Abstract 1 Introduction 2 A Quantum Pigeonhole Principle 3 Connection with Natural Proofs and Proof Complexity 4 𝜸𝟐 Communication 5 Quantum Lab Protocols 6 Supplementary Definitions References

A Quantum Pigeonhole Principle and Two Semidefinite Relaxations of Communication Complexity

Pavel Dvořák ORCID Charles University, Prague, Czech Republic Bruno Loff ORCID LASIGE, Faculty of Sciences of the University of Lisbon, Portugal Suhail Sherif ORCID LASIGE, Faculty of Sciences of the University of Lisbon, Portugal
Abstract

We are interested in what happens when we take a Π1 combinatorial statement, write its negation as a homogeneous quadratic feasibility problem (HQFP), and relax the problem into a positive semidefinite feasibility problem. This question is particularly interesting owing to the fact that any statement written as a PSD feasibility problem can be proven or disproven using a short proof. We investigate this for one very simple and one very complicated statement.

The simple statement we look at is the pigeonhole principle. We prove that the relaxed negation of the PHP remains unsatisfiable and we thus obtain a new “quantum” pigeonhole principle (QPHP) which is a stronger statement than the vanilla PHP. It states that if we take n copies of the same state, and measure each copy using a measurement with only n1 outcomes (the measurement can be different for different copies), then there will be an outcome j and two copies i1,i2 where the resulting states, obtained when the outcome is j for both copies, are not orthogonal.

We then look at the statement “the deterministic communication complexity of f is k”, where f could be either a function or a relation. We write this statement in two equivalent ways, using two different HQFPs. By relaxing to PSD feasibility, we increase the set of available protocols, and thus we always get a communication model which is stronger than deterministic communication complexity. An argument from proof complexity shows that any model obtained in this way will solve all Karchmer–Wigderson games efficiently. However, the argument is very indirect and does not give us an explicit protocol that solves the Karchmer–Wigderson games. We then work to find such protocols in the two communication models obtained by relaxing our two formulations.

When relaxing the first of the two formulations we obtain a structured variant of the γ2 norm. This communication model is to subunit γ2 norm matrices like deterministic protocols are to rectangles, and so we call the protocols in this model γ2 protocols. We show that log-inverse-discrepancy is a lower-bound for this model. We then show how to compute equality (deterministically) using O(1) bits of γ2-communication, which implies that KW games are easy in the model.

When relaxing the second of the two formulations we obtain what we call quantum lab protocols. This model happens to have a functional description, wherein Alice and Bob communicate solely via the outcomes of binary measurements of a shared quantum state (whose initial state is independent of the inputs). They are required to give the correct output with zero error probability. We use our QPHP to prove a lower-bound of n against two-round quantum lab protocols for equality. However we also show that any Boolean function f can be computed in three rounds and four measurements.

Keywords and phrases:
Proofs, Semidefinite Programs, Quantum Pigeonhole Principle, Communication Complexity
Copyright and License:
[Uncaptioned image] © Pavel Dvořák, Bruno Loff, and Suhail Sherif; licensed under Creative Commons License CC-BY 4.0
2012 ACM Subject Classification:
Theory of computation Proof complexity
; Mathematics of computing Semidefinite programming ; Theory of computation Communication complexity ; Theory of computation Quantum communication complexity
Related Version:
This paper omits some proofs because of length constraints.
Acknowledgements:
The authors would like to thank Carlos Florentino for fun conversations around this topic.
Funding:
This work was funded by the European Union (ERC, HOFGA, 101041696). Views and opinions expressed are however those of the author(s) only and do not necessarily reflect those of the European Union or the European Research Council. Neither the European Union nor the granting authority can be held responsible for them.
It was also supported by FCT through the LASIGE Research Unit, ref. UIDB/00408/2020 and ref. UIDP/00408/2020, and by CMAFcIO, FCT Project UIDB/04561/2020, https://doi.org/10.54499/UIDB/04561/2020.
P. Dvořák was supported by Czech Science Foundation GAČR grant #22-14872O.
Editors:
Meena Mahajan, Florin Manea, Annabelle McIver, and Nguyễn Kim Thắng

1 Introduction

The good thing about existentially-quantified (Σ1) statements is that proving them amounts to finding a witness, after which the proof is a routine verification. But – if we assume that 𝖭𝖯𝖼𝗈𝖭𝖯 – there will necessarily exist universally-quantified (Π1) statements which cannot be proven in this way. Simultaneously, there exists a small number of situations when a particular class of Σ1 statements is known to be closed under negation, meaning, every statement in this class can be either proven or disproven by finding an explicit, easy-to-verify witness. Of course, this includes all “easy” statements (decidable in 𝖯), but beyond that the exhaustive list is quite short. To our knowledge, the following list includes all problems that are known to be in 𝖭𝖯𝖼𝗈𝖭𝖯, 111More precisely, conic feasibility is known to be in 𝖭𝖯()𝖼𝗈𝖭𝖯(), as there are issues with the bitlength of solutions, which appear unavoidable. For example, one can construct a semidefinite feasibility problem (𝒜,b), with polynomially-many bits of of precision, which is satisfiable, but any solution x must be specified with exponentially-many bits of precision. This is a classical example by Khachiyan, see [23]. but not known to be in 𝖯: arithmetical statements around factoring and discrete log, conic feasibility [24], which includes semidefinite feasibility, (approximate) lattice problems [1], stochastic games (see, e.g. [28]), the unknotting problem [17], and the arrival problem [10]. In this paper, we focus on semidefinite feasibility problems (SDFPs), which are a particular kind of conic feasibility.

Our original interest in looking at SDFPs was: to study semidefinite relaxations of communication complexity. Why should one care to do this? Well, the existence of a protocol for solving a given function is our Σ1 statement, and by duality of SDFPs, every lower-bound for any such model is explicitly witnessed by a small object, which is desirable if one wishes to prove lower-bounds. A previous result by Karchmer, Kushilevitz and Nisan [15] attempted to do this with linear programming – and showed that the natural way of doing it gives models that are too powerful, they can solve all Karchmer–Wigderson games in O(logn) communication. To attempt to do this using semidefinite programming is a natural, obvious thing to try.222It may seem like the linear relaxations of communication protocols being too powerful would imply that the semidefinite relaxations are too. However, the semidefinite constraints used to define what a valid relaxation is are also stronger than the linear constraints, and hence the linear relaxations can’t be turned into valid semidefinite relaxations. We show, however, that the conclusion is essentially the same.
This paper consists of the following.

  • We begin by studying a natural semidefinite relaxation of the pigeonhole principle, which we call the “Quantum Pigeonhole Principle” (QPHP), a statement which is strictly stronger than the classical PHP, and which we consider to be a interesting linear algebraic theorem in its own right. We show several proofs of the QPHP, from a loose, easy-to-prove bound, to the best possible quantitative statement.

  • We then study two different computational models, both obtained as semidefinite relaxations of communication complexity:

    • One such model is a structured generalization of the γ2 norm. It relates with γ2 norm in an analogous way to how communication protocols are related with rectangles. We prove a simple lower-bound for such a model, based on the γ2 norm, and we prove that, in this model, equality can be solved in O(logn) bits of communication.

    • We call the other model “Quantum lab protocols”. We prove that such protocols can compute every function in 3 rounds with 4 bits of communication. As an application of the QPHP we show that, in 2 rounds, such protocols cannot compute equality with less than n+1 bits of communication.

  • Finally, we show that these results are not an artifact of the particular semidefinite program which we used to model communication complexity, that any program which attempts to do this, and obeys some mild assumptions, must necessarily fail. We call this a “no-go theorem”. This theorem also applies to linear-programming relaxations, since they are special case of SDPs, and even in this restricted setting our no-go theorem is very different to the “complexity is not convex” results of [15] and the follow-up paper [12] (see [14], Section 6.9).

We will now overview our reasoning in greater detail. Supplementary definitions on various topics touched on in the introduction can be found in Section 6.

Homogeneous Quadratic and Semidefinite Feasibility Problems (HQFP and SDFP)

In a linear feasibility problem, we are given a linear map 𝒜:nm and a vector bm, and we wish to know if there exists x0n such that 𝒜(x)=b. As it turns out, many (but not all) of the properties of linear programming generalize to the case where the non-negative orthant R0n is replaced by a closed, convex cone 𝒦, namely, a subset of n closed under limits, sums and multiplication by non-negative scalars.

In a semidefinite feasibility problem, we are given a linear map 𝒜:n(n+1)2m from the set of all symmetric matrices to m, and a vector bm, and we wish to know if there exists a positive semidefinite matrix M such that 𝒜(M)=b. I.e., we replace the non-negative orthant 0n with the cone of positive semidefinite n×n matrices 𝖯𝖲𝖣nn(n+1)2 (such matrices are symmetric). This set can be alternatively characterized as the set of symmetric matrices with non-negative eigenvalues, or as the set of Gram matrices, i.e., matrices equal to A𝗍A for some n×m matrix A, or in other words, matrices M of inner products, given by a family of vectors a1,,an (the columns of A), so that Mij=aiaj.

It follows that a SDFP is asking whether there exist vectors a1,,an obeying a given system of linear equations on their inner products aiaj. (With linear programming being the special case where the linear equations only depend on the diagonal entries of M.) One can easily show that the dimension m can be made to be n. Hence, the matrix A serves as a short, easy-to-verify witness that a given SDFP is feasible.

Now, suppose we further restrict the solution M to have rank 1, i.e., the vectors ai and aj are now scalars. We then obtain a system of linear equations on degree-2 products aiaj, and we wish to know if some choice of scalars satisfies these equations. This is a different kind of problem, called a Homogeneous Quadratic Feasibility Problem (HQFP), and it is easily shown to be NP-hard.

Being Relaxed about the Truth Helps in Finding Short Proofs

It then follows that it is possible to take any Σ1 combinatorial statement Ψ, write it down as a HQFP Q, and then relax it by dropping the rank-1 restriction, to obtain a SDFP P.

A radical transformation always happens in this process. The statement “Q is feasible” is equivalent to Ψ, and by relaxation it always implies “P is feasible”. However, there is a fundamental result of Ramana [24] saying that given any SDFP P we can efficiently construct a different “dual” SDFP P, such that “P is not feasible” if and only if “P is feasible”. Hence, if P is not feasible, we can always prove that P is not feasible by presenting a short, easy witness – the witness that P is feasible. So if Ψ is true, “P is feasible” remains true, and if Ψ is false, then either “P is feasible” becomes true (we relaxed too much), or “P is feasible” is also false. In the latter case, there exists a short, easy witness that proves “P is not feasible”, and hence also proves that Ψ is false. In other words, the relaxation map sends instances of an 𝖭𝖯-complete problem to instances of a problem in 𝖭𝖯𝖼𝗈𝖭𝖯. Understandably, then, not all false Σ1 statements Ψ will remain false after relaxation, but when they do, we are guaranteed to have short proofs of falsity.

Now suppose there exists a particular Π1 statement Ψ we wish to prove. Maybe it is a tautological combinatorial principle, or even a complexity lower-bound. We then write ¬Ψ as a HQFP Q and relax it into the SDFP P and try to prove that P is false by constructing a solution for P. If we succeed, it then follows that ¬Ψ is false, i.e., Ψ is true, and this is witnessed by a short, easy-to-verify object. Or maybe, encouraged by the guaranteed existence of a short proof of P, we may try to prove that P is false in another way, without necessarily aiming for a “canonical” proof.

In this paper, we report on what happens when we carry out the above approach, for two different Π1 statements: the pigeonhole principle, and communication complexity lower-bounds. The whole approach can be seen as trying to express Π1 statements in a very simple proof system, and we will have more to say below on the connection with proof complexity.

2 A Quantum Pigeonhole Principle

In proof complexity, more specifically in a proof system called Polynomial Calculus, the negation of the pigeonhole principle is sometimes formalized as the following quadratic feasibility problem:

There exist λ
vi,j i[p],j[h]
such that
λ2 =1
j=1hvi,j =λ i[p]
vi,jvi,j =0 ijj
vi,jvi,j =0 jii

This system is not homogeneous, so it is not immediate how to express it as a SDFP. Nonetheless, we can attempt to naively relax this program to higher dimensions, by replacing real numbers with vectors, and products with inner products. This gives us exactly the negation of the QPHP (Theorem 1):

There exists a vector space V
and vectors λ V
vi,j V i[p],j[h]
such that
λ2 =1
j=1hvi,j =λ i[p] (1)
vi,jvi,j =0 ijj (2)
vi,jvi,j =0 jii (3)
Again it is not immediate that this is a SDFP, since (1) is not directly an equation about inner-products. However, we can replace (1) with:
j=1hvi,j2 =λ2 i[p] (1a)
j=1hvi,jλ =λ2 i[p] (1b)

To see the equivalence, notice that for each fixed i[p], (2) states that the vi,j are orthogonal. Under such orthogonality, it is obvious that 1 implies 1a and 1b, by Pythagoras’ Theorem. Conversely, let λi=jvi,j. Then 1b states that λj,λ=λ2 and, under orthogonality, Pythagoras’ Theorem says λi2=jvi,j2, and so (3) is saying that λj2=λ2. These two together imply, by the equality case of Cauchy-Schwarz, that λj=λ.

It is now clear that we have a semidefinite feasibility problem. It can also be seen that taking constraints (1)-(4), and further restricting λ, vi,j to have dimension 1, gives us a HQFP, which is equivalent to the negation of the PHP.

It is also possible to state the QPHP using only quantum language, as follows. Suppose that we have p quantum registers 1,,p, which are all initialized in the same state: |ψ1==|ψp. We then apply an h-outcome measurement to each of the registers. The specific measurement which we make may be different for different registers. Regardless, the measurements cause the registers to collapse to possibly-different states |ϕ1,,|ϕp. The QPHP states that, if h<p, there will always exist an outcome j and two registers ii, such that there is a non-zero probability of obtaining the same outcome j after measuring both registers i and i, and when this happens the resulting states |ϕi and |ϕi are not orthogonal.

We show that the Quantum Pigeonhole Principle is true.

Theorem 1 (QPHP).

Let {λ}{vi,ji[p],j[h]} be a family of vectors in a Hilbert space , such that

λ2 =1
j=1hvi,j =λ i[p]
vi,j,vi,j =0 ijj

I.e., each family Vi={vi,jj[h]} decomposes the same unit vector λ as a sum of h-many orthogonal vectors (We have p copies of λ – the “pigeons” – and divide each pigeon among h “holes”). Suppose that h<p. Then, there exists j[h] and ii in [p], such that

vi,j,vi,j0

(one of the holes must have more than one pigeon).

In the full version of our paper [11] we show proofs of three versions of the QPHP:

  • Using the AM-GM inequality we give a short and simple proof of a weaker version of the QPHP, only showing non-orthogonality if the number of holes h is significantly smaller than the number p of pigeons, namely h<14p.

  • We also prove a quantitatively stronger version of the QPHP, which allows for the initial states λi to be different for different pigeons, and gives a tight lower-bound on the maximal overlap vi,j,vi,j, as a function of the average initial overlap β:=1p(p1)iiλiλi. Namely we get that there exists j[h] and ii[p] such that

    vi,j,vi,j1h2(βh1p1)
  • Finally we also prove the QPHP via one of the short “canonical” proofs which are guaranteed to exist via duality. Namely, we derive a feasibility problem dual to the relaxed negation of the QPHP, and give an explicit solution for it.

Related work by Aharonov, Colombo, Popescu, Sabadini, Struppa and Tollaksen.

While reading our paper, a colleague pointed us to the paper “The quantum pigeonhole principle and the nature of quantum correlations”, by Aharonov et al. [2]. In this paper, a quantum experiment is described, and an argument is made with the idea that this experiment should be interpreted as saying that quantum mechanics somehow avoids the pigeonhole principle. In the interest of staying on focus, we will not describe here the experiment, or the argument which purports to show that this experiment is evidence of some “quantum violation of the PHP”. Other researchers have pointed out that the argument is flawed in several ways333If you do read the paper by Aharonov et al., note the following. Their main argument is that the state (|LL+|RR)|+i, where the first two particles are in the same box, is orthogonal to |+i|+i|+i, and by symmetry this holds for any two of the three particles. This they interpret as somehow meaning that the state |+i|+i|+i does not have any two particles on the same box. This proposed interpretation completely breaks down by noticing (as in [29]) that the state |LLL+|RRR, which following their thinking would represent the state where all there particles are in the same box, is not orthogonal to |+i|+i|+i. , see [29, 9].

3 Connection with Natural Proofs and Proof Complexity

Sections 4 and 5 of the paper apply the above approach to statements of the form “the communication complexity of f is >k”. This is a Π1 statement when the two-player function (or relation) f is given as a communication matrix. Indeed, the statement “the communication complexity of f is k” is easily seen to be Σ1, by taking an existential quantifier over all protocols of cost at most k.

When starting this project over two years ago, our naive hope was that maybe we could use semidefinite programming to prove some new lower-bounds against Karchmer–Wigderson games. This would follow a long, successful tradition of using convex optimization to prove lower-bounds: approximate and threshold degree [8], the quantum adversary bound [19], and the γ2 norm [20] are all examples of complexity measures which relax classical measures in one way or another, and which have been used to prove lower-bounds on classical and quantum query complexity, communication complexity, proof complexity, data structures, etc.

But also, such attempts have systematically failed against more powerful computational models, such as Boolean circuits and formulas. A famous result by Karchmer, Kushilevitz and Nisan [15] (CCC’92) shows that the smooth partition bound is small for every Karchmer–Wigderson relation.444This result was generalized by Hrubeš et al. [12], to show that any “convex rectangle measure” assigns small complexity to KW relations. A smooth partition is a linear-programming relaxation of an integer program defining the partition number, which is the smallest number of monochromatic rectangles needed to partition a communication matrix, itself a relaxation of the number of leaves in a communication protocol. KKN were hoping [15, page 2] that such a linear relaxation would help them prove lower bounds on the communication complexity of Karchmer–Wigderson relations, and hence lower bounds on the depth of Boolean formulas. Sadly, they could only report on a failed attempt. A few years later, Razborov and Rudich presented their natural-proofs barrier [25] (STOC’95), which strongly suggests that no linear programming relaxation, or any other efficiently computable quantity, will be able to approximate the computational complexity of any model which is powerful enough to contain pseudorandom function generators.

One might think that the natural proofs barrier applies here, but one would be subtly mistaken. Indeed, semidefinite feasibility is not known to be in 𝖯, and there is significant evidence that it is actually a hard problem [30].555We are referring to a result by Tarasov and Vyalyi, showing that any algorithm for solving semidefinite feasibility could be used to compare numbers represented by arithmetic circuits. Note that here we do not have a bound on the degree of the circuits, which could then be exponential in the size of the circuit, and efficiently comparing the (possibly doubly-exponentially large) numbers output by such arithmetic circuits is an old, longstanding problem, which includes the infamous sum-of-square-roots problem as a special case, and which may well not be polynomial-time solvable. However, semidefinite feasibility is in 𝖭𝖯()𝖼𝗈𝖭𝖯(), and one can formulate a sufficiently strong cryptographic conjecture, which would imply the existence of a natural proofs barrier that would apply here.666In a follow-up to his and Razborov’s natural-proofs result [26], Rudich extended the natural proofs barrier as follows. Clearly no pseudorandom generator can fool 𝖭𝖯, since in order to distinguish a random from a pseudorandom string, one can always guess the preimage. In his work, Rudich considers the possibility that there exist pseudorandom generators that fool 𝖼𝗈𝖭𝖯. In other words, he conjectures that there exist pseudorandom generators such that no family of short, efficiently recognizable ({0,1}-valued) objects serve to witness that a given string is not pseudorandom (not even for a non-negligible fraction of all strings). One could extend Rudich’s conjecture from 𝖼𝗈𝖭𝖯 distinguishers to 𝖼𝗈𝖭𝖯() distinguishers: that no family of low-dimensional, efficiently recognizable real-valued objects could serve to witness that a given string is not pseudorandom. Under this generalization of Rudich’s conjecture, it necessarily follows that all attempts at approximating complexity using semidefinite feasibility are doomed to fail, since the real-valued dual witnesses could ultimately be used to witness that a given string is not pseudorandom. One could argue whether such a strong cryptographic assumption is believable, but such a discussion will soon become irrelevant to our purpose.

Because shortly after we started working on this, Austrin and Risse [5] showed that the sum of squares proof system (SOS) needs degree roughly S to prove, for any given function f, that f needs circuits of size S. Carefully checking their proof, and doing the necessary adaptations, it also follows from their results that SOS needs degree roughly 2d to prove a depth-d lower-bound on Boolean formulas. And it is possible to formalize the Karchmer–Wigderson theorem in the SOS proof system, and hence it will follow that SOS needs degree roughly 2d to prove a lower-bound of d on the communication complexity of a Karchmer–Wigderson relation. However, a satisfying instance of a semidefinite feasibility problem can be verified in the SOS proof system using a degree-2 proof! It must then follow that, if we define a communication model using our approach, i.e., we generalize communication complexity by formalizing the existence of a deterministic protocol using a HQFP, and relaxing it to a SDFP, then either (1) the proof that our communication model is stronger than the usual deterministic protocols cannot be show by low-degree SOS proofs (“our formalization of communication complexity is weird”), or (2) our generalized communication model can actually solve every single Karchmer–Wigderson game. This follows because our generalized model is such that we always have short, low-degree proofs of any true lower-bound.

The above considerations lead to a no-go theorem, which (informally stated) says that, unless a weird “high-degree” ingredient is introduced somewhere in the formalization (of communication complexity as a HQFP), the model obtained by semidefinite relaxation will be too strong, and will solve all Karchmer–Wigderson relations. We found it remarkable that statements in proof complexity about lengths of proofs imply the existence of algorithms for Karchmer–Wigderson relations, in a large class of computational models!

Theorem 2 (No-go Theorem, informal).

Let f:{0,1}n{0,1}, and take dlogcn for a large enough constant c. Let Qf,d be a HQFP that formalizes “the communication complexity of KWf is at most d”, and whose proofs reduce, via low degree polynomials, to proofs of Qf,dckt (a specific formulation of “an alternating circuit of depth d can compute f”). Then, if the SDFP relaxation of Qf,d obeys the Berman–Ben-Israel criterion, it must have a solution (i.e. a cost d protocol for KWf in the relaxed model).

This no-go theorem should be seen as a natural, expected consequence of the results of Austrin and Risse. But, perhaps owing to our inexperience with proof complexity, it was not easy for us to verify that the formal connection is really there, and so in the full version of our paper [11] we provide a formalization and proof of this no-go theorem.

In light of such a result, one should ask: is it still worthwhile to pursue the stated aim, of formalizing communication complexity using a HQFP, relaxing to a SDFP, and studying the resulting communication model? As it turned out, we went through this formalize-and-relax process twice, and in both times there was something interesting to be found on the other side. In one case we ended up with a communication model which is a kind of structured version of the well-known and well-studied γ2 norm. In the other case, we ended up with a communication model that has a natural, physical description, and understanding this model revealed to us something non-obvious about the nature of quantum measurements.

And although it is now expected that both models can solve all Karchmer–Wigderson relations, the above no-go theorem is not constructive, and gives us no explicit description of the algorithms in the model that actually do this. So it is still worthwhile to give a constructive proof of this, i.e., to find algorithms in the model for solving Karchmer–Wigderson relations.

4 𝜸𝟐 Communication

Our first attempt to express a communication protocol as an HQFP proceeds as follows. We view a two-party communication protocol computing a function f:𝒳×𝒴{0,1} as defined by two parts: the structure 𝒯 of the protocol tree (i.e. the nodes in the protocol tree and which player speaks at which node) and the specification of the state of the protocol at each node in the protocol tree. The second part can be specified by a combinatorial rectangle of 𝒳×𝒴 at every node.

Now, for a given tree structure 𝒯 we will design an HQFP Qprotocol such that solutions to Qprotocol are in 1-1 correspondence with protocols of structure 𝒯 for computing f, i.e., associations of rectangles to the nodes of 𝒯 that form a valid protocol for computing f. Then, there will exist a protocol with structure 𝒯 computing the function f if and only if there is a solution to Qprotocol.

The central feature of Qprotocol is that we have one variable At(x) for each node t and each input x of Alice, and one variable Bt(y) for each node t and each input y of Bob, so that the product At(x)Bt(y) is to be interpreted as an indicator of whether the input (x,y) belongs to the rectangle associated with node t. Given this particular choice of variables, the constraints are the most obvious possible. We give a detailed description of the HQFP in the full version of our paper [11] and over here we directly provide the SDFP relaxation Pprotocol. It will follow, then, that one can view a solution of Pprotocol as a generalization of a protocol computing f and we refer to the solutions of Pprotocol as “γ2 protocols” due to their relationship with the γ2 norm that we will describe shortly.

Recall that a SDFP asks whether there exists vectors obeying some linear constraints on the inner products.

A (binary, two-player) γ2 deterministic protocol is a tuple π=(𝒳×𝒴,𝒯,d,α,β), where 𝒳×𝒴 is a finite product set of inputs, 𝒯 is a protocol structure, and α and β are collections of maps αt:𝒳d and βt:𝒴d, for each node t𝒯, satisfying a number of constraints below – that arise from relaxation of the standard protocol constraints described above, where we replace the multiplication by the standard inner product , in d.

Root constraints.

For the root λ of 𝒯 we have the following constraints.

αλ(x),αλ(x) =1 x,x𝒳
βλ(y),βλ(y) =1 y,y𝒴
αλ(x),βλ(y) =1 (x,y)𝒳×𝒴

This implies that every αλ(x) and βλ(x) is the same unit-length vector (in 2 norm).

Alice’s nodes constraints.

Let t𝒯 be an Alice’s node with children t0,t1. We impose the following constraints which are equivalent to saying (using the Cauchy-Schwarz inequality and the Pythagorean theorem) that for any x𝒳 and y𝒴, we have that αt(x)=αt0(x)+αt1(x), αt0(x) and αt1(x) are orthogonal, and βt(y)=βt0(y)=βt1(y). (Note that if we restrict to 1-dimensional vectors, this is exactly how a rectangle gets partitioned into subrectangles at an Alice node.)

αt0(x)2+αt1(x)2 =αt(x)2 x𝒳
αt0(x),αt(x)+αt1(x),αt(x) =αt(x)2 x𝒳
αt0(x),αt1(x) =0 x𝒳
βt0(y)2 =βt(y)2 y𝒴
βt1(y)2 =βt(y)2 y𝒴
βt0(y),βt(y) =βt(y)2 y𝒴
βt1(y),βt(y) =βt(y)2 y𝒴
Bob’s nodes constraints.

The constraints for Bob’s nodes are analogous to Alice’s node constraints.

Let f𝒳×𝒴×𝒵 be a relation with output set 𝒵{0,1}k and let π=(𝒳×𝒴,𝒯,d,α,β) be a γ2 protocol. We say that π computes f if the depth of every leaf 𝒯 is at least k, and the collections α and β satisfy the following constraints.

Computational constraints.

For every leaf 𝒯 of the form =tz for some z{0,1}k we have the following constraints:

α(x),β(y) =0 (x,y)𝒳×𝒴 s.t. (x,y,z)f

The deterministic γ2 communication complexity of f, Γ𝟤𝖣𝖼𝖼(f), is the smallest depth of a protocol structure 𝒯 such that there exists a γ2 deterministic protocol π=(𝒳×𝒴,𝒯,d,α,β) that computes f.

4.1 Relation to the 𝜸𝟐 norm

The γ2 norm was introduced to the TCS community by Linial et al. [20] to study sign matrices.

Definition 3.

Let Am×n be a matrix. Then,

γ2(A)=min{r(X)r(Y)A=XY𝗍},

where r(M) is the largest 2 norm of a row of the matrix M.

One can see a matrix A with γ2(A)1 as a generalization of a rectangle. Let 𝒳 and 𝒴 be sets and R=A×B be a rectangle, where A𝒳 and BY. Let MR={0,1}𝒳×𝒴 be a matrix representing the rectangle R, i.e., MR[x,y]=1 if and only if (x,y)R. We can decompose the matrix MR as MR=uv𝗍, where u{0,1}𝒳 and v{0,1}𝒴 are the characteristic vectors of the sets A and B, respectively. Clearly, r(u)=r(v)=1, if we take the vectors u and v as matrices with one column. Thus, γ2(MR)1. From the Cauchy-Schwarz inequality, it follows that γ2(MR)=1. Hence, one can think of matrices with γ2(M)1 as a generalization of the notion of a combinatorial rectangle. (In fact, it is possible to write down a HQFP whose solutions are precisely indicator matrices of combinatorial rectangles, and whose semidefinite relaxations are precisely matrices of subunit γ2 norm.) This line of thought bore many fruits in the study of communication complexity, such as lower bounds, lifting theorems, the ability to approximate PP-communication-complexity using semidefinite programming, etc, see [18] for a survey.

Our definition of γ2 protocols are akin to deterministic protocols in that it decomposes the space 𝒳×𝒴 in a “tree-structured” manner into “monochromatic” subunit γ2 norm matrices. It is this structure that is not captured by the linear relaxations mentioned in the introduction.

4.2 The power of 𝜸𝟐 protocols

In the full version of the paper [11], we show two results about γ2 protocols.

Via the relation to the γ2 norm we are able to show limits on the power of γ2 protocols. For a relation f𝒳×𝒴×𝒵, let γ2 leaf complexity Γ𝟤𝖫𝖼𝖼(f) denote the smallest number of leaves of the protocol structure of a γ2 protocol that computes f. It clearly holds that

Γ𝟤𝖣𝖼𝖼(f)logΓ𝟤𝖫𝖼𝖼(f).

We show the following lower bound analogous to the rank lower bound in communication complexity.

Theorem 4.

For any Boolean function f:𝒳×𝒴{0,1}, it holds that

Γ𝟤𝖫𝖼𝖼(f)γ2(f).

So, for example, the inner-product mod-2 function cannot be computed by γ2 protocols of depth o(n).

On the other hand, we also design a two-round γ2 protocol for the equality function.

Let 𝒯 be the following protocol structure:

  1. 1.

    The root λ of 𝒯 is an Alice’s node and has degree .

  2. 2.

    Each child of the root is a Bob’s node and has exactly 2 children.

Theorem 5.

Let 11 and d>0 be integers. Then, there is γ2 protocol with the structure 𝒯 computing the equality function 𝖤𝖰d.

By the usual binary-search reduction of Karchmer–Wigderson relations to equality, it follows that every Karchmer–Wigderson relation can be solved in γ2 communication O(logn).

5 Quantum Lab Protocols

Let us begin by contrasting what we will do in Section 5 with what we have done in Section 4. As before, we will formulate the existence of a two-party deterministic protocol computing f as a HQFP. In the previous section, for every node t in the protocol tree we had variables {At(x)}x𝒳{Bt(y)}y𝒴. The different starting point here is that our HQFP will instead have {Ct(x,y)}x𝒳,y𝒴. Before, we interpreted At(x)Bt(y){0,1} as indicating whether (x,y) is in the rectangle associated with t. Now, instead, we let Ct(x,y){0,1} indicate the same thing. The constraints of the new program are again designed in the most obvious way possible, so as to ensure that the HQFP is feasible if and only if f can be computed by a deterministic communication protocol with the given structure. We will then relax the quadratic program to a semidefinite program and see what we get.

Notice the difference in approach. In the previous section we had a rationale to obtain the semidefinite program which we obtained: we wanted to add structure to a known rectangle-like notion, the γ2 norm, in a similar way to how protocols are obtained from rectangles. The previous model can thus be justified on technical grounds, as, what happens when we add structure to the γ2 norm?. In contrast, the work in this section began by simply trying to make a different set of constraints where the variables are organized differently. It was surprising to us, then, to discover that the resulting computational model has a natural, functional definition, which is why we call it the “quantum lab” model. We provide the semidefinite program below and then elaborate on the quantum lab interpretation.

A deterministic quantum-lab protocol is a tuple π=(𝒳×𝒴,𝒯,d,ψ), where 𝒳×𝒴 is a finite product set of inputs, 𝒯 is a protocol structure, and ψ is a collections of maps ψt:𝒳×𝒴d, for each node t𝒯, satisfying the following constraints.

Root constraints.

For the root λ of 𝒯 we have:

ψλ(x,y)ψλ(x,y) =1 x,x𝒳,y,y𝒴

This implies that every ψλ(x,y) is the same unit-length vector.

Alice’s nodes constraints.

For t𝒯 an Alice node with children t0,t1:

ψt0(x,y)2+ψt1(x,y)2 =ψt(x,y)2 x𝒳
ψt0(x,y),ψt(x,y)+ψt1(x,y),ψt(x,y) =ψt(x,y)2 x𝒳
ψt0(x,y),ψt1(x,y) =0 x𝒳,y,y𝒴

While the first two constraints above are just an orthogonal decomposition, the third constraint is more subtle. It is a relaxation of a constraint in the HQFP that maintains that when Alice makes a decision on what to communicate on input x, the same decision is made regardless of what the value of y is.

Bob’s nodes constraints.

The constraints for Bob’s nodes are analogous to Alice’s node constraints.

We are only missing the constraints that define when a protocol computes a relation. So let f𝒳×𝒴×𝒵 be a relation with output set 𝒵{0,1}k and let π=(𝒳×𝒴,𝒯,d,ψ) be a quantum lab protocol. We say that π computes f if the depth of every leaf 𝒯 is at least k, and ψ satisfies:

Computational constraints.

For every leaf 𝒯 of the form =tz for some z{0,1}k we have the following constraints:

ψ(x,y)2 =0 (x,y)𝒳×𝒴 s.t. (x,y,z)f

5.1 The Quantum Lab

In the above program, let us think of each ψt(x,y) as an (unnormalized) quantum state. Then the root constraints say that the initial state, at the root λ, is the same for all (x,y). The constraints at an Alice node say that ψt0(x,y) and ψt1(x,y) are an orthogonal decomposition of ψt(x,y), but furthermore every quantum state ψt0(x,y) is orthogonal to every ψt1(x,y). This implies that there exists a pair of orthogonal projections Πt,x,0,Πt,x,1 such that ψti(x,y)=Πt,x,iψt(x,y) (e.g. Πt,x,0 projects onto the span of every (ψt0(x,y))y𝒴, and Πt,x,1 projects to its orthogonal complement). In other words, to each t and each x corresponds a measurement, and ψti(x,y) is the (unnormalized) state obtained by measuring ψt(x,y). Likewise, the constraints at Bob’s nodes are equivalent to the existence of such a measurement (Πy,0,Πy,1) depending only on t and y. This leads us to the following physically realizable interpretation of this model.

Alice and Bob work in a idealized quantum laboratory. In this quantum lab, they can prepare any quantum state that they wish, and they can manipulate it without any error using the available equipment. With this lab at their disposal, they play the following “communication” game. Before they receive their respective inputs, Alice and Bob are allowed to go to the lab together, and prepare a quantum system in some initial state |ψ0, known to both. Then they are separated, Alice receives an input xX, and Bob receives an input yY. Their goal is now to compute f(x,y). For this purpose, Alice and Bob take separate turns going to the lab. When one of them is in the lab, she or he is allowed to perform a binary measurement on the quantum system, and write the outcome, 0 or 1, in the lab’s whiteboard. The measurement that is performed by each player can depend on the input known to her or him, and on the transcript of all previous measurement outcomes, which are written in the whiteboard. The question is then: how many times (in the worst case) must Alice and Bob make a measurement in the lab, in order to discover f(x,y)? Note that, unusually for a quantum model, here we require that Alice and Bob learn f(x,y) without any error. To this minimum number we could call the (deterministic) quantum-lab complexity of f.

The first observation is that Alice and Bob can simulate a deterministic protocol. Indeed, if they prepare the two qubit state |01, then Alice can “communicate” a 0 to Bob by measuring the first qubit, which will always be 0, and she can communicate a 1 by measuring the second qubit. So this shows, for example, that the two-round quantum-lab complexity of any Boolean function is at most n+1, since Alice can communicate their entire input to Bob, and Bob replies with f(x,y). The question is now: can Alice and Bob do better if the lab is quantum? 777As a passing remark, we note that we could have given the very same definition above, but for a classical laboratory. In a classical lab, Alice and Bob can prepare any classical state (a distribution over basic states), and measurements correspond to orthogonal projections on a fixed basis, followed by renormalization in the 1 norm. One can get a sense for the model by imagining a lab made of mechanical contraptions that toss random coins and pull strings and send metal spheres rolling down rails and so on. Every day Alice or Bob go to the lab, and do a “orthogonal measurement in a fixed basis”, meaning they partition the set of possible outcomes into two, and ask in which of the two sets is the state of the lab. (One can imagine that they look through a window to learn one bit about the state.) As it turns out, this model corresponds to the completely positive relaxation of our HQFP, and it can be shown that, if we require the output to be correct with probability at least ε[0,1], our program gives us exactly the ε-error randomized communication complexity.

On our part, after discovering this functional description of the model, we were possessed of the following strong intuition: the measurement that a player is allowed to make depends on her/his input and on the current state |ψ, but if it is a binary measurement, then it cannot reveal more than 1 bit of information about her/his input, and hence there should exist some kind of information-theoretic lower-bound on the quantum-lab complexity. We were hoping to prove, at least, that the quantum information complexity [31] would serve as a lower-bound for quantum-lab complexity.

This intuition, however, turned out to be spectacularly wrong. We were first encouraged by a proof that equality requires Ω(n) bits to be computed by a two-round quantum-lab protocol (in a two-round protocol Alice does several measurements, then Bob, after which the answer must be known). There is in fact a very simple proof of this using the quantum pigeonhole principle. This early result was encouraging but highly misleading. After a lot of effort trying to prove a lower-bound for 3 rounds, we eventually discovered that equality has a 3-round quantum lab protocol with O(1) complexity. Perhaps this is not surprising, since the information complexity of equality is O(1), and the no-go theorem implies that KW-games will all be easy in the model.

However, a small adjustment to the same protocol revealed that every Boolean function can be solved in three rounds with O(1) measurements! This, we did find very surprising, as did everyone to whom we explained the result. On the nature of quantum measurements, we can conclude that although each measurement in the quantum lab can only reveal one bit of information (about x to Bob, and about y to Alice), measurements alone can manipulate the state so that any joint bit f(x,y) is revealed.

Perhaps here the reader is tempted to try and solve the puzzle themselves, for which we give the structure of the protocol as a clue: Alice goes to the lab, makes a 1-bit measurement depending on x, then Bob goes and makes a two-bit measurement depending on y and on the outcome of Alice’s measurement, and then Alice returns to the lab, and does one final 1-bit measurement (depending on x and the previous outcomes) whose answer will be exactly f(x,y). This same protocol structure works for computing any Boolean function f, it is only the chosen measurements that vary. Our solution appears in Section 5.3.

5.2 A 2-round Lower Bound for Equality

Here we show that the equality function on n bits needs n+1 bits to be computed by a two-round quantum lab protocol, i.e., a quantum lab protocol where Alice speaks, and then Bob speaks, with his last measurement giving the answer.

Indeed, if Alice has input x and makes k measurements, then the initial state ψλ is broken into an orthogonal decomposition, which does not depend on y since Bob did not speak yet:

ψλ=tψt(x,y)=tψt(x)ψt(x),ψt(x)=0

Now, if 2k<2n, the QPHP (Theorem 1) states that there must exist some message t, and two inputs x,x, such that

ψt(x),ψt(x)0.

Now Bob comes along and does some measurements. Suppose he has input x. Since ψt(x) and ψt(x) are not orthogonal, then no matter which measurement he does, there must be an outcome i such that ψti(x,x) and ψti(x,x) are both non-zero. It follows that ti is not monochromatic, i.e., the computational constraints associated with leaf ti are not obeyed.

5.3 Model Collapse – All Functions Are Easy

Theorem 6.

Given any function f:𝒳×𝒴{0,1}, there is a 3-round Quantum Lab protocol using 4 bits of communication that computes f.

Proof.

In our protocol given below the root node is a Bob node, The nodes at depths 1 and 2 are Alice nodes, the nodes at depth 3 are Bob nodes and the depth 4 nodes are leaves. We refer to nodes using their partial transcripts (i.e. elements of {0,1}4 with ε being the empty string). We refer to the state in the quantum lab at a node v on inputs x and y as |ψvxy.

The state in the quantum lab has 3 registers, which we number 1, 2 and 3. Register 3 is 2-dimensional with basis states |0 and |1 (i.e. the register consists of one qubit) and registers 1 and 2 are |𝒳|+|𝒴|+1-dimensional with their basis states being |, |x and |y for each x𝒳 and y𝒴. We now provide the (unnormalized) states in the quantum lab at each node for the first three bits of communication.

  • |ψεxy=|03|1|2

  • |ψ0xy=12|03(|1+|y1)|2

  • |ψ1xy=12|03(|1|y1)|2

  • |ψ00xy=14|03(|1+|y1)(|2+|x2)

  • |ψ01xy=14|03(|1+|y1)(|2|x2)

  • |ψ000xy=12(14|03(|1+|y1)(|2+|x2)+122|13(|x1+(1)f(x,y)|y1)|2)

  • |ψ001xy=12(14|03(|1+|y1)(|2+|x2)122|13(|x1+(1)f(x,y)|y1)|2)

We will address the last bit of communication after analyzing the above. We have only specified the relevant states along the all-0 transcript, and we will show that these can be realized by a quantum lab protocol. The states that appear along the other transcripts are the same up to some sign changes and so can also be realized similarly. As an example of how the states differ along different transcripts, here is the state at a node of depth 3:

|ψb1b2b3xy=12( 14|03(|1+(1)b1|y1)(|2+(1)b2|x2)
+(1)b3122|13(|x1+(1)b1(1)f(x,y)|y1)|2)

To show that the above quantum states can be realized by a quantum lab protocol, we will verify that the quantum lab protocol constraints are satisfied by these. For each node v{ε,0,00} it suffices to verify the following.

  • ψvxy=ψv0xy+ψv1xy.
    This constraint is easy to verify.

  • At an Alice node v, ψv0xy,ψv1xy=0 for all x,y,y.
    This constraint is easy to verify for v=0. For v=00, this inner product is

    14(1161(1+[y=y])2181(1+(1)f(x,y)+f(x,y)[y=y])1)

    where [y=y] is 1 if y=y and 0 otherwise. Note that this is 0 both when yy and when y=y.

  • At a Bob node v, ψv0xy,ψv1xy=0 for all x,x,y
    Since the only Bob node in the first three bits is ε, we only need to ensure that ψ0xy,ψ1xy=0. This is again easy to verify.

The final bit of communication.

We now make an additional observation about the state that we have reached after 3 bits of communication. Namely, fix any y{0,1}n and let x,x be two inputs such that f(x,y)f(x,y). Then

ψ000xy,ψ000xy=14(116121+181(1)1)=0.

As a consequence V0y:=𝗌𝗉𝖺𝗇({ψ000xy}x:f(x,y)=0) is orthogonal to V1y:=𝗌𝗉𝖺𝗇({ψ000xy}x:f(x,y)=1). So now Bob can perform the measurement {ΠV0y,IΠV0y}. The output of the measurement is the value of f(x,y).

5.4 Future directions

We have proposed a specific way of generalizing Π1 statements. We would like to suggest a few questions for the future.

  • What other combinatorial principles can be relaxed by the above approach? An interesting avenue is to investigate the several different combinatorial principles that lie at the basis of TFNP classes, write each of them down by a HQFP, relax to a SDFP, and see what is there. Does this work often? Do we get interesting quantum versions of known principles? In other words, we have an (incomplete) proof system for Σ1 and Π1 statements, such that every statement or its negation has short proofs. What other interesting theorems can it prove?

  • Could we take a similar approach using lattice duality? E.g. we could try to express Σ1 statements using the closest vector problem (which is NP-hard), and then relax the approximation factor to n, which puts the problem in 𝖭𝖯𝖼𝗈𝖭𝖯 [1], and see if the statement is still meaningful.

  • Could we take a similar approach using stochastic games? Here we have no suggestion for which NP-hard problem could be used, that has stochastic games as a relaxation.

  • We have proven that any KW game can be solved by γ2 protocols of depth log(11×2)logn4.45logn, i.e. size n4.45. However, the best known lower-bounds on formula size are (roughly) cubic [13]. Although it seems like a long shot, perhaps one can still prove a super-cubic lower-bound on formula size by constructing an explicit dual to the SDFPs defining γ2 protocol for the Karchmer–Wigderson game of some explicit function?

  • We chose not include the details in this write-up, but it is possible to relax the HQFPs using the completely positive cone, instead of the semidefinite cone. The semidefinite cone is the cone of matrices of inner products of vectors in the entire space, and the completely positive cone is the cone of matrices inner products of vectors in the non-negative orthant. When doing so, one systematically obtains randomized versions of the statements, instead of quantum versions. We did not explore this much, because completely positive feasibility is still an NP-complete problem. But it might be interesting to see what one gets by such relaxation: maybe new randomized versions of known combinatorial principles?

6 Supplementary Definitions

We assume that the reader is familiar with Boolean formulas, Boolean circuits, and communication complexity. Recall that the Karchmer–Wigderson theorem states that the minimum depth of a Boolean circuit or formula that computes a given Boolean function f:{0,1}n{0,1}, is equal to the communication complexity of the Karchmer–Wigderson relation 𝖪𝖶f, where Alice is given xf1(1) and Bob is given yf1(0), and they wish to find some i such that xiyi. A proof can be found in [16, Section 10.2, see also Chapters 5 & 10].

Discrepancy

A well-known lower bound for the communication complexity of several models is the discrepancy of a function f (see, e.g., [16, Section 3.5]). Informally speaking, if a function f has a small discrepancy, then any large rectangle R is almost balanced (the number of 1’s and 0’z in R is roughly the same).

Definition 7.

Let f:𝒳×𝒴{0,1} be a function, R𝒳×𝒴 be a rectangle, and μ be a distribution over 𝒳×𝒴. Denote

𝖽𝗂𝗌𝖼μ(R,f)=|Pr(x,y)μ[f(x,y)=0,(x,y)R]Pr(x,y)μ[f(x,y)=1,(x,y)R]|.

The discrepancy of f according to μ is

𝖽𝗂𝗌𝖼μ(f)=maxR𝖽𝗂𝗌𝖼μ(R,f),

where the maximum is over all rectangles R𝒳×𝒴. The discrepancy of f is

𝖽𝗂𝗌𝖼(f)=minμ𝖽𝗂𝗌𝖼μ(f).

The notation 𝚺𝟏, 𝚷𝟏, 𝗡𝗣, 𝗰𝗼𝗡𝗣, 𝗡𝗣() and 𝗰𝗼𝗡𝗣()

We use Σ1 and Π1 to informally refer to existential and universal statements, respectively. When precision is required, we will use 𝖭𝖯 and 𝖼𝗈𝖭𝖯 for the well-known Boolean complexity classes, and 𝖭𝖯() and 𝖼𝗈𝖭𝖯() for the low-degree Blum-Shub-Smale (BSS) variants. The definition is rather technical, but here it is: The BSS model is a variant of the multitape Turing machine where each tape cell holds a real number, and at each step the machine can read the numbers under some of the tape heads, apply a multilinear polynomial to the numbers (which polynomial depends on the state), and write the result back; it can also branch on comparisons between cells, or between a cell and a fixed constant. The low-degree polytime variant imposes the restriction that the computation is syntactically polynomial-degree, meaning that the machine runs in polynomial time, but furthermore: at any given time, for each possible branching that happened before time t, the contents of each cell will be a polynomial in the real numbers x1,,xn placed in the tape at the start of the computation, and we then require that the degree of this polynomial to also be 𝗉𝗈𝗅𝗒(n)-bounded (in principle the degree after t steps could be 2t by repeated squaring). Then 𝖭𝖯() is the class of languages L for which there exists a low-degree polytime BSS machine M such that (x1,,xn)L(y1,,ym)𝗉𝗈𝗅𝗒(n)M(x¯,y¯)=1.888If the reader is wondering why the low-degree restriction, it is because polytime BSS machines without degree constraints can do things that seem too powerful, such as factoring [27].

Conic feasibility problems

Here we discuss duality for conic feasibility problems.

Definition 8.

Let S,T denote arbitrary, non-empty subsets of a finite-dimensional real Hilbert space . I.e., =d for some d, but equipped with a possibly non-standard inner-product ,.

  • We let 𝖼𝗅(S), the closure of S, be the set of points x for which there exists a sequence (xi)i of points in S such that xix0. We call S closed if S=𝖼𝗅(S).

  • For λ, we denote λS={λssS}, S+T={s+tsS,TS}.

  • A set S is called convex if it contains all the line segments between its points, i.e., αS+(1α)SS for every 0α1.

  • S is called a cone if λSS for all λ0. A cone S will be convex iff S+SS. A cone is called pointed if SS={0}.

    For example, a subspace is a closed convex cone. The non-negative orthant is a closed, convex, pointed cone.

  • The polar of S, denoted S, is the set

    S={yxSx,y0}.
Examples.

The following sets are closed, convex, pointed cones:

  • The non-negative orthant 0n. It is self-dual, meaning (0n)=0n.

  • The set of positive semidefinite n×n matrices 𝖯𝖲𝖣n, which is a subset of the space n(n+1)2 of symmetric matrices, with the inner product M,N=i,jMi,jNi,j.

    This set can be alternatively characterized as the set of symmetric matrices with non-negative eigenvalues, or as the set of Gram matrices, i.e., matrices equal to AA𝗍 for some n×m matrix A, i.e., matrices M of inner products, given by a family of vectors a1,,an (the rows of A), so that Mij=aiaj. It is also self-dual.

  • The set of completely positive n×n matrices 𝖢𝖯nn(n+1)2 (also symmetric). This set can be alternatively characterized as the set of symmetric matrices with non-negative eigenvalues whose eigenvectors are entrywise non-negative in the standard basis, or the matrices of the form M=AA𝗍 for some n×m matrix A with non-negative entries, or matrices of inner-products of vectors in the non-negative orthant. Its dual cone is the cone of co-positive matrices, but we will not define it or mention it again.

Definition 9.

Let 𝒦n be a closed, convex, pointed cone. A conic feasibility problem over 𝒦 is defined by a linear map 𝒜:nm and a point bm. The problem asks whether there exists an element Z𝒦 such that 𝒜(Z)=b. Such a Z is called a solution. If a solution exists, we say that the problem (𝒜,b) is feasible, or satisfiable, and otherwise we say that the problem (𝒜,b) is infeasible, or unsatisfiable.

Examples.

A linear feasibility problem is a conic feasibility over the non-negative orthant. A semidefinite feasibility problem (SDFP) is a conic feasibility problem over the cone of positive semidefinite matrices.

Duality for SDFPs

The feasibility of a conic feasibility problem over 𝒦 is an existential statement, in fact it it is a Σ1 statement provided that Z𝒦 is itself a Σ1 statement. A remarkable general fact about conic feasibility is that the infeasibility of a conic feasibility problem can also be formulated as a Σ1 statement . This fact is really non-obvious: it was first proven for SDFPs by Ramana [24] (see [22] for a simplified treatment), and for general conic feasibility by [21]. This result is an instance of the general phenomenon of convex duality, which is also the source of the 𝖭𝖯𝖼𝗈𝖭𝖯 inclusions of approximate lattice problems [1] and stochastic games (e.g. [3, 4], although here convexity is over the tropical semiring).

The precise statement which is equivalent to the infeasibility of a conic optimization problem, the so called dual problem, is not easy to describe in general. It is usually a Σ1 statement with another cone as an oracle, usually the polar cone 𝒦 over a larger dimension, or another related cone.

However, in some cases, a dual problem exists which is easy to describe, whose flavor is similar to Farkas’ lemma of linear feasibility, and indeed gives exactly Farkas’ lemma when applied to the non-negative orthant. It was proven long ago by Ben-Israel:

Theorem 10 (Ben-Israel [6]).

Let 𝒦n be a closed convex cone. Let 𝒜:nm be a linear map, and bm. Suppose that ker(𝒜)+𝒦 is a closed set (Ben-Israel’s criterion). Then exactly one of the following two things are true:

  1. (i)

    Either there exists Z𝒦 such that 𝒜(Z)=b,

  2. (ii)

    Or there exists wm such that 𝒜𝗍(w)𝒦 and w,b<0.

A sufficient condition for the closure of ker(𝒜)+𝒦 is given by the following lemma. It appears in a paper by Berman and Ben-Israel [7], and there the proof is attributed to A. Charnes and A. Lent.

Lemma 11 (Berman–Ben-Israel criterion).

If Ln is a linear subspace, Sn is a closed convex cone, and LS is a linear subspace, then L+S is closed. Hence, a sufficient condition for Ben-Israel’s criterion to hold is that ker(𝒜)𝒦 is a linear subspace, for example, ker(𝒜)𝒦={0}.

In all the SDFPs we will consider, we will have the simplest of conditions ker(𝒜)𝒦={0}.

HQFPs, and their relaxation

A SDFP asks whether there exists a positive semidefinite (symmetric) n×n matrix Z such that 𝒜(Z)=b, where 𝒜 is a linear map in the entries of 𝒵 and bm. In other words, 𝒜(Z)=(A1,Z,,Am,Z) for some symmetric real matrices A1,,Am. Since positive semidefinite matrices are matrices of inner-products, we can rephrase this question as follows: We wish to know whether there exist vectors a1,,ann obeying a set of linear equations in their inner-products ai,aj.

We can now consider the same problem, with the additional constraint that the vectors a1,,an are scalars (i.e. come from the same 1-dimensional subspace). This is equivalent to requiring that the solution Z has rank 1. With this additional constraint, we have a system of linear equations in the quadratic products aiaj, and we wish to know whether there exists some choice of scalars that satisfy the system. We call such a problem a Homogeneous Quadratic Feasibility Problem (HQFP). Naturally, we can take any HQFP and relax it to a SDFP by dropping the rank-1 restriction, i.e. by replacing scalars with vectors and products with inner-products.

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