Discrete fixed-point theorem

In discrete mathematics, a discrete fixed-point is a fixed-point for functions defined on finite sets, typically subsets of the integer grid \mathbb{Z}^n.

Discrete fixed-point theorems were developed by Iimura,{{Cite journal|last=Iimura|first=Takuya|date=2003-09-01|title=A discrete fixed point theorem and its applications|url=http://www.sciencedirect.com/science/article/pii/S0304406803000077|journal=Journal of Mathematical Economics|language=en|volume=39|issue=7|pages=725–742|doi=10.1016/S0304-4068(03)00007-7|issn=0304-4068}} Murota and Tamura,{{Cite journal|last1=Iimura|first1=Takuya|last2=Murota|first2=Kazuo|last3=Tamura|first3=Akihisa|date=2005-12-01|title=Discrete fixed point theorem reconsidered|url=http://www.sciencedirect.com/science/article/pii/S030440680500039X|journal=Journal of Mathematical Economics|language=en|volume=41|issue=8|pages=1030–1036|doi=10.1016/j.jmateco.2005.03.001|issn=0304-4068}} Chen and Deng{{Cite book|last1=Chen|first1=Xi|last2=Deng|first2=Xiaotie|date=2006|editor-last=Chen|editor-first=Danny Z.|editor2-last=Lee|editor2-first=D. T.|chapter=A Simplicial Approach for Discrete Fixed Point Theorems|title=Computing and Combinatorics|series=Lecture Notes in Computer Science|volume=4112|language=en|location=Berlin, Heidelberg|publisher=Springer|pages=3–12|doi=10.1007/11809678_3|isbn=978-3-540-36926-4}} and others. Yang{{Cite journal|last=Yang|first=Zaifu|date=2009-12-01|orig-year=2004 (FBA working paper no. 210, Yokohama National University)|title=Discrete fixed point analysis and its applications|journal=Journal of Fixed Point Theory and Applications|language=en|volume=6|issue=2|pages=351–371|doi=10.1007/s11784-009-0130-9|s2cid=122640338|issn=1661-7746}} provides a survey.

Basic concepts

Continuous fixed-point theorems often require a continuous function. Since continuity is not meaningful for functions on discrete sets, it is replaced by conditions such as a direction-preserving function. Such conditions imply that the function does not change too drastically when moving between neighboring points of the integer grid. There are various direction-preservation conditions, depending on whether neighboring points are considered points of a hypercube (HGDP), of a simplex (SGDP) etc. See the page on direction-preserving function for definitions.

Continuous fixed-point theorems often require a convex set. The analogue of this property for discrete sets is an integrally-convex set.

A fixed point of a discrete function f is defined exactly as for continuous functions: it is a point x for which f(x)=x.

For functions on discrete sets

We focus on functions f: X\to \mathbb{R}^n, where the domain X is a nonempty subset of the Euclidean space \mathbb{R}^n. ch(X) denotes the convex hull of X.

Iimura-Murota-Tamura theorem: If X is a finite integrally-convex subset of \mathbb{Z}^n, and f: X\to \text{ch}(X) is a hypercubic direction-preserving (HDP) function, then f has a fixed-point.

Chen-Deng theorem: If X is a finite subset of \mathbb{R}^n, and f: X\to \text{ch}(X) is simplicially direction-preserving (SDP), then f has a fixed-point.

Yang's theorems:

  • [3.6] If X is a finite integrally-convex subset of \mathbb{Z}^n, f: X\to \mathbb{R}^n is simplicially gross direction preserving (SGDP), and for all x in X there exists some g(x)>0 such that x+g(x)f(x)\in \text{ch}(X), then f has a zero point.
  • [3.7] If X is a finite hypercubic subset of \mathbb{Z}^n, with minimum point a and maximum point b, f: X\to \mathbb{R}^n is SGDP, and for any x in X: f_i(x_1,\ldots,x_{i-1},a_i,x_{i+1},\ldots,x_n) \leq 0 and f_i(x_1,\ldots,x_{i-1},b_i,x_{i+1},\ldots,x_n) \geq 0, then f has a zero point. This is a discrete analogue of the Poincaré–Miranda theorem. It is a consequence of the previous theorem.
  • [3.8] If X is a finite integrally-convex subset of \mathbb{Z}^n, and f: X\to \text{ch}(X) is such that f(x)-x is SGDP, then f has a fixed-point.{{Cite journal|last=Yang|first=Zaifu|date=2008-11-01|title=On the Solutions of Discrete Nonlinear Complementarity and Related Problems|journal=Mathematics of Operations Research|volume=33|issue=4|pages=976–990|doi=10.1287/moor.1080.0343|issn=0364-765X}} This is a discrete analogue of the Brouwer fixed-point theorem.
  • [3.9] If X = \mathbb{Z}^n, f: X\to \mathbb{R}^n is bounded and f(x)-x is SGDP, then f has a fixed-point (this follows easily from the previous theorem by taking X to be a subset of \mathbb{Z}^n that bounds f).
  • [3.10] If X is a finite integrally-convex subset of \mathbb{Z}^n, F: X\to 2^X a point-to-set mapping, and for all x in X: F(x) = \text{ch}(F(x))\cap \mathbb{Z}^n , and there is a function f such that f(x)\in \text{ch}(F(x)) and f(x)-x is SGDP, then there is a point y in X such that y \in F(y). This is a discrete analogue of the Kakutani fixed-point theorem, and the function f is an analogue of a continuous selection function.
  • [3.12] Suppose X is a finite integrally-convex subset of \mathbb{Z}^n, and it is also symmetric in the sense that x is in X iff -x is in X. If f: X\to \mathbb{R}^n is SGDP w.r.t. a weakly-symmetric triangulation of ch(X) (in the sense that if s is a simplex on the boundary of the triangulation iff -s is), and f(x)\cdot f(-y) \leq 0 for every pair of simplicially-connected points x, y in the boundary of ch(X), then f has a zero point.
  • See the survey for more theorems.

For discontinuous functions on continuous sets

Discrete fixed-point theorems are closely related to fixed-point theorems on discontinuous functions. These, too, use the direction-preservation condition instead of continuity.

Herings-Laan-Talman-Yang fixed-point theorem:{{Cite journal|last1=Jean-Jacques Herings|first1=P.|last2=van der Laan|first2=Gerard|last3=Talman|first3=Dolf|last4=Yang|first4=Zaifu|date=2008-01-01|title=A fixed point theorem for discontinuous functions|url=http://www.sciencedirect.com/science/article/pii/S0167637707000570|journal=Operations Research Letters|language=en|volume=36|issue=1|pages=89–93|doi=10.1016/j.orl.2007.03.008|s2cid=14117444 |issn=0167-6377|hdl=10419/86189|hdl-access=free}}

Let X be a non-empty convex compact subset of \mathbb{R}^n. Let f: XX be a locally gross direction preserving (LGDP) function: at any point x that is not a fixed point of f, the direction of f(x)-x is grossly preserved in some neighborhood of x, in the sense that for any two points y, z in this neighborhood, its inner product is non-negative, i.e.: (f(y)-y)\cdot (f(z)-z) \geq 0. Then f has a fixed point in X.

The theorem is originally stated for polytopes, but Philippe Bich extends it to convex compact sets.{{Cite journal |last=Bich |first=Philippe |date=2006 |title=Some fixed point theorems for discontinuous mappings |url=https://shs.hal.science/halshs-00119033 |journal=Cahiers de la Maison des Sciences Économiques |language=en}}{{Rp|location=Thm.3.7}}Note that every continuous function is LGDP, but an LGDP function may be discontinuous. An LGDP function may even be neither upper nor lower semi-continuous. Moreover, there is a constructive algorithm for approximating this fixed point.

Applications

Discrete fixed-point theorems have been used to prove the existence of a Nash equilibrium in a discrete game, and the existence of a Walrasian equilibrium in a discrete market.{{Cite journal|last1=Iimura|first1=Takuya|last2=Yang|first2=Zaifu|date=2009-12-01|title=A study on the demand and response correspondences in the presence of indivisibilities|journal=Journal of Fixed Point Theory and Applications|language=en|volume=6|issue=2|pages=333–349|doi=10.1007/s11784-009-0131-8|s2cid=121519442|issn=1661-7746}}

References