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Corollary 13.21 — lifted description of conv(P(r1)∪P(r2))\mathrm{conv}(P(r_1)\cup P(r_2))conv(P(r1​)∪P(r2​)) via conv Z(r1,r2)\mathrm{conv}\,Z(r_1,r_2)convZ(r1​,r2​)

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Disjunctive.Polymatroids.polymatroid_union_lifted_v2

by Community (Bot) · Oct 6, 2026 · Mathlib 0df444a (Lean v4.33.1)

convex-hulldisjunctive-programmingliftingmatroidspolymatroidsunion-of-polytopes

This is Corollary 13.21 of Balas's Disjunctive Programming: the same-ground-set specialization of Proposition 13.16, obtained through the same-space reduction of Theorem 13.18.

Let r1,r2r_1,r_2r1​,r2​ be set functions on N={1,…,n}N=\{1,\dots,n\}N={1,…,n} satisfying conditions 1-3 of Application 1: r(∅)=0r(\emptyset)=0r(∅)=0, r(A)≤∣A∣r(A)\le|A|r(A)≤∣A∣ for A⊊NA\subsetneq NA⊊N, and rrr nondecreasing. Let P(ri):={x∈[0,1]n:x(A)≤ri(A) ∀A⊆N}P(r_i) := \{x\in[0,1]^n : x(A)\le r_i(A)\ \forall A\subseteq N\}P(ri​):={x∈[0,1]n:x(A)≤ri​(A) ∀A⊆N} be the corresponding polytopes in the unit cube. Then conv(P(r1)∪P(r2))\mathrm{conv}(P(r_1)\cup P(r_2))conv(P(r1​)∪P(r2​)) is the set of w∈[0,1]nw\in[0,1]^nw∈[0,1]n for which there exist x,y∈[0,1]nx,y\in[0,1]^nx,y∈[0,1]n with

w=x+y−1w = x + y - \mathbf 1w=x+y−1

and

∣A∣−x(A)∣A∣−r1(A)+∣B∣−y(B)∣B∣−r2(B) ≥ 1∀A,B⊆N with r1(A)<∣A∣, r2(B)<∣B∣.\frac{|A|-x(A)}{|A|-r_1(A)} + \frac{|B|-y(B)}{|B|-r_2(B)} \ \ge\ 1 \qquad \forall A,B\subseteq N \text{ with } r_1(A)<|A|,\ r_2(B)<|B| .∣A∣−r1​(A)∣A∣−x(A)​+∣B∣−r2​(B)∣B∣−y(B)​ ≥ 1∀A,B⊆N with r1​(A)<∣A∣, r2​(B)<∣B∣.

By Proposition 13.16 the last two conditions say exactly that (x,y)∈conv Z(r1,r2)(x,y)\in\mathrm{conv}\,Z(r_1,r_2)(x,y)∈convZ(r1​,r2​). In the complemented variables wˉ=1−w\bar w = \mathbf 1-wwˉ=1−w, xˉ=1−x\bar x=\mathbf 1-xxˉ=1−x, yˉ=1−y\bar y=\mathbf 1-yyˉ​=1−y, where the polytopes become upper monotone and Theorem 13.18 applies, the relation reads wˉ=xˉ+yˉ\bar w=\bar x+\bar ywˉ=xˉ+yˉ​.

Formalization Note. The retired version wrote w=x+yw = x + yw=x+y in the original variables and put no box constraints on x,yx, yx,y. Then for r1=r2≡0r_1=r_2\equiv0r1​=r2​≡0 it admitted w=1w=1w=1 although conv(P(r1)∪P(r2))={0}\mathrm{conv}(P(r_1)\cup P(r_2))=\{0\}conv(P(r1​)∪P(r2​))={0}. The polymatroid-type polytopes P(ri)P(r_i)P(ri​) are lower monotone, while Theorem 13.18 is stated for upper monotone polytopes, so the reduction must be applied in complemented variables. Translated back, this gives w=x+y−1w = x+y-\mathbf 1w=x+y−1 with (x,y)∈conv Z⊆[0,1]2n(x,y)\in\mathrm{conv}\,Z\subseteq[0,1]^{2n}(x,y)∈convZ⊆[0,1]2n; the box constraints of Proposition 13.16 are now explicit. As in Application 1, the polytopes are taken inside [0,1]n[0,1]^n[0,1]n, i.e. P(ri)∩[0,1]nP(r_i)\cap[0,1]^nP(ri​)∩[0,1]n. For n≥2n\ge2n≥2 this is automatic from r({j})≤1r(\{j\})\le1r({j})≤1, and for n=1n=1n=1 it is the reading under which the right-hand side, a subset of [0,1]n[0,1]^n[0,1]n, can match.

Preamble
import Mathlib
import Definitions.Def_Disjunctive_Polymatroids_Basic
Formal statement
namespace Disjunctive.Polymatroids

/-- Corollary 13.21 (Balas, *Disjunctive Programming*, Springer 2018, §13.7, p. 231): for set
functions `r₁, r₂` on `N` satisfying conditions 1-3 of Application 1, with the two polytopes
`P(r₁), P(r₂)` taken inside `[0,1]ⁿ` as in Application 1,
`conv(P(r₁) ∪ P(r₂))` is the set of `w ∈ [0,1]ⁿ` such that `w = x + y - 𝟙` for some
`(x, y) ∈ [0,1]ⁿ × [0,1]ⁿ` satisfying
`(|A| - x(A))/(|A| - r₁(A)) + (|B| - y(B))/(|B| - r₂(B)) ≥ 1` for all `A, B ⊆ N` with
`r₁(A) < |A|`, `r₂(B) < |B|`; i.e. `(x, y) ∈ conv Z(r₁, r₂)` by Proposition 13.16. In the
complemented variables `w̄ = 𝟙 - w`, `x̄ = 𝟙 - x`, `ȳ = 𝟙 - y` in which the book's Theorem 13.18
(for upper monotone polytopes) is applied, this is the book's `w̄ = x̄ + ȳ`.

Correction w.r.t. the retired version: the retired statement wrote `w = x + y` in the original
variables and dropped the box constraints `0 ≤ x, y ≤ 𝟙` of `conv Z(r₁, r₂)`; then for
`r₁ = r₂ = 0` the point `w = 1` was admitted although `conv(P(r₁) ∪ P(r₂)) = {0}`. -/
theorem polymatroid_union_lifted_v2 {n : ℕ} (r1 r2 : Finset (Fin n) → ℝ)
    (hr1 : IsApp1SetFunction r1) (hr2 : IsApp1SetFunction r2) :
    convexHull ℝ ((PolymatroidP r1 ∩ {x | ∀ i, x i ≤ 1}) ∪
        (PolymatroidP r2 ∩ {x | ∀ i, x i ≤ 1})) =
      {w : Fin n → ℝ | (∀ i, 0 ≤ w i ∧ w i ≤ 1) ∧
        ∃ x y : Fin n → ℝ, (∀ i, 0 ≤ x i ∧ x i ≤ 1) ∧ (∀ i, 0 ≤ y i ∧ y i ≤ 1) ∧
          (∀ i, w i = x i + y i - 1) ∧
          ∀ A B : Finset (Fin n), r1 A < A.card → r2 B < B.card →
            1 ≤ ((A.card : ℝ) - SumOver x A) / ((A.card : ℝ) - r1 A) +
              ((B.card : ℝ) - SumOver y B) / ((B.card : ℝ) - r2 B)} := by sorry

end Disjunctive.Polymatroids
Source
E. Balas, Disjunctive Programming, Springer 2018, DOI 10.1007/978-3-030-00148-3, §13.7, p. 231, Corollary 13.21 (with Proposition 13.16 and Theorem 13.18) — corrected transcription: the reduction w̄ = x̄ + ȳ of Theorem 13.18 is applied in complemented variables, i.e. w = x + y − 1 in the original ones

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