# Stable Marriages and Designing Markets

Here is a fun puzzle. Suppose we have a group of 10 men and 10 women, and each of the men has sorted the women in order of their preference for marriage (that is, a man prefers to marry a woman earlier in his list over a woman later in the list). Likewise, each of the women has sorted the men in order of marriageability. We might ask if there is any way that we, the omniscient cupids of love, can decide who should marry to make everyone happy.

Of course, the word happy is entirely imprecise. The mathematician balks at the prospect of leaving such terms undefined! In this case, it’s quite obvious that not everyone will get their first pick. Indeed, if even two women prefer the same man someone will have to settle for less than their top choice. So if we define happiness in this naive way, the problem is obviously not solvable in general.

Now what if instead of aiming for each individual’s maximum happiness we instead shoot for mutual contentedness? That is, what if “happiness” here means that nobody will ever have an incentive to cheat on their spouse? It turns out that for a mathematical version of this condition, we can always find a suitable set of marriages! These mathematical formalisms include some assumptions, such as that preferences never change and that no new individuals are added to the population. But it is nevertheless an impressive theorem that we can achieve stability no matter what everyone’s preferences are. In this post we’ll give the classical algorithm which constructs so-called “stable marriages,” and we’ll prove its correctness. Then we’ll see a slight generalization of the algorithm, in which the marriages are “polygamous,” and we’ll apply it to the problem of assigning students to internships.

As usual, all of the code used in this post is available for download at this blog’s Github page.

## Historical Notes

The original algorithm for computing stable marriages was discovered by Lloyd Shapley and David Gale in the early 1960′s. Shapely and Alvin Roth went on to dedicate much of their career to designing markets and applying the stable marriage problem and its generalizations to such problems. In 2012 they jointly received the Nobel prize in economics for their work on this problem. If you want to know more about what “market design” means and why it’s needed (and you have an hour to spare), consider watching the talk below by Alvin Roth at the Simons Institute’s 2013 Symposium on the Visions of the Theory of Computing. Roth spends most of his time discussing the state of one particular economy, medical students and residence positions at hospitals, which he was asked to redesign. It’s quite a fascinating tale, although some of the deeper remarks assume knowledge of the algorithm we cover in this post.

Alvin Roth went on to apply the ideas presented in the video to economic systems in Boston and New York City public schools, kidney exchanges, and others. They all had the same sort of structure: both parties have preferences and stability makes sense. So he actually imposed the protocol we’re about to describe in order to guarantee that the process terminates to a stable arrangement (and automating it saves everyone involved a lot of time, stress, and money! Watch the video above for more on that).

## The Monogamous Stable Marriage Algorithm

Let’s formally set up the problem. Let $X = \left \{ 1, 2, \dots, n \right \}$ be a set of $n$ suitors and $Y = \left \{ 1,2,\dots ,n \right \}$ be a set of $n$ “suited.” Let $\textup{pref}_{X \to Y}: X \to S_n$ be a list of preferences for the suitors. In words, $\textup{pref}_{X \to Y}$ accepts as input a suitor, and produces as output an ordering on the suited members of $Y$. We denote the output set as $S_n$, which the group theory folks will recognize as the permutation group on $1, \dots, n$. Likewise, there is a function $\textup{pref}_{Y \to X}: Y \to S_n$ describing the preferences of each of the suited.

An example will help clarify these stuffy definitions. If $X = \left \{ 1, 2, 3 \right \}$ and $Y = \left \{ 1, 2, 3 \right \}$, then to say that

$\textup{pref}_{X \to Y}(2) = (3, 1, 2)$

is to say that the second suitor prefers the third member of $Y$ the most, and then the first member of $Y$, and then the second. The programmer might imagine that the datum of the problem consists of two dictionaries (one for $X$ and one for $Y$) whose keys are integers and whose values are lists of integers which contain 1 through $n$ in some order.

A solution to the problem, then, is a way to match (or marry) suitors with suited. Specifically, a matching is a bijection $m: X \to Y$, so that $x$ is matched with $m(x)$. The reason we use a bijection is because the marriages are monogamous: only one suitor can be matched with one suited and vice versa. Later we’ll see this condition dropped so we can apply it to a more realistic problem of institutions (suited) which can accommodate many applicants (suitors). Because suitor and suited are awkward to say, we’ll use the familiar, antiquated, and politically incorrect terms “men and women.”

Now if we’re given a monogamous matching $m$, a pair $x \in X, y \in Y$ is called unstable for $m$ if both $x,y$ prefer each other over their partners assigned by $m$. That is, $(x,y)$ is unstable for $m$ if $y$ appears before $m(y)$ in the preference list for $x$, $\textup{pref}_{X \to Y}(x)$, and likewise $x$ appears before $m^{-1}(y)$ in $\textup{pref}_{Y \to X}(y)$.

Another example to clarify: again let $X = Y = \left \{ 1,2,3 \right \}$ and suppose for simplicity that our matching $m$ pairs $m(i) = i$. If man 2 has the preference list $(3,2,1)$ and woman 3 has the preference list $(2,1,3)$, then 2 and 3 together form an unstable pair for $m$, because they would rather be with each other over their current partners. That is, they have a mutual incentive to cheat on their spouses. We say that the matching is unstable or admits an unstable pair if there are any unstable pairs for it, and we call the entire matching stable if it doesn’t admit any unstable pairs.

Unlike real life, mathematically unstable marriages need not feature constant arguments.

So the question at hand is: is there an algorithm which, given access to to the two sets of preferences, can efficiently produce a stable matching? We can also wonder whether a stable matching is guaranteed to exist, and the answer is yes. In fact, we’ll prove this and produce an efficient algorithm in one fell swoop.

The central concept of the algorithm is called deferred acceptance. The gist is like this. The algorithm operates in rounds. During each round, each man will “propose” to a woman, and each woman will pick the best proposal available. But the women will not commit to their pick. They instead reject all other suitors, who go on to propose to their second choices in the next round. At that stage each woman (who now may have a more preferred suitor than in the first round) may replace her old pick with a new one. The process continues in this manner until each man is paired with a woman. In this way, each of the women defers accepting any proposal until the end of the round, progressively increasing the quality of her choice. Likewise, the men progressively propose less preferred matches as the rounds progress.

It’s easy to argue such a process must eventually converge. Indeed, the contrary means there’s some sort of cycle in the order of proposals, but each man proposes to only strictly less preferred women than any previous round, and the women can only strictly increase the quality of their held pick. Mathematically, we’re using an important tool called monotonicity. That some quantity can only increase or decrease as time goes on, and since the quantity is bounded, we must eventually reach a local maximum. From there, we can prove that any local maximum satisfies the property we want (here, that the matching is stable), and we win. Indeed, supposing to the contrary that we have a pair $(x,y)$ which is unstable for the matching $m$ produced at the end of this process, then it must have been the case that $x$ proposed to $y$ in some earlier round. But $y$ has as her final match some other suitor $x' = m^{-1}(y)$ whom she prefers less than $x$. Though she may have never picked $x$ at any point in the algorithm, she can only end up with the worse choice $x'$ if at some point $y$ chose a suitor that was less preferred than the suitor she already had. Since her choices are monotonic this cannot happen, so no unstable pairs can exist.

Rather than mathematically implement the algorithm in pseudocode, let’s produce the entire algorithm in Python to make the ideas completely concrete.

## Python Implementation

We start off with some simple data definitions for the two parties which, in the renewed interest of generality, refer to as Suitor and Suited.

class Suitor(object):
def __init__(self, id, prefList):
self.prefList = prefList
self.rejections = 0 # num rejections is also the index of the next option
self.id = id

def preference(self):
return self.prefList[self.rejections]

def __repr__(self):
return repr(self.id)


A Suitor is simple enough: he has an id representing his “index” in the set of Suitors, and a preference list prefList which in its $i$-th position contains the Suitor’s $i$-th most preferred Suited. This is identical to our mathematical representation from earlier, where a list like $(2,3,1)$ means that the Suitor prefers the second Suited most and the first Suited least. Knowing the algorithm ahead of time, we add an additional piece of data: the number of rejections the Suitor has seen so far. This will double as the index of the Suited that the Suitor is currently proposing to. Indeed, the preference function provides a thin layer of indirection allowing us to ignore the underlying representation, so long as one updates the number of rejections appropriately.

Now for the Suited.

class Suited(object):
def __init__(self, id, prefList):
self.prefList = prefList
self.held = None
self.currentSuitors = set()
self.id = id

def __repr__(self):
return repr(self.id)


A Suited likewise has a list of preferences and an id, but in addition she has a held attribute for the currently held Suitor, and a list currentSuitors of Suitors that are currently proposing to her. Hence we can define a reject method which accepts no inputs, and returns a list of rejected suitors, while updating the woman’s state to hold onto her most preferred suitor.

   def reject(self):
if len(self.currentSuitors) == 0:
return set()

if self.held is not None:

self.held = min(self.currentSuitors, key=lambda suitor: self.prefList.index(suitor.id))
rejected = self.currentSuitors - set([self.held])
self.currentSuitors = set()

return rejected


The call to min does all the work: finding the Suitor that appears first in her preference list. The rest is bookkeeping. Now the algorithm for finding a stable marriage, following the deferred acceptance algorithm, is simple.

# monogamousStableMarriage: [Suitor], [Suited] -> {Suitor -> Suited}
# construct a stable (monogamous) marriage between suitors and suiteds
def monogamousStableMarriage(suitors, suiteds):
unassigned = set(suitors)

while len(unassigned) > 0:
for suitor in unassigned:
unassigned = set()

for suited in suiteds:
unassigned |= suited.reject()

for suitor in unassigned:
suitor.rejections += 1

return dict([(suited.held, suited) for suited in suiteds])


All the Suitors are unassigned to begin with. Each iteration of the loop corresponds to a round of the algorithm: the Suitors are added to the currentSuitors list of their next most preferred Suited. Then the Suiteds “simultaneously” reject some Suitors, whose rejection counts are upped by one and returned to the pool of unassigned Suitors. Once every Suited has held onto a Suitor we’re done.

Given a matching, we can define a function that verifies by brute force that the marriage is stable.

# verifyStable: [Suitor], [Suited], {Suitor -> Suited} -> bool
# check that the assignment of suitors to suited is a stable marriage
def verifyStable(suitors, suiteds, marriage):
import itertools
suitedToSuitor = dict((v,k) for (k,v) in marriage.items())
precedes = lambda L, item1, item2: L.index(item1) < L.index(item2)

def suitorPrefers(suitor, suited):
return precedes(suitor.prefList, suited.id, marriage[suitor].id)

def suitedPrefers(suited, suitor):
return precedes(suited.prefList, suitor.id, suitedToSuitor[suited].id)

for (suitor, suited) in itertools.product(suitors, suiteds):
if suited != marriage[suitor] and suitorPrefers(suitor, suited) and suitedPrefers(suited, suitor):
return False, (suitor.id, suited.id)

return


Indeed, we can test the algorithm on an instance of the problem.

>>> suitors = [Suitor(0, [3,5,4,2,1,0]), Suitor(1, [2,3,1,0,4,5]),
...            Suitor(2, [5,2,1,0,3,4]), Suitor(3, [0,1,2,3,4,5]),
...            Suitor(4, [4,5,1,2,0,3]), Suitor(5, [0,1,2,3,4,5])]
>>> suiteds = [Suited(0, [3,5,4,2,1,0]), Suited(1, [2,3,1,0,4,5]),
...            Suited(2, [5,2,1,0,3,4]), Suited(3, [0,1,2,3,4,5]),
...            Suited(4, [4,5,1,2,0,3]), Suited(5, [0,1,2,3,4,5])]
>>> marriage = monogamousStableMarriage(suitors, suiteds)
{3: 0, 4: 4, 5: 1, 1: 2, 2: 5, 0: 3}
>>> verifyStable(suitors, suiteds, marriage)
True


We encourage the reader to check this by hand (this one only took two rounds). Even better, answer the question of whether the algorithm could ever require $n$ steps to converge for $2n$ individuals, where you get to pick the preference list to try to make this scenario happen.

## Stable Marriages with Capacity

We can extend this algorithm to work for “polygamous” marriages in which one Suited can accept multiple Suitors. In fact, the two problems are entirely the same! Just imagine duplicating a Suited with large capacity into many Suiteds with capacity of 1. This particular reduction is not very efficient, but it allows us to see that the same proof of convergence and correctness applies. We can then modify our classes and algorithm to account for it, so that (for example) instead of a Suited “holding” a single Suitor, she holds a set of Suitors. We encourage the reader to try extending our code above to the polygamous case as an exercise, and we’ve provided the solution in the code repository for this post on this blog’s Github page.

## Ways to Make it Harder

When you study algorithmic graph problems as much as I do, you start to get disheartened. It seems like every problem is NP-hard or worse. So when we get a situation like this, a nice, efficient algorithm with very real consequences and interpretations, you start to get very excited. In between our heaves of excitement, we imagine all the other versions of this problem that we could solve and Nobel prizes we could win. Unfortunately the landscape is bleaker than that, and most extensions of stable marriage problems are NP-complete.

For example, what if we allow ties? That is, one man can be equally happy with two women. This is NP-complete. However, it turns out his extension can be formulated as an integer programming problem, and standard optimization techniques can be used to approximate a solution.

What if, thinking about the problem in terms of medical students and residencies, we allow people to pick their preferences as couples? Some med students are married, after all, and prefer to be close to their spouse even if it means they have a less preferred residency. NP-hard again. See page 53 (pdf page 71) of these notes for a more detailed investigation. The problem is essentially that there is not always a stable matching, and so even determining whether there is one is NP-complete.

So there are a lot of ways to enrich the problem, and there’s an interesting line between tractable and hard in the worst case. As a (relatively difficult) exercise, try to solve the “roommates” version of the problem, where there is no male/female distinction (anyone can be matched with anyone). It turns out to have a tractable solution, and the algorithm is similar to the one outlined in this post.

Until next time!

PS. I originally wrote this post about a year ago when I was contacted by someone in industry who agreed to provide some (anonymized) data listing the preferences of companies and interns applying to work at those companies. Not having heard from them for almost a year, I figure it’s a waste to let this finished post collect dust at the risk of not having an interesting data set. But if you, dear reader, have any data you’d like to provide that fits into the framework of stable marriages, I’d love to feature your company/service on my blog (and solve the matching problem) in exchange for the data. The only caveat is that the data would have to be public, so you would have to anonymize it.

# Elliptic Curve Diffie-Hellman

So far in this series we’ve seen elliptic curves from many perspectives, including the elementary, algebraic, and programmatic ones. We implemented finite field arithmetic and connected it to our elliptic curve code. So we’re in a perfect position to feast on the main course: how do we use elliptic curves to actually do cryptography?

## History

As the reader has heard countless times in this series, an elliptic curve is a geometric object whose points have a surprising and well-defined notion of addition. That you can add some points on some elliptic curves was a well-known technique since antiquity, discovered by Diophantus. It was not until the mid 19th century that the general question of whether addition always makes sense was answered by Karl Weierstrass. In 1908 Henri Poincaré asked about how one might go about classifying the structure of elliptic curves, and it was not until 1922 that Louis Mordell proved the fundamental theorem of elliptic curves, classifying their algebraic structure for most important fields.

While mathematicians have always been interested in elliptic curves (there is currently a million dollar prize out for a solution to one problem about them), its use in cryptography was not suggested until 1985. Two prominent researchers independently proposed it: Neal Koblitz at the University of Washington, and Victor Miller who was at IBM Research at the time. Their proposal was solid from the start, but elliptic curves didn’t gain traction in practice until around 2005. More recently, the NSA was revealed to have planted vulnerable national standards for elliptic curve cryptography so they could have backdoor access. You can see a proof and implementation of the backdoor at Aris Adamantiadis’s blog. For now we’ll focus on the cryptographic protocols themselves.

## The Discrete Logarithm Problem

Koblitz and Miller had insights aplenty, but the central observation in all of this is the following.

Adding is easy on elliptic curves, but undoing addition seems hard.

What I mean by this is usually called the discrete logarithm problem. Here’s a formal definition. Recall that an additive group is just a set of things that have a well-defined addition operation, and the that notation $ny$ means $y + y + \dots + y$ ($n$ times).

Definition: Let $G$ be an additive group, and let $x, y$ be elements of $G$ so that $x = ny$ for some integer $n$. The discrete logarithm problem asks one to find $n$ when given $x$ and $y$.

I like to give super formal definitions first, so let’s do a comparison. For integers this problem is very easy. If you give me 12 and 4185072, I can take a few seconds and compute that $4185072 = (348756) 12$ using the elementary-school division algorithm (in the above notation, $y=12, x=4185072$, and $n = 348756$). The division algorithm for integers is efficient, and so it gives us a nice solution to the discrete logarithm problem for the additive group of integers $\mathbb{Z}$.

The reason we use the word “logarithm” is because if your group operation is multiplication instead of addition, you’re tasked with solving the equation $x = y^n$ for $n$. With real numbers you’d take a logarithm of both sides, hence the name. Just in case you were wondering, we can also solve the multiplicative logarithm problem efficiently for rational numbers (and hence for integers) using the square-and-multiply algorithm. Just square $y$ until doing so would make you bigger than $x$, then multiply by $y$ until you hit $x$.

But integers are way nicer than they need to be. They are selflessly well-ordered. They give us division for free. It’s a computational charity! What happens when we move to settings where we don’t have a division algorithm? In mathematical lingo: we’re really interested in the case when $G$ is just a group, and doesn’t have additional structure. The less structure we have, the harder it should be to solve problems like the discrete logarithm. Elliptic curves are an excellent example of such a group. There is no sensible ordering for points on an elliptic curve, and we don’t know how to do division efficiently. The best we can do is add $y$ to itself over and over until we hit $x$, and it could easily happen that $n$ (as a number) is exponentially larger than the number of bits in $x$ and $y$.

What we really want is a polynomial time algorithm for solving discrete logarithms. Since we can take multiples of a point very fast using the double-and-add algorithm from our previous post, if there is no polynomial time algorithm for the discrete logarithm problem then “taking multiples” fills the role of a theoretical one-way function, and as we’ll see this opens the door for secure communication.

Here’s the formal statement of the discrete logarithm problem for elliptic curves.

Problem: Let $E$ be an elliptic curve over a finite field $k$. Let $P, Q$ be points on $E$ such that $P = nQ$ for some integer $n$. Let $|P|$ denote the number of bits needed to describe the point $P$. We wish to find an algorithm which determines $n$ and has runtime polynomial in $|P| + |Q|$. If we want to allow randomness, we can require the algorithm to find the correct $n$ with probability at least 2/3.

So this problem seems hard. And when mathematicians and computer scientists try to solve a problem for many years and they can’t, the cryptographers get excited. They start to wonder: under the assumption that the problem has no efficient solution, can we use that as the foundation for a secure communication protocol?

## The Diffie-Hellman Protocol and Problem

Let’s spend the rest of this post on the simplest example of a cryptographic protocol based on elliptic curves: the Diffie-Hellman key exchange.

A lot of cryptographic techniques are based on two individuals sharing a secret string, and using that string as the key to encrypt and decrypt their messages. In fact, if you have enough secret shared information, and you only use it once, you can have provably unbreakable encryption! We’ll cover this idea in a future series on the theory of cryptography (it’s called a one-time pad, and it’s not all that complicated). All we need now is motivation to get a shared secret.

Because what if your two individuals have never met before and they want to generate such a shared secret? Worse, what if their only method of communication is being monitored by nefarious foes? Can they possibly exchange public information and use it to construct a shared piece of secret information? Miraculously, the answer is yes, and one way to do it is with the Diffie-Hellman protocol. Rather than explain it abstractly let’s just jump right in and implement it with elliptic curves.

As hinted by the discrete logarithm problem, we only really have one tool here: taking multiples of a point. So say we’ve chosen a curve $C$ and a point on that curve $Q$. Then we can take some secret integer $n$, and publish $Q$ and $nQ$ for the world to see. If the discrete logarithm problem is truly hard, then we can rest assured that nobody will be able to discover $n$.

How can we use this to established a shared secret? This is where Diffie-Hellman comes in. Take our two would-be communicators, Alice and Bob. Alice and Bob each pick a binary string called a secret key, which in interpreted as a number in this protocol. Let’s call Alice’s secret key $s_A$ and Bob’s $s_B$, and note that they don’t have to be the same. As the name “secret key” suggests, the secret keys are held secret. Moreover, we’ll assume that everything else in this protocol, including all data sent between the two parties, is public.

So Alice and Bob agree ahead of time on a public elliptic curve $C$ and a public point $Q$ on $C$. We’ll sometimes call this point the base point for the protocol.

Bob can cunningly do the following trick: take his secret key $s_B$ and send $s_B Q$ to Alice. Equally slick Alice computes $s_A Q$ and sends that to Bob. Now Alice, having $s_B Q$, computes $s_A s_B Q$. And Bob, since he has $s_A Q$, can compute $s_B s_A Q$. But since addition is commutative in elliptic curve groups, we know $s_A s_B Q = s_B s_A Q$. The secret piece of shared information can be anything derived from this new point, for example its $x$-coordinate.

If we want to talk about security, we have to describe what is public and what the attacker is trying to determine. In this case the public information consists of the points $Q, s_AQ, s_BQ$. What is the attacker trying to figure out? Well she really wants to eavesdrop on their subsequent conversation, that is, the stuff that encrypt with their new shared secret $s_As_BQ$. So the attacker wants find out $s_As_BQ$. And we’ll call this the Diffie-Hellman problem.

Diffie-Hellman Problem: Suppose you fix an elliptic curve $E$ over a finite field $k$, and you’re given four points $Q, aQ, bQ$ and $P$ for some unknown integers $a, b$. Determine if $P = abQ$ in polynomial time (in the lengths of $Q, aQ, bQ, P$).

On one hand, if we had an efficient solution to the discrete logarithm problem, we could easily use that to solve the Diffie-Hellman problem because we could compute $a,b$ and them quickly compute $abQ$ and check if it’s $P$. In other words discrete log is at least as hard as this problem. On the other hand nobody knows if you can do this without solving the discrete logarithm problem. Moreover, we’re making this problem as easy as we reasonably can because we don’t require you to be able to compute $abQ$. Even if some prankster gave you a candidate for $abQ$, all you have to do is check if it’s correct. One could imagine some test that rules out all fakes but still doesn’t allow us to compute the true point, which would be one way to solve this problem without being able to solve discrete log.

So this is our hardness assumption: assuming this problem has no efficient solution then no attacker, even with really lucky guesses, can feasibly determine Alice and Bob’s shared secret.

## Python Implementation

The Diffie-Hellman protocol is just as easy to implement as you would expect. Here’s some Python code that does the trick. Note that all the code produced in the making of this post is available on this blog’s Github page.

def sendDH(privateKey, generator, sendFunction):
return sendFunction(privateKey * generator)

return privateKey * receiveFunction()


And using our code from the previous posts in this series we can run it on a small test.

import os

def generateSecretKey(numBits):
return int.from_bytes(os.urandom(numBits // 8), byteorder='big')

if __name__ == "__main__":
F = FiniteField(3851, 1)
curve = EllipticCurve(a=F(324), b=F(1287))
basePoint = Point(curve, F(920), F(303))

aliceSecretKey = generateSecretKey(8)
bobSecretKey = generateSecretKey(8)

alicePublicKey = sendDH(aliceSecretKey, basePoint, lambda x:x)
bobPublicKey = sendDH(bobSecretKey, basePoint, lambda x:x)

sharedSecret1 = receiveDH(bobSecretKey, lambda: alicePublicKey)
sharedSecret2 = receiveDH(aliceSecretKey, lambda: bobPublicKey)
print('Shared secret is %s == %s' % (sharedSecret1, sharedSecret2))


Pythons os module allows us to access the operating system’s random number generator (which is supposed to be cryptographically secure) via the function urandom, which accepts as input the number of bytes you wish to generate, and produces as output a Python bytestring object that we then convert to an integer. Our simplistic (and totally insecure!) protocol uses the elliptic curve $C$ defined by $y^2 = x^3 + 324 x + 1287$ over the finite field $\mathbb{Z}/3851$. We pick the base point $Q = (920, 303)$, and call the relevant functions with placeholders for actual network transmission functions.

There is one issue we have to note. Say we fix our base point $Q$. Since an elliptic curve over a finite field can only have finitely many points (since the field only has finitely many possible pairs of numbers), it will eventually happen that $nQ = 0$ is the ideal point. Recall that the smallest value of $n$ for which $nQ = 0$ is called the order of $Q$. And so when we’re generating secret keys, we have to pick them to be smaller than the order of the base point. Viewed from the other angle, we want to pick $Q$ to have large order, so that we can pick large and difficult-to-guess secret keys. In fact, no matter what integer you use for the secret key it will be equivalent to some secret key that’s less than the order of $Q$. So if an attacker could guess the smaller secret key he wouldn’t need to know your larger key.

The base point we picked in the example above happens to have order 1964, so an 8-bit key is well within the bounds. A real industry-strength elliptic curve (say, Curve25519 or the curves used in the NIST standards*) is designed to avoid these problems. The order of the base point used in the Diffie-Hellman protocol for Curve25519 has gargantuan order (like $2^{256}$). So 256-bit keys can easily be used. I’m brushing some important details under the rug, because the key as an actual string is derived from 256 pseudorandom bits in a highly nontrivial way.

So there we have it: a simple cryptographic protocol based on elliptic curves. While we didn’t experiment with a truly secure elliptic curve in this example, we’ll eventually extend our work to include Curve25519. But before we do that we want to explore some of the other algorithms based on elliptic curves, including random number generation and factoring.

## Comments on Insecurity

Why do we use elliptic curves for this? Why not do something like RSA and do multiplication (and exponentiation) modulo some large prime?

Well, it turns out that algorithmic techniques are getting better and better at solving the discrete logarithm problem for integers mod $p$, leading some to claim that RSA is dead. But even if we will never find a genuinely efficient algorithm (polynomial time is good, but might not be good enough), these techniques have made it clear that the key size required to maintain high security in RSA-type protocols needs to be really big. Like 4096 bits. But for elliptic curves we can get away with 256-bit keys. The reason for this is essentially mathematical: addition on elliptic curves is not as well understood as multiplication is for integers, and the more complex structure of the group makes it seem inherently more difficult. So until some powerful general attacks are found, it seems that we can get away with higher security on elliptic curves with smaller key sizes.

I mentioned that the particular elliptic curve we chose was insecure, and this raises the natural question: what makes an elliptic curve/field/basepoint combination secure or insecure? There are a few mathematical pitfalls (including certain attacks we won’t address), but one major non-mathematical problem is called a side-channel attack. A side channel attack against a cryptographic protocol is one that gains additional information about users’ secret information by monitoring side-effects of the physical implementation of the algorithm.

The problem is that different operations, doubling a point and adding two different points, have very different algorithms. As a result, they take different amounts of time to complete and they require differing amounts of power. Both of these can be used to reveal information about the secret keys. Despite the different algorithms for arithmetic on Weierstrass normal form curves, one can still implement them to be secure. Naively, one might pad the two subroutines with additional (useless) operations so that they have more similar time/power signatures, but I imagine there are better methods available.

But much of what makes a curve’s domain parameters mathematically secure or insecure is still unknown. There are a handful of known attacks against very specific families of parameters, and so cryptography experts simply avoid these as they are discovered. Here is a short list of pitfalls, and links to overviews:

1. Make sure the order of your basepoint has a short facorization (e.g., is $2p, 3p,$ or $4p$ for some prime $p$). Otherwise you risk attacks based on the Chinese Remainder Theorem, the most prominent of which is called Pohlig-Hellman.
2. Make sure your curve is not supersingular. If it is you can reduce the discrete logarithm problem to one in a different and much simpler group.
3. If your curve $C$ is defined over $\mathbb{Z}/p$, make sure the number of points on $C$ is not equal to $p$. Such a curve is called prime-field anomalous, and its discrete logarithm problem can be reduced to the (additive) version on integers.
4. Don’t pick a small underlying field like $\mathbb{F}_{2^m}$ for small $m$General-purpose attacks can be sped up significantly against such fields.
5. If you use the field $\mathbb{F}_{2^m}$, ensure that $m$ is prime. Many believe that if $m$ has small divisors, attacks based on some very complicated algebraic geometry can be used to solve the discrete logarithm problem more efficiently than any general-purpose method. This gives evidence that $m$ being composite at all is dangerous, so we might as well make it prime.

This is a sublist of the list provided on page 28 of this white paper.

The interesting thing is that there is little about the algorithm and protocol that is vulnerable. Almost all of the vulnerabilities come from using bad curves, bad fields, or a bad basepoint. Since the known attacks work on a pretty small subset of parameters, one potentially secure technique is to just generate a random curve and a random point on that curve! But apparently all respected national agencies will refuse to call your algorithm “standards compliant” if you do this.

Next time we’ll continue implementing cryptographic protocols, including the more general public-key message sending and signing protocols.

Until then!

# Connecting Elliptic Curves with Finite Fields

So here we are. We’ve studied the general properties of elliptic curves, written a program for elliptic curve arithmetic over the rational numbers, and taken a long detour to get some familiarity with finite fields (the mathematical background and a program that implements arbitrary finite field arithmetic).

And now we want to get back on track and hook our elliptic curve program up with our finite field program to make everything work. And indeed, for most cases it’s just that simple! For example, take the point $P = (2,1)$ on the elliptic curve $y = x^3 + x + 1$ with coefficients in $\mathbb{Z}/5$. Using purely code produced in previous posts, we can do arithmetic:

>>> F5 = FiniteField(5, 1)
>>> C = EllipticCurve(a=F5(1), b=F5(1))
>>> P = Point(C, F5(2), F5(1))
>>> P
(2 (mod 5), 1 (mod 5))
>>> 2*P
(2 (mod 5), 4 (mod 5))
>>> 3*P
Ideal


Here’s an example of the same curve $y^2 = x^3 + x + 1$ with coefficients over the finite field of order 25 $\mathbb{F}_{5^2}$.

>>> F25 = FiniteField(5,2)
>>> F25.idealGenerator
3 + 0 t^1 + 1 t^2
>>> curve = EllipticCurve(a=F25([1]), b=F25([1]))
>>> x = F25([2,1])
>>> y = F25([0,2])
>>> y*y - x*x*x - x - 1
0 ∈ F_{5^2}
>>> curve.testPoint(x,y)
True
>>> P = Point(curve, x, y)
>>> -P
(2 + 1 t^1, 0 + 3 t^1)
>>> P+P
(3 + 1 t^1, 2)
>>> 4*P
(3 + 2 t^1, 4 + 4 t^1)
>>> 9*P
Ideal


There are some subtle issues, though, in that we shouldn’t use the code we have to work over any finite field. But we’ve come very far and covered a lot of technical details, so let’s briefly remember how we got here.

## Taking a Step Back

At the beginning there was only $\mathbb{Q}$, the field of rational numbers. We had a really nice geometric picture of elliptic curves over this field, and using that picture we developed an algorithm for (geometrically) adding points.

If we assume the equation of the elliptic curve had this nice form (the so-called Weierstrass normal form, $y^2 = x^3 + ax + b$), then we were able to translate the geometric algorithm into an algebraic one. This made it possible to write a program to perform the additions, and this was our first programmatic milestone. Along the way, we learned about groups and projective geometry, which I explained was the proper mathematical setting for elliptic curves. In that setting, we saw that for most fields, every elliptic curve could be modified into one in Weierstrass normal form without changing the algebraic structure of the set of solutions. Moreover, we saw that you can replace the field $\mathbb{Q}$ with the field of your choice. The set of solutions to an elliptic curve still forms a group and the same algebraic point-adding algorithm works. It’s just an interesting quirk of mathematics that one way to represent elements of finite fields are as polynomial remainders when dividing by a “prime” polynomial (analogous to modular arithmetic with integers). So we spent a while actually implementing finite fields in terms of this representation.

The reader has probably heard of this, but in practice one uses a (very large) finite field for the coefficients of their elliptic curve. Often this is $\mathbb{Z}/p$ for some really large prime $p$, or the field of $2^m$ elements for some large integer $m$. But one would naturally complain: there are so many (infinitely many!) finite fields to choose from! Which one should we use, and how did they choose these?

As with most engineering problems the answer is a trade-off, in this case between efficiency and security. Arithmetic is faster in fields of characteristic 2 (and easy to implement at the hardware level!) but a lot is known about the finite field of $2^m$ elements. In fact, if you are sloppy in picking $m$ you’ll get no security at all! One prominent example is the so-called Weil descent attack, which breaks security assumptions for elliptic curve cryptography when $m$ is not prime. These attacks use some sophisticated machinery, but this is how it goes. An abstract mathematical breakthrough can immediately invalidate cryptography based on certain elliptic curves.

But before we get neck-deep in cryptography we have an even bigger problem: for some finite fields, not every elliptic curve has a Weierstrass normal form! So our program isn’t expressive enough to represent all elliptic curves we might want to. We could avoid these curves in our applications, but that would be unnecessarily limiting. With a bit more careful work, we can devise a more general algorithm (and a different normal form) that works for all fields. But let’s understand the problem first.

In general, you can have an elliptic curve of the form $\sum_{i+j=3} a_{i,j}x^iy^j = 0$. That is, it’s just a really general degree 3 polynomial in two variables. If we assume the discriminant of this polynomial is nonzero, we’ll get a smooth curve. And then to get to the Weierstrass normal form involves a bunch of changes of variables. The problem is that the algebraic manipulations you do require you to multiply and divide by 2 and 3. In a field of either characteristic, these operations are either destructive (multiplying by zero) or totally illegal (dividing by zero), and they ruin Weierstrass’s day.

So what can we do?

Well it turns out that there is a more general Weierstrass normal form, unsurprisingly called the generalized Weierstrass normal form. It looks like this

$\displaystyle y^2 + a_1 xy + a_3y = x^3 + a_2x^2 + a_4x + a_6$

The same geometric idea of drawing lines works for this curve as well. It’s just that now the formula is way more complicated. It involves computing a bunch of helper constants and computing far more arithmetic. My colleague Daniel Ngheim was kind enough to code up the algorithm, and here it is

    def __add__(self, Q):
if isinstance(Q, Ideal):
return Point(self.curve, self.x, self.y)

a1,a2,a3,a4,a6 = (self.curve.a1, self.curve.a2, self.curve.a3, self.curve.a4, self.curve.a6)

if self.x == Q.x:
x = self.x
if self.y + Q.y + a1*x + a3 == 0:
return Ideal(self.curve)
else:
c = ((3*x*x + 2*a2*x + a4 - a1*self.y) / (2*self.y + a1*x + a3))
d = (-(x*x*x) + a4*x + 2*a6 - a3*self.y) / (2*self.y + a1*x + a3)
Sum_x = c*c + a1*c - a2 - 2*self.x
Sum_y = -(c + a1) * Sum_x - d - a3
return Point(self.curve, Sum_x, Sum_y)
else:
c =  (Q.y - self.y) / (Q.x - self.x)
d =  (self.y*Q.x - Q.y*self.x) / (Q.x - self.x)
Sum_x = c*c + a1*c - a2 - self.x - Q.x
Sum_y = -(c + a1)*Sum_x - d - a3
return Point(self.curve, Sum_x, Sum_y)

def __neg__(self):
return Point(self.curve, self.x, -self.y - self.curve.a1*self.x - self.curve.a3)


I trust that the devoted reader could derive this algorithm by hand, but for a more detailed derivation see the book of Silverman (it’s a graduate level text, but the point is that if you’re not really serious about implementing elliptic curve cryptography then you shouldn’t worry about this more general algorithm).

One might start to wonder: are there still other forms of elliptic curves that we could use to get around some of the difficulties of the Weierstrass normal form? The answer is yes, but we’ll defer their discussion to a future post. The brief explanation is that through a different choice of variable changes you can get to a different form of curve, and the algorithms you get from writing out the algebraic equations for adding points are slightly more efficient.

For the remainder of this series we’ll just work with one family of finite fields, those fields of the form $\mathbb{Z}/p$ for some large $p$. There is one particularly famous elliptic curve over this field that is used in some of the most secure applications in existence, and this will roughly be our target. In either case, we have provided the combined elliptic curve and finite field code (and the generalized elliptic curve class) on this blog’s Github page.

So in the next post we’ll actually start talking about cryptography and how to use elliptic curves to do things like generate a shared secret key.

Until then!

# Want to make a great puzzle game? Get inspired by theoretical computer science.

Two years ago, Erik Demaine and three other researchers published a fun paper to the arXiv proving that most incarnations of classic nintendo games are NP-hard. This includes almost every Super Mario Brothers, Donkey Kong, and Pokemon title. Back then I wrote a blog post summarizing the technical aspects of their work, and even gave a talk on it to a room full of curious undergraduate math majors.

But while bad tech-writers tend to interpret NP-hard as “really really hard,” the truth is more complicated. It’s really a statement about computational complexity, which has a precise mathematical formulation. Sparing the reader any technical details, here’s what NP-hard implies for practical purposes:

You should abandon hope of designing an algorithm that can solve any instance of your NP-hard problem, but many NP-hard problems have efficient practical “good-enough” solutions.

The very definition of NP-hard means that NP-hard problems need only be hard in the worst case. For illustration, the fact that Pokemon is NP-hard boils down to whether you can navigate a vastly complicated maze of trainers, some of whom are guaranteed to defeat you. It has little to do with the difficulty of the game Pokemon itself, and everything to do with whether you can stretch some subset of the game’s rules to create a really bad worst-case scenario.

So NP-hardness has very little to do with human playability, and it turns out that in practice there are plenty of good algorithms for winning at Super Mario Brothers. They work really well at beating levels designed for humans to play, but we are highly confident that they would fail to win in the worst-case levels we can cook up. Why don’t we know it for a fact? Well that’s the $P \ne NP$ conjecture.

Since Demaine’s paper (and for a while before it) a lot of popular games have been inspected under the computational complexity lens. Recently, Candy Crush Saga was proven to be NP-hard, but the list doesn’t stop with bad mobile apps. This paper of Viglietta shows that Pac-man, Tron, Doom, Starcraft, and many other famous games all contain NP-hard rule-sets. Games like Tetris are even known to have strong hardness-of-approximation bounds. Many board games have also been studied under this lens, when you generalize them to an $n \times n$ sized board. Chess and checkers are both what’s called EXP-complete. A simplified version of Go fits into a category called PSPACE-complete, but with the general ruleset it’s believed to be EXP-complete [1]. Here’s a list of some more classic games and their complexity status.

So we have this weird contrast: lots of NP-hard (and worse!) games have efficient algorithms that play them very well (checkers is “solved,” for example), but in the worst case we believe there is no efficient algorithm that will play these games perfectly. We could ask, “We can still write algorithms to play these games well, so what’s the point of studying their computational complexity?”

I agree with the implication behind the question: it really is just pointless fun. The mathematics involved is the very kind of nuanced manipulations that hackers enjoy: using the rules of a game to craft bizarre gadgets which, if the player is to surpass them, they must implicitly solve some mathematical problem which is already known to be hard.

But we could also turn the question right back around. Since all of these great games have really hard computational hardness properties, could we use theoretical computer science, and to a broader extent mathematics, to design great games? I claim the answer is yes.

[1] EXP is the class of problems solvable in exponential time (where the exponent is the size of the problem instance, say $n$ for a game played on an $n \times n$ board), so we’re saying that a perfect Chess or Checkers solver could be used to solve any problem that can be solved in exponential time. PSPACE is strictly smaller (we think; this is open): it’s the class of all problems solvable if you are allowed as much time as you want, but only a polynomial amount of space to write down your computations.

## A Case Study: Greedy Spiders

Greedy spiders is a game designed by the game design company Blyts. In it, you’re tasked with protecting a set of helplessly trapped flies from the jaws of a hungry spider.

A screenshot from Greedy Spiders. Click to enlarge.

In the game the spider always moves in discrete amounts (between the intersections of the strands of spiderweb) toward the closest fly. The main tool you have at your disposal is the ability to destroy a strand of the web, thus prohibiting the spider from using it. The game proceeds in rounds: you cut one strand, the spider picks a move, you cut another, the spider moves, and so on until the flies are no longer reachable or the spider devours a victim.

Aside from being totally fun, this game is obviously mathematical. For the reader who is familiar with graph theory, there’s a nice formalization of this problem.

The Greedy Spiders Problem: You are given a graph $G_0 = (V, E_0)$ and two sets $S_0, F \subset V$ denoting the locations of the spiders and flies, respectively. There is a fixed algorithm $A$ that the spiders use to move. An instance of the game proceeds in rounds, and at the beginning of each round we call the current graph $G_i = (V, E_i)$ and the current location of the spiders $S_i$. Each round has two steps:

1. You pick an edge $e \in E_i$ to delete, forming the new graph $G_{i+1} = (V, E_i)$.
2. The spiders jointly compute their next move according to $A$, and each spider moves to an adjacent vertex. Thus $S_i$ becomes $S_{i+1}$.

Your task is to decide whether there is a sequence of edge deletions which keeps $S_t$ and $F$ disjoint for all $t \geq 0$. In other words, we want to find a sequence of edge deletions that disconnects the part of the graph containing the spiders from the part of the graph containing the flies.

This is a slightly generalized version of Greedy Spiders proper, but there are some interesting things to note. Perhaps the most obvious question is about the algorithm $A$. Depending on your tastes you could make it adversarial, devising the smartest possible move at every step of the way. This is just as hard as asking if there is any algorithm that the spiders can use to win. To make it easier, $A$ could be an algorithm represented by a small circuit to which the player has access, or, as it truly is in the Greedy Spiders game, it could be the greedy algorithm (and the player can exploit this).

Though I haven’t heard of the Greedy Spiders problem in the literature by any other name, it seems quite likely that it would arise naturally. One can imagine the spiders as enemies traversing a network (a city, or a virus in a computer network), and your job is to hinder their movement toward high-value targets. Perhaps people in the defense industry could use a reasonable approximation algorithm for this problem. I have little doubt that this game is NP-hard [2], but the purpose of this article is not to prove new complexity results. The point is that this natural theoretical problem is a really fun game to play! And the game designer’s job is to do what game designers love to do: add features and design levels that are fun to play.

Indeed the Greedy Spiders folks did just that: their game features some 70-odd levels, many with multiple spiders and additional tools for the player. Some examples of new tools are: the ability to delete a vertex of the graph and the ability to place a ‘decoy-fly’ which is (to the greedy-algorithm-following spiders) indistinguishable from a real fly. They player is usually given only one or two uses of these tools per level, but one can imagine that the puzzles become a lot richer.

[2]: In the adversarial case it smells like it’s PSPACE-complete, being very close to known PSPACE-hard problems like Cops and Robbers and Generalized Geography

## Examples

I can point to a number of interesting problems that I can imagine turning into successful games, and I will in a moment, but before I want to make it clear that I don’t propose game developers study theoretical computer science just to turn our problems into games verbatim. No, I imagine that the wealth of problems in computer science can serve as inspiration, as a spring board into a world of interesting gameplay mechanics and puzzles. The bonus for game designers is that adding features usually makes problems harder and more interesting, and you don’t need to know anything about proofs or the details of the reductions to understand the problems themselves (you just need familiarity with the basic objects of consideration, sets, graphs, etc).

For a tangential motivation, I imagine that students would be much more willing to do math problems if they were based on ideas coming from really fun games. Indeed, people have even turned the stunningly boring chore of drawing an accurate graph of a function into a game that kids seem to enjoy. I could further imagine a game that teaches programming by first having a student play a game (based on a hard computational problem) and then write simple programs that seek to do well. Continuing with the spiders example they could play as the defender, and then switch to the role of the spider by writing the algorithm the spiders follow.

But enough rambling! Here is a short list of theoretical computer science problems for which I see game potential. None of them have, to my knowledge, been turned into games, but the common features among them all are the huge potential for creative extensions and interesting level design.

### Graph Coloring

Graph coloring is one of the oldest NP-complete problems known. Given a graph $G$ and a set of colors $\{ 1, 2, \dots, k \}$, one seeks to choose colors for the vertices of $G$ so that no edge connects two vertices of the same color.

Now coloring a given graph would be a lame game, so let’s spice it up. Instead of one player trying to color a graph, have two players. They’re given a $k$-colorable graph (say, $k$ is 3), and they take turns coloring the vertices. The first player’s goal is to arrive at a correct coloring, while the second player tries to force the first player to violate the coloring condition (that no adjacent vertices are the same color). No player is allowed to break the coloring if they have an option. Now change the colors to jewels or vegetables or something, and you have yourself an award-winning game! (Or maybe: Epic Cartographer Battles of History)

An additional modification: give the two players a graph that can’t be colored with $k$ colors, and the first player to color a monochromatic edge is the loser. Add additional move types (contracting edges or deleting vertices, etc) to taste.

### Art Gallery Problem

Given a layout of a museum, the art gallery problem is the problem of choosing the minimal number of cameras so as to cover the whole museum.

This is a classic problem in computational geometry, and is well-known to be NP-hard. In some variants (like the one pictured above) the cameras are restricted to being placed at corners. Again, this is the kind of game that would be fun with multiple players. Rather than have perfect 360-degree cameras, you could have an angular slice of vision per camera. Then one player chooses where to place the cameras (getting exponentially more points for using fewer cameras), and the opponent must traverse from one part of the museum to the other avoiding the cameras. Make the thief a chubby pig stealing eggs from birds and you have yourself a franchise.

For more spice, allow the thief some special tactics like breaking through walls and the ability to disable a single camera.

This idea has of course been the basis of many single-player stealth games (where the guards/cameras are fixed by the level designer), but I haven’t seen it done as a multiplayer game. This also brings to mind variants like the recent Nothing to Hide, which counterintuitively pits you as both the camera placer and the hero: you have to place cameras in such a way that you’re always in vision as you move about to solve puzzles. Needless to say, this fruit still has plenty of juice for the squeezing.

### Pancake Sorting

Pancake sorting is the problem of sorting a list of integers into ascending order by using only the operation of a “pancake flip.”

Just like it sounds, a pancake flip involves choosing an index in the list and flipping the prefix of the list (or suffix, depending on your orientation) like a spatula flips a stack of pancakes. Now I think sorting integers is boring (and it’s not NP-hard!), but when you forget about numbers and that one special configuration (ascending sorted order), things get more interesting. Instead, have the pancakes be letters and have the goal be to use pancake flips to arrive at a real English word. That is, you don’t know the goal word ahead of time, so it’s the anagram problem plus finding an efficient pancake flip to get there. Have a player’s score be based on the number of flips before a word is found, and make it timed to add extra pressure, and you have yourself a classic!

The level design then becomes finding good word scrambles with multiple reasonable paths one could follow to get valid words. My mother would probably play this game!

### Bin Packing

Young Mikio is making sushi for his family! He’s got a table full of ingredients of various sizes, but there is a limit to how much he can fit into each roll. His family members have different tastes, and so his goal is to make everyone as happy as possible with his culinary skills and the options available to him.

Another name for this problem is bin packing. There are a collection of indivisible objects of various sizes and values, and a set of bins to pack them in. Your goal is to find the packing that doesn’t exceed the maximum in any bin and maximizes the total value of the packed goods.

I thought of sushi because I recently played a ridiculously cute game about sushi (thanks to my awesome friend Yen over at Baking And Math), but I can imagine other themes that suggest natural modifications of the problem. The objects being packed could be two-dimensional, there could be bonuses for satisfying certain family members (or penalties for not doing so!), or there could be a super knife that is able to divide one object in half.

I could continue this list for quite a while, but perhaps I should keep my best ideas to myself in case any game companies want to hire me as a consultant. :)

Do you know of games that are based on any of these ideas? Do you have ideas for features or variations of the game ideas listed above? Do you have other ideas for how to turn computational problems into games? I’d love to hear about it in the comments.

Until next time!