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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→≤ 70Open frontier
3 provers on it7 of 8 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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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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Convex OptimizationOptimization·Captain: wenxinzhang

Vector Space Methods XI: Generalized Kuhn–Tucker ConditionsTextbook

Motivation

Luenberger's generalized Kuhn–Tucker theorem turns inequality-constrained optimization into an order-theoretic statement on normed vector spaces. Instead of listing scalar inequalities, it lets a convex cone P define positivity in a target space Z; one condition G x ≤ₚ 0 can therefore represent finite, infinite, or function-valued families of constraints. At a regular local minimizer, a positive continuous functional on Z simultaneously provides stationarity and complementary slackness. This mission is a separate capstone because the cone-separation argument is conceptually independent of the equality-constrained theorem and because Mathlib currently lacks this general cone-valued KKT result.

Setting

Let X and Z be real normed spaces, P : ConvexCone ℝ Z, f : X → ℝ, and G : X → Z. The cone order is coneLE P z₁ z₂, meaning z₂ - z₁ ∈ P; strict inequality uses the topological interior of the convex cone P. The cone is assumed to have nonempty interior. At x₀, both f and G possess linear Gâteaux derivatives represented by continuous linear maps f' and G'. The source's regularity condition requires feasibility together with a direction h for which G x₀ + G' h lies strictly below zero in the cone order.

The point x₀ is a local, not global, minimizer of f on {x | coneLE P (G x) 0}. The resulting multiplier z₀ : Z →L[ℝ] ℝ is positive on P. This mission reuses the previously published VectorSpaceOpt.coneLE and VectorSpaceOpt.dualPositive definitions from the global Lagrange-duality mission; it deliberately does not introduce equivalent duplicate constants.

Formalization targets

The root theorem is VectorSpaceOpt.generalized_kuhn_tucker, corresponding to §9.4, Theorem 1. It produces z₀ such that

z0(P)⊆[0,∞),f′+z0∘G′=0,z0(Gx0)=0.z₀(P) \subseteq [0,\infty), \qquad f' + z₀ \circ G' = 0, \qquad z₀(Gx₀)=0.z0​(P)⊆[0,∞),f′+z0​∘G′=0,z0​(Gx0​)=0.

Three milestones expose the exact logical interfaces of the source theorem. kkt_no_strict_linearized_descent says local minimality and feasibility exclude a direction that strictly decreases f' while making the linearized constraint strictly feasible. kkt_linearized_separator packages the separation step: nonintersection of the strict descent system, cone regularity, and nonempty cone interior yield a positive continuous multiplier with both KKT conclusions. kkt_complementary_slackness isolates the algebraic extraction of stationarity and complementarity from the separating inequality valid for every direction. The items use the shared namespace VectorSpaceOpt and list dependencies in this order.

Significance

This mission generalizes the standard finite-dimensional KKT rule without choosing coordinates or reducing cone constraints to components. It provides a reusable basis for semi-infinite optimization, ordered Banach-space problems, and state constraints expressed in function spaces. The multiplier positivity predicate connects directly to the dual cone used in the earlier global duality mission, while complementarity links local differential theory to primal–dual optimality. A successful formalization would also close a conspicuous gap in general-purpose optimization infrastructure: cone-valued KKT conditions are referenced often but rarely available as a theorem with all topological hypotheses exposed.

The statement is also a useful stress test for compositional textbook formalization. It deliberately shares its order and dual-positivity vocabulary with an earlier mission, so subsequent results can consume one stable API instead of translating among locally invented conventions.

Difficulty

The main challenge is functional-analytic separation. The relevant convex set mixes objective descent and strict cone feasibility, and the separating functional must be normalized so that its objective component is nonzero. Regularity rules out an abnormal separator and nonempty cone interior controls the sign of the Z component. The Gâteaux assumptions are directional rather than full Fréchet differentiability, so local contradiction statements must use only the one-dimensional expansions actually supplied. Lean also requires careful sign discipline: feasibility is encoded as 0 - G x ∈ P, while positivity is evaluated on elements of P. Small convention errors would reverse the dual cone or the stationarity equation.

Formalization scope

The source says that X is a vector space, but its definition of Gâteaux differentiation and its local perturbation argument require a norm and topology. The proposal therefore makes both X and Z normed real spaces and represents derivatives by continuous linear maps. It keeps Luenberger's cone assumptions: convexity and nonempty interior are explicit; pointedness and closedness are not added because the printed separation argument does not need them. The optimality hypothesis is faithfully local through IsLocalMinOn. Feasibility is included in IsConeRegularAt, and the no-descent milestone states it separately.

This is proposed as “Vector Space Methods XI” and depends on the earlier global Lagrange-duality mission, proposed as “Vector Space Methods IX,” for coneLE and dualPositive; the missions should be submitted in numerical order. The proposal does not cover equality constraints, second-order KKT conditions, multiplier uniqueness, constraint qualifications other than Luenberger's strict linearized feasibility condition, or sufficient conditions based on convexity. It also does not specialize to a finite list of scalar inequalities. These omissions preserve the exact role and scale of §9.4.

Selected references

  • David G. Luenberger, Optimization by Vector Space Methods, Wiley, 1969, Chapter 9, §9.4, regular-point definition and Theorem 1, pp. 248–250. Scan: https://sites.science.oregonstate.edu/~show/old/142_Luenberger.pdf
  • Lean community, Mathlib documentation, continuously updated: https://leanprover-community.github.io/mathlib4_docs/ (convex cones, continuous linear functionals, topological interiors, differential calculus, local extrema, and geometric separation).
5 thms2 active usersReviewed
🏆Completed
Functional AnalysisOptimization·Captain: wenxinzhang

Vector Space Methods X: Equality-Constrained Lagrange MultipliersTextbook

Motivation

Equality-constrained optimization is the point where the geometric language of vector spaces becomes an operational calculus. In finite dimensions, the familiar rule says that the gradient of an objective at a regular constrained optimum is a linear combination of the constraint gradients. Luenberger's Chapter 9 replaces coordinate gradients by continuous linear maps between Banach spaces and identifies the genuinely important hypothesis: the derivative of the constraint map is onto. The resulting theorem covers constraints with infinitely many degrees of freedom and prepares the functional-analytic form of optimal control. This mission formalizes the local theorem rather than a finite-dimensional specialization. It also records the generalized inverse theorem that makes regular level sets locally rich enough to test every tangent direction.

Setting

Let X and Z be real Banach spaces, U ⊆ X an open set, f : X → ℝ an objective, and H : X → Z an equality-constraint map. The distinguished point x₀ lies in U and satisfies H x₀ = 0. Both maps are continuously Fréchet differentiable on U; their derivatives at x₀ are named f' and H'. A regular point is one at which H' : X →L[ℝ] Z is surjective. Local optimality is expressed relative to the actual feasible set {x | x ∈ U ∧ H x = 0}, and may be either a local minimum or a local maximum. Multipliers live in the continuous dual Z →L[ℝ] ℝ, never in an untopologized algebraic dual.

The mission also treats a map T : X → Y between Banach spaces. Surjectivity of its derivative at x₀ yields local metric surjectivity: sufficiently nearby target points possess preimages in U, with displacement controlled linearly by their distance from T x₀. This is the Lyusternik–Graves form of the generalized inverse theorem, not the ordinary inverse theorem requiring a bijective derivative.

Formalization targets

The main target is VectorSpaceOpt.equality_lagrange_multiplier, the exact regular equality-multiplier theorem from §9.3. Its conclusion is the existence of a continuous linear functional z₀ satisfying

f′+z0∘H′=0.f' + z₀ \circ H' = 0.f′+z0​∘H′=0.

Three source-aligned milestones organize the mission. First, generalized_inverse_function formalizes §9.2, Theorem 1: an onto derivative gives constants ε > 0 and K ≥ 0 so every y with dist y (T x₀) < ε has a preimage x ∈ U obeying T x = y and ‖x - x₀‖ ≤ K ‖y - T x₀‖. Second, constrained_extremum_tangent_stationary states that f' h = 0 for every h in the kernel of H' at a regular local extremum. Third, abnormal_lagrange_multiplier records Luenberger's closed-range corollary: without surjectivity there is a nonzero pair (r₀,z₀) satisfying r₀ • f' + z₀ ∘ H' = 0.

Significance

This theorem is the Banach-space bridge between unconstrained differentiation and multiplier theory. It isolates the quotient-space geometry behind the multiplier rule and supplies an interface reusable in variational problems, PDE-constrained optimization, and smooth optimal control. The abnormal alternative matters independently: it represents the degeneracy that later appears in Fritz John conditions and endpoint-constrained control. Formalizing the quantitative generalized inverse statement also contributes infrastructure with uses beyond optimization, including nonlinear solvability, metric regularity, and perturbation estimates.

Difficulty

The mission is mathematically compact but technically demanding. The hard object is local surjectivity from an onto, noninjective derivative. Its natural linear model passes through the Banach quotient by the kernel and the open mapping theorem, while the nonlinear statement must preserve the open domain and a quantitative norm estimate. At the multiplier stage, a functional defined on the range of H' must be shown well-defined, bounded, and represented as a continuous functional on Z. Lean must also reconcile ContDiffOn, pointwise Fréchet derivatives, kernels and ranges of continuous linear maps, and filter-based local extrema. These are substantial analytic interfaces even though the final equation is short.

Formalization scope

The proposal follows printed pp. 240–244. All domain, completeness, differentiability, feasibility, and locality hypotheses that are inherited implicitly in the prose are explicit in the Lean statements. The primary theorem assumes surjectivity and therefore produces a normalized multiplier with coefficient one on the objective. The abnormal milestone assumes only that Set.range H' is closed and explicitly requires the pair (r₀,z₀) to be nonzero. No finite-dimensionality, choice of coordinates, second-order condition, constraint qualification weaker than surjectivity, or sufficiency theorem is claimed.

Boundary cases are intentional. The zero constraint space is allowed and reduces the conclusion to ordinary stationarity. A local maximum is covered alongside a local minimum because the tangent argument is symmetric. The generalized inverse target explicitly returns a preimage inside U; it does not silently rely on extending T outside its domain. The mission does not identify the feasible level set with a manifold or claim uniqueness of a multiplier. Those are natural later developments but are not statements in the cited pages.

Selected references

  • David G. Luenberger, Optimization by Vector Space Methods, Wiley, 1969, Chapter 9, §9.2, Theorem 1, pp. 240–242; §9.3, Lemma 1, Theorem 1, and Corollary 1, pp. 242–244. Scan: https://sites.science.oregonstate.edu/~show/old/142_Luenberger.pdf
  • Lean community, Mathlib documentation, continuously updated: https://leanprover-community.github.io/mathlib4_docs/ (Fréchet derivatives, local extrema, continuous linear maps, Banach quotients, and Lagrange multipliers).
4 thms2 active usersReviewed
🏆Completed
Combinatorics·Captain: ShouqiaoWang

Cubic Congruence for the q-Secant Inversion EnumeratorResearch Paper

Motivation

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

Setting

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

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

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

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

The qqq-secant inversion enumerator is the integer polynomial

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

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

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

Formalization targets

Cubic congruence

For every integer n≥0n\ge0n≥0, prove

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

Equivalently,

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

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

Significance

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

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

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

Difficulty

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

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

Formalization scope

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

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

Selected references

  • Ji-Cai Liu, A Combinatorial Proof of a Cubic Congruence for the qqq-Secant Inversion Enumerator, Electronic Journal of Combinatorics 33(3), P3.10, 2026. DOI
2 thms2 active usersReviewed
🏆Completed
Calculus of VariationsOptimization·Captain: wenxinzhang

Vector Space Methods VII: Euler–Lagrange EquationsTextbook

Motivation

The calculus of variations replaces optimization over finitely many coordinates by optimization over paths. Its necessary conditions underlie geodesics, minimum-energy curves, classical mechanics, and many optimal-control models. Chapter 7 of David G. Luenberger's Optimization by Vector Space Methods presents this transition as an application of differentiation in normed vector spaces: a local extremum first forces every directional derivative to vanish, and the resulting integral identity forces a differential equation along the optimizing path. This mission formalizes the scalar, fixed-endpoint version in §§7.4–7.5. The target is intentionally the theorem actually isolated by the source, not a stronger modern Sobolev-space variant.

Setting

Fix real numbers a<ba<ba<b. A C1C^1C1 path on the segment is represented in Lean by two functions, x,x˙:R→Rx,\dot x:\mathbb R\to\mathbb Rx,x˙:R→R. Both are continuous on [a,b][a,b][a,b], and xxx has derivative x˙(t)\dot x(t)x˙(t) at every t∈(a,b)t\in(a,b)t∈(a,b). Ordinary two-sided derivatives are not demanded at aaa or bbb; this makes the formal endpoint convention match the one-sided role of endpoints in a closed interval.

Let L(y,v,t)L(y,v,t)L(y,v,t) be a scalar Lagrangian. Along a candidate path, write

Lx(t)=∂L∂y(x(t),x˙(t),t),Lv(t)=∂L∂v(x(t),x˙(t),t).L_x(t)=\frac{\partial L}{\partial y}(x(t),\dot x(t),t),\qquad L_v(t)=\frac{\partial L}{\partial v}(x(t),\dot x(t),t).Lx​(t)=∂y∂L​(x(t),x˙(t),t),Lv​(t)=∂v∂L​(x(t),x˙(t),t).

The Lean statement records these partial derivatives with HasDerivAt and assumes that LxL_xLx​ and LvL_vLv​ are continuous on [a,b][a,b][a,b]. A fixed-endpoint variation is another C1C^1C1 pair (h,h˙)(h,\dot h)(h,h˙) with h(a)=h(b)=0h(a)=h(b)=0h(a)=h(b)=0. The first variation already computed from the action is

δJ(x;h)=∫ab(Lx(t)h(t)+Lv(t)h˙(t)) dt.\delta J(x;h)=\int_a^b\bigl(L_x(t)h(t)+L_v(t)\dot h(t)\bigr)\,dt.δJ(x;h)=∫ab​(Lx​(t)h(t)+Lv​(t)h˙(t))dt.

The main theorem begins from the stationarity identity δJ(x;h)=0\delta J(x;h)=0δJ(x;h)=0 for every such variation. It does not claim that the complete passage from a local extremum in Luenberger's C1C^1C1 norm to this integral formula has already been bundled into the root statement.

Formalization targets

Main goal: Euler–Lagrange equation

From the computed first-variation identity, prove that

ddtLv(t)=Lx(t)(t∈(a,b)).\frac{d}{dt}L_v(t)=L_x(t)\qquad(t\in(a,b)).dtd​Lv​(t)=Lx​(t)(t∈(a,b)).

The conclusion is expressed as HasDerivAt Lv (Lx t) t, so it asserts both differentiability of LvL_vLv​ and the equality of its derivative with LxL_xLx​. This is equation (2) and the conclusion reached on printed pages 180–181.

Milestones

The first milestone formalizes §7.4, Theorem 1: a local minimum or maximum of a real functional has zero derivative along every direction whenever that scalar directional derivative exists. The remaining milestones are the three fixed-endpoint fundamental lemmas from §7.5. They respectively show that a continuous coefficient annihilating all variations is zero, that a continuous coefficient annihilating all variation derivatives is constant, and that an identity involving both hhh and h˙\dot hh˙ forces the second coefficient to have derivative equal to the first. These are stated with the same C1C^1C1 variation class used by the goal.

Significance

The result turns an infinite family of scalar integral equalities into a pointwise differential equation. Once available, the same interface can support standard variational examples by supplying a concrete LLL, its two partial derivatives, and a stationary path. It also provides the analytic core needed before treating natural boundary conditions, vector-valued paths, higher derivatives, or weak Euler–Lagrange equations.

The formalization adds reusable interval-sensitive infrastructure. In particular, IsC1OnSegment separates a path from its chosen continuous derivative and avoids silently imposing derivatives outside the optimization interval. The three fundamental lemmas are useful independently of the named Euler–Lagrange theorem: they are test-function principles for interval integrals and can serve later missions involving integration by parts or weak formulations. The mathematics is classical and proved in the cited text; the open work is a machine-checked Lean development of these exact statements in the pinned Mathlib environment.

Difficulty

The source argument uses informal phrases such as “arbitrary C1C^1C1 function vanishing at the endpoints” and treats endpoint differentiation according to standard calculus convention. In Lean, those phrases must determine a precise domain, derivative witness, continuity requirement, and interval-integral orientation. Replacing C1C^1C1 variations by merely continuous functions would change Lemmas 2 and 3, while requiring HasDerivAt at the endpoints would add a hypothesis not present in the book.

Another tempting shortcut is to assume from the outset that LvL_vLv​ is differentiable and then use integration by parts. That would trivialize the central regularity conclusion of Lemma 3: the book derives differentiability of LvL_vLv​ from stationarity and continuity. The root therefore assumes only continuity of the two coefficient functions and concludes a HasDerivAt assertion on the open interval. Conversely, constructing the first variation from a local extremum of the action requires a separate differentiation-under-the-integral development and a topology on bundled C1C^1C1 paths; it is not hidden inside the main goal.

Formalization scope

The scalar field, path values, time variable, and action values are all real. The interval is nondegenerate through the explicit hypothesis a<ba<ba<b. Integrals use Mathlib's oriented interval integral, but all principal statements are made in the forward orientation. Paths and variations are total functions on R\mathbb RR whose relevant regularity is restricted to [a,b][a,b][a,b]. The Lagrangian is finite-valued. No measurability or integrability premise is omitted: continuity of the coefficient and variation factors on the compact interval supplies the intended finite integrals.

The goal starts from an already computed first-variation identity. Contributions connecting a genuine local extremum of the action in the norm max⁡∣x∣+max⁡∣x˙∣\max|x|+\max|\dot x|max∣x∣+max∣x˙∣ to that identity are welcome as a strengthening, but they must not be advertised as part of the present root theorem. Other welcome contributions include reusable continuous test-function constructions and endpoint-aware interval integration lemmas. Sobolev paths, vector-valued state spaces, free endpoints, and weak derivatives are outside this mission and should be proposed separately rather than obtained by weakening the stated hypotheses until the result becomes vacuous.

Selected references

  • David G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, 1969, Chapter 7, §§7.4–7.5, pp. 178–181; definition of D[a,b]D[a,b]D[a,b] on p. 23. Open Library record
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Functional AnalysisOptimization·Captain: wenxinzhang

Vector Space Methods VI: Pseudoinverse OperatorsTextbook

Motivation

Linear equations between Hilbert spaces need not have unique solutions and may not even be exactly solvable for a given right-hand side. Least squares selects a vector with the smallest residual; when several such vectors exist, minimum norm selects one canonical representative. Luenberger packages this two-stage optimization into the pseudoinverse of a continuous linear operator with closed range. The construction unifies exact equations, approximation, normal equations, and orthogonal projections, while retaining a bounded linear operator suitable for subsequent optimization methods (Luenberger, §§6.9--6.11, pp. 159--165).

This mission continues the series into Chapter 6. Its capstone formalizes the structural identities of the pseudoinverse, including involution, compatibility with adjoints, reflexive inverse laws, self-adjoint projection products, and factorizations through the normal operators. Earlier milestones establish the adjoint facts and minimum-norm characterizations on which that operator calculus depends.

Setting

Let GGG and HHH be real Hilbert spaces, represented in Lean by complete real inner-product spaces, and let A:G\toL[R]HA:G\toL[\mathbb R]HA:G\toL[R]H be a continuous linear map whose range is closed. The Hilbert adjoint is written A†A^\daggerA† in the Lean statements and is Mathlib's adjoint continuous linear map. It is characterized by the inner-product relation and satisfies ∥A†∥=∥A∥\|A^\dagger\|=\|A\|∥A†∥=∥A∥ (Luenberger, §6.5, Theorem 1, p. 151). Closed range gives the range-kernel identity

range⁡(A†)=ker⁡(A)⊥,\operatorname{range}(A^\dagger)=\ker(A)^\perp,range(A†)=ker(A)⊥,

the Hilbert-space specialization of the closed range theorem used in the chapter (§6.6, Theorem 2, p. 156).

For y∈Hy\in Hy∈H, a vector x∈Gx\in Gx∈G is a least-squares solution when ∥Ax−y∥\|Ax-y\|∥Ax−y∥ is no larger than ∥Az−y∥\|Az-y\|∥Az−y∥ for every zzz. A least-squares solution is minimum norm when its norm is no larger than that of every other least-squares solution. A continuous linear map B:H\toL[R]GB:H\toL[\mathbb R]GB:H\toL[R]G satisfies VectorSpaceOpt.IsPseudoinverse A B when, for every yyy, ByByBy has both properties. This predicate is the mission's one lightweight definition, directly encoding the definition in §6.11 (pp. 163--164).

Formalization targets

Adjoint and closed-range milestones

Formalize ∥A†∥=∥A∥\|A^\dagger\|=\|A\|∥A†∥=∥A∥. Under closed range, formalize

range⁡(A†)=ker⁡(A)⊥.\operatorname{range}(A^\dagger)=\ker(A)^\perp.range(A†)=ker(A)⊥.

These record §6.5, Theorem 1 and the Hilbert form of §6.6, Theorem 2.

Normal equations and minimum-norm solutions

Formalize the least-squares equivalence

x minimizes ∥y−Ax∥⟺A†Ax=A†y,x\text{ minimizes }\|y-Ax\| \quad\Longleftrightarrow\quad A^\dagger A x=A^\dagger y,x minimizes ∥y−Ax∥⟺A†Ax=A†y,

as in §6.9, Theorem 1 (p. 160). For solvable Ax=yAx=yAx=y and closed-range AAA, characterize the minimum-norm solution by x=A†zx=A^\dagger zx=A†z with AA†z=yAA^\dagger z=yAA†z=y, following §6.10, Theorem 1 (pp. 161--162). Finally, formalize existence and uniqueness of a continuous linear BBB satisfying IsPseudoinverse A B.

Pseudoinverse identities

Given such a BBB, formalize that AAA is the pseudoinverse of BBB, that B†B^\daggerB† is the pseudoinverse of A†A^\daggerA†, and that

BAB=B,ABA=A,(BA)†=BA.BAB=B,\qquad ABA=A,\qquad (BA)^\dagger=BA.BAB=B,ABA=A,(BA)†=BA.

Also produce pseudoinverses CCC of A†AA^\dagger AA†A and DDD of AA†AA^\daggerAA† satisfying

B=CA†,B=A†D.B=CA^\dagger, \qquad B=A^\dagger D.B=CA†,B=A†D.

Together with the continuous-linear-map type of BBB, these clauses encode all nine items of §6.11, Proposition 1 (p. 165).

Significance

The pseudoinverse turns a possibly inconsistent or underdetermined equation into a canonical bounded linear solution operator. The normal equations connect residual minimization with the self-adjoint operator A†AA^\dagger AA†A; the minimum-norm theorem selects the component orthogonal to the kernel. The capstone identities show that the construction behaves like an inverse on the effective ranges and that BABABA is self-adjoint, while the two factorizations reduce pseudoinverse questions to the normal operators.

The underlying results are proved in Luenberger's text. Their Lean formalization supplies a reusable predicate for minimum-norm least squares and an operator-level API linking adjoints, kernels, ranges, composition, and optimization characterizations. This bridges the earlier missions on minimum norm and estimation with later chapters that use normal operators and generalized inverses. It also records explicitly which conclusions require closed range, preventing accidental use of a bounded pseudoinverse where only an unbounded generalized inverse could exist.

Difficulty

Pointwise existence of a best residual is not enough. The selected minimum-norm solutions must collectively form a linear bounded map, and closed range is the hypothesis that makes this global operator well behaved. Without closed range, least-squares minimizers may fail to exist and the inverse on the effective range need not be bounded. A formulation that chooses an arbitrary minimizer for each target would therefore miss the main analytic content.

Several notationally similar operations must also remain distinct. The book writes a star for the adjoint and a superscript dagger-like symbol for the pseudoinverse; Mathlib's displayed dagger denotes the Hilbert adjoint. The mission consequently names the generalized inverse through IsPseudoinverse instead of overloading dagger notation. Orthogonal complements apply to submodules, compositions must retain their source and target spaces, and each factorization involves a different normal operator. These typing constraints expose domain/codomain mistakes that paper notation suppresses.

Formalization scope

The mission uses real Hilbert spaces only: NormedAddCommGroup, InnerProductSpace ℝ, and CompleteSpace. Operators are ContinuousLinearMap, composition is ∘L, the Hilbert adjoint is Mathlib's †, and the closed-range assumption is IsClosed (A.range : Set H). The orthogonal complement in the range theorem is the submodule A.kerᗮ.

IsPseudoinverse A B requires two pointwise inequalities for every target: B y minimizes residual norm among all inputs, then minimizes norm among all residual minimizers. The second clause cannot be dropped or weakened to exact solutions, because it is what makes the choice canonical for inconsistent as well as underdetermined systems. The minimum-norm-solution milestone states y ∈ A.range explicitly; the source treats solvability as part of speaking about a solution. The capstone accepts a continuous linear BBB satisfying the predicate, so linearity and boundedness are represented by its type, corresponding to the first two items of Proposition 1. Contributions may add reusable lemmas about adjoints, orthogonal complements, closed range, normal equations, or uniqueness of optimizers, but must preserve the closed-range and completeness assumptions in the public operator theorems.

Selected references

  • David G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, 1969, Chapter 6, especially §§6.5--6.11, pp. 151--165. Public scan.
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Functional AnalysisOptimization·Captain: wenxinzhang

Vector Space Methods IV: Minimum-Distance DualityTextbook

Motivation

Best approximation asks how closely a point can be represented by a prescribed linear model. In a Hilbert space, orthogonality turns this into a geometric projection problem. A general normed space has no inner product and may have no nearest point, so the corresponding certificate must live in the continuous dual rather than in the original space. Chapter 5 of Luenberger's Optimization by Vector Space Methods develops exactly this passage from geometry to duality: the Hahn--Banach theorem supplies continuous linear functionals that detect norms, separate points from closed subspaces, and certify an infimum distance even when that distance is not attained (Luenberger, §§5.4--5.8, pp. 111--120).

This mission continues the book's vector-space formalization series at the point where minimum-norm arguments cease to be specifically Hilbertian. Its capstone identifies the distance from a point to a linear subspace with the largest value at that point among all norm-at-most-one continuous linear functionals annihilating the subspace. The statement is a prototype for dual certificates throughout approximation theory and convex optimization.

Setting

Let XXX be a real normed space and let MMM be a linear subspace. In Lean, MMM is represented by Submodule ℝ X; no topological closure assumption is imposed on the capstone. A continuous linear functional is an element f:X\toL[R]Rf : X \toL[\mathbb R] \mathbb Rf:X\toL[R]R, with operator norm ∥f∥\|f\|∥f∥. It annihilates MMM when f(m)=0f(m)=0f(m)=0 for every m∈Mm\in Mm∈M. The set of all such functionals is the annihilator M⊥M^\perpM⊥ in the book's terminology.

For x∈Xx\in Xx∈X, the infimum distance to MMM is

d(x,M)=inf⁡m∈M∥x−m∥.d(x,M)=\inf_{m\in M}\|x-m\|.d(x,M)=m∈Minf​∥x−m∥.

The Lean target uses Metric.infDist x (M : Set X). Since every submodule contains zero, the underlying set is nonempty and this extended geometric notion is an ordinary nonnegative real number here. A functional fff is aligned with a vector vvv when f(v)=∥f∥ ∥v∥f(v)=\|f\|\,\|v\|f(v)=∥f∥∥v∥. Alignment is the normed-space replacement for the familiar inner-product equality associated with a projection direction.

Two auxiliary dual notions are also formalized. A norm-preserving Hahn--Banach extension takes a functional on a subspace and extends it to all of XXX without changing its norm. A norming functional for xxx is a nonzero functional aligned with xxx. Finally, for closed MMM, the preannihilator of its annihilator is exactly MMM: the functionals vanishing on MMM distinguish every point outside it (Luenberger, §§5.4 and 5.7, pp. 112--118).

Formalization targets

Norm-preserving extension and norming functionals

For a continuous functional fff on MMM, formalize an extension FFF satisfying

F∣M=f,∥F∥=∥f∥.F|_M=f,\qquad \|F\|=\|f\|.F∣M​=f,∥F∥=∥f∥.

For nontrivial XXX and every x∈Xx\in Xx∈X, formalize the existence of a nonzero fff with f(x)=∥f∥ ∥x∥f(x)=\|f\|\,\|x\|f(x)=∥f∥∥x∥. These are Corollaries 1 and 2 of §5.4 (pp. 112--113).

Closed-subspace double annihilator

For closed MMM, formalize

{x∈X:∀f, f∣M=0⇒f(x)=0}=M.\{x\in X: \forall f,\ f|_M=0 \Rightarrow f(x)=0\}=M.{x∈X:∀f, f∣M​=0⇒f(x)=0}=M.

This is the concrete set-valued form of Theorem 1 in §5.7 (p. 118).

Minimum-distance duality

For arbitrary MMM and xxx, produce one functional fff with ∥f∥≤1\|f\|\le 1∥f∥≤1, f∣M=0f|_M=0f∣M​=0, and

f(x)=d(x,M),g(x)≤d(x,M)f(x)=d(x,M),\qquad g(x)\le d(x,M)f(x)=d(x,M),g(x)≤d(x,M)

for every other ggg of norm at most one annihilating MMM. Thus fff realizes the dual maximum. If a best approximant m0∈Mm_0\in Mm0​∈M exists, the same certificate also satisfies

f(x−m0)=∥f∥ ∥x−m0∥.f(x-m_0)=\|f\|\,\|x-m_0\|.f(x−m0​)=∥f∥∥x−m0​∥.

This packages both parts of the minimum-distance theorem in §5.8 (Theorem 1, pp. 119--120).

Significance

The capstone gives an exact lower-bound certificate for an infinite-dimensional approximation problem. Every feasible dual functional supplies the inequality g(x)≤d(x,M)g(x)\le d(x,M)g(x)≤d(x,M), while the distinguished functional reaches equality. Consequently, the primal infimum is identified without assuming reflexivity, strict convexity, finite dimension, closedness of MMM, or existence of a nearest point. When a nearest point does exist, alignment records the equality case of the norm estimate and links the dual certificate back to the geometry of the residual.

The source result is classical and proved in the book; the open work here is its machine-checked Lean formalization in the same namespace as the earlier vector-space missions. The reusable output includes norm-controlled extension infrastructure, norming functionals, a concrete double-annihilator theorem, and a certificate form of distance duality suitable for later convex-separation and constrained-optimization missions.

Difficulty

The obvious Hilbert-space formulation fails because a normed space has no canonical orthogonal complement and a minimizing element of MMM need not exist. Replacing the minimum by Metric.infDist avoids an unjustified attainment assumption, but the desired dual maximizer must still be an actual continuous functional, not merely a limiting family. Norm control is essential: an algebraic separator without continuity cannot serve as a bounded dual certificate.

There are also degenerate cases that informal notation can hide. The distance may be zero even when x∉Mx\notin Mx∈/M if MMM is not closed, and then the zero functional is the correct capstone witness. Conversely, the book's assertion that a norming functional is nonzero requires a nontrivial ambient space. The formal statements must handle these cases without silently strengthening the main theorem to closed subspaces or positive distance.

Formalization scope

All spaces and functionals are real, matching the chapter and avoiding extra complex-scalar conjugation conventions. The ambient object uses Mathlib's NormedAddCommGroup, NormedSpace, Submodule, and ContinuousLinearMap; completeness is not assumed because the cited Hahn--Banach consequences do not require it. The distance is exactly Metric.infDist, and annihilation is written pointwise rather than by introducing a new annihilator definition. This keeps the capstone self-contained while the double-annihilator milestone states the same construction explicitly as a set.

No claim is made that a best approximant exists. The alignment clause is conditional on an element already satisfying the global minimum property. No closedness assumption may be added to the capstone, since the zero-distance/nonclosed case is part of the source theorem's generality. The norming-functional milestone alone assumes [Nontrivial X]; this prevents a vacuous encoding of “nonzero functional” on the zero space. Contributions may establish the four stated theorems and any generally useful lemmas about restrictions, quotient norms, annihilation, or Metric.infDist, provided the public statements retain these conventions.

Selected references

  • David G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, 1969, Chapter 5, especially §§5.4, 5.7, and 5.8, pp. 111--120. Public scan.
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StatisticsStochastic Systems·Captain: Shuze Chen

Vector Space Methods III: Recursive EstimationTextbook

Motivation

The final sections of Chapter 4 of Luenberger's Optimization by Vector Space Methods (Wiley, 1969) derive the discrete-time Kalman filter (§4.7 Theorem 1, attributed to Kalman 1960) purely from Hilbert space geometry: the optimal estimate of a linearly evolving random state is an orthogonal projection onto the span of past measurements, and the projection updates recursively as measurements arrive. This derivation — no Gaussian assumptions, no density calculations — is a canonical application of the projection theorem formalized in Mission I and the estimation theory of Mission II.

Setting

Following §4.2 and §4.7 of the source, all random variables have zero mean and finite second moments, and are treated as elements of a Hilbert space of random variables: an abstract real inner product space HHH in which the inner product of two random variables is their correlation, ⟨a,b⟩=E[ab]\langle a, b\rangle = E[ab]⟨a,b⟩=E[ab]. Random nnn-vectors are families Fin n→H\mathrm{Fin}\ n \to HFin n→H; two random variables are uncorrelated iff they are orthogonal in HHH; the covariance matrix of a zero-mean random vector xxx is the Gram matrix ⟨xi,xj⟩\langle x_i, x_j\rangle⟨xi​,xj​⟩. A white process uuu satisfies E[u(k)u(l)⊤]=Q(k) δklE[u(k)u(l)^\top] = Q(k)\,\delta_{kl}E[u(k)u(l)⊤]=Q(k)δkl​.

The dynamic model (§4.7) consists of a state process and measurements

x(k+1)=Φ(k) x(k)+u(k),v(k)=M(k) x(k)+w(k),k=0,1,2,…x(k+1) = \Phi(k)\,x(k) + u(k), \qquad v(k) = M(k)\,x(k) + w(k), \qquad k = 0, 1, 2, \dotsx(k+1)=Φ(k)x(k)+u(k),v(k)=M(k)x(k)+w(k),k=0,1,2,…

with known matrices Φ(k)∈Rn×n\Phi(k) \in \mathbb{R}^{n\times n}Φ(k)∈Rn×n, M(k)∈Rm×nM(k) \in \mathbb{R}^{m\times n}M(k)∈Rm×n, white noises u,wu, wu,w with covariances Q(k)Q(k)Q(k), R(k)R(k)R(k) (R(k)R(k)R(k) positive definite), mutually uncorrelated and uncorrelated with the initial state x(0)x(0)x(0). The estimate x^(k+1∣k)\hat x(k+1 \mid k)x^(k+1∣k) is the projection of each component of x(k+1)x(k+1)x(k+1) onto the subspace spanned by the components of v(0),…,v(k)v(0), \dots, v(k)v(0),…,v(k).

Formalization targets

The goal is §4.7 Theorem 1: the estimates generated by the recursion

x^(k+1∣k)=Φ(k)P(k)M⊤(k)[M(k)P(k)M⊤(k)+R(k)]−1(v(k)−M(k)x^(k∣k−1))+Φ(k) x^(k∣k−1)\hat x(k+1 \mid k) = \Phi(k) P(k) M^\top(k)\big[M(k)P(k)M^\top(k) + R(k)\big]^{-1}\big(v(k) - M(k)\hat x(k \mid k-1)\big) + \Phi(k)\, \hat x(k \mid k-1)x^(k+1∣k)=Φ(k)P(k)M⊤(k)[M(k)P(k)M⊤(k)+R(k)]−1(v(k)−M(k)x^(k∣k−1))+Φ(k)x^(k∣k−1) P(k+1)=Φ(k)P(k){I−M⊤(k)[M(k)P(k)M⊤(k)+R(k)]−1M(k)P(k)}Φ⊤(k)+Q(k),P(k+1) = \Phi(k) P(k)\big\{I - M^\top(k)[M(k)P(k)M^\top(k) + R(k)]^{-1} M(k) P(k)\big\}\Phi^\top(k) + Q(k),P(k+1)=Φ(k)P(k){I−M⊤(k)[M(k)P(k)M⊤(k)+R(k)]−1M(k)P(k)}Φ⊤(k)+Q(k),

started from x^(0∣−1)=0\hat x(0 \mid -1) = 0x^(0∣−1)=0 and P(0)=cov⁡x(0)P(0) = \operatorname{cov} x(0)P(0)=covx(0), are the linear minimum-variance estimates: each x^(k∣k−1)\hat x(k \mid k-1)x^(k∣k−1) lies in the span of past measurement components, its error is orthogonal to all past measurements, and its error covariance is P(k)P(k)P(k).

Milestones: orthogonality of the innovation v(k)−M(k)x^(k∣k−1)v(k) - M(k)\hat x(k\mid k-1)v(k)−M(k)x^(k∣k−1) to the past-data subspace, and the single-step updating formula (§4.6 Example 1) — given a prior projection with error covariance RRR and new data y=Wβ+εy = W\beta + \varepsilony=Wβ+ε, the updated projection is β^+RW⊤(WRW⊤+Q)−1(y−Wβ^)\hat\beta + RW^\top(WRW^\top + Q)^{-1}(y - W\hat\beta)β^​+RW⊤(WRW⊤+Q)−1(y−Wβ^​) with error covariance R−RW⊤(WRW⊤+Q)−1WRR - RW^\top(WRW^\top+Q)^{-1}WRR−RW⊤(WRW⊤+Q)−1WR.

Significance

The Kalman filter is among the most used algorithms in engineering — navigation, tracking, control, time-series analysis — and this mission gives it a machine-checked correctness statement at the natural level of generality: linear minimum-variance optimality over arbitrary zero-mean second-order processes, with no Gaussian hypothesis. Mathlib currently has no Kalman filter and no linear filtering theory. The abstract Hilbert-space formulation also makes the development directly reusable: the update milestone is a general two-stage projection lemma independent of the dynamic model.

Difficulty

The recursion couples two invariants that must be established simultaneously by induction: the geometric one (the error is orthogonal to the growing measurement subspace, and the estimate lies in it) and the algebraic one (the error Gram matrix equals P(k)P(k)P(k)). Whiteness enters precisely through the index inequalities — u(k)u(k)u(k) and w(k)w(k)w(k) are orthogonal to everything generated by x(0),u(0..k−1),w(0..k−1)x(0), u(0..k{-}1), w(0..k{-}1)x(0),u(0..k−1),w(0..k−1) — and an off-by-one in these ranges silently breaks the induction. Invertibility of M(k)P(k)M⊤(k)+R(k)M(k)P(k)M^\top(k) + R(k)M(k)P(k)M⊤(k)+R(k) must be derived, not assumed: P(k)P(k)P(k) is positive semidefinite as a Gram matrix and R(k)R(k)R(k) is positive definite. The naive approach of expanding all projections over a concrete probability space adds measure-theoretic overhead the abstract formulation avoids entirely.

Formalization scope

The Hilbert space of random variables is an abstract H : Type with [NormedAddCommGroup H] [InnerProductSpace ℝ H]; zero means are implicit in this representation (§4.7 assumes all variables zero-mean), so expectations never appear — only inner products. Matrix-vector actions on random vectors are written componentwise as ∑ j, A i j • x j. Processes are indexed by ℕ, with x̂(0 | -1) rendered as xh 0 = 0 and covariances as explicit Gram identities. Whiteness and uncorrelatedness are hypotheses on inner products with if k = l then _ else 0. The span of past data at time kkk is Submodule.span ℝ {a | ∃ l < k, ∃ j, a = v l j}. The recursion defining xh and P is supplied as hypotheses, so the goal asserts exactly the optimality and covariance claims of the source theorem. Statements deliberately avoid Mathlib's orthogonalProjection; the projection property is asserted by membership plus orthogonality, which characterizes it uniquely.

Selected references

  • David G. Luenberger, Optimization by Vector Space Methods, John Wiley & Sons, 1969. §4.6–4.7, pp. 90–97. ISBN 0-471-55359-X.
  • R. E. Kalman, A new approach to linear filtering and prediction problems, J. Basic Eng. 82 (1960), 35–45. https://doi.org/10.1115/1.3662552
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Markov ChainProbabilityStochastic Systems·Captain: Shuze Chen

Markov Chains and Mixing Times XIII: Coupling from the PastTextbook

Motivation

Every sampling guarantee in this series so far is approximate: run the chain for tmix(ε)t_{\mathrm{mix}}(\varepsilon)tmix​(ε) steps and the output is within ε\varepsilonε of stationarity. In 1996 Propp and Wilson showed that, astonishingly, one can often sample exactly from the stationary distribution of a chain — with no error at all and no knowledge of the mixing time — by running the chain not forward from the present but from the past. Their algorithm, coupling from the past (CFTP), drives all states simultaneously with the same sequence of random update maps drawn from times −1,−2,−3,…-1,-2,-3,\dots−1,−2,−3,…; as soon as the composed map from some time −t-t−t collapses the entire state space to a single value, that value is an exact sample from π\piπ. Chapter 22 of Levin–Peres–Wilmer, Markov Chains and Mixing Times (AMS, 2009; the chapter is by Propp and Wilson themselves) presents the algorithm, the monotone shortcut that makes it practical for huge state spaces, and the proof of exactness. This mission — the final one of the series — formalizes that correctness proof.

Setting

Throughout, PPP is a chain on a finite state space VVV with stationary distribution π\piπ. A random mapping representation of PPP is a probability distribution ν\nuν on update functions f:V→Vf:V\to Vf:V→V that reproduces the transition probabilities in one step:

ν{f:f(x)=y}  =  P(x,y)for all x,y.\nu\{f: f(x)=y\}\;=\;P(x,y)\qquad\text{for all }x,y.ν{f:f(x)=y}=P(x,y)for all x,y.

Sampling f∼νf\sim\nuf∼ν and applying it to the current state is exactly one PPP-step — simultaneously from every possible current state.

CFTP draws i.i.d. maps f−1,f−2,⋯∼νf_{-1},f_{-2},\dots\sim\nuf−1​,f−2​,⋯∼ν indexed by past times and composes them forward from the past up to time zero:

F−t0  =  f−1∘f−2∘⋯∘f−t.F^0_{-t}\;=\;f_{-1}\circ f_{-2}\circ\cdots\circ f_{-t}.F−t0​=f−1​∘f−2​∘⋯∘f−t​.

Note the order: extending the horizon deeper into the past prepends new randomness inside the composition, while the maps near time 000 stay fixed — this is the crucial asymmetry between running from the past and running into the future. The composition has coalesced when F−t0F^0_{-t}F−t0​ is a constant map — all starting states have been funneled to one common value — and the algorithm outputs that value. In the monotone variant, VVV carries a partial order with a bottom state 0^\hat00^ and a top state 1^\hat11^ and every update map is monotone; then it suffices to track the two extreme trajectories.

Formalization targets

Goal

Correctness of coupling from the past (Propp–Wilson; §22.2–22.3), the capstone of the series: if ν\nuν is a random mapping representation of PPP, π\piπ is stationary for PPP, and coalescence is almost sure, then for every state yyy the probability that the CFTP composition has coalesced to the value yyy within ttt steps from the past tends, as t→∞t\to\inftyt→∞, to exactly π(y)\pi(y)π(y) — the output of the algorithm is an exact sample from the stationary distribution, with no mixing-time error term.

Milestones

  • Proposition 1.5 / §22.3 — every finite Markov chain has a random mapping representation: a suitable ν\nuν always exists.
  • Coalescence (§22.3) — if some finite composition of update maps collapses the state space with positive probability, then coalescence is almost sure: the probability that F−t0F^0_{-t}F−t0​ is not yet constant tends to 000 as t→∞t\to\inftyt→∞.
  • Monotone CFTP (§22.2) — if the state space has a bottom 0^\hat00^ and a top 1^\hat11^ and every update map is monotone, then the composition is constant as soon as it merely identifies 0^\hat00^ and 1^\hat11^: checking two trajectories certifies coalescence of all of them.

Significance

The results. CFTP is one of the most striking algorithmic ideas probability has produced: a Las Vegas algorithm whose output distribution is exactly π\piπ, side-stepping every mixing-time estimate of the previous twelve missions. The monotone shortcut is what made it explode in practice — for the Ising model of Mission IX the 2n2^n2n trajectories collapse to two, and Propp–Wilson famously drew exact Ising samples on large grids at the critical temperature. CFTP remains the foundation of exact-simulation methods across statistical physics, spatial statistics, and randomized algorithms.

Formalizing it. The correctness argument is short but famously slippery — the standard pitfall (running the coupling into the future yields a biased sample) is precisely a statement about the order of composition, which a formal proof pins down mercilessly. Nothing about exact sampling exists in any proof-assistant library. Formalized CFTP correctness is a fitting keystone: it consumes the random-map representation (Chapter 1), stationarity (Mission I), and the almost-sure-coalescence analysis, and certifies the algorithm practitioners actually run.

Difficulty

The whole content lies in managing the composition order and the limiting argument without measure theory. The probability space at horizon ttt is the finite product of ttt copies of ν\nuν (tuples of update maps, weighted by products); the key observation — for fixed ttt, the law of F−t0F^0_{-t}F−t0​ applied to any fixed start equals the law of ttt forward steps — is a finite re-indexing argument. Exactness then follows from a sandwich: on the event of coalescence by time ttt, the output equals F−t0(x)F^0_{-t}(x)F−t0​(x) for every xxx; choosing the start according to π\piπ shows the output law differs from π\piπ by at most the non-coalescence probability, and the hypothesis drives that to zero. Formalizing this needs care at exactly the point where informal proofs wave: the event "coalesced by −t-t−t" is increasing in ttt because the maps near zero are shared between horizons — the tuple encoding must make this monotonicity provable. The coalescence milestone is a geometric-trials argument (independent blocks each collapse with probability bounded below), and the monotone milestone is an induction showing monotonicity of compositions plus the squeeze between the extreme trajectories. All randomness is finite products of a finite distribution; limits are limits of explicit real sequences.

Formalization scope

Update-map distributions are functions (V→V)→R(V\to V)\to\mathbb R(V→V)→R with the distribution predicate of Mission I; the random-map representation condition is a finite-sum identity. The composition F−t0F^0_{-t}F−t0​ is encoded by a tuple F:Fin t→(V→V)F:\mathrm{Fin}\,t\to(V\to V)F:Fint→(V→V) with F(i)F(i)F(i) the map used at time −(i+1)-(i{+}1)−(i+1), folded so that the last entry applies first — the from-the-past order. Coalescence probabilities and output probabilities are finite sums over tuples of products of ν\nuν-weights; "coalescence is almost sure" is the statement that the non-coalescence probability tends to 000, and the goal's conclusion is a limit of real sequences (Filter.Tendsto), not a measure-theoretic almost-sure statement. The monotone milestone is stated abstractly for any finite partial order with OrderBot and OrderTop and any tuple of monotone maps — reusable beyond CFTP. No measure theory, filtrations, or i.i.d. infrastructure is required anywhere.

Selected references

  • D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, American Mathematical Society, 2009 (Chapter 22, by J. G. Propp and D. B. Wilson). https://documents.epfl.ch/groups/i/ip/ipg/www/2013-2014/Random_Walks/markovmixing.pdf
  • J. G. Propp, D. B. Wilson, Exact sampling with coupled Markov chains and applications to statistical mechanics, Random Structures Algorithms 9 (1996). https://doi.org/10.1002/(SICI)1098-2418(199608/09)9:1/2<223::AID-RSA14>3.0.CO;2-O
  • D. B. Wilson, How to couple from the past using a read-once source of randomness, Random Structures Algorithms 16 (2000). https://doi.org/10.1002/(SICI)1098-2418(200003)16:2<85::AID-RSA1>3.0.CO;2-H
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Markov ChainProbabilityStochastic Systems·Captain: Shuze Chen

Markov Chains and Mixing Times II: The Convergence TheoremTextbook

Motivation

The first mission of this series established that an irreducible finite Markov chain has a unique stationary distribution π\piπ. The present mission, covering Chapters 3–4 of Levin–Peres–Wilmer, Markov Chains and Mixing Times (AMS, 2009), answers the two questions that make that fact useful. First, the inverse problem of sampling: given a target distribution π\piπ — uniform over proper colorings, a Gibbs measure, a posterior — how does one build a chain whose stationary distribution is π\piπ? The Metropolis and Glauber constructions of Chapter 3 are the universal answers, and they are the engine of Markov chain Monte Carlo across statistical physics, Bayesian statistics, and approximate counting. Second, the convergence question: in what sense, and how fast, does an irreducible aperiodic chain approach π\piπ? Chapter 4 introduces the total variation distance, proves the Convergence Theorem — geometric convergence to stationarity — and defines the mixing time, the parameter the entire remainder of the book estimates.

Setting

All chains live on a finite state space VVV and are presented by row-stochastic matrices, with the definitions of Mission I. The total variation distance between distributions μ\muμ and ν\nuν is

∥μ−ν∥TV=max⁡A⊆V ∣μ(A)−ν(A)∣,\|\mu-\nu\|_{\mathrm{TV}} = \max_{A\subseteq V}\,|\mu(A)-\nu(A)|,∥μ−ν∥TV​=A⊆Vmax​∣μ(A)−ν(A)∣,

the maximal discrepancy over events. A coupling of μ\muμ and ν\nuν is a distribution on V×VV\times VV×V whose marginals are μ\muμ and ν\nuν. For a chain PPP with stationary π\piπ one sets

d(t)=max⁡x∥Pt(x,⋅)−π∥TV,dˉ(t)=max⁡x,y∥Pt(x,⋅)−Pt(y,⋅)∥TV,d(t)=\max_x \|P^t(x,\cdot)-\pi\|_{\mathrm{TV}},\qquad \bar d(t)=\max_{x,y}\|P^t(x,\cdot)-P^t(y,\cdot)\|_{\mathrm{TV}},d(t)=xmax​∥Pt(x,⋅)−π∥TV​,dˉ(t)=x,ymax​∥Pt(x,⋅)−Pt(y,⋅)∥TV​,

and the mixing time is tmix(ε)=min⁡{t:d(t)≤ε}t_{\mathrm{mix}}(\varepsilon)=\min\{t : d(t)\le\varepsilon\}tmix​(ε)=min{t:d(t)≤ε}, with tmix=tmix(1/4)t_{\mathrm{mix}}=t_{\mathrm{mix}}(1/4)tmix​=tmix​(1/4).

The Metropolis chain for a target π\piπ and a symmetric proposal chain Ψ\PsiΨ accepts a proposed move x→yx\to yx→y with probability 1∧π(y)/π(x)1\wedge \pi(y)/\pi(x)1∧π(y)/π(x); a general (not necessarily symmetric) base chain is handled by the ratio (π(y)Ψ(y,x))/(π(x)Ψ(x,y))∧1\bigl(\pi(y)\Psi(y,x)\bigr)/\bigl(\pi(x)\Psi(x,y)\bigr)\wedge 1(π(y)Ψ(y,x))/(π(x)Ψ(x,y))∧1. The Glauber dynamics for a distribution π\piπ on configurations VsitesV^{\text{sites}}Vsites picks a uniform site and re-samples its value from π\piπ conditioned on the rest.

Formalization targets

Goal

P irreducible and aperiodic  ⟹  ∃ α∈(0,1), C>0:d(t)≤Cαt.\text{$P$ irreducible and aperiodic}\;\Longrightarrow\;\exists\,\alpha\in(0,1),\ C>0:\quad d(t)\le C\alpha^{t}.P irreducible and aperiodic⟹∃α∈(0,1), C>0:d(t)≤Cαt.

This is Theorem 4.9, the Convergence Theorem. It asserts only the geometric shape of convergence, leaving all quantitative rates to later missions, which is why it is the goal.

Milestones

The milestones are the chapter's working parts: stationarity and reversibility of the Metropolis chain for symmetric and general base chains (§3.2, Exercise 3.1), stationarity and reversibility of the Glauber dynamics (§3.3, Exercise 3.2); the three characterizations of total variation distance — the half-ℓ1\ell^1ℓ1 formula (Proposition 4.2 with Remark 4.3), the supremum over [−1,1][-1,1][−1,1]-bounded test functions (Proposition 4.5), and the coupling characterization with an optimal coupling attaining it (Proposition 4.7 with Remark 4.8); the comparison d≤dˉ≤2dd\le\bar d\le 2dd≤dˉ≤2d (Lemma 4.11) and submultiplicativity dˉ(s+t)≤dˉ(s)dˉ(t)\bar d(s+t)\le\bar d(s)\bar d(t)dˉ(s+t)≤dˉ(s)dˉ(t) (Lemma 4.12); the standard mixing-time consequences d(ℓ tmix(ε))≤(2ε)ℓd(\ell\, t_{\mathrm{mix}}(\varepsilon))\le(2\varepsilon)^\elld(ℓtmix​(ε))≤(2ε)ℓ and tmix(ε)≤⌈log⁡2ε−1⌉ tmixt_{\mathrm{mix}}(\varepsilon)\le\lceil\log_2\varepsilon^{-1}\rceil\, t_{\mathrm{mix}}tmix​(ε)≤⌈log2​ε−1⌉tmix​ (§4.5); and the equality of distance to stationarity for a group walk and its inverse walk (Lemma 4.13 and Corollary 4.14).

Significance

The results. The Convergence Theorem is the qualitative foundation on which quantitative mixing theory stands: it guarantees that tmix(ε)t_{\mathrm{mix}}(\varepsilon)tmix​(ε) is finite, so every bound in Missions III–XIII is a bound on a well-defined quantity. The TV characterizations are used constantly — the coupling characterization is the engine of Mission III, the half-ℓ1\ell^1ℓ1 formula of every explicit computation. The Metropolis and Glauber stationarity results justify the chains analyzed in Missions III (colorings, hardcore), VIII (path coupling) and IX (Ising). Submultiplicativity of dˉ\bar ddˉ is what makes tmixt_{\mathrm{mix}}tmix​ a meaningful single number.

Formalizing them. None of this exists in Mathlib: there is no total variation distance for finitely supported distributions, no coupling theory, no mixing time, no MCMC correctness statement. The definition layer published here (TV distance, ddd, dˉ\bar ddˉ, tmixt_{\mathrm{mix}}tmix​, couplings, Metropolis, Glauber) is imported by every subsequent mission of the series.

Difficulty

The tempting proof of Theorem 4.9 via spectral decomposition fails twice: it needs reversibility, which the theorem does not assume, and spectral machinery that arrives only in Mission VII. The book's proof is the Doeblin decomposition: by Proposition 1.7 some power satisfies Pr(x,y)≥δπ(y)P^r(x,y)\ge\delta\pi(y)Pr(x,y)≥δπ(y), so Pr=(1−θ)Π+θQP^r=(1-\theta)\Pi+\theta QPr=(1−θ)Π+θQ with Π\PiΠ the rank-one matrix of rows π\piπ, and induction gives Prk=(1−θk)Π+θkQkP^{rk}=(1-\theta^k)\Pi+\theta^kQ^kPrk=(1−θk)Π+θkQk. The formal work is matrix algebra with careful bookkeeping of the remainder chain QQQ, plus the monotonicity of ddd needed to interpolate between multiples of rrr. For Proposition 4.7 the delicate half is constructing the optimal coupling: mass μ∧ν\mu\wedge\nuμ∧ν on the diagonal and the normalized product of the positive parts off it, with the degenerate case μ=ν\mu=\nuμ=ν handled separately. The Glauber stationarity statement must be phrased with care because configurations outside the support of π\piπ have junk rows; the formalization asserts stochasticity only at supported configurations, and detailed balance globally.

Formalization scope

Total variation distance is defined as the supremum over events, ⨆A ∣μ(A)−ν(A)∣\bigsqcup_{A}\,|\mu(A)-\nu(A)|⨆A​∣μ(A)−ν(A)∣ over Finset V, exactly as in (4.1); the half-ℓ1\ell^1ℓ1 formula is a milestone, not the definition. The mixing time is sInf of the set {t:d(t)≤ε}\{t : d(t)\le\varepsilon\}{t:d(t)≤ε} in N\mathbb NN (junk value 000 if empty — impossible under the goal theorem). Couplings are distributions on the product with prescribed marginals; no probability-space machinery is used. The mixing-time inequalities are stated with the integer-rounding slack made explicit (e.g. ⌈log⁡2ε−1⌉\lceil\log_2\varepsilon^{-1}\rceil⌈log2​ε−1⌉ via Nat.ceil of a real logarithm) so that no statement is true only "up to rounding". The Metropolis definitions use total real division, so the hypotheses require π>0\pi>0π>0 pointwise; this matches the book, which divides by π(x)\pi(x)π(x) throughout.

Welcome contributions beyond the milestones: simp lemmas for tvDist, monotonicity of ddd and dˉ\bar ddˉ in ttt, and triangle-inequality infrastructure — all reused by Missions III–XIII.

Selected references

  • D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, American Mathematical Society, 2009. https://documents.epfl.ch/groups/i/ip/ipg/www/2013-2014/Random_Walks/markovmixing.pdf
  • N. Metropolis, A. Rosenbluth, M. Rosenbluth, A. Teller, E. Teller, Equation of state calculations by fast computing machines, J. Chem. Phys. 21 (1953). https://doi.org/10.1063/1.1699114
  • W. Doeblin, Exposé de la théorie des chaînes simples constantes de Markov à un nombre fini d'états, Rev. Math. Union Interbalkan. 2 (1938).
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Theoretical Computer Science·Captain: wenxinzhang

Primal-Dual Online Load Balancing on Unrelated MachinesTextbook

The model

Fix m≥1m \ge 1m≥1 machines and nnn jobs arriving one at a time in the order 0,…,n−10, \dots, n-10,…,n−1. Job iii carries a whole vector of nonnegative loads p~(i,j)\tilde p(i,j)p~​(i,j), one per machine, with no assumed relationship between the entries — the same job may be cheap on one machine and unplaceable on another. This is the unrelated machines model. When job iii arrives its load vector becomes visible, and the algorithm must commit it to a single machine immediately and irrevocably, knowing nothing about the jobs still to come. A machine's load is the sum of p~(i,j)\tilde p(i,j)p~​(i,j) over the jobs assigned to it.

The setting formalized here is one normalized phase: loads are already scaled by a guessed makespan, so machine jjj counts as eligible for job iii exactly when p~(i,j)≤1\tilde p(i,j) \le 1p~​(i,j)≤1. The phase is allowed to give up rather than assign badly — it fails if an arriving job has no eligible machine, or if an internal weight grows past 111.

The algorithm and the guarantee

The algorithm keeps a weight x(j)x(j)x(j) per machine, initialized to 1/(2m)1/(2m)1/(2m). Job iii goes to the eligible machine ℓ\ellℓ minimizing p~(i,ℓ) x(ℓ)\tilde p(i,\ell)\, x(\ell)p~​(i,ℓ)x(ℓ); that machine's weight is then scaled by 1+p~(i,ℓ)/21 + \tilde p(i,\ell)/21+p~​(i,ℓ)/2, so a machine becomes exponentially unattractive as it fills. The weights are the primal variables of the covering LP

min⁡∑jx(j)+∑iz(i)s.t.p~(i,j) x(j)+z(i)≥1  for every eligible pair (i,j),\min \sum_j x(j) + \sum_i z(i) \quad \text{s.t.} \quad \tilde p(i,j)\,x(j) + z(i) \ge 1 \ \text{ for every eligible pair } (i,j),minj∑​x(j)+i∑​z(i)s.t.p~​(i,j)x(j)+z(i)≥1  for every eligible pair (i,j),

and each assignment raises one dual variable y(i,ℓ)y(i,\ell)y(i,ℓ) to 111. The guarantee follows from weak duality rather than a bespoke potential argument, which is the point of the primal-dual method.

The goal theorem states that if the dual admits a feasible solution putting unit total mass on every job — the certificate that the guessed makespan was large enough — then the phase does not fail, every job is assigned, and every machine ends with load

∑i assigned to jp~(i,j) ≤ ln⁡(3m)ln⁡(3/2).\sum_{i \,\text{assigned to}\, j} \tilde p(i,j) \ \le\ \frac{\ln(3m)}{\ln(3/2)}.iassigned toj∑​p~​(i,j) ≤ ln(3/2)ln(3m)​.

The source states this as O(log⁡m)O(\log m)O(logm); the explicit constant is what its proof yields.

Note that the load bound alone is not the theorem: it holds vacuously when the phase assigns nothing, and the milestones state it that way deliberately. The content is the conjunction of succeeded, assigns all, and the bound.

Scope

The doubling wrapper — guess a makespan, run a phase, double the guess and restart on failure — is what turns this phase into an O(log⁡m)O(\log m)O(logm)-competitive online algorithm. It is outside this mission; the guarantee proved here is the conditional single-phase statement. The milestones break the argument into weak duality for finite LPs, the load bound, primal feasibility at each prefix, the primal objective identity, and the failure certificate.

Source

Niv Buchbinder and Joseph (Seffi) Naor, The Design of Competitive Online Algorithms via a Primal-Dual Approach, Foundations and Trends in Theoretical Computer Science 3(2–3), 2009, Chapter 8, pp. 193–196 (Theorem 8.1). PDF · doi:10.1561/0400000024

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Algebra·Captain: tianyipeng

Hefferon Linear Algebra V: Jordan Canonical FormTextbook

Chapter Five of Jim Hefferon's Linear Algebra is one long search for a canonical form for matrix similarity, and Theorem IV.2.8 ends it: over the complex numbers every square matrix is similar to a matrix in Jordan form. That is the goal theorem of this mission and the capstone of the book. Mathlib carries the generalized eigenspace decomposition but has no Jordan canonical form, so this is a genuine target rather than a wrapper around an existing lemma; the Jordan block and the block-diagonal Jordan matrix are supplied as a mission definition. The milestones are the three results the proof is assembled from: diagonalizability as the existence of an eigenbasis, Cayley-Hamilton, and the canonical form of a nilpotent map, which is Jordan form applied to t−λt - \lambdat−λ on each generalized eigenspace.

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Linear OptimizationOperations ResearchOptimization·Captain: Shuze Chen

Introduction to Linear Optimization VI: Farkas' Lemma and Separating HyperplanesTextbook

When is a system of linear constraints infeasible? Sections 4.6-4.7 of Bertsimas-Tsitsiklis answer with the archetypal theorem of the alternative. The capstone is Farkas' lemma (Theorem 4.6): for an m×nm \times nm×n matrix AAA and b∈Rmb \in \mathbb{R}^mb∈Rm, exactly one of the following holds — (a) some x≥0x \ge 0x≥0 satisfies Ax=bAx = bAx=b, or (b) some ppp satisfies p′A≥0′p'A \ge 0'p′A≥0′ and p′b<0p'b < 0p′b<0; such a ppp is a certificate of infeasibility, geometrically a hyperplane separating bbb from the cone of the columns of AAA. The mission also carries the cone-membership restatement (Corollary 4.3), the inequality form (Theorem 4.7: every solution of Ax≤bAx \le bAx≤b satisfies c′x≤dc'x \le dc′x≤d iff some p≥0p \ge 0p≥0 has p′A=c′p'A = c'p′A=c′ and p′b≤dp'b \le dp′b≤d), and the application to asset pricing (Theorem 4.8: a market's prices admit no arbitrage iff there is a nonnegative state-price vector qqq with pi=∑sqsrsip_i = \sum_s q_s r_{si}pi​=∑s​qs​rsi​). The book proves Farkas' lemma from LP strong duality; Section 4.7 then reverses the arrow from first principles: every polyhedron is closed (Theorem 4.9), Weierstrass' theorem (Theorem 4.10, already in Mathlib), and the separating hyperplane theorem (Theorem 4.11: for nonempty closed convex SSS and x∗∉Sx^* \notin Sx∗∈/S there exists ccc with c′x∗<c′xc'x^* < c'xc′x∗<c′x for all x∈Sx \in Sx∈S), from which Farkas' lemma — and hence the duality theorem itself — follows geometrically.

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Algebra·Captain: tianyipeng

Hefferon Linear Algebra III: Maps, Representation and Change of BasisTextbook

Chapter Three of Jim Hefferon's Linear Algebra is about maps between spaces and how matrices represent them. The goal theorem is where the chapter arrives: two matrices represent the same transformation with respect to different bases exactly when they are similar. That is the hinge of the whole book — it converts the search for a canonical form under similarity into the search for the basis in which a map looks simplest, which is the programme of Chapter Five. The milestones are the chapter's landmarks: dimension classifies spaces up to isomorphism, rank plus nullity recovers the dimension of the domain, matrix multiplication is exactly composition, and Gram-Schmidt splits a space into a subspace and its orthogonal complement.

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Algebra·Captain: tianyipeng

Hefferon Linear Algebra II: Dimension and RankTextbook

Chapter Two of Jim Hefferon's Linear Algebra builds the vector space vocabulary — spanning, independence, basis — and turns it into a theory of dimension. The goal theorem is the chapter's most striking result, that the row rank and the column rank of a matrix always agree, which is the bridge between the matrix-of-numbers view of Chapter One and the vector space view of Chapter Two. The milestones are the two pillars it stands on: that any two bases of a space have the same size, so dimension is well defined at all, and that any linearly independent set can be extended to a basis.

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Linear OptimizationOptimization·Captain: Shuze Chen

Introduction to Linear Optimization III: Fourier–Motzkin Elimination and Projections of PolyhedraTextbook

Is the shadow of a polyhedron again a polyhedron? §2.8 of Bertsimas–Tsitsiklis answers this with perhaps the oldest method for solving linear programming problems: Fourier–Motzkin elimination. Given P={x∈Rn∣∑j=1naijxj≥bi, i=1,…,m}P = \{x \in \mathbb{R}^n \mid \sum_{j=1}^n a_{ij}x_j \ge b_i,\ i = 1, \dots, m\}P={x∈Rn∣∑j=1n​aij​xj​≥bi​, i=1,…,m}, one sorts the constraints by the sign of the coefficient of xnx_nxn​ — rewriting them as xn≥di+fi′xˉx_n \ge d_i + \mathbf{f}_i'\bar{x}xn​≥di​+fi′​xˉ, dj+fj′xˉ≥xnd_j + \mathbf{f}_j'\bar{x} \ge x_ndj​+fj′​xˉ≥xn​, or 0≥dk+fk′xˉ0 \ge d_k + \mathbf{f}_k'\bar{x}0≥dk​+fk′​xˉ — and forms the polyhedron Q⊂Rn−1Q \subset \mathbb{R}^{n-1}Q⊂Rn−1 whose constraints are all pairwise combinations dj+fj′xˉ≥di+fi′xˉd_j + \mathbf{f}_j'\bar{x} \ge d_i + \mathbf{f}_i'\bar{x}dj​+fj′​xˉ≥di​+fi′​xˉ together with the constraints not involving xnx_nxn​. The capstone, Theorem 2.10, states that QQQ is exactly the projection Πn−1(P)\Pi_{n-1}(P)Πn−1​(P) of PPP onto its first n−1n-1n−1 coordinates: a value of xnx_nxn​ can be interpolated if and only if every lower bound is below every upper bound. Though hopeless as an algorithm (the number of constraints can grow exponentially), elimination has powerful theoretical corollaries, all formalized here: projections Πk(P)\Pi_k(P)Πk​(P) of polyhedra are polyhedra (Corollary 2.4), the image of a polyhedron under any linear mapping is a polyhedron (Corollary 2.5), and the convex hull of finitely many vectors is a polyhedron (Corollary 2.6) — the first half of the finite-basis picture completed by the resolution theorem of Mission VII.

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AlgebraOperations Research·Captain: tianyipeng

Hefferon Linear Algebra I: Gauss's Method and the Solution SetTextbook

Chapter One of Jim Hefferon's Linear Algebra develops Gauss's method and asks what row reduction actually preserves. The answer arrives as the Linear Combination Lemma: row operations change the rows of a matrix but never the subspace those rows span, and that invariant is complete. The goal theorem is that completeness — two matrices are row equivalent exactly when they have the same row space — which is what makes reduced echelon form a genuine canonical form. The milestones are the two results the chapter builds on the way: that row operations leave a system's solution set alone, and that a solution set is always one particular solution translated by the solutions of the associated homogeneous system.

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Linear OptimizationOperations ResearchOptimization·Captain: Shuze Chen

Introduction to Linear Optimization II: Existence and Optimality of Extreme PointsTextbook

Where should one look for the optimum of a linear programming problem? Chapter 1 of Bertsimas–Tsitsiklis suggests that optima "tend to occur at corners" of the feasible polyhedron; §§2.5–2.6 turn this intuition into theorems. Not every polyhedron has a corner — a halfspace in Rn\mathbb{R}^nRn (n>1n > 1n>1) has none — and the exact dividing line is the presence of an infinite line: a nonempty polyhedron

P={x∣ai′x≥bi, i=1,…,m}P = \{x \mid a_i'x \ge b_i,\ i = 1, \dots, m\}P={x∣ai′​x≥bi​, i=1,…,m}

has an extreme point if and only if it does not contain a line, if and only if nnn of the vectors a1,…,ama_1, \dots, a_ma1​,…,am​ are linearly independent (Theorem 2.6). In particular every nonempty bounded polyhedron and every nonempty standard-form polyhedron has a basic feasible solution (Corollary 2.2). The capstone, Theorem 2.8, is the sharpest form of the corner principle: if PPP has at least one extreme point, then for any cost vector ccc either the optimal cost is −∞-\infty−∞, or there is an extreme point of PPP that is optimal — existence of an optimal solution comes for free once the cost is bounded below. Its companion Theorem 2.7 places an optimal extreme point under the weaker assumption that an optimal solution exists, and Corollary 2.3 — the fundamental theorem of linear programming — concludes that every feasible LP either has optimal cost −∞-\infty−∞ or attains an optimal solution, in stark contrast with nonlinear problems such as minimizing 1/x1/x1/x over x≥1x \ge 1x≥1. These results license the extreme-point search that the simplex method (Mission IV) performs.

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Bandit AlgorithmsMachine LearningOperations Research·Captain: Shuze Chen

Bandit Algorithms XII: Follow-the-Regularised-Leader and Mirror DescentTextbook

Beneath Exp3, Exp4 and their relatives lies one algorithm: minimize past losses plus a convex regularizer. Chapters 26–28 of Lattimore–Szepesvári develop this unifying view. For a Legendre potential FFF with Bregman divergence DFD_FDF​, both mirror descent and follow-the-regularised-leader satisfy the master bound Rn(a)≤F(a)−F(a1)η+1η∑tDF(at,a~t+1)R_n(a) \le \frac{F(a) - F(a_1)}{\eta} + \frac{1}{\eta}\sum_t D_F(a_t, \tilde a_{t+1})Rn​(a)≤ηF(a)−F(a1​)​+η1​∑t​DF​(at​,a~t+1​); the negentropy potential on the simplex recovers Exp3 exactly. The goal theorem is the payoff for adversarial linear bandits: FTRL on the unit ball with the self-concordant-flavoured potential F(a)=−log⁡(1−∥a∥)−∥a∥F(a) = -\log(1-\|a\|) - \|a\|F(a)=−log(1−∥a∥)−∥a∥ achieves Rn≤23ndlog⁡nR_n \le 2\sqrt{3nd\log n}Rn​≤23ndlogn​ — improving the d\sqrt{d}d​ factor over the Exp3-style approach of Chapter 27 and matching the Ω(dn)\Omega(d\sqrt{n})Ω(dn​) lower bound of Mission XI up to logarithms.

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Bandit AlgorithmsMachine LearningOperations Research·Captain: Shuze Chen

Bandit Algorithms VIII: Contextual Bandits and Exp4Textbook

Real decisions come with context: a news site chooses an article for a particular user. Competing with the single best arm is then meaningless; the right benchmark is the best mapping from contexts to arms, or more generally the best of MMM expert policies. Chapter 18 of Lattimore–Szepesvári formalizes this via Exp4 — exponential weighting over experts, fed by the importance-weighted estimator of Mission V. The goal theorem: with learning rate η=2log⁡(M)/(nk)\eta = \sqrt{2\log(M)/(nk)}η=2log(M)/(nk)​, Exp4 satisfies Rn≤2nklog⁡MR_n \le \sqrt{2nk\log M}Rn​≤2nklogM​ against the best of MMM experts. Since MMM enters only logarithmically, the learner can compete with exponentially large policy classes — the conceptual gateway from bandits to reinforcement learning with function approximation.

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Operations ResearchStochastic Systems·Captain: wenxinzhang

Single-Server Queueing Convergence via Forward CouplingTextbook

Formalize sample-path stability for a continuous-time, unit-rate, infinite-buffer single-server queue. Starting from cumulative arriving service work, define the reflected transient workload, the workload constructed from the infinite past, long-run offered load, and two-time stationarity. Prove that subcritical load forces finite-time coupling and consequently that every finite initial workload converges in its two-time finite-dimensional distributions to the stationary workload law.

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Operations Research·Captain: wenxinzhang

Sample-Path Little's LawTextbook

Formalize sample-path Little's Law for deterministic continuous-time queueing trajectories, decomposed into area, sojourn, arrival-rate, boundary, and squeeze lemmas.

24 thms2 active users
Number Theory·Captain: Community (Bot)

Congruent Numbers — Tunnell's Criterion (Even Case)Open Problem

Which whole numbers are the area of a right triangle with rational sides? This is the congruent number problem, and it is astonishingly old — tabulated in tenth-century Arabic manuscripts (5 and 6 were among the first known cases), taken up by Fibonacci in the thirteenth century, and the subject of Fermat's celebrated infinite-descent proof that 1 is not congruent. The modern reformulation is a jewel of arithmetic geometry: n is congruent precisely when the elliptic curve y² = x³ − n²x has a rational point of infinite order, that is, positive rank. In 1983 Jerrold Tunnell, writing in Inventiones Mathematicae, turned this into a near-algorithm — counting integer representations of n by certain ternary quadratic forms (which arise as coefficients of weight-3/2 modular forms) yields a simple congruence criterion that settles the question by a finite computation. The catch, and the reason the problem remains officially open, is that the sufficiency of Tunnell's criterion rests on the Birch and Swinnerton-Dyer conjecture, itself a Millennium Prize Problem. This mission formalizes the converse of Tunnell's theorem in the even case: for squarefree even n, the representation-count identity 2|C_n| = |D_n| — where C_n and D_n count integer solutions of n = 8x² + 2y² + 64z² and n = 8x² + 2y² + 16z² — implies that n is a congruent number.

3 thms2 active usersReviewed
Number Theory·Captain: Community (Bot)

Congruent Numbers — Tunnell's Criterion (Odd Case)Open Problem

Which whole numbers are the area of a right triangle with rational sides? This is the congruent number problem, and it is astonishingly old — tabulated in tenth-century Arabic manuscripts (5 and 6 were among the first known cases), taken up by Fibonacci in the thirteenth century, and the subject of Fermat's celebrated infinite-descent proof that 1 is not congruent. The modern reformulation is a jewel of arithmetic geometry: n is congruent precisely when the elliptic curve y² = x³ − n²x has a rational point of infinite order, that is, positive rank. In 1983 Jerrold Tunnell, writing in Inventiones Mathematicae, turned this into a near-algorithm — counting integer representations of n by certain ternary quadratic forms (which arise as coefficients of weight-3/2 modular forms) yields a simple congruence criterion that settles the question by a finite computation. The catch, and the reason the problem remains officially open, is that the sufficiency of Tunnell's criterion rests on the Birch and Swinnerton-Dyer conjecture, itself a Millennium Prize Problem. This mission formalizes the converse of Tunnell's theorem in the odd case: for squarefree odd n, the representation-count identity 2|A_n| = |B_n| — where A_n and B_n count integer solutions of n = 2x² + y² + 32z² and n = 2x² + y² + 8z² — implies that n is a congruent number.

3 thms2 active usersReviewed
Combinatorics·Captain: Community (Bot)

The Green–Tao TheoremResearch Paper

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

2 thms2 active usersReviewed
Quantum Information·Captain: Community (Bot)

Zauner's Conjecture (SIC-POVMs)Open Problem

In a 1999 Vienna doctoral thesis, Gerhard Zauner conjectured that in every finite dimension d one can find d² unit vectors in complex d-space that are mutually as spread out as possible — any two sharing the same squared overlap 1/(d+1). Such a configuration, a symmetric informationally complete positive operator-valued measure (SIC-POVM), is the optimal minimal measurement for reconstructing an unknown quantum state, which is why the idea was rediscovered and named by Renes, Blume-Kohout, Scott, and Caves in 2004 and became central to quantum tomography, quantum cryptography, and the QBist reading of quantum mechanics. Geometrically these are maximal sets of complex equiangular lines; physically they are the most efficient quantum measurements; and, remarkably, they appear to be governed by deep number theory — recent work by Appleby, Flammia, Kopp, and others ties exact SICs to Stark units and Hilbert's twelfth problem on explicit class field theory. Exact solutions have been hand-built in scores of dimensions and numerical ones found in every dimension checked, yet a general existence proof remains out of reach. Formalizing Zauner's conjecture gives this problem — straddling quantum information, geometry, and algebraic number theory — a precise shared target.

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