What is the cheapest capped certification test in the worst case, not just at the two design rates, and what does it cost at the ends?
research/free-sprtminimax
Follow-up to free-sprtopt: an exact linear programme gives the capped certification test with the smallest worst-case mean over failure rates between p1 and p0; for 1% vs 5% at a cap of 362 it needs 123.8 rollouts at worst against 131.0 for the average-optimal test and 181 for the fixed test, at the price of 3 to 6% more rollouts at the two design rates.
What it found
free-sprtopt found the test with the smallest average of the mean rollouts at p0 and p1 and listed the minimax design as its next step. Both are linear programmes in the occupation measure of the test (the number of surviving paths at each node (n, f) of the rollout lattice): every error probability and every mean is linear in it, so HiGHS returns the exact optimum over all randomised tests, with no sampling. The average LP reproduces the dual lower bound of free-sprtopt to two decimals (98.78 for 1% vs 5% at a cap of 181), which validates the construction. The minimax LP controls the mean on a grid of failure rates and adds the worst rate found by an exact evaluation until the grid and the exact maximum agree to 0.001. Across three (p0, p1) pairs and caps of 1–3× the fixed size, the worst-case mean falls 0.6–0.8% at a cap equal to the fixed size and 5.5–10% once the cap is 2× or more, because the average-optimal test only controls its two ends and its mean in between rises with the cap (133.4, 131.0 then 134.8 for 1% vs 5% at 1×, 2× and 3×) while the minimax value saturates (123.8 from 1.5×). The worst case sits at a rate between the two (1.9% for 1% vs 5%). Versus the fixed test the minimax design needs 32% fewer rollouts at worst for 1% vs 5% (123.8 against 181), and its mean at the design rates is 3–6% higher than the average-optimal test (69.9 and 110.8 against 66 and 107 at p0 and p1). Rollouts are assumed iid Bernoulli with the twin’s failure rate (no sim-to-real gap); the worst case is taken over p in [p1, p0] only, and the exact maximum is checked on a 161-point grid, not proved over the continuum; nodes the controlled rates reach with probability under 10−9 are dropped from the LP and treated as reject; every number is exact, nothing is sampled.
A figure from its own output
Paper, code and results
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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.