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Research article Special Issues

BO-B&B: A hybrid algorithm based on Bayesian optimization and branch-and-bound for discrete network design problems

  • Received: 15 July 2022 Revised: 16 August 2022 Accepted: 24 August 2022 Published: 13 September 2022
  • A discrete network design problem (DNDP) is conventionally formulated as an analytical bi-level programming problem to acquire an optimal network design strategy for an existing traffic network. In recent years, multimodal network design problems have benefited from simulation-based models. The nonconvexity and implicity of bi-level DNDPs make it challenging to obtain an optimal solution, especially for simulation-related models. Bayesian optimization (BO) has been proven to be an effective method for optimizing the costly black-box functions of simulation-based continuous network design problems. However, there are only discrete inputs in DNDPs, which cannot be processed using standard BO algorithms. To address this issue, we develop a hybrid method (BO-B&B) that combines Bayesian optimization and a branch-and-bound algorithm to deal with discrete variables. The proposed algorithm exploits the advantages of the cutting-edge machine-learning parameter-tuning technique and the exact mathematical optimization method, thereby balancing efficiency and accuracy. Our experimental results show that the proposed method outperforms benchmarking discrete optimization heuristics for simulation-based DNDPs in terms of total computational time. Thus, BO-B&B can potentially aid decision makers in mapping practical network design schemes for large-scale networks.

    Citation: Ruyang Yin, Jiping Xing, Pengli Mo, Nan Zheng, Zhiyuan Liu. BO-B&B: A hybrid algorithm based on Bayesian optimization and branch-and-bound for discrete network design problems[J]. Electronic Research Archive, 2022, 30(11): 3993-4014. doi: 10.3934/era.2022203

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  • A discrete network design problem (DNDP) is conventionally formulated as an analytical bi-level programming problem to acquire an optimal network design strategy for an existing traffic network. In recent years, multimodal network design problems have benefited from simulation-based models. The nonconvexity and implicity of bi-level DNDPs make it challenging to obtain an optimal solution, especially for simulation-related models. Bayesian optimization (BO) has been proven to be an effective method for optimizing the costly black-box functions of simulation-based continuous network design problems. However, there are only discrete inputs in DNDPs, which cannot be processed using standard BO algorithms. To address this issue, we develop a hybrid method (BO-B&B) that combines Bayesian optimization and a branch-and-bound algorithm to deal with discrete variables. The proposed algorithm exploits the advantages of the cutting-edge machine-learning parameter-tuning technique and the exact mathematical optimization method, thereby balancing efficiency and accuracy. Our experimental results show that the proposed method outperforms benchmarking discrete optimization heuristics for simulation-based DNDPs in terms of total computational time. Thus, BO-B&B can potentially aid decision makers in mapping practical network design schemes for large-scale networks.



    Goncharov was the first to find relations between the Grassmannian complex of projective configurations and Bloch-Suslin complex for weight n=2, and to the Goncharov's motivic complex for weight n=3 (see [3]). This idea leads to the remarkable proof of Zagier's conjecture for weights n=2,3 (see [4]). On the other hand, Cathelineau introduced the tangent form of the Bloch-Suslin complex and provided some suggestions about the tangent form of Goncharov's complex (see [1]).

    The main idea of this article is to view geometric features of tangent groups, TB2(F) and TB3(F), where TB2(F) is the tangent form of Bloch group B2(F) (see [1]), and TB3(F) is the tangent form of Goncharov's group B3(F) (see §3.2) for any field F. To accomplish this task, we define morphisms τ20,ε, τ21,ε, (between the Grassamannian complex of geometric configurations and tangent to the Bloch-Suslin complex) and τ30,ε, τ31,ε, τ32,ε (between the Grassamannian complex of geometric configurations and tangent to the Goncharov's complex) for weights n=2,3. Due to these morphisms, we get diagrams which are shown to be commutative (main result Theorem 3.7). The major techniques for showing our main result, are to invoke combinatorics in the symmetric group S6 and to rewrite triple ratios in the product of two projected cross-ratios. Here, we use permutations of symmetric group S6 in the alternation sums. The alternation sum Alt6 in our map τ32,ε has 6! terms, but due to inversion and cyclic symmetry, it reduces to 6!/(3!)=120 terms.

    The cross ratio identity over a field F was first defined by Siegel (see [6]). To view the geometry of configurations in tangent groups, it is required to introduce an analogue to the Siegel cross-ratio identity for the determinants of matrices of order 2×2 (see Lemma 2.1) that can also be extended to 3×3 determinants of matrices. These analogues and Lemma 2.1 enabled us to produce the analogues of cross-ratios and triple ratios.

    On the basis of these analogues, we find morphisms between the Grassmannian subcomplex C(AnF[ε]2,d) and tangent to the Bloch-Suslin and to Goncharov complexes (see §3.1 and §3.2). The proof of the main result requires projected five term relation in TB2(F). To serve this purpose, we prove the existence of the projected five term relation in TB2(F) (see Lemma 3.4). This relation is also an analogue of Goncharov's projected five term relation in B2(F).

    In §3.2, we define the tangent group TB3(F) which was first hypothetically defined in §9 of [1]. On the basis of our definition, we mimic construction of TB3(F) with the F-vector space βD3(F) ([5]) and reproduce Cathelineau's 22-term functional equation for TB3(F).

    Let F be a field of characteristic 0. For ν1, we denote the νth truncated polynomial ring over F by F[ε]ν:=F[ε]/εν. Further define Cm(AnF[ε]ν) as a free abelian group generated by m generic points in AnF[ε]ν (an n dimensional affine space over F[ε]ν). Here, we are not considering degenerate points and are also assuming that no two points coincide and no three points lie on a line. Now for n=2 and ν=2, any ηi=(aibi)A2F{(00)} and ηi,ε:=(ai,εbi,ε)A2F, we put ηi=(ai+ai,εεbi+bi,εε)=(aibi)+(ai,εbi,ε)ε=ηi+ηi,εε and define a boundary map

    d:Cm+1(A2F[ε]2)Cm(A2F[ε]2)
    d:(η0,,ηm)mi=0(1)i(η0,,ˆηi,,ηm).

    Let ωV2 be a volume element formed in V2:=A2F and Δ(ηi,ηj)=ω,ηiηj, where ηi,ηjA2F. Here we define

    Δ(ηi,ηj)=Δ(ηi,ηj)ε0+Δ(ηi,ηj)ε1ε

    where

    Δ(ηi,ηj)ε0=Δ(ηi,ηj) and Δ(ηi,ηj)ε1=Δ(ηi,ηj,ε)+Δ(ηi,ε,ηj).

    More generally for ν=n+1, we have

    ηi=ηi+ηi,εε+ηi,ε2ε2++ηi,εnεn and ηi,ε0=ηi

    and we get

    Δ(ηi,ηj)=Δ(ηi,ηj)+Δ(ηi,ηj)εε+Δ(ηi,ηj)ε2ε2++Δ(ηi,ηj)εnεn,

    where

    Δ(ηi,ηj)εn=Δ(ηi,ηj,εn)+Δ(ηi,ε,ηj,εn1)++Δ(ηi,εn,ηj)

    Consider the Siegel cross-ratio identity for the 2×2 determinants of four vectors in C4(A2F) (see [3], [6])

    Δ(η0,η1)Δ(η2,η3)=Δ(η0,η2)Δ(η1,η3)Δ(η0,η3)Δ(η1,η2) (2.1)

    With the above notation, an analogue to the Siegel cross-ratio identity turns out to be true for A2F[ε]n+1, and we can extract further results which are essential for the proof of our main results. Throughout this section we will assume that Δ(ηi,ηj)0 for ij.

    Lemma 2.1. For (η0,η1,η2,η3)C4(A2F[ε]n+1), we have

    Δ(η0,η1)Δ(η2,η3)=Δ(η0,η2)Δ(η1,η3)Δ(η0,η3)Δ(η1,η2) (2.2)

    where

    ηi=ηi+ηi,εε+ηi,ε2ε2++ηi,εnεnandηi,ε0=ηi
    Δ(ηi,ηj)=Δ(ηi,ηj)+Δ(ηi,ηj)εε+Δ(ηi,ηj)ε2ε2++Δ(ηi,ηj)εnεn

    for

    Δ(ηi,ηj)εn=Δ(ηi,ηj,εn)+Δ(ηi,ε,ηj,εn1)++Δ(ηi,εn,ηj)

    Proof. For r=0,,n, we can write η=(r0ηrεrr0ηrεr) and m=(r0mrεrr0mrεr).

    Now we have

    Δ(η,m)=|r0ηrεrr0mrεrr0ηrεrr0mrεr|=r0(rk=0ηkmrkrk=0ηkmrk)εr=r0(rk=0Δ(ηk,mrk))εr

    Hence

    Δ(η0,η1)Δ(η2,η3)=r0(rk=0Δ(η0,k,η1,rk))εrs0(rj=0Δ(η0,j,η1,rj))εs=t0εt(tr=0(rk=0Δ(η0,k,η1,rk)trj=0Δ(η2,j,η3,trj)))=t0εt(tr=0(rk=0trj=0Δ(η0,k,η1,rk)Δ(η2,j,η3,trj))),

    and similarly for Δ(η0,η2)Δ(η1,η3) and Δ(η0,η3)Δ(η1,η2). Hence we use the validity of (2.1) to deduce the analogue for Δ(ηi,ηj)'s in place of Δ(ηi,ηj) passing from the ring F[[ε]] of power series to a truncated polynomial ring, say to F[ε]n+1.

    For the special cases; we find the identity (2.1) for n=0, while for n=1 we have the following identity which will be used extensively below:

    Δ(η0,η1)Δ(η2,η3)ε+Δ(η2,η3)Δ(η0,η1)ε={Δ(η0,η2)Δ(η1,η3)ε+Δ(η1,η3)Δ(η0,η2)ε}{Δ(η0,η3)Δ(η1,η2)ε+Δ(η1,η2)Δ(η0,η3)ε}. (2.3)

    if we write

    (ab)εn:=aεnbε0+aεn1bε++aε0bεn

    then (2.3) can be more concisely written as

    {Δ(η0,η1)Δ(η2,η3)}ε={Δ(η0,η2)Δ(η1,η3)}ε{Δ(η0,η3)Δ(η1,η2)}ε.

    Now we have enough tools to find the cross-ratios of four points over the truncated polynomial ring F[ε]ν. The identity (2.2) of Lemma 2.1 enables us to compute this ratio in F[ε]ν for ν=n+1. First we define the cross-ratio of four points (η0,,η3)C4(A2F[ε]n+1) as

    r(η0,,η3)=Δ(η0,η3)Δ(η1,η2)Δ(η0,η2)Δ(η1,η3)

    We also expand r(η0,,η3) as a truncated polynomial over F[ε]n+1

    r(η0,,η3)=(rε0+rεε+rε2ε2++rεnεn)(η0,,η3) (2.4)

    After truncating this for n=0, one gets

    r(η0,,η3)=rε0(η0,,η3)=r(η0,,η3)=Δ(η0,η3)Δ(η1,η2)Δ(η0,η2)Δ(η1,η3) (2.5)

    If we truncate (2.4) for n=1 then the coefficient of ε0 will remain the same as for n=0, thus we only need to compute the coefficient of ε in the following way:

    After considering (η0,,η3)C4(A2F[ε]2) in a generic position, we get

    r(η0,,η3)=Δ(η0,η3)Δ(η1,η2)Δ(η0,η2)Δ(η1,η3)={Δ(η0,η3)+Δ(η0,η3)εε}{Δ(η1,η2)+Δ(η1,η2)εε}{Δ(η0,η2)+Δ(η0,η2)εε}{Δ(η1,η3)+Δ(η1,η3)εε}

    If a0F then 1a+bε=1aba2εF[ε]2 (this is the same as the inversion relation in TB2(F) discussed later in §3.3).

    Let us simplify the above obtained result by multiplying the inverses of denominators and separate the coefficients of ε0 and ε. The coefficient of ε becomes

    rε(η0,,η3)={Δ(η0,η3)Δ(η1,η2)}εΔ(η0,η2)Δ(η1,η3)r(η0,,η3){Δ(η0,η2)Δ(η1,η3)}εΔ(η0,η2)Δ(η1,η3) (2.6)

    Let us trancate it for n=2, i.e., (η0,,η3)C4(A2F[ε]3). To make computations easy, we write (ηi,ηj) instead of Δ(ηi,ηj)

    r(η0,,η3)={(η0,η3)+(η0,η3)εε+(η0,η3)ε2ε2}{(η1,η2)+(η1,η2)εε+(η1,η2)ε2ε2}{(η0,η2)+(η0,η2)εε+(η0,η3)ε2ε2}{(η1,η3)+(η1,η3)εε+(η1,η3)ε2ε2}

    simplify and then separate the coefficients of ε0, ε1 and ε2. The coefficients of ε0 and ε1 are the same as we computed in (2.5) and (2.6) respectively, and the coefficient of ε2 is

    rε2(η0,,η3)={(η0,η3)(l1,l2)}ε2(η0,η2)(η1,η3)rε(η0,,η3){(η0,η2)(η1,η3)}ε(η0,η2)(η1,η3)r(η0,,η3){(η0,l2)(η1,η3)}ε2(η0,η2)(η1,η3) (2.7)

    Remark 2.2. The computation of coefficient of εn, which is rεn(η0,,η3), in the truncated polynomial (2.4) will give us the following:

    nk=0({Δ(η0,η2)Δ(η1,η3)}εkrεnk(η0,,η3))={Δ(η0,η3)Δ(η1,η2)}εn,

    where Δ(ηi,ηj)0 for ij and (η0,,η3)C4(A2F[ε]n+1).

    First, we define a triple-ratio r3:C6(A3F)F as (see [4])

    r3(η0,,η5)=Alt6Δ(η0,η1,η3)Δ(η1,η2,η4)Δ(η2,η0,η5)Δ(η0,η1,η4)Δ(η1,η2,η5)Δ(η2,η0,η3)

    where C6(A3F) is a free abelian group generated by the configurations of six points in A3F and A3F is a three dimensional affine space over a field F. Here, we will discuss triple-ratio (generalized cross-ratio) of 6 points, i.e., (η0,,η5)C6(A3F[ε]ν) for ν=n+1. The calculations in triple-ratio are similar to the cross-ratio of 4 points (η0,,η3)C4(A2F[ε]ν). Let's consider ν=2 since the other cases are not required.

    We take (η0,,η5)C6(A3F[ε]2), for any ηi(η0,,η5)

    li=(ai+ai,εεbi+bi,εεci+ci,εε)=(aibici)+(ai,εbi,εci,ε)ε=ηi+ηi,εε
    Δ(ηi,ηj,ηk)=Δ(ηi,ηj,ηk)+Δ(ηi,ηj,ηk)εε

    where Δ(ηi,ηj,ηk) is a 3×3-determinant,

    Δ(ηi,ηj,ηk)ε=Δ(ηi,ε,ηj,ηk)+Δ(ηi,ηj,ε,ηk)+Δ(ηi,ηj,ηk,ε)

    and

    Δ(ηi,ηj,ηk)ε0=Δ(ηi,ηj,ηk)

    As we can expand, we also get the equalities.

    r3(η0,,η5)=r3(η0,,η5)+r3,ε(η0,,η5)ε

    for Δ(ηi,ηj,ηj)0, the multiplicative inverse of Δ(ηi,ηj,ηk) is 1Δ(ηi,ηj,ηj)Δ(ηi,ηj,ηk)εΔ(ηi,ηj,ηj)2ε and from now on, If simplify the previous equalities, we may use (ηiηjηk) instead of Δ(ηi,ηj,ηk) unless specified.

    r(η0,,η5)=Alt6(η0η1η3)(η1η2η4)(η2η0η5)(η0η1η4)(η1η2η5)(η2η0η3)=Alt6{{(η0η1η3)+(η0η1η3)εε}{(η1η2η4)+(η1η2η4)εε}{(η2η0η5)+(η2η0η5)εε}{(η0η1η4)+(η0η1η4)εε}{(η1η2η5)+(η1η2η5)εε}{(η2η0η3)+(η2η0η3)εε}}

    Simplifying the above and separating the coefficients of ε0 and ε1, we see that the coefficient of ε0 is the triple-ratio of six points (η0,,η5)C6(A3F) and the coefficient of ε is the following:

    r3,ε(η0,,η5)=Alt6{{(η0η1η3)(η1η2η4)(η2η0η5)}ε(η0η1η4)(η1η2η5)(η2η0η3)(η0η1η3)(η1η2η4)(η2η0η5)(η0η1η4)(η1η2η5)(η2η0η3){(η0η1η4)(η1η2η5)(η2η0η3)}ε(η0η1η4)(η1η2η5)(η2η0η3)} (2.8)

    Let F be an algebraically closed field of characteristic 0. Let F[ε]2=F[ε]/ε2 be the truncated polynomial ring (or a ring of dual numbers) for an arbitrary field F. We can define an F×-action in F[ε]2 as follows. For λF×,

    λ:F[ε]2F[ε]2,ϕ+ϕεϕ+λϕε

    we denote this action by , so we use λ(ϕ+ϕε)=ϕ+λϕε.

    The tangent group TB2(F) is defined as a Z-module generated by the combinations [ϕ+ϕε][ϕ]Z[F[ε]2],(ϕ,ϕF): For which we put shorthand ϕ;ϕ]:=[ϕ+ϕε][ϕ] and quotient by the subetaoup generated by the following relation

    ϕ;ϕ]ψ;ψ]+ψϕ;(ψϕ)]1ψ1ϕ;(1ψ1ϕ)]+ϕ(1ψ)ψ(1ϕ);(ϕ(1ψ)ψ(1ϕ))],ϕ,ψ0,1,ϕψ (2.9)

    where

    (ψa)=ϕψϕψϕ2,
    (1ψ1ϕ)=(1ψ)ϕ(1ϕ)ψ(1ϕ)2

    and

    (ϕ(1ψ)ψ(1ϕ))=ψ(1ψ)ϕϕ(1ϕ)ψ(ψ(1ϕ))2

    Remark 2.3. See [1] for a discussion of TB2(F), where the definition of TB2(F) was justified using Lemma 3.1 of [1]

    We give a list of relations in TB2(F) from [1].

    (1) The two-term relation:

    ϕ;ψ]2=1ϕ;ψ]2

    (2) The inversion relation:

    ϕ;ψ]2=1ϕ;ψϕ2]2

    (3) Four-term relation:

    If we use ϕ=ϕ(1ϕ) and ψ=ψ(1ψ) then (2.9) becomes four-term relation (see [1]).

    ϕ;ϕ(1ϕ)]2ψ;ψ(1ψ)]2+ϕψϕ;ψϕ(1ψϕ)]2+(1ϕ)1ψ1ϕ;1ψ1ϕ(11ψ1ϕ)]2=0,

    where ϕ,ψ0,1,ϕψ.

    The following map is an infinitesimal analogue of δ (defined in [4]) and (defined in [1] and [5]), Cathelineau called it the tangential map.

    TB2(F)ε(FF×)(2F)

    with

    ε(ϕ;ψ]2)=(ψϕ(1ϕ)+ψ1ϕϕ)+(ψ1ϕψϕ)

    First term of the complex is in degree one and ε has a degree +1.

    Note that we get the direct sum of two spaces on the right side.

    In this section, we will connect the Grassmannian bicomplex to the tangent to the Bloch-Suslin complex.

    We will use the following notations throughout this section

    Δ(ηi,ηj)ε=Δ(ηi,ε,ηj)+Δ(ηi,ηj,ε)andΔ(ηi,ηj)ε0=Δ(ηi,ηj)

    and we will assume that Δ(ηi,ηj)0 (as we often want to divide by such determinants).

    Let Cm(A2F[ε]2) be the free abelian group generated by the configuration of m points in A2F[ε]2, where A2F[ε]2 is defined as an affine space over F[ε]2. The configurations of m points in A2F[ε]2 are 2-tuples of vectors over F[ε]2 modulo GL2(F[ε]2). In this case, one can write the Grassmannian complex as follows:

    dC5(A2F[ε]2)dC4(A2F[ε]2)dC3(A2F[ε]2)
    d:(η0,,ηm1)mi=0(1)i(η0,,^ηi,,ηm1)

    where ηi=(ϕi+ϕi,εεψi+ψi,εε)=(ϕiψi)+(ϕi,εψi,ε)ε=ηi+ηi,εε and ϕi,ψi,ϕi,ε,ψi,εF, (ϕiψi)(00).

    The diagram below gives the relation between Grassmannian complex and tangent to the Bloch-Suslin complex.

    (4.2a)

    where

    ε:ϕ;ψ]2(ψϕ(1ϕ)+ψ1ϕϕ)+(ψ1ϕψϕ)

    τ20,ε can be written as a sum of two morphisms

    τ(1):C3(A2F[ε]2)FF×

    and

    τ(2):C3(A2F[ε]2)2F

    where

    τ(1)(η0,η1,η2)=Δ(η1,η2)εΔ(η1,η2)Δ(η0,η2)Δ(η0,η1)Δ(η0,η2)εΔ(η0,η2)Δ(η1,η2)Δ(η1,η0)+Δ(η0,η1)εΔ(η0,η1)Δ(η2,η1)Δ(η2,η0)

    and

    τ(2)(η0,η1,η2)=Δ(η0,η1)εΔ(η0,η1)Δ(η1,η2)εΔ(η1,η2)Δ(η0,η1)εΔ(η0,η1)Δ(η0,η2)εΔ(η0,η2)+Δ(η1,η2)εΔ(η1,η2)Δ(η0,η2)εΔ(η0,η2)

    Furthermore, we put

    τ21,ε(η0,,η3)=r(η0,,η3);rε(η0,,η3)]

    where r(η0,,η3) and rε(η0,,η3) are the coefficients of ε0 and ε1 respectively.

    Our maps τ20,ε and τ21,ε are based on ratios of determinants and cross-ratios respectively, so there is enough evidence that they are well-defined. This independence can be seen directly through the definition of maps.

    We will also use shorthand (ηiηj) instead of Δ(ηi,ηj) wherever we find less space to accommodate long expressions.

    Now we calculate,

    1r(η0,,η3)=Δ(η0,η1)Δ(η2,η3)Δ(η0,η2)Δ(η1,η3)=(η0η1)(η2η3)(η0η2)(η1η3)+y(η0η2)2(η1η3)2ε (3.1)

    where

    y=+(η0η2)(η1η3)(η0η1)(η2η3,ε)+(η0η2)(η1η3)(η0η1)(η2,εη3)+(η0η2)(η1η3)(η2η3)(η0η1,ε)+(η0η2)(η1η3)(η2η3)(η0,εη1)(η0η1)(η2η3)(η0η2)(η1η3,ε)(η0η1)(η2η3)(η0η2)(η1,εη3)(η0η1)(η2η3)(η1η3)(η0η2,ε)(η0η1)(η2η3)(η1η3)(η0,εη2)

    Remark 3.1. The F×-action of TB2(F) lifts to an F×-action on C4(A2F[ε]2) in the obvious way:

    The F×-action is defined above for F[ε]2 induces an F×-action in A2F[ε]2 diagonally as

    λ(a+aεεb+bεε)=(a+λaεεb+λbεε)A2F[ε]2,λF×

    Lemma 3.2. The diagram (4.2a) is commutative.

    Proof. The proof follows directly from calculation.

    In the remainder of this section we prove that the following diagram is a bicomplex.

    (4.2b)

    To prove that the above diagram is bicomplex, we will give the next results.

    Proposition 3.3. The map C4(A3F[ε]2)dC3(A2F[ε]2)τ20,ε(FF×)(2F) is zero.

    Proof. Let ωdetV3 be the volume form in three-dimensional vector space V3, i.e., Δ(ηi,ηj,ηk)=ω,ηiηjηk. Then Δ(ηi,,) is a volume form in V3/ηi. Use

    Δ(ηi,ηj,ηk)=Δ(ηi,ηj,ηk)+{Δ(ηi,ηj,ηk)ε}ε

    where

    Δ(ηi,ηj,ηk)ε=Δ(ηi,ε,ηj,ηk)+Δ(ηi,ηj,ε,ηk)+Δ(ηi,ηj,ηk,ε)

    We can directly compute τ20,εd which gives zero.

    The following result is very important for proving Theorem 3.7. Through this result we are able to see the projected-five term relation for TB2(F).

    Lemma 3.4. Let x0,,x4P2F[ε]2 be 5 points in generic position. Then

    4i=0(1)ir(xi|x0,,ˆxi,,x4);rε(xi|x0,,ˆxi,,x4)]=0TB2(F), (3.2)

    where xi=xi+xiε and xi,xiP2F

    r(xi|x0,,ˆxi,,x4)=r(xi|x0,,ˆxi,,x4)+rε(xi|x0,,ˆxi,,x4)ε,

    Proof. Consider five points y0,,y4P1F in generic position. We can write the five-term relation in terms of cross-ratios in B2(F) as (see Proposition 4.5 (2)b in [2]):

    4i=0(1)i[r(y0,,ˆyi,,y4)]2=0

    These five points depend on 2 parameters modulo the action of PGL2(F), whose action on P1F is 3-fold transitive. So we can express these five points with two variables modulo this action as, we can put

    (y0,,y4)=((10),(01),(11),(1ϕ1),(1ψ1)).

    Then we can get the five-term relation in two variables (by using inversion relation in the last two terms).

    [ϕ]2[ψ]2+[ψϕ]2+[1ϕ1ψ]2[11ϕ11b]2=0.

    Now we consider five points y0,,y4P1F[ε]2, in generic position, where yi=yi+yiε for yi,yiP1F. A generic 2×2 matrix in PGL2(F[ε]2) depends on 6=2(2×2)2(1) parameters, while each point in P1F[ε]2 depends on 2 parameters, so these five points in P1F[ε]2 modulo the action of PGL2(F[ε]2) have 4 parameters. Now we can express them by using four variables we choose:

    (y0,,y4)=((10),(01),(11),(1ϕϕϕ2ε1),(1ψψψ2ε1)).

    We calculate all possible determinants which are the following:

    Δ(y0,y1)=Δ(y0,y2)=Δ(y0,y3)=Δ(y0,y4)=1,Δ(y1,y2)=1,Δ(y1,y3)=1ϕ,Δ(y1,y4)=1ψ,Δ(y2,y3)=11ϕ,Δ(y2,y4)=11ψΔ(y0,y1)ε=Δ(y0,y2)ε=Δ(y0,y3)ε=Δ(y0,y4)ε=Δ(y1,y2)ε=0Δ(y1,y3)ε=Δ(y2,y3)ε=ϕϕ2,Δ(y1,y4)ε=Δ(y2,y4)ε=ψψ2

    For y0,,y4P1F[ε]2, we can write the following expression in TB2(F)

    4i=0(1)ir(y0,,ˆyi,,y4);rε(y0,,ˆyi,,y4)]2

    If we expand the above expression and substitute all the determinants in it, we will get the following expression in two variables.

    ϕ;ϕ]2ψ;ψ]2+ψϕ;ϕψϕψϕ2]21ψ1ϕ;(1ψ)ϕ(1ϕ)ψ(1ϕ)2]2+ϕ(1ψ)ψ(1ϕ);ψ(1ψ)ϕϕ(1ϕ)ψ(ψ(1ϕ))2]2

    From (3.2) it is clear that the above is the LHS of the five-term relation in TB2(F). We first show underneath, that this claim is valid, then later we reduce it to the five-term relation.

    Consider x0,,x4P2F in generic position. These five points also depend on 2 parameters modulo the action of PGL2(F), so we can express these five points in terms of two variables by the following choice:

    (x0,,x4)=((100),(010),(001),(111),(1ψ1ϕ1))

    We compute all possible 3×3 determinants of the above and put them in the expansion of the following:

    4i=0(1)i[r(xi|x0,,ˆxi,,x4)]2B2(F),

    we get the following expression in two variables

    [ϕ]2ψ]2+[ψϕ]2+[1ϕ1ψ]2[11ϕ11ψ]2,

    clearly the above is the LHS of one version of five-term relation in B2(F).

    Since by assumption x0,,x4P2F[ε]2 are 5 points in generic position, we can express them as modulo the action of PGL3(F[ε]2) into 4 parameters, then we can choose these points in terms of four variables in the following way:

    (x0,,x4)=((100),(010),(001),(111),(1bbb2ε1ϕϕϕ2ε1))

    We compute all possible 3×3 determinants and substitute them in an expansion of the following:

    4i=0(1)ir(xi|x0,,ˆxi,,x4);rε(xi|x0,,ˆxi,,x4)]2TB2(F),

    we get

    ϕ;ϕ]2ψ;ψ]2+ψϕ;ϕψϕψϕ2]21ψ1ϕ;(1ψ)ϕ(1ϕ)ψ(1ϕ)2]2+ϕ(1ψ)ψ(1ϕ);ψ(1ψ)ϕϕ(1ϕ)ψ(ψ(1ϕ))2]2

    which is the five-term expression in TB2(F) up to invoking the inversion relation for the last two terms, which also holds in TB2(F).

    Lemma 3.4 indicates that we now have the projected five-term relation for TB2(F) and this relation will help us to prove the commutative diagram for weight n=3 in the tangential case.

    Proposition 3.5. The map C5(A3F[ε]2)dC4(A2F[ε]2)τ21,εTB2(F) is zero.

    Proof. We can directly calculate τ21εd.

    τ21,εd(η0,,η4)=τ21,ε(4i=0(1)i(ηi|η0,,ˆηi,,η4))=4i=0(1)ir(ηi|η0,,ˆηi,η4);rε(ηi|η0,,ˆηi,,η4)]2 (3.3)

    The above is the projected five term relation in TB2(F) by Lemma 3.4.

    Theorem 3.2 shows that the diagram (4.2a) is commutative and Propositions 3.3 and 3.5 shows that we have formed a bicomplex between the Grassmannian complex and Cathelineau's tangent complex.

    We have already discussed the tangent group (or Z-module) TB2(F) over F[ε]2 in §3.1. In this section we will discuss group TB3(F) and its functional equations and will connect Grassmannian complex and tangential complex to Goncharov complex.

    The Z-module TB3(F) over F[ε]2 is defined as the group generated by:

    a;b]=[a+bε][a]Z[F[ε]2],a,bF,a0,1

    and quotient by the kernel of the following map

    ε,3:Z[F[ε]2]TB2(F)F×FB2(F),a;b]a;b]2a+ba[a]2

    Now we say that a;b]3TB3(F)Z[F[ε]2]/kerε,3.

    We have the following relations which are satisfied in TB3(F).

    (1) The three-term relation.

    1a;(1a)ε]3a;aε]311a;(11a)ε]3=0TB3(F)

    (2) The inversion relation

    a;aε]3=1a;(1a)ε]3

    (3) The Cathelineau 22-term relation ([2])

    This relation J(a,b,c) for the indeterminates a,b,c can be written in this way:

    J(a,b,c)=[[a,c]][[b,c]]+a[[ba,c]]+(1a)[[1b1a,c]], (3.4)

    where

    [[a,b]]=(ba)τ(a,b)+1b1aσ(a)+1a1bσ(b),

    while τ(a,b) is defined via five term relation and -action. We take xi;xi,ε]3 with coefficient 11xi which is handled by -action.

    τ(a,b)=a;aε11a]3b;bε11b]3+ba;(ba)ε1ab]31b1a;(1b1a)ε1ba]3a(1b)b(1a);(a(1b)b(1a))ε1ba]3

    and

    σ(a)=a;aεa]3+1a;(1a)ε(1a)]3.

    Then we can calculate Cathelineau's 22-term expression by substituting all values in (3.4).

    J(a,b,c)=a;aεc]3b;bεc]3+c;cε(ab+1)]3+1a;(1a)ε(1c)]31b;(1b)ε(1c)]3+1c;(1c)ε(ba)]3ca;(ca)ε]3+cb;(cb)ε]3+ba;(ba)εc]31c1a;(1c1a)ε]3+1c1b;(1c1b)ε]3+1b1a;(1b1a)εc]3+a(1c)c(1a);(a(1c)c(1a))ε]3cab;(cab)ε]3b(1c)c(1b);(b(1c)c(1b))ε]3+aba;(aba)ε(1c)]3+ba1a;(ba1a)ε(1c)]3+c(1a)1b;(c(1a)1b)ε]3(1c)aab;((1c)aab)ε]3(1c)(1a)ba;((1c)(1a)ba)ε]3+(1c)bc(ab);((1c)bc(ab))ε]3+(1c)(1b)c(ba);((1c)(1b)c(ba))ε]3 (3.5)

    For the special condition aε=a(1a), bε=b(1b) and cε=c(1c), this 22-term expression becomes zero in TB3(F).

    One can write the following complex for TB3(F).

    TB3(F)εTB2(F)F×FB2(F)ε(F2F×)(3F)

    In this section, we will introduce morphisms between the Grassmannian complex and the tangent to Goncharov's complex for weight n=3. Consider the following diagram

    (4.3a)

    Here we define the projected cross-ratio

    r(η0|η1,η2,η3,η4)=Δ(η0,η1,η4)Δ(η0,η2,η3)Δ(η0,η1,η3)Δ(η0,η2,η4)

    which can be further simplifed to

    r(η0|η1,η2,η3,η4)=r(η0|η1,η2,η3,η4)+rε(η0|η1,η2,η3,η4)ε

    where

    r(η0|η1,η2,η3,η4)=Δ(η0,η1,η4)Δ(η0,η2,η3)Δ(η0,η1,η3)Δ(η0,η2,η4)
    rε(η0|η1,η2,η3,η4)=uΔ(η0,η1,η3)2Δ(η0,η2,η4)2
    u=Δ(η0,η1,η4)Δ(η0,η2,η3){Δ(η0,η1,η3)Δ(η0,η2,η4)ε+Δ(η0,η2,η4)Δ(η0,η1,η3)ε}+Δ(η0,η1,η3)Δ(η0,η2,η4){Δ(η0,η1,η4)Δ(η0,η2,η3)ε+Δ(η0,η2,η3)Δ(η0,η1,η4)ε}

    where the morphisms between the two complexes are defined as follows:

    and

    where

    and

    (3.6)

    the map is defined as

    and

    Theorem 3.6. Diagram (4.3a), i.e.,

    is commutative, i.e.,

    Proof. First we divide the map then calculate

    (3.7)

    Now, we expand the inner sum that contains 12 terms and pass them through the this alternation to the inner sum, gives us 60 different terms overall. We collect terms involving the same together for calculation purposes. On the other hand the second part of the map is:

    (3.8)

    The other side of the proof requires tedious computations. For the calculation of we will use the short hand for and for . First we write by using the definitions above.

    then we divide . The first part is

    (3.9)

    The second part is

    (3.10)

    then we calculate and . i.e., all the values of the form and . By using formula (2.6) we get

    Similarly, we can find this ratio for each value of . Now use formula (2.6) with the identities (2.1) and (2.3);

    After calculating all these values, expand the sums (3.9) and (3.10) and put all values that we have calculated above. For instance, let us calculate (3.9). In this sum we have a large number of terms, so we group them in a suitable way. First collect all the terms involving , we find that there are 6 different terms with coefficient -3 involving

    There are exactly 10 possible terms of . Compute all of them individually. We will see that each will have the coefficient that will be cancelled by in (3.9) and then combine 60 different terms with 6 in a group of the same , write in the sum form then we will note that it will be the same as (3.7).

    Computation for the second part is relatively easy and direct. We need to put all values of the form and in (3.10), expand the sums, use modulo 2 torsion. Here we will have simplified result which can be recombined in the sum notation which will be the same as (3.8).

    Theorem 3.7. The following diagram (4.3a), i.e.,

    is commutative i.e.,

    Proof. The map gives 720 terms and due to symmetry (cyclic and inverse) we find 120 different ones (up to the inverse). By definition, we have

    For convenience, and similar to our previous conventions, we will abbreviate our notation by dropping and commas.

    (3.11)

    We need to compute the value of which is

    Formula (3.11) can also be written as

    We will consider here only the first part of the above relation.

    Further,

    (3.12)

    We use the even cycle (or ) to obtain

    We can also use here the symmetry

    since

    and similar for the others as well so that (3.12) will be

    If we apply the odd permutation (or ), then we have

    Again apply the odd permutation (or )

    but up to 2-torsion, which we ignore here, we have and then the above will become

    (3.13)

    Recall from the triple-ratio

    can be expressed as the ratio of two projected cross-ratios.

    We will see here that can also be converted into the ratio of two first order cross-ratios.

    Let and be two projected cross-ratios whose ratio is the triple-ratio

    then will be written as . Since we can also write as

    or

    we get

    Now it is clear that can also be written as the ratio or product of two projected cross-ratios. There are exactly three ways to write it (projected by , and ) but we will use here and . The last expression can be written as

    and (3.13) can be written as

    Applying five-term relations in which are analogous to the one in (2.9).

    (3.14)

    For each individual determinant, e.g., will have three terms. First consider the third term of (3.14)

    We need a subetaoup in which fixes as a determinant i.e.,

    Here in this case permuting and another one permuting i.e., . Now consider

    By using the odd permutation the above becomes zero.

    then (3.14) becomes

    (3.15)

    Consider the first term now,

    The permutation does not have any role because the ratio is projected by 2. So, it will be reduced to .

    Write all possible inner alternation, then

    Now we can use projected five-term relation in here,

    (3.16)

    The second term of the relation (3.15) can also be written as

    (3.16) can be combined with the above so we get

    (3.17)

    Use the permutation to get

    The Bloch group also holds the five-term relation, thus we write the following:

    (3.18)

    Now go to the other side. Map can also be written in the alternation sum form

    Compute and apply cycle for and then expand Alt from the definition of ;

    Use the odd permutation , then

    Finally use the two-term relation in and the Bloch group to get the required sign. The final answer will be the same as (3.18)

    There are some more related results.

    Proposition 3.18. The map is zero.

    Proof. The proof of this is obtained directly by calculation. Let where

    Let be the volume formed in four-dimensional vector space, and be the volume form in .

    (3.19)

    First, we expand inner sum that gives us 12 different terms after simplification. By applying alternation sum, we get 60 terms and there is direct cancellation which leads to zero. Now consider the second coordinate, which gives us

    Again if we expand the inner sum, then we get only four different terms, but after the application of alternation we get zero.

    As an analogy of Proposition 3.8 in higher weight, we present the following result.

    Proposition 3.9. The map is zero, where

    Proof. Let . We have

    Now use the definition of alternation to represent this sum then we have

    (3.20)

    Expanding the inner sum gives us number of terms. Expand again by using the properties of wedge that gives terms. Applying the alternation sum on that, gives us terms, so there are sets each consisting terms and each term in term has sets of terms which cancel off set by set.

    Now expand the inner sum in the second term of (3.20) that gives terms and then apply the alternation sum which gives sets of terms, we now find cancellation in the expansion of sum accordingly, which gives a zero as well.

    Many studies have been done on Scissor's congruence and Bloch's groups. Bringing geometry of configurations in Bloch's and Goncharov's groups plays a vital role in proving Zagier's conjucutre for weights . In this article, we introduced the tangent to Goncharov's complex and view them by means of geometric configurations. This leads to the idea at the higher orders of tangent groups.

    Theorem 3.6 proves the commutativity of the right hand side square of the diagram (4.3a) and Theorem 3.7 shows the commutativity of the left hand square of the diagram (4.3a).

    This article consists on major part of the author's Doctoral thesis completed at University of Durham, UK. The author would like to thank to his advisor Dr. Herbert Gangl. The author would also like to thank to Spencer Bloch for his valuable suggestions.

    The author declares no conflict of interest in this paper.



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