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Consider a real Hilbert space $\mathcal{X}$. For $(c,\rho)\in\mathcal{X}\times \mathbb{R}$, I denote the closed ball $B(c;\rho) = \{x \in \mathcal{X}\, |\, \|x -c\|\leq\rho\}$. I am curious if y'all know of a generalization of the following equivalence:

\begin{equation} \label{2sets} B(c_1;\rho_1) \cap B(c_2;\rho_2) \neq \varnothing \quad \Leftrightarrow \quad \|c_1 - c_2\| \leq \rho_1 + \rho_2. \tag{*} \end{equation}

My question:

Let $n\in\mathbb{N}$, let $(c_i)_{1\leq i\leq n}\in\mathcal{X}^n$, and let $(\rho_i)_{1\leq i\leq n}\in[0,+\infty[^n$. Is there an equivalent statement for $$\bigcap_{1\leq i\leq n} B(c_i;\rho_i) \neq\varnothing,$$ in the same spirit of (*)? i.e. do you know of an equivalence which has (1) no quantifiers and (2) phrasing via finitely-many inequalities involving only $(c_i)_{1\leq i\leq n}$ and $(\rho_i)_{1\leq i \leq n}$? I have not found a result, even for $n=3$ and $\mathcal{X}=\mathbb{R}^N$.

Here's a proof of (*), where $B_i$ denotes $B(c_i;\rho_i)$:

$(\implies)$: Let $x \in B_1 \cap B_2$. From the triangle inequality, $\|c_1 - c_2\| \leq \|c_1 - x\| + \|c_2 - x\| \leq \rho_1 + \rho_2$.

$(\impliedby)$: Construct $x =\left(1 - \frac{\rho_1}{\rho_1+\rho_2}\right)c_1 + \frac{\rho_1}{\rho_1+\rho_2}c_2.$ Then $\|c_2 - x\| = (1 - \frac{\rho_1}{\rho_1+\rho_2})\|c_1-c_2\| \leq \rho_2$, so $x \in B_2$. Similarly, $\|c_1 - x\| = \frac{\rho_1}{\rho_1+\rho_2} \|c_2 - c_1\| \leq \rho_1$, so $x \in B_1 \cap B_2 \neq \varnothing$ $\square$

Comments with partial results are appreciated!

EDIT: This graph may be helpful. It also displays that commonly checked candidate intersection points (e.g. center of mass) are not always in the intersection.

nonuser
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Zim
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    One observation is that the case of 2 balls reduced to a problem on lines (the affine span of the two points), and likewise the case of 3 balls reduces to a problem about 3 points in a plane (the affine span of the 3 points). So this should at least make drawing pictures simpler. – Elle Najt Jun 03 '20 at 03:09
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    For anyone interested, this graph https://www.desmos.com/calculator/wdvxlxde5t could be useful. It also displays that "commonly checked" candidate intersection points (e.g. centroid/center of mass) are not always in the intersection. – Zim Jun 03 '20 at 16:45
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    @LorenzoNajt Thanks! On that note, a friend of mine pointed out a claim (which I believe is true) -- he claims that $B_1\cap B_2\cap B_3\neq\varnothing$ if and only if the triangle formed by the centers of each ball is contained in $B_1\cup B_2\cup B_3$. – Zim Jun 05 '20 at 01:56
  • I don't think that is true, e.g. take balls centered at the vertices of an equilateral triangle with radius equal to half the length of the triangles side. Each pair intersects at one of the midpoints, so the intersection of all three is empty. – Elle Najt Jun 05 '20 at 03:26
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    I'm suspicious about there being a simple formula in the $n$ ball case. Perhaps checking whether the intersection of $n$ (rational) balls (with rational radius) is non-empty is NP complete? In that case, a formula involving no quantifiers and just simple inequalities in your desired variables would be ruled out (assuming $P \not = NP$). (Or maybe there is at least an efficient algorithm to find a point in it, given the centers and radii? I haven't thought about this for that long.) – Elle Najt Jun 05 '20 at 03:29
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    I haven't read this closely, but this appears to https://link.springer.com/content/pdf/10.1134/S0005117920050070.pdf give an algorithm for checking whether this a point in the intersection that depends exponentially on the dimension. This makes it seem like the problem of checking whether n balls in $\mathbb{R}^m$ have non-empty intersection is NP-complete, but I didn't find a paper proving that. (I guess you can assume $n \geq m$ based on our discussion above.) Maybe the author of that paper has thought about this question, you could email them. – Elle Najt Jun 05 '20 at 04:07
  • @LorenzoNajt Interesting, I'll look into that thanks! It's a very interesting approach -- looking for an algorithmic justification. BTW, in your example regarding the triangle -- Since the union of the balls does not cover the entire triangle, the claim is still true for that situation (e.g. the center of the triangle is not in any of the balls). – Zim Jun 05 '20 at 15:20
  • Oh, the solid triangle - that seems reasonable, and so does the n points formulation regarding the convex hull of those points. In fact, if that's true, that's evidence against it being NP-hard: asking whether every point in the convex hull is contained in the union is a coNP predicate (there are efficiently checkable witnesses for NO), and we believe that NP is not contained in coNP. (We are being loose with bit length representations of points in the intersection, but it seems possible polynomial bound on the complexity of some points in the intersection when non-empty.) – Elle Najt Jun 05 '20 at 15:50
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    There are plenty of intermediate classes for which the problem could still be hard though. Also, this related problem is known to be NP-hard : https://arxiv.org/abs/1901.07645 – Elle Najt Jun 05 '20 at 15:53
  • @LorenzoNajt The algorithm in the Springer link above is for constructing an intersection point, which is sufficient (but not necessary) for checking existence. – Zim Jun 17 '20 at 15:27
  • Yeah, but its pretty common to be able to reduce searching to deciding. For instance, if you have an algorithm to check if there is a point in the intersection of n balls, you can use a sequence of half-spaces (degenerate balls) to narrow down the location of that point by a binary search. You'd need some additional ideas to find the point after narrowing down the region, but you can make the feasible region so (exponentially) small that you can maybe just search over some general set of candidate points that have to contain a point in the intersection if it's non-empty. – Elle Najt Jun 17 '20 at 15:49
  • The case of two points is rather exceptional in the sense that the answer is in terms of linear inequalities. For higher number of points, the answer is in terms of inequalities involving quadratic radicals. – Moishe Kohan Jun 23 '20 at 01:49
  • @MoisheKohan Yes, all sorts of nonlinearities are allowed and welcome. I'm just curious if the question can even be phrased in terms of any inequalities satisfying the requirements above – Zim Jun 23 '20 at 02:10
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    If I have time, I will write an answer later today. It is an application of Menger's theorem, see here. – Moishe Kohan Jun 23 '20 at 15:10

2 Answers2

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A solution is an application of a theorem due to Karl Menger (as an alternative, one can use Schoenberg's theorem).

To simplify matters, I will assume for most of the answer that the points $c_1,...,c_n$ satisfy (*), that is, are in "general position:" they form the vertex set of an $n-1$-dimensional simplex. (I will explain in the end of the answer how to reduce the general case to this one.)

First, let me describe Menger's theorem.

Menger gave a set of necessary and sufficient conditions for a finite metric space $(X,d)$ to embed isometrically in a Hilbert space $H$; he also gave a characterization of the least dimension of $H$ in terms of the metric $d$; I will denote this number $h(X)$ (I am suppressing the rotation for the metric here and below).

Here is Menger's solution (see my answer here for references). Given a finite metric space $X=\{x_0, x_1,...,x_n\}$ (I am suppressing the notation for the metric), Menger uses the following determinant, also known as the Cayley-Menger determinant: $$ \Delta(X)= \left|\begin{array}{ccccc} d(x_0,x_0) & d(x_0,x_1) & ... & d(x_0, x_n) & 1\\ d(x_1,x_0) & d(x_1,x_1) & ... & d(x_1, x_n) & 1\\ \vdots & \vdots & ... & \vdots & \vdots\\ d(x_n,x_0) & d(x_n,x_1) & ... & d(x_n, x_n) & 1\\ 1 & 1 & ... & 1 & 0 \end{array}\right|. $$ The first (and the most important) of Menger's conditions is that $\Delta(X)$ has the sign of $(-1)^{|X|}$ meaning: $$ \Delta(X) (-1)^{|X|} \ge 0. $$ Furthermore, $h(X)= k$ implies $\Delta(X)=0$ (and the converse is true as well as long as $h(Y)=|Y|-1$ for all proper subsets $Y\subset X$). The rest of Menger's conditions are inductive: For $X$ to embed isometrically in a Hilbert space, all subsets $Y$of $X$ have to be embeddable in Hilbert spaces, i.e. their determinants $\Delta(Y)$ have to have the sign of $(-1)^{|Y|}$ (as above).

Remark. Here is an important observation about the determinant $\Delta(X)$ regarded as a function in the variables $d(x_0,x_1),...,d(x_0,x_n)$:

$\Delta(X)$ is a 2nd degree polynomial in these variables, with the constant terms equal $\pm \Delta(X_0)$, where $X_0= X\setminus \{x_0\}$ (with the restriction of the metric). As a polynomial of $d(x_0,x_i)$ it has the form $$ A_i d^2(x_0,x_i) + B_i d(x_0,x_i) + C_i, i=1,...,n, $$ where $A_i= \Delta(X_{0i})\ne 0$ and $X_{0i}\subset X$ is obtained from $X$ by removing the points $x_0, x_i$). This is where I am using the assumption (*).

I will use the notation $H$ for an infinite-dimensional Hilbert space, containing all the Euclidean spaces $E^1\subset E^2\subset E^3\subset ...$. I will also use the notation $S(c,r)$ to denote the round sphere in $H$ centered at $c$ and of radius $r$.
Given a subset $C\subset H$, let $span(C)$ denote the affine span of $C$, i.e. the smallest affine subset of $H$ containing $C$.

Let's first solve a slightly different problem than yours:

Given a finite subset $\{c_1,...,c_n\}$ in $H$, what are the necessary and sufficient conditions on the distances $d_{ij}=||c_i-c_j||$ and radii $r_i\ge 0$, for the intersection $$ \bigcap_{i=1}^n S(c_i, r_i) $$ of spheres in $H$ to be nonempty?

Menger's theorem provides an answer to the sphere problem. Namely: Given a tuple $$ \tau=((c_1,r_1),...,(c_n,r_n)), $$ form an abstract pre-metric space $(X,d)=X_\tau$ equal to $\{c_0, c_1,...,c_n\}$ with $$ d(c_i,c_j)=d_{ij}, d(c_0, c_k)=r_k, k=1,...,n. $$ (The adjective pre-metric refers to the fact that $d$ might violate triangle inequalities when applied to triples $c_0, c_i, c_j$.) Then the following are equivalent:

  1. $X_\tau$ embeds isometrically in $H$.

  2. $X_\tau$ is a metric space which satisfies the conditions in Menger's theorem, i.e.

(a) $d(c_i, c_k)\le d(c_i, c_j) + d(c_j, c_k)$ for all triples $i, j, k\in \{0,...,n\}$ such that the product $$ ijk=0. $$

(b) For all subsets $Y\subset X_\tau$ containing $c_0$, $\Delta(Y) (-1)^{|Y|}\ge 0$

3. $$ \bigcap_{i=1}^n S(c_i, r_i)\ne \emptyset. $$

Moreover,
$$ span(\{c_1,...,c_n\})\cap \bigcap_{i=1}^n S(c_i, r_i)\ne \emptyset $$ if and only if, additionally, $\Delta(X)=0$.

Note also that, for each finite-dimensional Euclidean subspace $A$ containing $\{c_1,...,c_n\}$, the intersection $$ A\cap \bigcap_{i=1}^n S(c_i, r_i) $$ is either empty, or is a single point, equal to the intersection of the above spheres in the Hilbert space $H$, as well as in $span(\{c_1,...,c_n\})$, or is a round sphere of dimension $\dim(A) - n$.

Now, let's turn to the original problem of intersection of closed balls in Euclidean spaces. It is easy to see that, if $$ \bigcap_{i=1}^n S(c_i, r_i)\ne \emptyset, $$ then $$ span(\{c_1,...,c_n\})\cap \bigcap_{i=1}^n B(c_i, R_i)\ne \emptyset, $$ for any $n$-tuples of real numbers $R_i\ge r_i$.

Definition. A collection of round balls ${\mathcal G}= \{B(c_1,r_1),..., B(c_n,r_n)\}$ in a (possibly infinite-dimensional) Euclidean space $E^\alpha$ will be called redundant if there is a proper subset $I\subset [n]=\{1,...,n\}$ such that $$ \bigcap_{i\in [n]} B(c_i,r_i)= \bigcap_{i\in I} B(c_i,r_i). $$ The collection of balls will be called irredundant otherwise. The same terminology applies to the tuple of centers and radii: $$ \tau=((c_1,r_1),...,(c_n,r_n)). $$

It is easy to see that a tuple is redundant if and only if it is redundant in $span(\{c_1,...,c_n\})$.

If one knows that a tuple $\tau$ is redundant, then one can describe necessary and sufficient conditions for nonemptyness of the intersection of a collection balls using a smaller subcollection, hence, give and inductive description this way.

As an example: For $n=3$, a tuple is redundant if and only if the 4-point pre-metric space $(X,d)$ as above violates triangle inequalities, i.e. is not a metric space.

Lemma. A tuple $\tau=((c_1,r_1),...,(c_n,r_n))$ is redundant if and only if $$ \bigcap_{i=1}^n S(c_i, r_i)= \emptyset, $$ where the intersection is taken in $H$.

The proof of this lemma is a straightforward induction on $n$ and I omit it. This lemma allows one to give a numerical criterion for redundancy:

Corollary. Suppose that $n\ge 3$. Unless the intersection of balls $$ \bigcap_{i\in [n]} B(c_i,r_i) $$ is empty, the tuple $\tau=((c_1,r_1),...,(c_n,r_n))$ is irredundant if and only if:

(a) For each proper subset $I\subset [n]$, the corresponding tuple $$ \tau_I=((c_{i_1},r_{i_1}),...,(c_{i_k},r_{i_k})), I= (i_1,...,i_k)$$ is irredundant (in particular, $(X,d)$ is a metric space).

(b) $\Delta(X) (-1)^{n+1}\ge 0$.

Note that this corollary does not directly solve the problem of nonemptyness of the intersection of balls.

At last, here is an answer to the problem of nonemptyness of intersection of round balls $B(c_i,r_i)$ in $span(\{c_1,...,c_n\})$ (which we still assume to have dimension $n-1$). The solution is inductive in $n$. For $n=2$ the answer is in the form of "triangle a inequality" $$ B(c_1,r_1)\cap B(c_2,r_2)\ne \emptyset $$ if and only if $r_1+r_2\ge d_{12}=||c_1-c_2||$.

Assume the problem is solved for all $m<n$. In particular, we have a test for redundancy for sets of $m$ balls, $m<n$, i.e. in addition to the numerical criterion we can also tell if the intersection of $m$ balls is nonempty. Now, given a tuple $\tau=((c_1,r_1),...,(c_n,r_n))$, either:

(i) There exists a proper subtuple $\tau_I$ which is redundant (and which is something we can test), hence, $\tau$ itself is redundant and, thus, the problem of nonemptyness of $\tau$ is reduced to a smaller set of balls.

(ii) Suppose that all proper subtuples $\tau_I$ are irredundant; in particular,
the subtuple $\sigma=((c_1,r_1),...,(c_{n-1},r_{n-1}))$ is irredundant. Solve the equation $\Delta(X_\tau)=0$ for the unknown $y=d(c_0, c_n)$; this equation has the form $$ A_n y^2 + B_n y + C_n=0, $$ with $A_n\ne 0$, where $A_n, B_n, C_n$ are functions of the tuple $\sigma$. This quadratic equation has two (possibly equal) solutions $$ y_\pm= -\frac{B_n}{2A_n} \pm \sqrt{ \left(\frac{B_n}{2A_n}\right)^2 - C_i}. $$ Both solutions are real and nonnegative. Geometrically speaking, they correspond to the following:

Consider the intersection of spheres in $span(\{c_1,...,c_n\})$: $$ \bigcap_{i=1}^{n-1} S(c_i, r_i)=S^0. $$ This intersection is nonempty (by the irredundancy assumption!) and is either a singleton (contained in $span(\{c_1,...,c_{n-1}\})$) or it a 2-point set $s_-, s_+\}$, one of its points $s_-$ is closer to $c_n$ than the other. Then $$ y_\pm= ||c_n - s_{\pm}||. $$ The case when $S^0$ is a singleton happens precisely when $y_+=y_-$. Then \begin{equation} \bigcap_{i=1}^n B(c_i, r_i)\ne \emptyset, \end{equation} if and only if $r_n\ge y_-$, i.e. either $\Delta(X_\tau) (-1)^{n}\ge 0$ or the tuple $\tau$ is redundant because $B(c_n,r_n)$ strictly contains the intersection \begin{equation} \bigcap_{i=1}^{n-1} B(c_i, r_i). \end{equation}

As an example, here is this solution implemented in the case of intersection of three balls in the Euclidean plane, $\tau=((c_1,r_1),...,(c_3,r_3))$. I will use the notation $$ d_{ij}= ||c_i-c_j|| $$

  1. Test proper subtuples for emptyness: If for some $1\le i<j\le 3$ $$ r_i+r_j< d_{ij}, $$ then $B(c_i,r_i)\cap B(c_j,r_j)=\emptyset$ and we are done. Suppose, therefore that all these intersections are nonempty.

  2. Test proper subtuples for redundancy: If for some $1\le i\ne j\le 3$ $$ r_i> r_j+ d_{ij} $$ then we can eliminate the ball $B(c_i,r_i)$ from the collection $B(c_k,r_k), k=1,2,3$ without changing the intersection, and, hence, nonemptyness of the triple intersection is guaranteed by the triangle inequality $$ r_k+r_j\ge d_{jk}, i\notin \{j,k\}, j\ne k. $$

  3. Suppose, lastly that $X_\tau$ is a metric space and each proper subtuple $\sigma$ in $\tau$ is irredundant. Then \begin{equation} \bigcap_{i=1}^3 B(c_i, r_i)\ne \emptyset, \end{equation} if and only if $r_3\ge y_-$, where $y_-$ is the smaller root of the polynomial $$ A_3 y^2 + B_3 y + C_3. $$ The coefficients $A_3, B_3, C_3$ are computed as follows:
    $$ A_3= 2 d_{12}, $$ $$ B_3= -2r_1(d_{12}+d_{23}-d_{13}) - 2r_2(d_{31}+d_{12} -d_{23}), $$ $$ C_3= \Delta(X_0)= \left|\begin{array}{cccc} 0 & d_{12} & d_{13} & 1\\ d_{21} & 0 & d_{23} & 1\\ d_{31} & d_{32} & 0 & 1\\ 1 & 1 & 1 & 0 \end{array}\right|. $$

Lastly, let me explain the solution for $n$ points in $H$, which are not in general position, i.e. their affine span has dimension $\le n$. Again, I will take solution for $<n$ points for granted. Then, according to Haley's theorem, $$ \bigcap_{i\in [n]} B(c_i, r_i)\ne \emptyset $$ if and only if for each proper subset $I\subset [n]$, $$ \bigcap_{i\in I} B(c_i, r_i)\ne \emptyset. $$
The intersection problem for $< n$ balls is solved by the inductive assumption. A bit more concretely, inductively applying Haley's theorem, we reduce the problem to the intersection problem of balls centered at configurations of points in general position in some affine subspaces of $H$.

Moishe Kohan
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  • This is a really fascinating approach, thank you for the thoughtful answer! I have a few follow-up questions: (A) Could you expand a bit on how (a) and (b) are equivalent to the sphere intersection problem? (B) I agree with the claim that the sphere radius $r_i$ must be in $[0,R_i]$. However, I'm not seeing the connection with the application of Menger's theorem, and in particular it appears (1) may cause an issue with the "shrinking radii." Since the bounty deadline is soon and this is the best answer thus-far, you get the bounty. Thanks, and I look forward to hearing from you! – Zim Jun 24 '20 at 13:45
  • @Zim: My answer was careless in several aspects (but right on the fundamentals) and I will revise it as soon as I have time. – Moishe Kohan Jun 24 '20 at 14:10
  • I look forward to that, thanks! – Zim Jun 24 '20 at 18:45
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For $\mathbb{R}^d$, there is a useful result on convex sets. Helly's theorem is: Let $X_1, ..., X_n$ be a finite collection of convex subsets of $\mathbb{R}^d$, with $n>d+1$. If the intersection of every $d+1$ of these sets is nonempty, then the whole collection has a nonempty intersection, so that $\cap_{j=1}^n X_j \neq \varnothing$.

If $n$ is small, there are ${n}\choose{d+1}$ subsets to check. If that's a reasonable number for your application, that might not be so bad. Maybe by doing induction on Helly's theorem you can get a useful procedure for checking joint subsets to economize on the process.

Or, note the contrapositive is, "if $\cap_{j=1}^n X_j = \varnothing$, then there exists a set of $d+1$ sets with an empty intersection." So one approach might be to take your $n$ sets and instead direct your efforts to finding a $|d+1|$ element subset with an empty intersection. Perhaps normalize the balls so that one is translated to the origin with radius 1, and find the ball furthest away in the Hausdorff distance, and continue like this, building up a $|d+1|$ element set by adding a new ball each time that is as far as possible from the existing set in the Hausdorff metric. Continue this way until you generate a disjoint set, or if it fails, pick a new ball and start again, until you've run through all your basis balls. The nice part about this approach is that you can use your existing test to do pairwise checks very quickly.

I am not sure the extent to which this generalizes to Hilbert space. Flipping through the proof, it uses induction and basic convexity arguments. Since there's no reference to compactness, it might generalize to function spaces as long as the intersection is finite (if countable, I can imagine there being problems around the existence of a convergent subsequence; then again, every Hilbert space is reflexive, so maybe there's a convergent subsequence in the weak topology). I guess it depends what you actually want to do.

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    Thanks for the response! Even if just in $\mathbb{R}^d$, I'd be interested in seeing a proper application of Helly's theorem here. The trouble is that, while we can easily check nonemptiness of pair-wise intersections, this is insufficient (albeit necessary) for guaranteeing $\bigcap_{j=1}^n X_j\neq\varnothing$. Nonetheless, this is still a nice sufficient condition (with corresponding algorithm) for guaranteeing $\bigcap_{j=1}^nX_j=\varnothing$. – Zim Jun 21 '20 at 21:06