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Eq. (3.4) — the assignment dual w(π) is the minimum of c_A + π·v_A over all n^n assignments

Proved
HeldWolfeCrowder.Assignment.w_eq_min_assignments

by mikedeng1 · Sep 27, 2026 · Mathlib 0df444a (Lean v4.33.1)

assignment-problemp2o-batch-p200ap2o-gran-per-chapterp2o-plan-paperp2o-v1piecewise-linear

Let A=(air)A=(a_{ir})A=(air​) be a real n×nn\times nn×n cost matrix (aira_{ir}air​ = cost of man iii on job rrr), and let www be the dual function (3.3), w(π)=∑iπi+∑rmin⁡s[asr−πs]w(\pi)=\sum_i\pi_i+\sum_r\min_s[a_{sr}-\pi_s]w(π)=∑i​πi​+∑r​mins​[asr​−πs​]. For an assignment A:{1,…,n}→{1,…,n}A:\{1,\dots,n\}\to\{1,\dots,n\}A:{1,…,n}→{1,…,n} (job rrr goes to man A(r)A(r)A(r), not necessarily one-to-one) write cA=∑raA(r) rc_A=\sum_r a_{A(r)\,r}cA​=∑r​aA(r)r​ and (vA)i=1−#{r:A(r)=i}(v_A)_i=1-\#\{r:A(r)=i\}(vA​)i​=1−#{r:A(r)=i}. Then for every π∈Rn\pi\in\mathbb R^nπ∈Rn,

w(π)=min⁡{cA+∑i=1nπi (vA)i  :  A:{1,…,n}→{1,…,n}},w(\pi)=\min\Big\{c_A+\sum_{i=1}^n \pi_i\,(v_A)_i \;:\; A:\{1,\dots,n\}\to\{1,\dots,n\}\Big\},w(π)=min{cA​+i=1∑n​πi​(vA​)i​:A:{1,…,n}→{1,…,n}},

the minimum being over all K=nnK=n^nK=nn assignments.

This exhibits www in the form (2.2) of the paper, w(π)=min⁡k{ck+π⋅vk}w(\pi)=\min_k\{c_k+\pi\cdot v_k\}w(π)=mink​{ck​+π⋅vk​}, so that the general subgradient method of Section 2 applies to the assignment dual, with vAv_AvA​ a subgradient at π\piπ whenever AAA attains the minimum.

Formalization Note The minimum over the finite, nonempty type Fin n → Fin n is Finset.univ.inf' (nonemptiness witnessed by the identity), and π⋅vA\pi\cdot v_Aπ⋅vA​ is written as the sum ∑iπi(vA)i\sum_i \pi_i (v_A)_i∑i​πi​(vA​)i​.

Preamble
import Mathlib
import Definitions.Def_HeldWolfeCrowder_Assignment_Setting
Formal statement
namespace HeldWolfeCrowder.Assignment

/-- Held–Wolfe–Crowder (1974), p. 69, Eq. (3.4): the dual function (3.3) has the form (2.2),
`w(π) = min_A {c_A + π · v_A}`, the minimum over all `n^n` assignments `A : Fin n → Fin n`,
with `c_A = Σ_r a_{A(r) r}` and `(v_A)_i = 1 − #{r : A(r) = i}`. -/
theorem w_eq_min_assignments {n : ℕ} (a : Matrix (Fin n) (Fin n) ℝ) (π : Fin n → ℝ) :
    w a π = Finset.univ.inf' ⟨id, Finset.mem_univ _⟩
      (fun A : Fin n → Fin n => assignCost a A + ∑ i, π i * assignVec A i) := by sorry

end HeldWolfeCrowder.Assignment
Source
Held, Wolfe & Crowder, Validation of subgradient optimization, Math. Programming 6 (1974), p. 69, Eq. (3.4) ("Then (2.2) holds"), with (2.2) on p. 64
Human review
  • Endorsed by Shuze Chen · Sep 27, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Sep 27, 2026

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

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