypotheses hold, for example, for γ=3\gamma=3γ=3 and γ=ω2+ω+1\gamma=\omega^2+\omega+1γ=ω2+ω+1, and the conclusion is a genuine partition relation on an infinite ordinal.

Useful reusable infrastructure includes Cantor-normal-form combinatorics for countable ordinals, order-type calculations for subsets of ωβ\omega^\betaωβ, and a library of the classical colourings (Specker-type constructions). Contributions formalizing any milestone are welcome.

Selected references

  • T. F. Bloom, Erdős Problem #592, erdosproblems.com. https://www.erdosproblems.com/592 (this page lists the original references [Sp57], [Ch72], [GaLa74], [Sc10] cited below).
  • E. Specker, Teilmengen von Mengen mit Relationen, Comment. Math. Helv., 1957.
  • C. C. Chang, A partition theorem for the complete graph on ωω\omega^\omegaωω, J. Combinatorial Theory Ser. A, 1972.
  • J. A. Larson, A short proof of a partition theorem for the ordinal ωω\omega^\omegaωω, Ann. Math. Logic, 1973/74.
  • F. Galvin and J. Larson, Pinning countable ordinals, Fund. Math., 1974/75.
  • R. Schipperus, Countable partition ordinals, Ann. Pure Appl. Logic, 2010.
  • Formal Conjectures (Google DeepMind), Erdős Problems 590–592. https://github.com/google-deepmind/formal-conjectures
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Group Theory·Captain: dbenbenn

Cannon–Floyd–Parry: Thompson's group T is simpleTextbook

This mission formalizes §5 of J. W. Cannon, W. J. Floyd and W. R. Parry, Introductory notes on Richard Thompson's groups, L'Enseignement Mathématique (2) 42 (1996) 215–256, doi:10.5169/seals-87877: the definition of Thompson's group TTT and Thompson's proof that TTT is simple.

Motivation

Thompson's groups TTT and VVV, introduced in unpublished notes of Richard Thompson in 1965, were the first known examples of infinite, finitely presented, simple groups. Every finitely presented simple group known before them was finite. The notes of Cannon, Floyd and Parry were written in part "to make available Thompson's unpublished proofs … of the simplicity of TTT and VVV" (p. 216), and §5 is that proof for TTT.

TTT is the circle's counterpart of Thompson's group FFF. Earlier missions on this platform formalize FFF and its commutator subgroup (§1 and §4 of the same notes), its tree-diagram normal form (§2), and its two presentations (§3). FFF is not simple: its abelianization is Z2\mathbb{Z}^2Z2. TTT is simple, it has elements of finite order (the generator CCC below has order 333), and it contains FFF as the stabilizer of a point.

Setting

The circle S1S^1S1 is [0,1][0,1][0,1] with its endpoints identified, in Lean UnitAddCircle (R/Z\mathbb{R}/\mathbb{Z}R/Z); [x][x][x] denotes the image of x∈Rx \in \mathbb{R}x∈R. Maps compose right to left, (fg)(t)=f(g(t))(fg)(t) = f(g(t))(fg)(t)=f(g(t)), and [x,y]=xyx−1y−1[x, y] = x y x^{-1} y^{-1}[x,y]=xyx−1y−1, the convention of the notes.

The group TTT (pp. 233–234) consists of the piecewise linear homeomorphisms of S1S^1S1 that map images of dyadic rationals to images of dyadic rationals, are differentiable except at finitely many images of dyadic rationals, and have slopes that are powers of 222. In Lean a permutation fff of the circle satisfies IsThompsonCircle f when it has a lift to the line: an order isomorphism LLL of R\mathbb{R}R with L(x+1)=L(x)+1L(x+1) = L(x) + 1L(x+1)=L(x)+1 and f[x]=[L(x)]f[x] = [L(x)]f[x]=[L(x)], mapping dyadic rationals to dyadic rationals, and affine with slope a power of 222 between consecutive integer translates of finitely many dyadic breakpoints. T is the subgroup generated by these maps. That they already form a group is the first milestone.

The elements AAA, BBB, CCC (Example 5.1). AAA and BBB are the generators of FFF from the §1 mission (mapA, mapB), carried to the circle by toCircle, which sends an order isomorphism ggg of [0,1][0,1][0,1] to [x]↦[g(x)][x] \mapsto [g(x)][x]↦[g(x)]. CCC (mapC) is given on [0,1][0,1][0,1] by x/2+3/4x/2 + 3/4x/2+3/4, 2x−12x - 12x−1 and x−1/4x - 1/4x−1/4 on [0,12][0, \tfrac12][0,21​], [12,34][\tfrac12, \tfrac34][21​,43​] and [34,1][\tfrac34, 1][43​,1]. symT sends the formal symbols AAA, BBB, CCC to these three maps.

The presented group T1T_1T1​ (p. 236) is the free group on formal symbols AAA, BBB, CCC modulo six relators:

[AB−1,A−1BA],[AB−1,A−2BA2],C−1B(A−1CB),[AB^{-1}, A^{-1}BA],\quad [AB^{-1}, A^{-2}BA^2],\quad C^{-1}B(A^{-1}CB),[AB−1,A−1BA],[AB−1,A−2BA2],C−1B(A−1CB), ((A−1CB)(A−1BA))−1B(A−2CB2),(CA)−1(A−1CB)2,C3.((A^{-1}CB)(A^{-1}BA))^{-1}B(A^{-2}CB^2),\quad (CA)^{-1}(A^{-1}CB)^2,\quad C^3.((A−1CB)(A−1BA))−1B(A−2CB2),(CA)−1(A−1CB)2,C3.

In T1T_1T1​, X0=AX_0 = AX0​=A and Xn=A−(n−1)BAn−1X_n = A^{-(n-1)}BA^{n-1}Xn​=A−(n−1)BAn−1 (XT1); C0=1C_0 = 1C0​=1 and Cn=A−(n−1)CBn−1C_n = A^{-(n-1)}CB^{n-1}Cn​=A−(n−1)CBn−1 (CT1) for n≥1n \ge 1n≥1. An element is positive (IsPositiveT1) when it is a product of nonnegative powers of the XiX_iXi​.

Target

The goal is the sentence in which the notes state what §5 does, "In §5 we define TTT and give Thompson's proof that TTT is simple" (p. 216):

T is simple.T \text{ is simple.}T is simple.

The route is the section's own. Lemma 5.2 shows that AAA, BBB, CCC generate TTT and satisfy the six relations, so T1T_1T1​ maps onto TTT (Lemma 5.3). Lemmas 5.4–5.6 and a normal form (Theorem 5.7, every g∈T1g \in T_1g∈T1​ is p Cnmq−1p\,C_n^m q^{-1}pCnm​q−1 with ppp, qqq positive and m<n+2m < n + 2m<n+2) lead to Theorem 5.8, T1T_1T1​ is simple, and hence to Corollary 5.9, T1≅TT_1 \cong TT1​≅T. The goal follows.

Significance

The result. The simplicity of TTT is one of the two facts that made Thompson's groups famous: TTT is an infinite, finitely presented, simple group. Corollary 5.9 gives more, an explicit presentation of TTT on three generators and six relators.

Formalizing it. No machine-checked proof that TTT is simple exists on this platform, and Mathlib has nothing on Thompson's groups. The proof in the notes is short and complete. This mission connects the analytic definition of TTT with the combinatorial group T1T_1T1​, reusing the platform's formalization of FFF: the presentation of FFF (Theorem 3.4), its normal form (Corollary 2.7), and the fact that its proper quotients are Abelian (Theorem 4.3).

Difficulty

The algebra of T1T_1T1​ (Lemmas 5.5 and 5.6) is a chain of explicit inductions. The substance lies at two points.

The first is Theorem 5.7. The notes' proof that the set of elements p Cnmq−1p\,C_n^m q^{-1}pCnm​q−1 is closed under multiplication moves q1−1p2q_1^{-1}p_2q1−1​p2​ past CjiC_j^iCji​ and ClkC_l^kClk​ using the normal form of FFF, transported into T1T_1T1​ through Lemma 5.4, and then re-indexes, all inside the abstract group T1T_1T1​ with no geometry to lean on.

The second is the analytic side of Lemma 5.2. Generation reduces an arbitrary f∈Tf \in Tf∈T to an element of FFF by composing with CCC and with an element of FFF that moves f([0])f([0])f([0]) to [34][\tfrac34][43​]. That needs the fact that an element of TTT fixing [0][0][0] comes from FFF, which the notes state in one line. The relations are identities between explicit piecewise linear maps of the circle.

What is left out

  • The remark that TTT is conjugate to a group of C∞C^\inftyC∞ diffeomorphisms (Ghys–Sergiescu, p. 234). It is not used.
  • Tree diagrams for TTT and Figures 11–15. The notes use them only to verify relations 3)–6), and those relations are stated directly in Lemma 5.2.
  • The observation on p. 237 that CnC_nCn​ permutes n+2n + 2n+2 intervals cyclically, given "to gain some insight" and not used afterwards.

Formalization scope

  • TTT is a Subgroup (Equiv.Perm UnitAddCircle) generated by IsThompsonCircle. The lift makes every element an orientation-preserving homeomorphism, so continuity is not stated separately. Unlike for FFF, the condition that dyadics map to dyadics cannot be dropped: an irrational rotation satisfies every other clause.
  • T1T_1T1​ is Mathlib's PresentedGroup on the three-element type FormalABC. Relators are written out as xyx−1y−1xyx^{-1}y^{-1}xyx−1y−1, not with commutator notation.
  • Lemma 5.3 and Corollary 5.9 pin the images of the three symbols, so no isomorphism that ignores the generators can satisfy them. Lemma 5.4 pins the images of AAA and BBB.
  • Reused platform theorems, which solutions may import: Theorem 3.4 (F1≅FF_1 \cong FF1​≅F), Corollary 2.6 (AAA, BBB generate FFF), Lemma 4.2, Corollary 2.7, Lemma 2.8, Theorem 4.3, line (3.2), and Theorem 4.11 (FFF is totally ordered, hence torsion-free).
  • Welcome beyond the milestones: §6's group VVV, whose presentation extends T1T_1T1​.

Selected references

  • J. W. Cannon, W. J. Floyd, W. R. Parry, Introductory notes on Richard Thompson's groups, L'Enseignement Mathématique (2) 42 (1996) 215–256, §5 pp. 233–240. doi:10.5169/seals-87877
  • É. Ghys, V. Sergiescu, Sur un groupe remarquable de difféomorphismes du cercle, Comment. Math. Helv. 62 (1987) 185–239. doi:10.1007/BF02564445
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Algebraic Geometry·Captain: Lucas

Markman 2025, §2: polarized abelian varieties of Weil type from K-secant planesResearch Paper

Motivation

A 2n2n2n-dimensional complex abelian variety AAA is of Weil type for an imaginary quadratic field K=Q(−d)K=\mathbb{Q}(\sqrt{-d})K=Q(−d​) if KKK acts on AAA by rational endomorphisms in such a way that each of the two eigenspaces of −d\sqrt{-d}−d​ on H1(A,C)H^1(A,\mathbb{C})H1(A,C) meets H1,0(A)H^{1,0}(A)H1,0(A) in an nnn-dimensional subspace. A. Weil observed that such AAA carry a two-dimensional space of rational (n,n)(n,n)(n,n)-classes, the Hodge–Weil classes, that are in general not generated by divisor classes. Whether they are algebraic is one of the main test cases of the Hodge conjecture; by work of Schoen, Moonen–Zarhin and others, algebraicity for abelian fourfolds of Weil type implies the Hodge conjecture for all abelian fourfolds.

E. Markman (arXiv:2502.03415) proves this algebraicity by a new construction. Its starting point, developed in §§1.2 and 2 of the paper, is linear algebra: the even cohomology Hev(X)H^{\mathrm{ev}}(X)Hev(X) of an abelian nnn-fold XXX is a half-spin representation of Spin(V)\mathrm{Spin}(V)Spin(V), where V=H1(X,Z)⊕H1(X^,Z)V=H^1(X,\mathbb{Z})\oplus H^1(\hat X,\mathbb{Z})V=H1(X,Z)⊕H1(X^,Z), and a rational plane P⊂Hev(X,Q)P\subset H^{\mathrm{ev}}(X,\mathbb{Q})P⊂Hev(X,Q) meeting the variety of pure spinors in two conjugate KKK-points (a KKK-secant) equips X×X^X\times\hat XX×X^ with the structure of an abelian variety of Weil type. This mission formalizes that construction and its explicit example in §2.4.

Timeline (as summarized in §1.1 of the source).

  • Weil introduces abelian varieties of Weil type and their exceptional Hodge classes.
  • Schoen proves algebraicity for fourfolds with K=Q(−3)K=\mathbb{Q}(\sqrt{-3})K=Q(−3​) (and for sixfolds with K=Q(−3)K=\mathbb{Q}(\sqrt{-3})K=Q(−3​) and trivial discriminant), and for fourfolds with K=Q(−1)K=\mathbb{Q}(\sqrt{-1})K=Q(−1​) and discriminant −1-1−1; van Geemen gives another proof of the latter.
  • Koike treats sixfolds with K=Q(−1)K=\mathbb{Q}(\sqrt{-1})K=Q(−1​) and discriminant −1-1−1; Markman treats fourfolds with arbitrary KKK and discriminant 111.
  • 2025: Markman proves algebraicity for sixfolds of discriminant −1-1−1 and every KKK, hence for all abelian fourfolds of Weil type.

Setting

Let XXX be a complex torus of dimension nnn. Fix a basis of H1(X,Z)H^1(X,\mathbb{Z})H1(X,Z), so that H1(X,C)=C2nH^1(X,\mathbb{C})=\mathbb{C}^{2n}H1(X,C)=C2n, and write H1(X^)≅H1(X)∗H^1(\hat X)\cong H^1(X)^*H1(X^)≅H1(X)∗ in dual coordinates. The complex structure of XXX is a real matrix JJJ with J2=−1J^2=-1J2=−1 acting on H1(X,R)H^1(X,\mathbb{R})H1(X,R); its iii-eigenspace is H1,0(X)H^{1,0}(X)H1,0(X). A number z∈Cz\in\mathbb{C}z∈C acts on H1(X,C)H^1(X,\mathbb{C})H1(X,C) by Re⁡z+Im⁡z J\operatorname{Re}z+\operatorname{Im}z\,JRez+ImzJ and on Hk(X,C)=∧kH1(X,C)H^k(X,\mathbb{C})=\wedge^kH^1(X,\mathbb{C})Hk(X,C)=∧kH1(X,C) multiplicatively; a class of type (p,q)(p,q)(p,q) is multiplied by zpzˉqz^p\bar z^qzpzˉq. The Hodge ring is ⨁pHp,p(X,Q)\bigoplus_pH^{p,p}(X,\mathbb{Q})⨁p​Hp,p(X,Q).

  • VC=H1(X,C)⊕H1(X^,C)V_{\mathbb{C}}=H^1(X,\mathbb{C})\oplus H^1(\hat X,\mathbb{C})VC​=H1(X,C)⊕H1(X^,C) carries the pairing ((w1,t1),(w2,t2))V=t1(w2)+t2(w1)((w_1,t_1),(w_2,t_2))_V=t_1(w_2)+t_2(w_1)((w1​,t1​),(w2​,t2​))V​=t1​(w2​)+t2​(w1​) and the complex structure I=J⊕(−JT)I=J\oplus(-J^{\mathsf T})I=J⊕(−JT) of X×X^X\times\hat XX×X^; V1,0,V0,1V^{1,0},V^{0,1}V1,0,V0,1 are the ±i\pm i±i-eigenspaces of III.
  • SC=H∗(X,C)=∧∗H1(X,C)S_{\mathbb{C}}=H^*(X,\mathbb{C})=\wedge^*H^1(X,\mathbb{C})SC​=H∗(X,C)=∧∗H1(X,C) is the spin representation: v=(w,t)v=(w,t)v=(w,t) acts by mv(s)=w∧s+Dt(s)m_v(s)=w\wedge s+D_t(s)mv​(s)=w∧s+Dt​(s), with DtD_tDt​ the contraction. A nonzero s∈SC+=Hev(X,C)s\in S^+_{\mathbb{C}}=H^{\mathrm{ev}}(X,\mathbb{C})s∈SC+​=Hev(X,C) is an even pure spinor if its annihilator Ws={v:mv(s)=0}W_s=\{v:m_v(s)=0\}Ws​={v:mv​(s)=0} has dimension 2n2n2n (it is then maximal isotropic).
  • For d>0d>0d>0 put −d=id\sqrt{-d}=i\sqrt d−d​=id​ and K=Q(−d)K=\mathbb{Q}(\sqrt{-d})K=Q(−d​). Given rational a,b∈S+a,b\in S^+a,b∈S+ with λ1,2=a±−d b\lambda_{1,2}=a\pm\sqrt{-d}\,bλ1,2​=a±−d​b even pure spinors, the line P(P)\mathbb{P}(P)P(P), P=span⁡Q(a,b)P=\operatorname{span}_{\mathbb{Q}}(a,b)P=spanQ​(a,b), is a KKK-secant to the spinor variety, with W1=Wλ1W_1=W_{\lambda_1}W1​=Wλ1​​, W2=Wλ2W_2=W_{\lambda_2}W2​=Wλ2​​. When W1∩W2=0W_1\cap W_2=0W1​∩W2​=0, the endomorphism f=η−df=\eta_{\sqrt{-d}}f=η−d​​ acting by ±−d\pm\sqrt{-d}±−d​ on W1,2W_{1,2}W1,2​ is rational (2.2.4), (2.4.1); ΞP(x,y)=(f(x),y)V\Xi_P(x,y)=(f(x),y)_VΞP​(x,y)=(f(x),y)V​ and gP(x,y)=ΞP(I(x),y)g_P(x,y)=\Xi_P(I(x),y)gP​(x,y)=ΞP​(I(x),y).
  • For an ample class Θ∈H1,1(X,Z)\Theta\in H^{1,1}(X,\mathbb{Z})Θ∈H1,1(X,Z) put u=−d Θu=\sqrt{-d}\,\Thetau=−d​Θ and P=span⁡{Re⁡exp⁡(u),Im⁡exp⁡(u)/d}P=\operatorname{span}\{\operatorname{Re}\exp(u),\operatorname{Im}\exp(u)/\sqrt d\}P=span{Reexp(u),Imexp(u)/d​} (2.4.5).

Formalization targets

Goal (Proposition 2.4.4, with (2.4.6) and Lemma 2.2.6)

For a complex torus XXX of dimension n≥2n\ge2n≥2 with ample Θ\ThetaΘ, and a positive integer ddd: exp⁡(±−d Θ)\exp(\pm\sqrt{-d}\,\Theta)exp(±−d​Θ) are even pure spinors with W1∩W2=0W_1\cap W_2=0W1​∩W2​=0, and there is a rational fff acting by ±−d\pm\sqrt{-d}±−d​ on W1,2W_{1,2}W1,2​ with

f2=−d,(fx,fy)V=d (x,y)V,fI=If,dim⁡(Wi∩V1,0)=n,gP(x,x)<0  (0≠x∈VR).f^2=-d,\quad (fx,fy)_V=d\,(x,y)_V,\quad fI=If,\quad \dim(W_i\cap V^{1,0})=n,\quad g_P(x,x)<0\ \ (0\neq x\in V_{\mathbb{R}}).f2=−d,(fx,fy)V​=d(x,y)V​,fI=If,dim(Wi​∩V1,0)=n,gP​(x,x)<0  (0=x∈VR​).

That is, (X×X^,η,ΞP)(X\times\hat X,\eta,\Xi_P)(X×X^,η,ΞP​) is a polarized abelian variety of Weil type.

Milestones

Equation (2.4.6) (the annihilator of exp⁡(u)\exp(u)exp(u)), Equation (2.4.5) (the plane lies in the Hodge ring), Lemma 2.2.6 (Weil's condition), the rational similarity fff of (2.2.4)/(2.4.1), the commutation fI=IffI=IffI=If (§2.4, p. 20), and Lemma 2.4.2 (the formula for gPg_PgP​).

Significance

The result. The construction supplies, for every imaginary quadratic field KKK and every polarized abelian nnn-fold, a polarized abelian variety of Weil type X×X^X\times\hat XX×X^, together with a description of its Weil structure in spin-representation terms. The rest of the paper deforms this structure (Spin(V)P\mathrm{Spin}(V)_PSpin(V)P​ plays the role of the special Mumford–Tate group) and uses Orlov's derived equivalence to obtain the Hodge–Weil classes from sheaves; the final application is the Hodge conjecture for abelian fourfolds.

Formalizing it. The results of this mission are proved in the paper; none of them has a machine-checked proof. The mission produces a reusable Lean model of the spin representation H∗(X)H^*(X)H∗(X) of V=H1(X)⊕H1(X^)V=H^1(X)\oplus H^1(\hat X)V=H1(X)⊕H1(X^), of pure spinors and their annihilators, and of Hodge types on ∧∗H1\wedge^*H^1∧∗H1, all built on Mathlib's exterior and Clifford algebras.

Difficulty

The algebra in the explicit example is short, but the general milestones rest on facts about pure spinors (their annihilators are maximal isotropic; a conjugate pair with W1∩W2=0W_1\cap W_2=0W1​∩W2​=0 splits VKV_KVK​; rationality of fff by Galois descent) and on Lemma 2.2.6, whose proof in the source uses Chevalley's isomorphism S⊗S≅C(V)S\otimes S\cong C(V)S⊗S≅C(V) as a morphism of Hodge structures. A coordinate computation settles the example but not the general statements. Sign conventions (the choice of −d\sqrt{-d}−d​, the complex structure on H1(X^)H^1(\hat X)H1(X^), and the sign of ampleness) all enter the final negativity claim.

Formalization scope

  • Everything is linear algebra over C\mathbb{C}C, with the rational and integral structures given by the coordinate basis; XXX is a complex torus carrying the class Θ\ThetaΘ.
  • H∗(X,C)H^*(X,\mathbb{C})H∗(X,C) is ExteriorAlgebra ℂ (Fin (2n) → ℂ); contraction is Mathlib's CliffordAlgebra.contractLeft; exp⁡\expexp is the truncated exponential ∑k≤2nsk/k!\sum_{k\le2n}s^k/k!∑k≤2n​sk/k!.
  • The complex structure of VRV_{\mathbb{R}}VR​ is I=J⊕(−JT)I=J\oplus(-J^{\mathsf T})I=J⊕(−JT), the extension of JJJ that is an isometry of (⋅,⋅)V(\cdot,\cdot)_V(⋅,⋅)V​ (footnote 8 of the source).
  • Ampleness sign. Ampleness is encoded as it is used in the proof of Proposition 2.4.4: Θ∈H1,1(X,Z)\Theta\in H^{1,1}(X,\mathbb{Z})Θ∈H1,1(X,Z) and Θ(a∧I(a))>0\Theta(a\wedge I(a))>0Θ(a∧I(a))>0 for nonzero a∈H1(X^,R)a\in H^1(\hat X,\mathbb{R})a∈H1(X^,R), with I=−JTI=-J^{\mathsf T}I=−JT on H1(X^,R)H^1(\hat X,\mathbb{R})H1(X^,R). With the opposite sign the last clause of the goal would become positive definiteness.
  • W1∩W2=0W_1\cap W_2=0W1​∩W2​=0 is a hypothesis of the general milestones; in the source it is deduced from the non-isotropy of PPP via Lemma 2.2.1.
  • Not included: the spin group, the stabilizer Spin(V)P\mathrm{Spin}(V)_PSpin(V)P​, the centralizer statement of Lemma 2.2.4 and the discriminant computation of Lemma 3.1.3. Contributions adding these are welcome.

Selected references

  • E. Markman, Cycles on abelian 2n-folds of Weil type from secant sheaves on abelian n-folds, arXiv:2502.03415v2, 2025. https://arxiv.org/abs/2502.03415
  • C. Chevalley, The algebraic theory of spinors, Columbia University Press, 1954.
  • B. van Geemen, An introduction to the Hodge conjecture for abelian varieties, in: Algebraic Cycles and Hodge Theory, LNM 1594, Springer, 1994. https://doi.org/10.1007/BFb0074000
  • P. Deligne, The Hodge conjecture, Clay Mathematics Institute problem description, 2000. https://www.claymath.org/wp-content/uploads/2022/06/hodge.pdf
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🏆Completed
Differential GeometryMathematical Physics·Captain: Lucas

A No-Nonsense Introduction to General Relativity I: Birkhoff's theorem and the Schwarzschild solutionTextbook

Motivation

General relativity is summed up, in S. M. Carroll's A No-Nonsense Introduction to General Relativity (2001), by two statements: spacetime is a curved pseudo-Riemannian manifold with a metric of signature (−+++)(-+++)(−+++), and the metric obeys Einstein's equation Rμν−12Rgμν=8πGTμνR_{\mu\nu}-\frac12Rg_{\mu\nu}=8\pi GT_{\mu\nu}Rμν​−21​Rgμν​=8πGTμν​. The first exact solution of that equation, and still the most important one, is the Schwarzschild metric: it describes the gravitational field of the Sun outside its surface, the classical tests of GR (perihelion precession, light bending), and non-rotating black holes. Carroll's notes state its key property in one sentence: for a spherically symmetric metric, the vacuum equation has a unique solution, (72) — Birkhoff's theorem. This mission is the first of a series formalizing the capstone results of those notes.

Setting

We work in a single coordinate chart of four-dimensional spacetime. A point is x=(x0,x1,x2,x3)∈R4x=(x^0,x^1,x^2,x^3)\in\mathbb R^4x=(x0,x1,x2,x3)∈R4; a metric is a field x↦gμν(x)x\mapsto g_{\mu\nu}(x)x↦gμν​(x) of real symmetric 4×44\times44×4 matrices of signature (−+++)(-+++)(−+++), i.e. congruent to η=diag(−1,1,1,1)\eta=\mathrm{diag}(-1,1,1,1)η=diag(−1,1,1,1). From ggg and its inverse gμνg^{\mu\nu}gμν one builds, exactly as in Carroll's equations:

  • the Christoffel symbols Γμνσ=12gσρ(∂μgνρ+∂νgρμ−∂ρgμν)\Gamma^\sigma_{\mu\nu}=\frac12g^{\sigma\rho}(\partial_\mu g_{\nu\rho}+\partial_\nu g_{\rho\mu}-\partial_\rho g_{\mu\nu})Γμνσ​=21​gσρ(∂μ​gνρ​+∂ν​gρμ​−∂ρ​gμν​) (36) and the covariant derivative (35);
  • the Riemann tensor Rσμαβ=∂αΓμβσ−∂βΓμασ+ΓαλσΓμβλ−ΓβλσΓμαλR^\sigma{}_{\mu\alpha\beta}=\partial_\alpha\Gamma^\sigma_{\mu\beta}-\partial_\beta\Gamma^\sigma_{\mu\alpha}+\Gamma^\sigma_{\alpha\lambda}\Gamma^\lambda_{\mu\beta}-\Gamma^\sigma_{\beta\lambda}\Gamma^\lambda_{\mu\alpha}Rσμαβ​=∂α​Γμβσ​−∂β​Γμασ​+Γαλσ​Γμβλ​−Γβλσ​Γμαλ​ (44);
  • the Ricci tensor Rαβ=RλαλβR_{\alpha\beta}=R^\lambda{}_{\alpha\lambda\beta}Rαβ​=Rλαλβ​ (45), Ricci scalar R=gμνRμνR=g^{\mu\nu}R_{\mu\nu}R=gμνRμν​ (46) and Einstein tensor Gμν=Rμν−12RgμνG_{\mu\nu}=R_{\mu\nu}-\frac12Rg_{\mu\nu}Gμν​=Rμν​−21​Rgμν​ (50).

In spherical coordinates (t,r,θ,ϕ)=(x0,x1,x2,x3)(t,r,\theta,\phi)=(x^0,x^1,x^2,x^3)(t,r,θ,ϕ)=(x0,x1,x2,x3) the general spherically symmetric metric is (71)

ds2=−A(r,t) dt2+B(r,t) dr2+r2(dθ2+sin⁡2θ dϕ2),ds^2=-A(r,t)\,dt^2+B(r,t)\,dr^2+r^2(d\theta^2+\sin^2\theta\,d\phi^2),ds2=−A(r,t)dt2+B(r,t)dr2+r2(dθ2+sin2θdϕ2),

and the Schwarzschild metric (72) is the case A=1−2Gm/rA=1-2Gm/rA=1−2Gm/r, B=(1−2Gm/r)−1B=(1-2Gm/r)^{-1}B=(1−2Gm/r)−1.

Target

The goal is the uniqueness statement of §6 of the notes, in the form: for A,BA,BA,B smooth and positive on a rectangle (r1,r2)×(t1,t2)(r_1,r_2)\times(t_1,t_2)(r1​,r2​)×(t1​,t2​) with r1≥0r_1\ge0r1​≥0,

Rμν[−A dt2+B dr2+r2dΩ2]=0  ⟺  ∃ m, f>0: A=f(t)(1−2Gmr), B=(1−2Gmr)−1.R_{\mu\nu}\big[-A\,dt^2+B\,dr^2+r^2d\Omega^2\big]=0\iff\exists\,m,\ f>0:\ A=f(t)\Big(1-\frac{2Gm}{r}\Big),\ B=\Big(1-\frac{2Gm}{r}\Big)^{-1}.Rμν​[−Adt2+Bdr2+r2dΩ2]=0⟺∃m, f>0: A=f(t)(1−r2Gm​), B=(1−r2Gm​)−1.

The milestones follow the notes in order:

  1. eqs. (18)–(20): Minkowski space in spherical coordinates;
  2. eq. (25): gμνgμν=4g^{\mu\nu}g_{\mu\nu}=4gμνgμν​=4;
  3. after eq. (36): Γμνσ=Γνμσ\Gamma^\sigma_{\mu\nu}=\Gamma^\sigma_{\nu\mu}Γμνσ​=Γνμσ​;
  4. eq. (37): metric compatibility ∇σgμν=0=∇σgμν\nabla_\sigma g_{\mu\nu}=0=\nabla_\sigma g^{\mu\nu}∇σ​gμν​=0=∇σ​gμν;
  5. eq. (47): the algebraic symmetries of RμνρσR_{\mu\nu\rho\sigma}Rμνρσ​;
  6. eq. (48): Rμν=RνμR_{\mu\nu}=R_{\nu\mu}Rμν​=Rνμ​;
  7. eq. (49): the Bianchi identity ∇[λRμν]ρσ=0\nabla_{[\lambda}R_{\mu\nu]\rho\sigma}=0∇[λ​Rμν]ρσ​=0;
  8. eq. (51): the contracted Bianchi identity ∇μGμν=0\nabla_\mu G^{\mu\nu}=0∇μ​Gμν=0;
  9. eq. (67): −R=8πGT-R=8\pi GT−R=8πGT;
  10. eq. (68): the trace-reversed Einstein equation;
  11. eq. (69): in vacuum, Einstein's equation is Rμν=0R_{\mu\nu}=0Rμν​=0;
  12. eq. (72): the Schwarzschild metric is Ricci-flat for r>0r>0r>0, r≠2Gmr\ne2Gmr=2Gm;
  13. Birkhoff's theorem (the "only if" direction of the goal);
  14. eqs. (73)–(75): Kruskal coordinates, showing r=2Gmr=2Gmr=2Gm is a coordinate singularity.

Significance

The result. Birkhoff's theorem says the exterior field of any spherically symmetric body — static, pulsating or collapsing — is the Schwarzschild field, determined by a single constant mmm. It is why the Schwarzschild solution governs the solar system and spherical collapse, and why spherically symmetric gravitational radiation does not exist. The identities (37), (47)–(51) and (67)–(69) are the working toolkit of every GR computation; (51) is what makes Einstein's equation consistent with local energy–momentum conservation.

Formalizing it. All results here are classical and proved in the textbooks. The value of the mission is a machine-checked, coordinate-level development of the curvature identities in Carroll's exact conventions, and a checked proof of Birkhoff's theorem, which requires solving the vacuum equations as a system of PDEs rather than verifying a given solution. The platform already contains a separate Einstein-field-equations development (built from a Wikipedia-based definition file with a slightly different index placement) in which Ricci-flatness of the Schwarzschild metric is proved; this mission uses its own Carroll-faithful definitions, and that earlier work may help with milestone 12.

Difficulty

Verifying that a given metric is Ricci-flat (milestone 12) is a long but mechanical computation of derivatives of explicit functions. The goal is different in kind: in the "only if" direction one must extract from Rμν=0R_{\mu\nu}=0Rμν​=0 that ∂tB=0\partial_tB=0∂t​B=0 (from Rtr=0R_{tr}=0Rtr​=0), integrate an ODE in rrr to get B=(1−C/r)−1B=(1-C/r)^{-1}B=(1−C/r)−1 with CCC independent of ttt, and then show A/(1−C/r)A/(1-C/r)A/(1−C/r) depends on ttt only — all with the coordinate derivatives of the formal definitions, inside a region where A,BA,BA,B are only known to be smooth and positive. The general identities (47)–(51) need symmetry of second and third derivatives and the derivative of the matrix inverse.

Formalization scope

  • Everything lives in one chart: Coord = Fin 4 → ℝ, a metric is a function Coord → Matrix (Fin 4) (Fin 4) ℝ, partial derivatives are Fréchet derivatives in coordinate directions. All functions are total: non-differentiable points give derivative 000, singular matrices have inverse 000, and a/0=0a/0=0a/0=0. For that reason every statement names the open region (smoothness, signature (−+++)(-+++)(−+++), r>0r>0r>0, r≠2Gmr\ne2Gmr=2Gm, 0<θ<π0<\theta<\pi0<θ<π) on which it is claimed.
  • "Spacetime metric on UUU" means: UUU open, components C∞C^\inftyC∞ on UUU, and g(y)g(y)g(y) congruent to η\etaη for every y∈Uy\in Uy∈U (Carroll's standing assumption that the metric has signature (−+++)(-+++)(−+++)).
  • The goal is stated on a coordinate rectangle (r1,r2)×(t1,t2)(r_1,r_2)\times(t_1,t_2)(r1​,r2​)×(t1​,t2​) with the angular coordinates ranging over 0<θ<π0<\theta<\pi0<θ<π, ϕ∈R\phi\in\mathbb Rϕ∈R. The uniqueness is up to rescaling ttt (the factor f(t)f(t)f(t)); omitting fff would make the statement false.
  • Kruskal "takes the form" is encoded as the change-of-variables identity JTKJ=gSchwJ^{\mathsf T}KJ=g_{\text{Schw}}JTKJ=gSchw​, with the implicit relation (75) as a separate conclusion.
  • Reusable beyond this mission: the definition file CarrollGR_Defs (Christoffel symbols, covariant derivatives, curvature, Einstein tensor in coordinates) is shared by the whole series. Contributions welcome: general lemmas about partialD of products, quotients and matrix inverses, and a tensoriality lemma for the Ricci tensor under changes of coordinates.

Selected references

  • S. M. Carroll, A No-Nonsense Introduction to General Relativity, lecture notes, 2001 (the source; equation numbers above refer to it).
  • S. M. Carroll, Lecture Notes on General Relativity, 1997, arXiv:gr-qc/9712019 (the full notes of which the source is an abridgment).
  • R. M. Wald, General Relativity, University of Chicago Press, 1984.
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Teleparallel Gravity: Equivalence with General Relativity (Aldrovandi-Pereira-Vu 2004)Research Paper

Motivation

General relativity describes gravitation through the curvature of the Levi-Civita (Christoffel) connection of a spacetime metric. An alternative description, going back to Einstein's 1928-1930 papers on distant parallelism and developed in modern form as the teleparallel equivalent of general relativity, uses instead a tetrad field haμh^a{}_\muhaμ​ and the Weitzenböck connection it defines, a connection with vanishing curvature but non-zero torsion. The paper of Aldrovandi, Pereira and Vu (Braz. J. Phys. 34 (2004) 1374) reviews this formulation as a gauge theory of the translation group, and uses it to discuss the weak equivalence principle and a global (phase-factor) formulation of gravitation.

The claim that both descriptions are physically equivalent rests on a small number of exact tensor identities: the Weitzenböck connection splits as the Christoffel connection plus the contortion tensor, its curvature vanishes identically, and the teleparallel Lagrangian differs from the Einstein-Hilbert Lagrangian only by a total divergence. This mission asks for machine-checked proofs of these identities, in coordinates, exactly as used in Sections 2-3 of the paper.

Timeline (for orientation): Einstein introduced distant parallelism in 1928 (translations in the Delphenich collection Selected Papers on Teleparallelism); Weitzenböck studied the differential invariants of the theory the same year; the modern teleparallel equivalent of general relativity was developed from the 1960s-1970s onward, and the gauge-theoretic reading used here is the one reviewed by Aldrovandi-Pereira-Vu (2004).

Setting

Work in a single global chart x=(x0,x1,x2,x3)∈R4x=(x^0,x^1,x^2,x^3)\in\mathbb R^4x=(x0,x1,x2,x3)∈R4 and write ∂ν\partial_\nu∂ν​ for coordinate partial derivatives. Tangent-space (Latin) indices are raised and lowered with the Minkowski metric ηab=diag(+1,−1,−1,−1)\eta_{ab}=\mathrm{diag}(+1,-1,-1,-1)ηab​=diag(+1,−1,−1,−1).

  • A tetrad is a smooth field of invertible 4×44\times 44×4 matrices haμ(x)h^a{}_\mu(x)haμ​(x), with inverse haμh_a{}^\muha​μ and determinant h=det⁡(haμ)h=\det(h^a{}_\mu)h=det(haμ​).
  • The metric is gμν=ηabhaμhbνg_{\mu\nu}=\eta_{ab}h^a{}_\mu h^b{}_\nugμν​=ηab​haμ​hbν​ (Eq. (4)); gμνg^{\mu\nu}gμν is its inverse.
  • The Weitzenböck connection is Γρμν=haρ ∂νhaμ\Gamma^\rho{}_{\mu\nu}=h_a{}^\rho\,\partial_\nu h^a{}_\muΓρμν​=ha​ρ∂ν​haμ​ (Eq. (5)), its torsion Tρμν=Γρνμ−ΓρμνT^\rho{}_{\mu\nu}=\Gamma^\rho{}_{\nu\mu}-\Gamma^\rho{}_{\mu\nu}Tρμν​=Γρνμ​−Γρμν​ (Eq. (6)).
  • The Christoffel connection is Γ˚ρμν=12gρσ(∂μgσν+∂νgσμ−∂σgμν)\mathring\Gamma^\rho{}_{\mu\nu}=\tfrac12 g^{\rho\sigma}(\partial_\mu g_{\sigma\nu}+\partial_\nu g_{\sigma\mu}-\partial_\sigma g_{\mu\nu})Γ˚ρμν​=21​gρσ(∂μ​gσν​+∂ν​gσμ​−∂σ​gμν​); the contortion is Kρμν=12(Tμρν+Tνρμ−Tρμν)K^\rho{}_{\mu\nu}=\tfrac12(T_\mu{}^\rho{}_\nu+T_\nu{}^\rho{}_\mu-T^\rho{}_{\mu\nu})Kρμν​=21​(Tμ​ρν​+Tν​ρμ​−Tρμν​) (Eq. (9)).
  • The superpotential is Sρμν=12[Kμνρ−gρνTσμσ+gρμTσνσ]S^{\rho\mu\nu}=\tfrac12\big[K^{\mu\nu\rho}-g^{\rho\nu}T^{\sigma\mu}{}_\sigma+g^{\rho\mu}T^{\sigma\nu}{}_\sigma\big]Sρμν=21​[Kμνρ−gρνTσμσ​+gρμTσνσ​] (Eq. (11)), and the teleparallel Lagrangian density is LG=c4h16πGSρμνTρμν\mathcal L_G=\frac{c^4 h}{16\pi G}S^{\rho\mu\nu}T_{\rho\mu\nu}LG​=16πGc4h​SρμνTρμν​ (Eq. (10)).
  • In the gauge picture the tetrad is haμ=∂μxa+Baμh^a{}_\mu=\partial_\mu x^a+B^a{}_\muhaμ​=∂μ​xa+Baμ​ (Eq. (3)), with translational gauge potential BaμB^a{}_\muBaμ​ and field strength Faμν=∂μBaν−∂νBaμF^a{}_{\mu\nu}=\partial_\mu B^a{}_\nu-\partial_\nu B^a{}_\muFaμν​=∂μ​Baν​−∂ν​Baμ​ (Eq. (7)).

Curvature of a connection is Rρθμν=∂μΓρθν−∂νΓρθμ+ΓρσμΓσθν−ΓρσνΓσθμR^\rho{}_{\theta\mu\nu}=\partial_\mu\Gamma^\rho{}_{\theta\nu}-\partial_\nu\Gamma^\rho{}_{\theta\mu}+\Gamma^\rho{}_{\sigma\mu}\Gamma^\sigma{}_{\theta\nu}-\Gamma^\rho{}_{\sigma\nu}\Gamma^\sigma{}_{\theta\mu}Rρθμν​=∂μ​Γρθν​−∂ν​Γρθμ​+Γρσμ​Γσθν​−Γρσν​Γσθμ​, Ricci R˚θν=R˚ρθρν\mathring R_{\theta\nu}=\mathring R^\rho{}_{\theta\rho\nu}R˚θν​=R˚ρθρν​, scalar R˚=gθνR˚θν\mathring R=g^{\theta\nu}\mathring R_{\theta\nu}R˚=gθνR˚θν​ (Landau-Lifshitz conventions, consistent with the paper's Eq. (15)). The Einstein-Hilbert density is LEH=−c416πG−g R˚\mathcal L_{EH}=-\frac{c^4}{16\pi G}\sqrt{-g}\,\mathring RLEH​=−16πGc4​−g​R˚.

Formalization targets

Goal: equivalence of Lagrangians up to a divergence (Section 2, after Eq. (14))

For a smooth, positively oriented tetrad (h>0h>0h>0, so h=−gh=\sqrt{-g}h=−g​):

LG=LEH+∂μ(−c48πG h Tνμν).\mathcal L_G=\mathcal L_{EH}+\partial_\mu\Big(-\frac{c^4}{8\pi G}\,h\,T^{\nu\mu}{}_\nu\Big).LG​=LEH​+∂μ​(−8πGc4​hTνμν​).

The paper states only "up to a divergence"; the divergence term is written explicitly because an unspecified divergence would make the statement empty (every function on R4\mathbb R^4R4 is a divergence).

Milestones

  1. Eqs. (2)-(3): the tetrad and FaμνF^a{}_{\mu\nu}Faμν​ are invariant under xa↦xa+εax^a\mapsto x^a+\varepsilon^axa↦xa+εa, Baμ↦Baμ−∂μεaB^a{}_\mu\mapsto B^a{}_\mu-\partial_\mu\varepsilon^aBaμ​↦Baμ​−∂μ​εa.
  2. Eq. (7): Faμν=haρTρμνF^a{}_{\mu\nu}=h^a{}_\rho T^\rho{}_{\mu\nu}Faμν​=haρ​Tρμν​.
  3. Text after Eq. (5): the Weitzenböck connection has zero curvature.
  4. Eq. (8): Γρμν=Γ˚ρμν+Kρμν\Gamma^\rho{}_{\mu\nu}=\mathring\Gamma^\rho{}_{\mu\nu}+K^\rho{}_{\mu\nu}Γρμν​=Γ˚ρμν​+Kρμν​.
  5. Eq. (11): Sρμν=−SρνμS^{\rho\mu\nu}=-S^{\rho\nu\mu}Sρμν=−Sρνμ.
  6. Eq. (19): Tλμρuλuρ=−KλμρuλuρT^\lambda{}_{\mu\rho}u_\lambda u^\rho=-K^\lambda{}_{\mu\rho}u_\lambda u^\rhoTλμρ​uλ​uρ=−Kλμρ​uλ​uρ.

Significance

The goal identity is the precise sense in which teleparallel gravity is "equivalent" to general relativity: the two actions differ by a boundary term, so they give the same field equations (the paper's Eqs. (12) and (15)). Milestone 4 is what turns the teleparallel force equation into the geodesic equation (Eq. (20)), and milestone 2 is the dictionary between the gauge field strength and torsion used throughout Sections 3-4. The results are classical and proved on paper; to our knowledge they are not formalized in Mathlib, which has no coordinate tensor calculus of this kind. A formal development would provide reusable coordinate lemmas (derivative of an inverse matrix field, symmetry of second derivatives in index form, Christoffel symbols of g=hTηhg=h^{\mathsf T}\eta hg=hTηh).

Difficulty

Each identity is elementary on paper, but the index computations are long, and in Lean every derivative carries differentiability side conditions: derivatives of inverse matrices and of determinants, and symmetry of mixed partial derivatives, must be justified from smoothness and invertibility of the tetrad. The goal identity involves second derivatives of the inverse metric and a careful bookkeeping of about a hundred index contractions.

Formalization scope

Spacetime is R4\mathbb R^4R4 as Fin 4 → ℝ with one global chart; partial derivatives are Fréchet derivatives applied to coordinate basis vectors. A tetrad is a family of real functions h a μ, assumed C∞C^\inftyC∞ with invertible matrix at every point (IsTetrad). Inverses are matrix inverses (which would be 000 for singular matrices; the invertibility hypothesis excludes this). The physical constants c,Gc,Gc,G are arbitrary reals. All definitions live in the single definition file of the mission, namespace TeleparallelGravity.

Selected references

  • R. Aldrovandi, J. G. Pereira, K. H. Vu, Selected Topics in Teleparallel Gravity, Braz. J. Phys. 34 (2004) 1374. https://doi.org/10.1590/S0103-97332004000700009
  • D. H. Delphenich (ed., transl.), Selected Papers on Teleparallelism (translations of Einstein, Weitzenböck, Cartan and others, 1928-1935).
  • L. D. Landau, E. M. Lifshitz, The Classical Theory of Fields, 4th ed., Pergamon, 1975 (sign conventions).
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Mathematical Physics·Captain: Lucas

String Theory (Tong) I: The Critical Dimension D = 26Textbook

Motivation

The bosonic string can be quantized consistently only in D=26D=26D=26 spacetime dimensions. In lightcone quantization this appears in two ways in David Tong's Cambridge Part III lecture notes. First (Sections 2.2.2–2.3), the normal-ordering constant aaa in the mass formula M2=4α′(N−a)M^2=\frac{4}{\alpha'}(N-a)M2=α′4​(N−a) is identified with a regularized Casimir energy a=D−224a=\frac{D-2}{24}a=24D−2​, using ∑n≥1n\sum_{n\ge1}n∑n≥1​n "===" −112-\frac1{12}−121​; Lorentz invariance then forces the first excited states to be massless, which happens only for D=26D=26D=26. Second (Section 2.4), the commutator [Mi−,Mj−][M^{i-},M^{j-}][Mi−,Mj−] of lightcone Lorentz generators, which must vanish for the quantum theory to be Lorentz invariant, is proportional to a coefficient that vanishes for all oscillator levels nnn exactly when D=26D=26D=26 and a=1a=1a=1 (Goddard–Goldstone–Rebbi–Thorn 1973).

Setting

Let D≥2D\ge2D≥2 be the number of spacetime dimensions, so there are D−2D-2D−2 transverse oscillator directions, and let α′>0\alpha'>0α′>0 be the Regge slope. In lightcone gauge the mass of a closed-string state at level N=N~N=\tilde NN=N~ is (2.25)

M2=4α′(N−a),M^2=\frac{4}{\alpha'}(N-a),M2=α′4​(N−a),

with an undetermined normal-ordering constant aaa. The heuristic evaluation of aaa replaces the divergent zero-point sum D−22∑n≥1n\frac{D-2}2\sum_{n\ge1}n2D−2​∑n≥1​n by its cut-off regularization ∑n≥1ne−ϵn\sum_{n\ge1}ne^{-\epsilon n}∑n≥1​ne−ϵn, or by the Riemann zeta function value ζ(−1)\zeta(-1)ζ(−1), giving a=D−224a=\frac{D-2}{24}a=24D−2​ (2.26). The first excited states α~−1iα−1j∣0;p⟩\tilde\alpha^i_{-1}\alpha^j_{-1}|0;p\rangleα~−1i​α−1j​∣0;p⟩ (2.28) are (D−2)2(D-2)^2(D−2)2 in number and have M2=4α′(1−D−224)M^2=\frac4{\alpha'}\bigl(1-\frac{D-2}{24}\bigr)M2=α′4​(1−24D−2​). In one sector the level-2 states are α−1iα−1j∣0⟩\alpha^i_{-1}\alpha^j_{-1}|0\rangleα−1i​α−1j​∣0⟩ (unordered pairs {i,j}\{i,j\}{i,j}, since the oscillators commute) and α−2i∣0⟩\alpha^i_{-2}|0\rangleα−2i​∣0⟩. Finally, Section 2.4 states that

[Mi−,Mj−]=2(p+)2∑n>0([D−224−1]n+1n[a−D−224])(α−niαnj−α−njαni)+(α↔α~).[M^{i-},M^{j-}]=\frac{2}{(p^+)^2}\sum_{n>0}\left(\Big[\frac{D-2}{24}-1\Big]n+\frac1n\Big[a-\frac{D-2}{24}\Big]\right)\bigl(\alpha^i_{-n}\alpha^j_n-\alpha^j_{-n}\alpha^i_n\bigr)+(\alpha\leftrightarrow\tilde\alpha).[Mi−,Mj−]=(p+)22​n>0∑​([24D−2​−1]n+n1​[a−24D−2​])(α−ni​αnj​−α−nj​αni​)+(α↔α~).

Formalization targets

Goal: the anomaly coefficient vanishes iff D=26D=26D=26, a=1a=1a=1

For D∈ND\in\mathbb ND∈N and a∈Ra\in\mathbb Ra∈R,

(∀n≥1: [D−224−1]n+1n[a−D−224]=0)  ⟺  (D=26 and a=1).\Big(\forall n\ge1:\ \Big[\frac{D-2}{24}-1\Big]n+\frac1n\Big[a-\frac{D-2}{24}\Big]=0\Big)\iff\bigl(D=26\ \text{and}\ a=1\bigr).(∀n≥1: [24D−2​−1]n+n1​[a−24D−2​]=0)⟺(D=26 and a=1).

Milestones (in the order of the notes)

  1. Cut-off regularization: ∑n≥1ne−ϵn=1ϵ2−112+O(ϵ)\sum_{n\ge1}ne^{-\epsilon n}=\frac1{\epsilon^2}-\frac1{12}+O(\epsilon)∑n≥1​ne−ϵn=ϵ21​−121​+O(ϵ) as ϵ→0+\epsilon\to0^+ϵ→0+.
  2. Zeta-function regularization: ζ(−1)=−112\zeta(-1)=-\frac1{12}ζ(−1)=−121​.
  3. First excited states are massless iff D=26D=26D=26.
  4. Level-2 counting: 12(D−2)(D−1)+(D−2)=12D(D−1)−1\frac12(D-2)(D-1)+(D-2)=\frac12D(D-1)-121​(D−2)(D−1)+(D−2)=21​D(D−1)−1, the dimension of the traceless symmetric tensor representation of SO(D−1)SO(D-1)SO(D−1).

Significance

The result. The critical dimension is the single most-quoted prediction of the bosonic string, and the pair (D,a)=(26,1)(D,a)=(26,1)(D,a)=(26,1) fixes the entire lightcone spectrum: the tachyon M2=−4/α′M^2=-4/\alpha'M2=−4/α′, the massless graviton, BBB-field and dilaton, and the massive tower M2=4(N−1)/α′M^2=4(N-1)/\alpha'M2=4(N−1)/α′.

Formalizing it. This mission formalizes the mathematical steps of Tong's lightcone derivation: the two regularizations of ∑n\sum n∑n, the mass-shell and state-counting arithmetic, and the final algebraic step of the Lorentz-algebra argument. It does not formalize the operator computation of [Mi−,Mj−][M^{i-},M^{j-}][Mi−,Mj−] in the lightcone Fock space, which Tong quotes ("After a tedious computation, one finds ...") without derivation; that computation is a natural follow-up mission. The value ζ(−1)=−1/12\zeta(-1)=-1/12ζ(−1)=−1/12 is already available in Mathlib through the Bernoulli-number formula for ζ\zetaζ at negative integers.

Difficulty

The individual statements are elementary once formalized; the difficulty is faithfulness rather than proof. The regularized sum is an asymptotic statement whose leading term diverges, so it has to be stated as an O(ϵ)O(\epsilon)O(ϵ) remainder along ϵ→0+\epsilon\to0^+ϵ→0+ rather than as an equation; and the goal is a statement for all levels n≥1n\ge1n≥1, where a single level (n=1n=1n=1) only forces a=1a=1a=1 and two levels are needed to force D=26D=26D=26.

Formalization scope

The dimension DDD is a natural number and the normal-ordering constant aaa a real number. The regularized sum is Mathlib's tsum of ne−ϵnn e^{-\epsilon n}ne−ϵn over n∈Nn\in\mathbb Nn∈N (the n=0n=0n=0 term vanishes), and the asymptotic claim uses Mathlib's big-O along the right neighbourhood filter of 000. Level-2 states of one sector are counted as unordered pairs with repetition of transverse indices (Mathlib's Sym2 (Fin (D-2))) plus the D−2D-2D−2 states α−2i∣0⟩\alpha^i_{-2}|0\rangleα−2i​∣0⟩; natural-number subtraction and division are safe because D≥2D\ge2D≥2 is assumed and D(D−1)D(D-1)D(D−1) is even. The zeta function is Mathlib's riemannZeta, i.e. the analytic continuation.

Selected references

  • D. Tong, String Theory, Cambridge Part III lecture notes, 2009, Sections 2.2.2–2.4. http://www.damtp.cam.ac.uk/user/tong/string.html (arXiv:0908.0333)
  • P. Goddard, J. Goldstone, C. Rebbi, C. B. Thorn, Quantum dynamics of a massless relativistic string, Nucl. Phys. B 56 (1973) 109. https://doi.org/10.1016/0550-3213(73)90223-X
  • J. Polchinski, String Theory, Vol. 1, Cambridge University Press, 1998, Section 1.3.
  • B. Zwiebach, A First Course in String Theory, 2nd ed., Cambridge University Press, 2009, Chapter 12.
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Mathematical Physics·Captain: Lucas

Termodinâmica de Buracos Negros (Menezes 2021): the first law for Kerr black holesResearch Paper

Motivation

In 1973 Bardeen, Carter and Hawking showed that stationary black holes in general relativity obey four laws with the same structure as the laws of thermodynamics, with the surface gravity κ\kappaκ of the horizon playing the role of temperature and the horizon area AAA the role of entropy (Bardeen–Carter–Hawking 1973). Two years later Hawking showed that quantum fields near a black hole produce thermal radiation at temperature TBH=κ/2πT_{BH}=\kappa/2\piTBH​=κ/2π (Hawking 1975), which turned the analogy into an identification, with entropy SBH=A/4S_{BH}=A/4SBH​=A/4.

The M.Sc. dissertation Termodinâmica de Buracos Negros (F. H. de C. Menezes, UFMG, 2021) presents this construction for the Kerr black hole, the rotating stationary solution of Einstein's vacuum equations. The first law, eq. (3.79), is its central quantitative statement:

δM=κ8π δA+ΩH δJ,\delta M = \frac{\kappa}{8\pi}\,\delta A + \Omega_H\,\delta J,δM=8πκ​δA+ΩH​δJ,

relating first-order changes of mass MMM, horizon area AAA and angular momentum JJJ between neighbouring Kerr black holes, where ΩH\Omega_HΩH​ is the angular velocity of the horizon.

Timeline: Kerr found the rotating solution (1963); Smarr derived the mass formula M=κA/4π+2ΩHJM = \kappa A/4\pi + 2\Omega_H JM=κA/4π+2ΩH​J (1973); Bardeen, Carter and Hawking stated the four laws (1973); Hawking derived the thermal emission (1974–75).

Setting

Units are geometrized, G=c=1G=c=1G=c=1 (and ℏ=kB=1\hbar=k_B=1ℏ=kB​=1 for quantum quantities). A Kerr black hole has mass M>0M>0M>0 and rotation parameter aaa with a2≤M2a^2\le M^2a2≤M2; its angular momentum is J=MaJ=MaJ=Ma. In Boyer–Lindquist coordinates (t,r,θ,φ)(t,r,\theta,\varphi)(t,r,θ,φ) the metric involves

Δ=r2−2Mr+a2,Σ=r2+a2cos⁡2θ,\Delta = r^2-2Mr+a^2,\qquad \Sigma = r^2+a^2\cos^2\theta,Δ=r2−2Mr+a2,Σ=r2+a2cos2θ,

with angular components gθθ=Σg_{\theta\theta}=\Sigmagθθ​=Σ and gφφ=(r2+a2)2−Δa2sin⁡2θΣsin⁡2θg_{\varphi\varphi} = \dfrac{(r^2+a^2)^2-\Delta a^2\sin^2\theta}{\Sigma}\sin^2\thetagφφ​=Σ(r2+a2)2−Δa2sin2θ​sin2θ. The zeros of Δ\DeltaΔ are r±=M±M2−a2r_\pm = M\pm\sqrt{M^2-a^2}r±​=M±M2−a2​; the event horizon is r=r+r=r_+r=r+​.

  • The horizon area AAA is the area of the cross-section t=constt=\text{const}t=const, r=r+r=r_+r=r+​, computed from the induced metric: A=∫0π∫02πgθθgφφ dφ dθA=\int_0^\pi\int_0^{2\pi}\sqrt{g_{\theta\theta}g_{\varphi\varphi}}\,d\varphi\,d\thetaA=∫0π​∫02π​gθθ​gφφ​​dφdθ at r=r+r=r_+r=r+​.
  • The surface gravity is κ=M2−a22M(M+M2−a2)\kappa = \dfrac{\sqrt{M^2-a^2}}{2M(M+\sqrt{M^2-a^2})}κ=2M(M+M2−a2​)M2−a2​​ (eq. (3.3)).
  • The angular velocity of the horizon is ΩH=a2M(M+M2−a2)\Omega_H = \dfrac{a}{2M(M+\sqrt{M^2-a^2})}ΩH​=2M(M+M2−a2​)a​ (eq. (2.42)).

A Kerr black hole is non-extremal when a2<M2a^2<M^2a2<M2, equivalently ∣J∣<M2|J|<M^2∣J∣<M2.

Formalization targets

Goal — the first law (eq. (3.79))

Regard A,κ,ΩHA,\kappa,\Omega_HA,κ,ΩH​ as functions of (M,J)(M,J)(M,J) with a=J/Ma=J/Ma=J/M. For M>0M>0M>0 and J2<M4J^2<M^4J2<M4, the area is differentiable at (M,J)(M,J)(M,J) and, as linear forms in (δM,δJ)(\delta M,\delta J)(δM,δJ),

δM=κ8π δA+ΩH δJ.\delta M = \frac{\kappa}{8\pi}\,\delta A + \Omega_H\,\delta J .δM=8πκ​δA+ΩH​δJ.

Milestones, in the dissertation's order

  1. Eq. (2.42): ΩH=a/(r+2+a2)\Omega_H = a/(r_+^2+a^2)ΩH​=a/(r+2​+a2).
  2. Eq. (3.4): κ=(r+−r−)/(2(r+2+a2))\kappa = (r_+-r_-)/(2(r_+^2+a^2))κ=(r+​−r−​)/(2(r+2​+a2)).
  3. Eq. (3.44): A=8πM(M+M2−a2)A = 8\pi M\left(M+\sqrt{M^2-a^2}\right)A=8πM(M+M2−a2​).
  4. Eq. (3.43), Smarr formula: M=κA/4π+2ΩHJM = \kappa A/4\pi + 2\Omega_H JM=κA/4π+2ΩH​J.
  5. Eq. (3.78), variation of κ\kappaκ: δM=−A4πδκ−2J δΩH\delta M = -\frac{A}{4\pi}\delta\kappa - 2J\,\delta\Omega_HδM=−4πA​δκ−2JδΩH​.
  6. Eq. (3.81) and the following remark: κ=0  ⟺  ∣J∣=M2\kappa=0 \iff |J|=M^2κ=0⟺∣J∣=M2.
  7. Eq. (4.137): M(t)=(M03−t/256π)1/3M(t) = (M_0^3-t/256\pi)^{1/3}M(t)=(M03​−t/256π)1/3 solves M˙=−(768π)−1M−2\dot M = -(768\pi)^{-1}M^{-2}M˙=−(768π)−1M−2, M(0)=M0M(0)=M_0M(0)=M0​.

In the dissertation the first law is the sum of the variation (3.45) of the Smarr formula and the relation (3.78).

Significance

The first law is the identity behind the identification TBH=κ/2πT_{BH}=\kappa/2\piTBH​=κ/2π, SBH=A/4S_{BH}=A/4SBH​=A/4: with these values it becomes δM=TBH δSBH+ΩH δJ\delta M = T_{BH}\,\delta S_{BH} + \Omega_H\,\delta JδM=TBH​δSBH​+ΩH​δJ, the ordinary first law of thermodynamics for a rotating body. The Smarr formula is its integrated (Euler-relation) form, and the vanishing of κ\kappaκ at extremality underlies the dissertation's formulation of the third law.

All results are classical and proved in the literature. The contribution of the mission is a machine-checked version of the explicit Kerr relations, with the horizon area computed from the metric rather than taken as given, and a check of the dissertation's formulas. One such check is already recorded: the coefficient −2πJ-2\pi J−2πJ printed in eq. (3.78) conflicts with the dissertation's own eqs. (3.70) and (3.77), which give −2J-2J−2J, the value required for (3.79); the milestone uses −2J-2J−2J.

Difficulty

The dissertation derives the first law geometrically, from Komar integrals and a perturbation of the horizon Killing field. That route needs Lorentzian geometry, Killing horizons and Stokes' theorem on manifolds, which the Lean library does not provide. The explicit route through the Kerr formulas avoids this, but has its own obstacles: the horizon area is a double integral of a square root of a rational trigonometric expression that simplifies only on the horizon, where Δ(r+)=0\Delta(r_+)=0Δ(r+​)=0; and the differentials involve M2−J2/M2\sqrt{M^2-J^2/M^2}M2−J2/M2​, which is not differentiable at extremality, so the non-extremal hypothesis must be used when differentiating.

Formalization scope

All quantities are real-valued functions of real arguments, defined in one definition file in the namespace KerrBlackHoleThermo. Every theorem restricts to the physical range explicitly (M>0M>0M>0 and a2≤M2a^2\le M^2a2≤M2, or M>0M>0M>0 and J2<M4J^2<M^4J2<M4 for statements involving derivatives), so Lean's conventions for ⋅\sqrt{\cdot}⋅​ of negative numbers and division by zero do not enter the physical content. First-order variations "between two neighbouring Kerr configurations" are formalized as Fréchet derivatives (HasFDerivAt) of the explicit family in the coordinates (M,J)(M,J)(M,J); the first law is an identity of linear forms on R2\mathbb R^2R2. The horizon area is defined as a metric integral, not as the closed form (3.44), so the goal cannot be reduced to a pure algebraic identity by definition.

Out of scope: the general-spacetime versions of the zeroth, second (area theorem) and third laws, which need a theory of Lorentzian manifolds, event horizons and energy conditions, and the quantum field theory derivation of Hawking radiation in Chapter 4. Contributions building that infrastructure are welcome as separate missions.

Selected references

  • F. H. de C. Menezes, Termodinâmica de Buracos Negros, M.Sc. dissertation, Universidade Federal de Minas Gerais, 2021 (the source of this mission).
  • J. M. Bardeen, B. Carter, S. W. Hawking, The four laws of black hole mechanics, Commun. Math. Phys. 31 (1973) 161–170. https://doi.org/10.1007/BF01645742
  • S. W. Hawking, Particle creation by black holes, Commun. Math. Phys. 43 (1975) 199–220. https://doi.org/10.1007/BF02345020
  • L. Smarr, Mass formula for Kerr black holes, Phys. Rev. Lett. 30 (1973) 71–73. https://doi.org/10.1103/PhysRevLett.30.71
  • R. P. Kerr, Gravitational field of a spinning mass as an example of algebraically special metrics, Phys. Rev. Lett. 11 (1963) 237–238. https://doi.org/10.1103/PhysRevLett.11.237
  • R. M. Wald, General Relativity, University of Chicago Press, 1984.
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Machine LearningOptimization·Captain: ajax

Vathek I: Tiled graft training preserves the mathematical updateResearch Paper

Motivation

Modern machine-learning systems are routinely assembled by grafting: pretrained components (an encoder, a decoder) are re-used inside a new architecture, parts of them are frozen, and only selected coordinates are trained. When the full computation does not fit in memory, practitioners cut the loss into tiles (microbatches, row blocks, vocabulary shards), accumulate gradient contributions, and apply the optimizer once. Every memory-constrained trainer assumes this tiled schedule computes the same update as the monolithic one — but the folklore proof hides real failure modes: updating parameters after each tile, averaging tile means, clipping per tile, detaching a frozen component's input, or saving a weights-only checkpoint all silently change the learner.

This mission turns that folklore into a theorem with explicit hypotheses. The design source is the Vathek Graft white paper (Davis, 2026), which proposes an open-predicate extractor trained as a graft and makes the schedule-preservation claim its first proof obligation (Theorem T0). The architectural precedents are established: parallel set-based extraction (DetIE), set-prediction objectives, pointer-generator copying, and low-rank adaptation of frozen bases. What none of them supplies is the exact-arithmetic statement that the memory-saving row schedule preserves the mathematical update — that is the target here.

Setting

Fix finite-dimensional spaces: logical parameters w∈W=Rdw \in W = \mathbb{R}^dw∈W=Rd, of which only coordinates j∈Tj \in Tj∈T are trainable (PTP_TPT​ zeroes frozen coordinates), and a shared-state space V=RmV = \mathbb{R}^mV=Rm. One training frame ξ\xiξ carries a differentiable shared computation hξ:W→Vh_\xi : W \to Vhξ​:W→V (the donor encoder plus shared projections), finitely many occurrence losses fi:W×V→Rf_i : W \times V \to \mathbb{R}fi​:W×V→R with fixed coefficients αi\alpha_iαi​ over a finite occurrence set III, and all discrete choices, fixed during one logical update. The monolithic objective is

Lξ(w)=∑i∈Iαi fi(w,hξ(w)).L_\xi(w) = \sum_{i \in I} \alpha_i\, f_i\big(w, h_\xi(w)\big).Lξ​(w)=i∈I∑​αi​fi​(w,hξ​(w)).

A tile partition B=(B1,…,Bq)\mathcal{B} = (B_1, \dots, B_q)B=(B1​,…,Bq​) splits III into pairwise-disjoint tiles. The tiled evaluator streams the tiles through an accumulator of three slots — running loss, direct parameter-gradient contribution AAA, shared cotangent CCC — everything read at the same pre-update point w0w_0w0​, and finishes with one reverse pass:

gtile=A+Dhξ(w0)⊤C.g_{\mathrm{tile}} = A + Dh_\xi(w_0)^{\top} C.gtile​=A+Dhξ​(w0​)⊤C.

Then the gradient is projected to trainable coordinates, globally clipped at radius ccc, and a deterministic optimizer UUU is applied exactly once: Step⁡(S,ξ)=U(S,Cc(PT g))\operatorname{Step}(S, \xi) = U\big(S, C_c(P_T\, g)\big)Step(S,ξ)=U(S,Cc​(PT​g)), where SSS is the complete transition-relevant state (parameters, optimizer moments, step counter). One concrete masked-optimizer instance (masked AdamW) is included so "no decay on frozen coordinates" is a theorem, not a hope.

Formalization targets

The goal theorem packages exact one-step, trajectory, and restart preservation:

Ltile(w0)=Lξ(w0),gtile=∇Lξ(w0),Step⁡tile(S,ξ)=Step⁡mono(S,ξ),L_{\mathrm{tile}}(w_0) = L_\xi(w_0), \qquad g_{\mathrm{tile}} = \nabla L_\xi(w_0), \qquad \operatorname{Step}_{\mathrm{tile}}(S,\xi) = \operatorname{Step}_{\mathrm{mono}}(S,\xi),Ltile​(w0​)=Lξ​(w0​),gtile​=∇Lξ​(w0​),Steptile​(S,ξ)=Stepmono​(S,ξ),

and, by induction over a deterministic frame sequence, equality of the tiled and monolithic state trajectories, plus restart equality: saving at any completed update boundary a≤na \le na≤n and reloading the round-tripped structural snapshot preserves the remaining trajectory,

Run⁡tile(reload⁡(Sa), a:n)=Run⁡mono(S0, 0:n).\operatorname{Run}_{\mathrm{tile}}\big(\operatorname{reload}(S_a),\, a{:}n\big) = \operatorname{Run}_{\mathrm{mono}}(S_0,\, 0{:}n).Runtile​(reload(Sa​),a:n)=Runmono​(S0​,0:n).

Twelve milestones build the result: partition flattening; weighted partition sums; the shared-path chain rule ∇[f∘(id,h)]=∇1f+Dh⊤∇2f\nabla[f \circ (\mathrm{id}, h)] = \nabla_1 f + Dh^{\top} \nabla_2 f∇[f∘(id,h)]=∇1​f+Dh⊤∇2​f; linearity of the reverse pass over summed cotangents; the streaming-accumulator invariant and order independence; frozen-input differentiation with a concrete nonzero witness (θ↦6θ\theta \mapsto 6\thetaθ↦6θ through a frozen donor gives gradient 666666 at θ=2\theta = 2θ=2); projection–clipping–optimizer congruence; one-step equivalence; trajectory equivalence; checkpoint round trip; restart equivalence; and the full two-tile non-vacuity witness, whose tiled gradient is the nonzero 105/2105/2105/2 while its detached (input-frozen) variant falsely gives 000.

Significance

The result itself. Each clause rules out a real implementation bug: per-tile means change the objective on uneven tiles; updating after each tile reads moved parameters; clipping per tile differs from global clipping (gradients 101010 and −9-9−9 sum to 111, but clipped-then-summed give 000); a weights-only checkpoint loses optimizer state and changes the resumed trajectory. A verified tiled trainer — or a verified compiler schedule for one — can cite this mission's lemmas as its exactness certificate.

What formalizing it adds. The paper states Theorem T0 informally with a proof sketch; no machine-checked version exists. The load-bearing content is precisely the discipline of hypotheses: the certificates that per-occurrence gradients are genuine derivatives (partial derivatives alone do not give the chain rule), the single pre-update point for all tiles, and the complete transition state. Follow-on missions in the same vocabulary (source-byte integrity, masked normalization, matching invariance, numerical refinement, resource bounds) can import these definitions.

Difficulty

The analysis is elementary; the danger is vacuity and silent strengthening. A statement that hypothesizes "the tiled gradient is correct" proves nothing; one that hypothesizes differentiability of every branch at every point in a way no real frame satisfies proves nothing either. The encoding must let tiles be empty and uneven, let the occurrence set be empty (zero objective, not division by zero), quantify certificates only at the points used, and keep the optimizer deterministic-but-arbitrary. The counterexamples above are disproof fixtures: a correct statement survives all of them without ad-hoc exclusions.

Formalization scope

Parameters are EuclideanSpace ℝ (Fin d); gradients use HasGradientAt with genuine Fréchet derivatives paired by inner-product duality, and the reverse pass is ContinuousLinearMap.adjoint — no uninterpreted gradient oracle appears anywhere. Partitions are lists of Finsets; the accumulator is an executable fold. The checkpoint is a real-valued structural snapshot (coordinate lists); finite-byte codecs and floating-point associativity are explicitly out of scope — the theorem is exact-arithmetic. A trivializing formalization (defining the tiled gradient as the monolithic one, or hypothesizing the conclusion) is ruled out: milestone M12 exhibits a concrete instance with nonzero gradient that satisfies every hypothesis, and the detachment mutant shows the hypotheses have teeth.

Definitions are shared across the whole mission series under the VathekProof namespace: the frame, derivative-certificate, state, and optimizer files are reusable beyond this mission. Contributions welcome on any milestone; the witness computations (M06, M12) are self-contained entry points.

Selected references

  • Davis, Vathek Graft: A Proof and Evidence Programme, mission-source white paper v1.0, 2026 (§4–6, Appendix A) — the theorem source; private document, cited by section.
  • Vasilkovsky et al., DetIE: Multilingual Open Information Extraction Inspired by Object Detection, 2022. https://arxiv.org/abs/2206.12514
  • See, Liu, Manning, Get To The Point: Summarization with Pointer-Generator Networks, ACL 2017. https://aclanthology.org/P17-1099/
  • Hu et al., LoRA: Low-Rank Adaptation of Large Language Models, 2021. https://arxiv.org/abs/2106.09685
  • Loshchilov, Hutter, Decoupled Weight Decay Regularization, ICLR 2019. https://arxiv.org/abs/1711.05101
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AlgebraAlgebraic GeometryNumber Theory·Captain: vatsj

Milnor conjecture (Voevodsky 2003), formalizedResearch Paper

Motivation

For a field FFF, two invariants built from very different data turn out to carry the same mod-2 information. One is Milnor K-theory KnM(F)K^M_n(F)KnM​(F), defined by generators and relations from the multiplicative group F×F^\timesF× alone. The other is Galois cohomology Hn(F,Z/2)H^n(F,\mathbb{Z}/2)Hn(F,Z/2), the continuous cohomology of the absolute Galois group of FFF. In 1970 Milnor considered a natural map KnM(F)/2→Hn(F,Z/2)K^M_n(F)/2 \to H^n(F,\mathbb{Z}/2)KnM​(F)/2→Hn(F,Z/2) in all degrees, verified that it is an isomorphism for several classes of fields, and remarked that he knew of no field where it fails (Milnor 1970). The statement that it is always an isomorphism when char⁡F≠2\operatorname{char} F \neq 2charF=2 became known as the Milnor conjecture. Its companion conjecture on quadratic forms was later deduced from it (Orlov–Vishik–Voevodsky 2007). Together they identify the graded Witt ring of quadratic forms, Galois cohomology mod 2, and K∗M(F)/2K^M_*(F)/2K∗M​(F)/2.

Timeline. The attributions below follow the introduction of Voevodsky 2003.

  • 1970: Milnor considers the map KnM(F)/2→Hn(F,Z/2)K^M_n(F)/2 \to H^n(F,\mathbb{Z}/2)KnM​(F)/2→Hn(F,Z/2) in all degrees and gives classes of fields where it is an isomorphism (Milnor 1970).
  • Bass–Tate (published 1973): the Kummer classes satisfy the Steinberg relation, so the Kummer map extends to a ring homomorphism on K∗M(F)K^M_*(F)K∗M​(F) (Bass–Tate 1973).
  • Degrees 0 and 1: the map is an isomorphism, by Kummer theory and Hilbert's Theorem 90.
  • 1981: Merkurjev proves degree 2 with 222 as the coefficient prime.
  • 1982: Merkurjev and Suslin extend degree 2 to every prime ℓ\ellℓ (Merkurjev–Suslin 1982).
  • Degree 3, ℓ=2\ell = 2ℓ=2: proved by Merkurjev–Suslin and, independently, by Rost.
  • 2003: Voevodsky proves all degrees, in every characteristic ≠2\neq 2=2 (Voevodsky 2003, Cor. 7.5), using the motivic Steenrod operations constructed in Voevodsky 2003b. This work was cited for his 2002 Fields Medal.
  • 2011: the analogue for odd primes, the Bloch–Kato conjecture, is proved (Voevodsky 2011); a book-length account is Haesemeyer–Weibel 2019.

Setting

Let FFF be a field with 2≠02 \neq 02=0 in FFF.

Milnor K-theory. For n≥0n \ge 0n≥0, KnM(F)K^M_n(F)KnM​(F) is the quotient of the nnn-fold tensor power (F×)⊗n(F^\times)^{\otimes n}(F×)⊗n, taken over Z\mathbb{Z}Z with F×F^\timesF× written additively, by the subgroup generated by the pure tensors a1⊗⋯⊗ana_1\otimes\cdots\otimes a_na1​⊗⋯⊗an​ in which some adjacent pair satisfies ai+ai+1=1a_i + a_{i+1} = 1ai​+ai+1​=1. This is the degree-nnn part of T(F×)/IT(F^\times)/IT(F×)/I, where III is the two-sided ideal generated by a⊗(1−a)a\otimes(1-a)a⊗(1−a). The class of a1⊗⋯⊗ana_1\otimes\cdots\otimes a_na1​⊗⋯⊗an​ is the symbol {a1,…,an}\{a_1,\dots,a_n\}{a1​,…,an​}. In particular K0M(F)=ZK^M_0(F) = \mathbb{Z}K0M​(F)=Z and K1M(F)=F×K^M_1(F) = F^\timesK1M​(F)=F×. In Lean these are MilnorK F n and symbol a for a : Fin n → Fˣ.

Galois cohomology. Let FsepF^{\mathrm{sep}}Fsep be a separable closure and GF=Gal⁡(Fsep/F)G_F = \operatorname{Gal}(F^{\mathrm{sep}}/F)GF​=Gal(Fsep/F) the absolute Galois group, a profinite group under the Krull topology. Hn(F,Z/2)H^n(F,\mathbb{Z}/2)Hn(F,Z/2) is the continuous cohomology Hctsn(GF,Z/2)H^n_{\mathrm{cts}}(G_F,\mathbb{Z}/2)Hctsn​(GF​,Z/2) with trivial action, computed from GFG_FGF​-invariant continuous homogeneous cochains. In Lean this is H F n, Mathlib's continuousCohomology n of the trivial representation.

The Galois symbol. For a∈F×a \in F^\timesa∈F× fix a∈Fsep\sqrt a \in F^{\mathrm{sep}}a​∈Fsep. The Kummer character χa:GF→Z/2\chi_a : G_F \to \mathbb{Z}/2χa​:GF​→Z/2 is χa(σ)=0\chi_a(\sigma) = 0χa​(σ)=0 if σ(a)=a\sigma(\sqrt a) = \sqrt aσ(a​)=a​ and 111 otherwise. It is a continuous homomorphism representing the Kummer class δa∈H1\delta a \in H^1δa∈H1. The Galois symbol of (a1,…,an)(a_1,\dots,a_n)(a1​,…,an​) is the class of the homogeneous cocycle

(x0,…,xn) ⟼ ∏j=1n(χaj(xj)−χaj(xj−1)),(x_0,\dots,x_n)\ \longmapsto\ \prod_{j=1}^{n}\bigl(\chi_{a_j}(x_j)-\chi_{a_j}(x_{j-1})\bigr),(x0​,…,xn​) ⟼ j=1∏n​(χaj​​(xj​)−χaj​​(xj−1​)),

the homogeneous form of (σ1,…,σn)↦χa1(σ1)⋯χan(σn)(\sigma_1,\dots,\sigma_n) \mapsto \chi_{a_1}(\sigma_1)\cdots\chi_{a_n}(\sigma_n)(σ1​,…,σn​)↦χa1​​(σ1​)⋯χan​​(σn​), i.e. the cup product δa1∪⋯∪δan\delta a_1\cup\cdots\cup\delta a_nδa1​∪⋯∪δan​. In Lean this is galoisSymbol a.

Formalization targets

Goal: the Milnor conjecture (Voevodsky 2003, Corollary 7.5)

For every field FFF with char⁡F≠2\operatorname{char} F \neq 2charF=2 and every n≥0n \ge 0n≥0 there is a homomorphism

φ:KnM(F)→Hn(F,Z/2),φ{a1,…,an}=δa1∪⋯∪δan,\varphi : K^M_n(F) \to H^n(F,\mathbb{Z}/2),\qquad \varphi\{a_1,\dots,a_n\} = \delta a_1\cup\cdots\cup\delta a_n,φ:KnM​(F)→Hn(F,Z/2),φ{a1​,…,an​}=δa1​∪⋯∪δan​,

which is surjective and whose kernel is exactly 2 KnM(F)2\,K^M_n(F)2KnM​(F).

Since symbols generate KnM(F)K^M_n(F)KnM​(F), such a φ\varphiφ is unique; it is the norm residue homomorphism. The statement is therefore equivalent to KnM(F)/2≅Hn(F,Z/2)K^M_n(F)/2 \cong H^n(F,\mathbb{Z}/2)KnM​(F)/2≅Hn(F,Z/2) via the norm residue map. Its existence, i.e. the fact that the Steinberg relations map to zero, is part of the claim.

Significance

The result itself. The theorem gives a presentation of mod-2 Galois cohomology by generators and relations: every class is a sum of cup products of degree-one classes, and every relation among such products comes from Steinberg relations and multiples of 2. With Orlov–Vishik–Voevodsky 2007 it yields Milnor's conjecture on quadratic forms, which classifies quadratic forms up to Witt equivalence by their Galois-cohomological invariants.

Formalizing it. The theorem is proved but not formalized. At the time of writing, Mathlib has neither Milnor K-theory nor cup products in group or continuous cohomology, and has Hilbert 90 only for finite Galois extensions. This mission's definitions provide a sorry-free Galois symbol in Mathlib's continuous cohomology, which already makes the degree 0 and degree 1 cases (Kummer theory) meaningful targets. A complete development would formalize the IHES proof, including motivic cohomology with Z/2\mathbb{Z}/2Z/2 coefficients and the motivic Steenrod algebra. No part of that is currently available in Lean. Related existing work: on this platform, a graded cup product (groupCohomology.exists_isGradedCupProduct) and a Kummer theory and Hilbert 90 for level-constant cocycles have been formalized on top of Mathlib's discrete groupCohomology. The cup product is for discrete groups, and the Kummer and Hilbert 90 results use finite-level hypotheses in place of continuity, so none of them transfers directly to continuousCohomology.

Difficulty

Degrees 0 and 1 follow from Kummer theory and Hilbert 90. Degree 2 is Merkurjev's theorem, whose proof goes through the K-theory of Severi–Brauer varieties. No argument internal to Galois cohomology or K-theory of fields is known in higher degrees. The known proof reformulates the statement as a vanishing theorem for motivic cohomology of fields, the "Hilbert 90" property for weight nnn. It then argues by induction on nnn through geometry over FFF: splitting varieties of symbols (Pfister quadrics), their motives, and cohomology operations on motivic cohomology. Each of these is a substantial theory, none of it exists in Mathlib, and the induction passes through statements about arbitrary smooth varieties, not only fields.

Formalization scope

Scope. The target is the Milnor conjecture, i.e. the prime 222 with coefficients Z/2≅μ2\mathbb{Z}/2 \cong \mu_2Z/2≅μ2​. The Bloch–Kato conjecture for odd primes is out of scope.

Conventions.

  • The field is F : Type, universe 0. Mathlib's continuousCohomology requires the coefficient module to live in the universe of the group. For FFF in a higher universe this forces ULift (ZMod 2), for which the needed Module and ContinuousSMul instances are not available as global instances. Universe polymorphism is not part of this mission. It does not follow by plain transport, since a field in a higher universe need not be isomorphic to any field in Type; one route is a limit argument, using that both sides commute with directed unions of fields and that every field is the directed union of its countable subfields, each isomorphic to a field in Type.
  • The hypothesis char⁡F≠2\operatorname{char} F \neq 2charF=2 is [NeZero (2 : F)].
  • HnH^nHn is Mathlib's continuousCohomology, built from homogeneous cochains, with Z/2\mathbb{Z}/2Z/2 as a trivial representation of GFG_FGF​ with the Krull topology.
  • KnM(F)K^M_n(F)KnM​(F) is defined one degree at a time, not as a graded ring.
  • "Kernel =2KnM= 2K^M_n=2KnM​" means φ(x)=0  ⟺  ∃y, x=2y\varphi(x)=0 \iff \exists y,\ x = 2yφ(x)=0⟺∃y, x=2y.

Ruling out trivializations. The Galois symbol is not a free parameter. It is a fixed, sorry-free definition, and the existence of φ\varphiφ with the prescribed values on symbols is part of the goal. Neither can be chosen to make the statement vacuous.

Route. Reductions should follow Voevodsky 2003 together with Voevodsky 2003b. That route avoids resolution of singularities and works in every characteristic ≠2\neq 2=2. The following rely on resolution of singularities (or on characteristic-0 reductions) and should not be used as inputs:

  • Mazza–Voevodsky–Weibel (MVW 2006), results 16.24, 16.25 and 20.1, and the cdh-topology and compactly-supported-motive material;
  • the original Suslin–Voevodsky paper relating Bloch–Kato to Beilinson–Lichtenbaum (Suslin–Voevodsky 2000); use Haesemeyer–Weibel 2019, Chapter 2, instead;
  • Haesemeyer–Weibel Part II, and their reduction to characteristic 0 (Lemma 1.3);
  • Voevodsky's 1995–96 preprints on the Milnor conjecture.

Infrastructure needed and reusable. A complete development needs:

  • the ring structure on K∗M(F)K^M_*(F)K∗M​(F) (cf. Carlier's KMilnorWitt for Milnor–Witt K-theory);
  • cup products in continuous cohomology;
  • Hilbert 90 for profinite Galois groups;
  • Galois cohomology as étale cohomology of Spec⁡F\operatorname{Spec} FSpecF;
  • the Nisnevich topology;
  • presheaves with transfers, motivic complexes and motivic cohomology;
  • motivic Steenrod operations;
  • motives of Pfister quadrics.

Most of this is reusable well beyond the mission. The homogeneous-cochain construction in the definition files, which turns an invariant continuous cocycle Gn+1→MG^{n+1}\to MGn+1→M into a class in Mathlib's continuousCohomology, applies to any locally compact group with trivial coefficients. Contributions of any of these components, and of the degree 0 and 1 cases, are welcome.

Selected references

  • V. Voevodsky, Motivic cohomology with Z/2\mathbb{Z}/2Z/2-coefficients, Publ. Math. IHÉS 98 (2003), 59–104. https://doi.org/10.1007/s10240-003-0010-6
  • V. Voevodsky, Reduced power operations in motivic cohomology, Publ. Math. IHÉS 98 (2003), 1–57. https://doi.org/10.1007/s10240-003-0009-z
  • J. Milnor, Algebraic K-theory and quadratic forms, Invent. Math. 9 (1970), 318–344. https://doi.org/10.1007/BF01425486
  • H. Bass, J. Tate, The Milnor ring of a global field, in Algebraic K-theory II, Lecture Notes in Math. 342, Springer, 1973. https://doi.org/10.1007/BFb0073733
  • A. S. Merkurjev, A. A. Suslin, K-cohomology of Severi–Brauer varieties and the norm residue homomorphism, Math. USSR Izv. 21 (1983). https://doi.org/10.1070/IM1983v021n02ABEH001793
  • D. Orlov, A. Vishik, V. Voevodsky, An exact sequence for K∗M/2K^M_*/2K∗M​/2 with applications to quadratic forms, Ann. of Math. 165 (2007), 1–13. https://doi.org/10.4007/annals.2007.165.1
  • V. Voevodsky, On motivic cohomology with Z/l\mathbb{Z}/lZ/l-coefficients, Ann. of Math. 174 (2011), 401–438. https://doi.org/10.4007/annals.2011.174.1.11
  • C. Haesemeyer, C. Weibel, The Norm Residue Theorem in Motivic Cohomology, Annals of Math. Studies 200, Princeton, 2019. https://doi.org/10.1515/9780691189635
  • C. Mazza, V. Voevodsky, C. Weibel, Lecture Notes on Motivic Cohomology, Clay Math. Monographs 2, AMS, 2006. https://www.claymath.org/wp-content/uploads/2022/03/Motivic-Cohomology.pdf
  • A. Suslin, V. Voevodsky, Bloch–Kato conjecture and motivic cohomology with finite coefficients, in The Arithmetic and Geometry of Algebraic Cycles, NATO Sci. Ser. C 548, Kluwer, 2000. https://doi.org/10.1007/978-94-011-4098-0_5
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