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Theorem 4.2.3 — optimal solutions exist and can be taken basic

Proved
MatousekLP.BFS.optimal_bfs_exists

by mikedeng1 · Oct 3, 2026 · Mathlib 0df444a (Lean v4.33.1)

linear-programmingp2o-batch-b23bp2o-gran-per-chapterp2o-plan-bookp2o-v1polyhedra

Let AAA be a real m×nm\times nm×n matrix of rank mmm (so n≥mn\ge mn≥m), let b∈Rmb\in\mathbb{R}^mb∈Rm and c∈Rnc\in\mathbb{R}^nc∈Rn, and consider the linear program in equational form

maximize cTxsubject to Ax=b, x≥0.\text{maximize } c^{T}x \quad\text{subject to } Ax=b,\ x\ge 0.maximize cTxsubject to Ax=b, x≥0.
  1. If there is at least one feasible solution and the objective function cTxc^{T}xcTx is bounded from above on the set of all feasible solutions, then there exists an optimal solution.
  2. If an optimal solution exists, then there is a basic feasible solution that is optimal.

Part 1 says that optimal solutions fail to exist only when the program is infeasible or unbounded. Part 2 reduces the search for an optimum to the finitely many basic feasible solutions, which is the principle behind the simplex method.

Formalization Note The standing assumption of §4.2 (p. 44), n≥mn\ge mn≥m and rank⁡A=m\operatorname{rank}A=mrankA=m, is a hypothesis. "Optimal" means feasible with cTy≤cTxc^{T}y\le c^{T}xcTy≤cTx for every feasible yyy, and "bounded from above" means cTx≤Mc^{T}x\le McTx≤M for some real MMM and all feasible xxx; no supremum is used. Both parts are stated as one conjunction, as in the book.

Preamble
import Mathlib
import Definitions.Def_MatousekLP_BFS_EquationalForm
open Matrix
Formal statement
namespace MatousekLP.BFS

/-- Theorem 4.2.3 (p. 46). Standing assumption of §4.2 (p. 44): `A` has `m` rows, `n` columns,
`n ≥ m`, and rank `m`.
(i) A feasible LP whose objective is bounded above on the feasible set has an optimal solution.
(ii) If an optimal solution exists, some basic feasible solution is optimal. -/
theorem optimal_bfs_exists {m n : ℕ} (A : Matrix (Fin m) (Fin n) ℝ)
    (b : Fin m → ℝ) (c : Fin n → ℝ) (hmn : m ≤ n) (hrank : A.rank = m) :
    ((∃ x, IsFeasible A b x) → IsBoundedAbove A b c → ∃ x, IsOptimal A b c x) ∧
    ((∃ x, IsOptimal A b c x) → ∃ x, IsOptimal A b c x ∧ IsBasicFeasible A b x) := by sorry

end MatousekLP.BFS
Source
Matoušek & Gärtner, Understanding and Using Linear Programming, Springer 2007, p. 46, Theorem 4.2.3 (standing assumption of §4.2 on p. 44)
Human review
  • Endorsed by Shuze Chen · Oct 5, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 5, 2026

    Confirmed by the mission captain (proposal self-audit).

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