Certified Exact Transcendental Real Number Computation in Coq

Reasoning about real number expressions in a proof assistant is challenging. Several problems in theorem proving can be solved by using exact real number computation. I have implemented a library for reasoning and computing with complete metric spaces in the Coq proof assistant and used this library to build a constructive real number implementation including elementary real number functions and proofs of correctness. Using this library, I have created a tactic that automatically proves strict inequalities over closed elementary real number expressions by computation.Comment: This paper is to be part of the proceedings of the 21st International Conference on Theorem Proving in Higher Order Logics (TPHOLs 2008

Formal Proofs for Nonlinear Optimization

We present a formally verified global optimization framework. Given a semialgebraic or transcendental function $f$ and a compact semialgebraic domain $K$, we use the nonlinear maxplus template approximation algorithm to provide a certified lower bound of $f$ over $K$. This method allows to bound in a modular way some of the constituents of $f$ by suprema of quadratic forms with a well chosen curvature. Thus, we reduce the initial goal to a hierarchy of semialgebraic optimization problems, solved by sums of squares relaxations. Our implementation tool interleaves semialgebraic approximations with sums of squares witnesses to form certificates. It is interfaced with Coq and thus benefits from the trusted arithmetic available inside the proof assistant. This feature is used to produce, from the certificates, both valid underestimators and lower bounds for each approximated constituent. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of multivariate transcendental inequalities. We illustrate the performance of our formal framework on some of these inequalities as well as on examples from the global optimization literature.Comment: 24 pages, 2 figures, 3 table

Certification of Bounds of Non-linear Functions: the Templates Method

The aim of this work is to certify lower bounds for real-valued multivariate functions, defined by semialgebraic or transcendental expressions. The certificate must be, eventually, formally provable in a proof system such as Coq. The application range for such a tool is widespread; for instance Hales' proof of Kepler's conjecture yields thousands of inequalities. We introduce an approximation algorithm, which combines ideas of the max-plus basis method (in optimal control) and of the linear templates method developed by Manna et al. (in static analysis). This algorithm consists in bounding some of the constituents of the function by suprema of quadratic forms with a well chosen curvature. This leads to semialgebraic optimization problems, solved by sum-of-squares relaxations. Templates limit the blow up of these relaxations at the price of coarsening the approximation. We illustrate the efficiency of our framework with various examples from the literature and discuss the interfacing with Coq.Comment: 16 pages, 3 figures, 2 table

Type classes for efficient exact real arithmetic in Coq

Floating point operations are fast, but require continuous effort on the part of the user in order to ensure that the results are correct. This burden can be shifted away from the user by providing a library of exact analysis in which the computer handles the error estimates. Previously, we [Krebbers/Spitters 2011] provided a fast implementation of the exact real numbers in the Coq proof assistant. Our implementation improved on an earlier implementation by O'Connor by using type classes to describe an abstract specification of the underlying dense set from which the real numbers are built. In particular, we used dyadic rationals built from Coq's machine integers to obtain a 100 times speed up of the basic operations already. This article is a substantially expanded version of [Krebbers/Spitters 2011] in which the implementation is extended in the various ways. First, we implement and verify the sine and cosine function. Secondly, we create an additional implementation of the dense set based on Coq's fast rational numbers. Thirdly, we extend the hierarchy to capture order on undecidable structures, while it was limited to decidable structures before. This hierarchy, based on type classes, allows us to share theory on the naturals, integers, rationals, dyadics, and reals in a convenient way. Finally, we obtain another dramatic speed-up by avoiding evaluation of termination proofs at runtime.Comment: arXiv admin note: text overlap with arXiv:1105.275

Certified Roundoff Error Bounds Using Semidefinite Programming.

Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance for FPGAs or custom hardware implementation. This problem becomes challenging when the program does not employ solely linear operations as non-linearities are inherent to many interesting computational problems in real-world applications. Existing solutions to reasoning are limited in the presence of nonlinear correlations between variables, leading to either imprecise bounds or high analysis time. Furthermore, while it is easy to implement a straightforward method such as interval arithmetic, sophisticated techniques are less straightforward to implement in a formal setting. Thus there is a need for methods which output certificates that can be formally validated inside a proof assistant. We present a framework to provide upper bounds on absolute roundoff errors. This framework is based on optimization techniques employing semidefinite programming and sums of squares certificates, which can be formally checked inside the Coq theorem prover. Our tool covers a wide range of nonlinear programs, including polynomials and transcendental operations as well as conditional statements. We illustrate the efficiency and precision of this tool on non-trivial programs coming from biology, optimization and space control. Our tool produces more precise error bounds for 37 percent of all programs and yields better performance in 73 percent of all programs

Optimizing a Certified Proof Checker for a Large-Scale Computer-Generated Proof

In recent work, we formalized the theory of optimal-size sorting networks with the goal of extracting a verified checker for the large-scale computer-generated proof that 25 comparisons are optimal when sorting 9 inputs, which required more than a decade of CPU time and produced 27 GB of proof witnesses. The checker uses an untrusted oracle based on these witnesses and is able to verify the smaller case of 8 inputs within a couple of days, but it did not scale to the full proof for 9 inputs. In this paper, we describe several non-trivial optimizations of the algorithm in the checker, obtained by appropriately changing the formalization and capitalizing on the symbiosis with an adequate implementation of the oracle. We provide experimental evidence of orders of magnitude improvements to both runtime and memory footprint for 8 inputs, and actually manage to check the full proof for 9 inputs.Comment: IMADA-preprint-c

Certification of inequalities involving transcendental functions: combining SDP and max-plus approximation

We consider the problem of certifying an inequality of the form $f(x)\geq 0$, $\forall x\in K$, where $f$ is a multivariate transcendental function, and $K$ is a compact semialgebraic set. We introduce a certification method, combining semialgebraic optimization and max-plus approximation. We assume that $f$ is given by a syntaxic tree, the constituents of which involve semialgebraic operations as well as some transcendental functions like $\cos$, $\sin$, $\exp$, etc. We bound some of these constituents by suprema or infima of quadratic forms (max-plus approximation method, initially introduced in optimal control), leading to semialgebraic optimization problems which we solve by semidefinite relaxations. The max-plus approximation is iteratively refined and combined with branch and bound techniques to reduce the relaxation gap. Illustrative examples of application of this algorithm are provided, explaining how we solved tight inequalities issued from the Flyspeck project (one of the main purposes of which is to certify numerical inequalities used in the proof of the Kepler conjecture by Thomas Hales).Comment: 7 pages, 3 figures, 3 tables, Appears in the Proceedings of the European Control Conference ECC'13, July 17-19, 2013, Zurich, pp. 2244--2250, copyright EUCA 201

Certifying floating-point implementations using Gappa

High confidence in floating-point programs requires proving numerical properties of final and intermediate values. One may need to guarantee that a value stays within some range, or that the error relative to some ideal value is well bounded. Such work may require several lines of proof for each line of code, and will usually be broken by the smallest change to the code (e.g. for maintenance or optimization purpose). Certifying these programs by hand is therefore very tedious and error-prone. This article discusses the use of the Gappa proof assistant in this context. Gappa has two main advantages over previous approaches: Its input format is very close to the actual C code to validate, and it automates error evaluation and propagation using interval arithmetic. Besides, it can be used to incrementally prove complex mathematical properties pertaining to the C code. Yet it does not require any specific knowledge about automatic theorem proving, and thus is accessible to a wide community. Moreover, Gappa may generate a formal proof of the results that can be checked independently by a lower-level proof assistant like Coq, hence providing an even higher confidence in the certification of the numerical code. The article demonstrates the use of this tool on a real-size example, an elementary function with correctly rounded output