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

Narrow Proofs May Be Maximally Long

We prove that there are 3-CNF formulas over n variables that can be refuted in resolution in width w but require resolution proofs of size n^Omega(w). This shows that the simple counting argument that any formula refutable in width w must have a proof in size n^O(w) is essentially tight. Moreover, our lower bound generalizes to polynomial calculus resolution (PCR) and Sherali-Adams, implying that the corresponding size upper bounds in terms of degree and rank are tight as well. Our results do not extend all the way to Lasserre, however, where the formulas we study have proofs of constant rank and size polynomial in both n and w

Certification of Real Inequalities -- Templates and Sums of Squares

We consider the problem of certifying lower bounds for real-valued multivariate transcendental functions. The functions we are dealing with are nonlinear and involve semialgebraic operations as well as some transcendental functions like $\cos$, $\arctan$, $\exp$, etc. Our general framework is to use different approximation methods to relax the original problem into polynomial optimization problems, which we solve by sparse sums of squares relaxations. In particular, we combine the ideas of the maxplus estimators (originally introduced in optimal control) and of the linear templates (originally introduced in static analysis by abstract interpretation). The nonlinear templates control the complexity of the semialgebraic relaxations at the price of coarsening the maxplus approximations. In that way, we arrive at a new - template based - certified global optimization method, which exploits both the precision of sums of squares relaxations and the scalability of abstraction methods. We analyze the performance of the method on problems from the global optimization literature, as well as medium-size inequalities issued from the Flyspeck project.Comment: 27 pages, 3 figures, 4 table

Narrow proofs may be maximally long

We prove that there are 3-CNF formulas over n variables that can be refuted in resolution in width w but require resolution proofs of size n(Omega(w)). This shows that the simple counting argument that any formula refutable in width w must have a proof in size n(O(w)) is essentially tight. Moreover, our lower bound generalizes to polynomial calculus resolution and Sherali-Adams, implying that the corresponding size upper bounds in terms of degree and rank are tight as well. The lower bound does not extend all the way to Lasserre, however, since we show that there the formulas we study have proofs of constant rank and size polynomial in both n and w.Peer ReviewedPostprint (author's final draft

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

MaxSAT Resolution and Subcube Sums

We study the MaxRes rule in the context of certifying unsatisfiability. We show that it can be exponentially more powerful than tree-like resolution, and when augmented with weakening (the system MaxResW), p-simulates tree-like resolution. In devising a lower bound technique specific to MaxRes (and not merely inheriting lower bounds from Res), we define a new proof system called the SubCubeSums proof system. This system, which p-simulates MaxResW, can be viewed as a special case of the semialgebraic Sherali-Adams proof system. In expressivity, it is the integral restriction of conical juntas studied in the contexts of communication complexity and extension complexity. We show that it is not simulated by Res. Using a proof technique qualitatively different from the lower bounds that MaxResW inherits from Res, we show that Tseitin contradictions on expander graphs are hard to refute in SubCubeSums. We also establish a lower bound technique via lifting: for formulas requiring large degree in SubCubeSums, their XOR-ification requires large size in SubCubeSums

Approximability and proof complexity

This work is concerned with the proof-complexity of certifying that optimization problems do \emph{not} have good solutions. Specifically we consider bounded-degree "Sum of Squares" (SOS) proofs, a powerful algebraic proof system introduced in 1999 by Grigoriev and Vorobjov. Work of Shor, Lasserre, and Parrilo shows that this proof system is automatizable using semidefinite programming (SDP), meaning that any $n$-variable degree-$d$ proof can be found in time $n^{O(d)}$. Furthermore, the SDP is dual to the well-known Lasserre SDP hierarchy, meaning that the "$d/2$-round Lasserre value" of an optimization problem is equal to the best bound provable using a degree-$d$ SOS proof. These ideas were exploited in a recent paper by Barak et al.\ (STOC 2012) which shows that the known "hard instances" for the Unique-Games problem are in fact solved close to optimally by a constant level of the Lasserre SDP hierarchy. We continue the study of the power of SOS proofs in the context of difficult optimization problems. In particular, we show that the Balanced-Separator integrality gap instances proposed by Devanur et al.\ can have their optimal value certified by a degree-4 SOS proof. The key ingredient is an SOS proof of the KKL Theorem. We also investigate the extent to which the Khot--Vishnoi Max-Cut integrality gap instances can have their optimum value certified by an SOS proof. We show they can be certified to within a factor .952 ($> .878$) using a constant-degree proof. These investigations also raise an interesting mathematical question: is there a constant-degree SOS proof of the Central Limit Theorem?Comment: 34 page

On the complexity of range searching among curves

Modern tracking technology has made the collection of large numbers of densely sampled trajectories of moving objects widely available. We consider a fundamental problem encountered when analysing such data: Given $n$ polygonal curves $S$ in $\mathbb{R}^d$, preprocess $S$ into a data structure that answers queries with a query curve $q$ and radius $\rho$ for the curves of $S$ that have \Frechet distance at most $\rho$ to $q$. We initiate a comprehensive analysis of the space/query-time trade-off for this data structuring problem. Our lower bounds imply that any data structure in the pointer model model that achieves $Q(n) + O(k)$ query time, where $k$ is the output size, has to use roughly $\Omega\left((n/Q(n))^2\right)$ space in the worst case, even if queries are mere points (for the discrete \Frechet distance) or line segments (for the continuous \Frechet distance). More importantly, we show that more complex queries and input curves lead to additional logarithmic factors in the lower bound. Roughly speaking, the number of logarithmic factors added is linear in the number of edges added to the query and input curve complexity. This means that the space/query time trade-off worsens by an exponential factor of input and query complexity. This behaviour addresses an open question in the range searching literature: whether it is possible to avoid the additional logarithmic factors in the space and query time of a multilevel partition tree. We answer this question negatively. On the positive side, we show we can build data structures for the \Frechet distance by using semialgebraic range searching. Our solution for the discrete \Frechet distance is in line with the lower bound, as the number of levels in the data structure is $O(t)$, where $t$ denotes the maximal number of vertices of a curve. For the continuous \Frechet distance, the number of levels increases to $O(t^2)$

Radii minimal projections of polytopes and constrained optimization of symmetric polynomials

We provide a characterization of the radii minimal projections of polytopes onto $j$-dimensional subspaces in Euclidean space \E^n. Applied on simplices this characterization allows to reduce the computation of an outer radius to a computation in the circumscribing case or to the computation of an outer radius of a lower-dimensional simplex. In the second part of the paper, we use this characterization to determine the sequence of outer $(n-1)$-radii of regular simplices (which are the radii of smallest enclosing cylinders). This settles a question which arose from the incidence that a paper by Wei{\ss}bach (1983) on this determination was erroneous. In the proof, we first reduce the problem to a constrained optimization problem of symmetric polynomials and then to an optimization problem in a fixed number of variables with additional integer constraints.Comment: Minor revisions. To appear in Advances in Geometr

Size-Degree Trade-Offs for Sums-of-Squares and Positivstellensatz Proofs

We show that if a system of degree-k polynomial constraints on n Boolean variables has a Sums-of-Squares (SOS) proof of unsatisfiability with at most s many monomials, then it also has one whose degree is of the order of the square root of n log s plus k. A similar statement holds for the more general Positivstellensatz (PS) proofs. This establishes size-degree trade-offs for SOS and PS that match their analogues for weaker proof systems such as Resolution, Polynomial Calculus, and the proof systems for the LP and SDP hierarchies of Lovász and Schrijver. As a corollary to this, and to the known degree lower bounds, we get optimal integrality gaps for exponential size SOS proofs for sparse random instances of the standard NP-hard constraint optimization problems. We also get exponential size SOS lower bounds for Tseitin and Knapsack formulas. The proof of our main result relies on a zero-gap duality theorem for pre-ordered vector spaces that admit an order unit, whose specialization to PS and SOS may be of independent interest.Peer ReviewedPostprint (published version