Talk:Shapley–Folkman lemma/Archive 3

Comments
I'll break up the comments, to lessen the head-aches with edit-conflicts in the future. Kiefer.Wolfowitz (talk)

Lead
I think the article is too inaccessible for a general reader. I don't think it needs to be. But it is. At a minimum, would work on the lead so that it is more helpful to a general reader. So he can get more feel for the topic even if he is not going to slog through the meat of the article (or really all the other articles he has to read to understand this one).
 * I really appreciate your suggestion, which raises the same accessibility concern as Geometry Guy (whose concern I had discounted before because I was having trouble imagining him reading like a civilian!). To reduce clutter, I'll only thank you here for some of the related and often more detailed comments on the lead below, which I really appreciate. Kiefer.Wolfowitz  (talk) 09:18, 8 February 2011 (UTC)

-I like the circle and disk thing, that was very clear.

-Wonder about having so many equations in the lead. Is there some what to trim how many there are? Think of the lead as a version that should be helpful to even the non math grad students.
 * I moved some of the equations into the introductory example section, following your complaints and Geometry Guy's suggestion. Kiefer.Wolfowitz  (Discussion) 20:54, 22 February 2011 (UTC)

"Euclidean" distance
-Don't specific the "Euclidan" (blue-linked) distance in the lead. If you feel the need, specify that in the text, but for the lead, Euclidian distance is exactly normal distance anyhow.
 * DONE!

Set and interval notation
-not sure the answer, but presenting intervals in brackets and then sets in braces, is a little tricky for the average reader. It took me a bit before I noticed what you were doing. Remember he is grappling with new material, so notation makes it that much tougher. And braces and brackets are similar looking This is one reason why the graphical circle and disk are nice. Perhaps you could make the point by using a number line or some such, to show endpoints versus segments.
 * In the lead, I had neglected to preface the set {0,1} with "the set of integers" and to preface the interval [0,1] with "interval of real numbers". I hope that the lead is now self-contained regarding set and interval notation. Kiefer.Wolfowitz  (talk) 15:57, 8 February 2011 (UTC)

-Minkowski explanation was good and helpful.
 * Thanks! Kiefer.Wolfowitz  (talk) 15:57, 8 February 2011 (UTC)

SF lemma versus theorem
-I have a hard time in the lead keeping track of the lemma versus the theorem (both in terms of what is what in math, and also what was published when). Also a bit confusing that the title is one of them, but the discussions moves to the other rather quickly. And just the structure of why we talk about one versus the other and when.
 * Others have commented on that the distinction between lemma and theorem is cognitively taxing. Fixing this problem would require a change of terminology, which would be original research unless it followed a reliable publication. Kiefer.Wolfowitz  (talk) 10:07, 8 February 2011 (UTC)
 * Worse, the literature (even Starr!) often calls Starr's corollary the SF theorem, and calls the SF lemma the SF theorem. O tempes... Kiefer.Wolfowitz  (talk) 10:07, 8 February 2011 (UTC)

Image and "cover"
-lead image, caption. Do we have the use the "cover" term in the lead? I guess it is some exact term for congruency or such, but I worry that it's a bit like "Euclidean distance". Again if we can be simpler in the lead, we can always still have the rigor in the main article.
 * "Cover" is the geometric term for "contain" (in set theory). I'll use "is a subset of" consistently, to make it more accessible. (There is sometimes confusion about colloquial containment, versus subset-inclusion, notably with the circle: In everyday English, the line segment connecting two points of a circle is "contained in" the circle! The change avoids that confusion.)
 * DONE! Kiefer.Wolfowitz  (Discussion) 20:54, 22 February 2011 (UTC)

Lyapunov theorem on vector measures
-Lyapunov thing: Not 100% clear the value of saying that SF is related to it, in lead. Seems like we are just saying one strange concept is related to some other, strange and bluelinked concept (And by the way, when I go to that blue link, it doesn't help me know what Lyapunov is about, is very skimpy.) Did Lyapunov come before or after? Are they parallel discoveries under different concepts (as for instance some aspects of options theory, really are the same thing as insurance?)
 * Following your suggestion, I removed it from the lead. Kiefer.Wolfowitz  (talk) 15:08, 8 February 2011 (UTC)
 * I added the short section on Lyapunov's theorem on the article on vector measures. I am sorry that my time does not allow me to expand it further. Kiefer.Wolfowitz  (talk) 09:18, 8 February 2011 (UTC)

Applications in lead
-Has this thereom helped anyone practically (it's OK if no, just asking). I mean have people made factories run faster, built bombs, decoded ciphers, learned genetics, etc. from it? Can we push for some tangible explanation of the economic or practical impact of the theorom?
 * I have a conflict of interest that prevents me from answering honestly and directly: I have a paper being refereed on computations and practical implications: At risk of OR (which I hope may be pardoned in a talk page), I can say that the lemma, when viewed properly, has such implications and applications. It is true that knowledge of the SF lemma has encouraged applications in large scale optimization, following Lemarechal, Ekeland, and Bertsekas: Engineers "know" that Lagrangian dual methods "work" on separable problems that are non-convex---contrary to the advice of an otherwise leading classic textbook of Gill, Murray, and Wright. The Bertsekas article in IEEE transactions has been cited hundreds of times.  Kiefer.Wolfowitz  (talk) 09:18, 8 February 2011 (UTC)

-don't bother wikilinking statistics.
 * Linking to the profession of mathematical statistics is useful for disambiguation: otherwise, people think of accounting and official statistics. (I am a statistician, and have some professional obligations to give statistics its due.)  Kiefer.Wolfowitz  (talk) 10:54, 8 February 2011 (UTC)

Graphics
-Image caption: what does sum of two original sets and two convex hulls mean? You mean all 4 added together?
 * Yes. The four sets on the left are summed, yielding the sum on the right.
 * David's graphic doesn't use coordinates, which would require more ink. Also, Minkowski addition is affine invariant, which means that the choice of coordinate system doesn't matter, so it is mathematically better to avoid coordinates. It may be that civilian readers would be helped by coordinates: The zero vector could be marked in each window.

-Same image lower down: do we really need to show four sets or would two work to show the concept? Just trying to make it that much easier to grasp. I don't understand what the plus signs are doing. How are the four left sets nonconvex? Are they individually non convex? When they are just line segments?
 * Two sets would exhibit the commutativity of Minkowski addition and convexification. Three sets would suffice to display the Shapley-Folkman lemma. However, having 3 sets on the left would be uglier, because 1x3 or 3x1 doesn't harmonize with the right-hand summed set. David's2x2 pane is the best, imho. He is also an internationally recognized computational geometer, and his judgment about presenting visual information should be afforded the greatest consideration. His use of pink for the convex hull of the red points is natural and beautiful, so that I wonder that nobody thought of it before (at least in connection with the SF lemma).  Kiefer.Wolfowitz  (talk) 10:07, 8 February 2011 (UTC)

Containment, in mathematics versus vernacular
-I would be careful about using the term "contain" wrt to the line segment on the inside of a circle. I get what you mean about the points on the interior not being a part of the set of points in the circumference. Just when you look at a segment, it's contained in the sense that it's inside the boundary. Just not contained in the set. Not sure how to fix this, but just be aware of how this throws people.
 * I removed "cover" and "contain" and used only "subset" in the lead.  Kiefer.Wolfowitz  (talk) 10:07, 8 February 2011 (UTC)

Indifference curves
-I actually kinda know what an indiffernce curve is, but I struggled with the discussion here in article. Is it really necessary to talk about it in terms of a basket of goods (guns butter, blabla) versus a simple example using currency? Also "vector"? I'm sure that's math econd talk and thinking of things that way helps. But I learned econ without having to think of it s a "vector", but just some curve (functional relationship).
 * Money is one of the most difficult parts of economic theory, and so I would avoid currency. (BTW, Starr is an expert on money in general equilibrium theory.)
 * The article had previously discussed vectors, so I thought it most natural to continue using the vector terminology. However, your comment here, as previously, deserves thought. I have difficulty editing this week and possibly next week. But in 2 weeks I'll make another editing push on the article. Kiefer.Wolfowitz  (talk) 10:07, 8 February 2011 (UTC)

-what are the axes of the curve with the Pareto front thing zooming around? and what is with the tangents to the curve and the perpindicular to the tangent zooming around?
 * I'll ask the up-loader to remove the distracting text from the image, per Wikimedia guidelines. The graphic was designed to show vector-valued optimization, but it works for univariate optimization for one consumer with non-convex preferences. Kiefer.Wolfowitz  (talk) 10:07, 8 February 2011 (UTC)

-"Taking the convex hull of non-convex consumer preferences had been discussed earlier by Wold." So? So what?
 * This is noted by Diewert, I believe, not having that reference available today: I gave the page reference. Shapley-Shubik took convex hulls of preferences, as did Starr. Unless Wold is mentioned, the article suggests that Shapley-Shubik's re-invention of convexification were original, contrary to fact and surveys like Diewert. (The intellectual juggernaut Wold deserves remembering, here and in connection with time series analysis and causality & observational studies, etc., I have insisted---noting that Wold was the professor of statistics at two Swedish universities, one being mine! RE: COI concerns!)
 * DONE! (I moved the Wold priority information to a footnote.) Kiefer.Wolfowitz  (Discussion) 20:24, 14 February 2011 (UTC)

Discussion, quoted by Volunteer Marek below
-It makes me very happy to see the crossed linear supply and demand curves. Happy to see something I know. that;s not so "hard". But connection to the article?
 * To understand Starr's economics, one must know that supply and demand are functions of prices, and that the problem is to establish the existence (etc.) of an equilibrium price vector---with good properties (efficiency) for convex sets.

-Maybe if you can more explicitly have a para saying who came up with what, when in what paper (Shapley, Folkman and Starr), that would be good. I mean just reporting who got academic credit even. It just seems confusing when mixed with actually elaboration on the concepts themselves. -Is the whole shebang basically telling me that if we have a lot of zookeepers, we can effectively think of half a lion and half an eagle as the euqivlaent of a single lion or single eagle (like it all comes out in the wash with a lot of actors?)
 * The zoo-keeper example is good for explaining a concavity in preferences, but I suspect that an everyday example would be better for explaining the economic consequences of the SF lemma.
 * In this case, the dimension is two. For 3 or more zoo-keepers, for a given price, the aggregate demand (or a fixed demand, if uniqueness fails) of the convexified economy is exactly the sum of two convexified demands, and one possibly non-convex demand. This aggregate demand is closely approximated by the sum of three possibly non-convex demands. Kiefer.Wolfowitz  (talk) 10:56, 8 February 2011 (UTC)

Significance?
-Was there like a big edifice waiting for Starr and SF to prove their theorems? I mean like there are parts of math that rely on Reimann hypothesis being true and if it's ever disproven they will come crumbling down (or the converse will be confirmed as that is sole uncertainty they rely on)?


 * Many economists have written that the SF lemma and SFS theorem are surprising, and that it's a disappointment that these results are little known outside of mathematical economics.
 * As OR, I can state here that the published literature lacks any claim that the SF lemma has any such importance in mathematics. Kiefer.Wolfowitz  (talk) 10:59, 8 February 2011 (UTC)

-How much of a big deal was it (is it) that SF and S have this theorem/lemma? Is it like Andrew Wild Fermat's Last Theorem famous?


 * Any speculation would be OR. Many mathematicians don't care about Fermat's last theorem, and believe that Wiles's spectacular achievement is most important because of its advancement of number theory (and related areas of Diophantine geometry).
 * This is usual in mathematics. For example, von Neumann's theory of Hilbert space and related operator theory are important for their own sakes, only partially because they resolved a disagreement between two schools of physics.
 * In practice, I suppose that Bertsekas's use of Lagrangian dual methods on large separable primal problems (with many non-convex summands) is partially related to his knowledge of the SF lemma (via Ekeland or via Aubin & Ekeland). I suppose that hundreds of IEEE papers cite Bertsekas's paper on scheduling. (On the other hand, Lemarechal learned all he need to know from Lasdon's 1970 book on large scale optimization, which was reprinted a few years ago by Dover. Thus, I would not want to claim that the SF lemma has had a huge impact on practice.) Kiefer.Wolfowitz  (talk) 11:03, 8 February 2011 (UTC)


 * Intellectually, the biggest impact has been on economics. Economists no longer claim that convexity is essential market-clearing or efficiency in large economies. Even Varian's intermediate microeconomics book has some vague discussion of the convexity of sums of non-convex sets. Kiefer.Wolfowitz  (talk) 11:03, 8 February 2011 (UTC)

-How hard was it for them to prove this stuff (like how many equations, how long a paper, how many different aspects of math brought in)?
 * Their memo is only a couple pages of length. Economists, like Arrow and Hahn, spend more time proving things. However, the literature lacks a survey or analysis of proofs, although some economists have lamented the (perceived) complications of proofs, so discusing this would be OR. Kiefer.Wolfowitz  (talk) 11:03, 8 February 2011 (UTC)

Mathematical style
-"which we define" Who's we?
 * "We" is conventional in mathematics and sanctioned by the WP manual of style for mathematics. Perhaps this can be changed. Kiefer.Wolfowitz  (talk) 11:05, 8 February 2011 (UTC)
 * I guess it's allowed. It just seems a little jarring, given the rest of the depersonalized style Wiki (or rest of article) is in.  And even in your article, here, you used it like once (that I noticed).  Not sure it's really needed, not a long proof or whatever.  Note, my point is not some "follow the rules" officiousness.  It's more of an artistic one.  The term made me skip a beat (as general reader).  And of course the objective is to make things smoooooth for the reader. Not have him hesitate. No big deal, really, though.  ;-)  TCO (talk) 20:13, 8 February 2011 (UTC)

-closure of a set. I think I got the beginning of this discussion but kinda lost track of the point as it finished.
 * The sum of closed sets need not be closed. That's why Ekeland had to add the closure operator. However, most people won't need or understand the closure operator, so the background information on closed sets follows the application by Ekeland. Kiefer.Wolfowitz  (talk) 11:05, 8 February 2011 (UTC)

-I don't know what a summand is or what dimension is? But can these terms be avoided in the lead? Perhaps used in the body for rigor? IOW can the key concept be explained without getting into them, at first?
 * Summand is the object being summed. For example, in the expression "1+2", the numbers "1" and "2" are summands.
 * Dimensions 2 and 3 should be familiar from sophomore geometry, which used to be required by many states in the US, e.g. Ohio, so should be expected of WP readers imho. Defining (higher) "dimension" would require more linear algebra, which would make the lead less useful.  Kiefer.Wolfowitz  (talk) 11:05, 8 February 2011 (UTC)

Coda
Sorry, that's the best I can do, at present. Good luck with it. If you want to leave it an article for math-econ grad students, won't bug me. Just giving you my reaction as I try to read it.TCO (talk) 01:06, 8 February 2011 (UTC)
 * Your contributions have been most valuable. What was most needed was feedback from an experienced WP editor (with excellent copy-editing skills) who was not a mathematical scientist or economist. I am very grateful. I shall have to delay responding to most of the concerns for a week or two, unfortunately, due to professional commitments. Thank you again for the detail and clarity of your questions, which will be very helpful in guiding revision. Best regards, Kiefer.Wolfowitz  (talk) 11:06, 8 February 2011 (UTC)

Edgeworth box
- I'm gonna butt-in again. Here: "-It makes me very happy to see the crossed linear supply and demand curves. Happy to see something I know. that;s not so 'hard'. But connection to the article? (TCO) To understand Starr's economics, one must know that supply and demand are functions of prices, and that the problem is to establish the existence (etc.) of an equilibrium price vector---with good properties (efficiency) for convex sets. (KW) " Since Starr's contribution was in relation to general equilibrium wouldn't an Edgeworth box (with a price tangent line/separating hyperplane) be more appropriate than a single market supply/demand diagram? The animated graphic's pretty sweet though.  Volunteer Marek  10:24, 8 February 2011 (UTC)


 * I agree. Edgeworth box = General equilibrium, whereas Crossed Supply and demand curves = Partial equilibrium --Forich (talk) 00:17, 17 February 2011 (UTC)


 * On the one hand, your comments are correct. On the other hand, Starr's economics deals with adding demand-functions, and so the demand-function is needed. The linear demand-function is the simplest for a picture. Let me look at the article on the Edgeworth box. (I made minor edits to the others' comments.) Kiefer.Wolfowitz  (Discussion) 20:59, 22 February 2011 (UTC)

Griffin example
-Is the whole shebang basically telling me that if we have a lot of zookeepers, we can effectively think of half a lion and half an eagle as the euqivlaent of a single lion or single eagle (like it all comes out in the wash with a lot of actors?)

It sort of means that if we have a lot of zoo keepers then there will be prices (a price for lions and eagles) at which every zookeeper chooses his optimal combination of lions and eagles and at which the total supply of eagles "almost" equals the total demand for eagles and same for lions. The lemma also tells you what this "almost" means ("almost" could be "exactly" in special cases) (I think).  Volunteer Marek  10:37, 8 February 2011 (UTC)

does the "hull" contain the originating set itself?
In which case you could say the sum of the two hulls, instead of sum of the two hulls and two sets?TCO (talk) 20:06, 8 February 2011 (UTC)


 * Hi TCO, the convex hull contains the original set and convex combinations of its points.
 * I suspect that there might be some misunderstanding, so let me try to explain David's graphic, for a minute.
 * On the left, There are four sets being summed, each of which contains exactly two points. Taking the convex hull of the two of the points in a summand creates a line segment. These four summands are shown in the left pane.

The right pane displays the sum of the four sets, which consists of 16=2(raised to the 4th) red dots, all the possible sums of the points in the sets. (Sorry, I have to run.)  Kiefer.Wolfowitz  (talk) 20:27, 8 February 2011 (UTC)

I know it's your peice de resistance. But I still have to peck at it.
 * Keep the questions coming! They are helpful! :-)


 * If the convex hull contains the originating set, why do we talk about adding "two sets and their convex hulls". Why not just adding the convex hulls?
 * The surprising thing is that for a given point, you need add the convexified versions of only two summand-sets! You then add the other two original summand-sets!


 * Also, why show four line segments but talk about adding two of them in the caption?
 * Maybe an "a" and a "b" for the two sides of the diagram would be helpful.
 * I think it should be clarified in the "a" caption that the originating set is the end points and the convex hull is the line segment.
 * I still don't know why we have to have four of them instead of two (on the a side). Even if you need three, might be simpler.  Yeah, you have a little unused space on the A side, but it just makes the number of points on the b side a little simpler.TCO (talk) 23:05, 8 February 2011 (UTC)
 * Thanks! I'll write more in the next week(s).... Kiefer.Wolfowitz  (Discussion) 21:18, 22 February 2011 (UTC)