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Size of the Fourier-Motzkin eliminated system

Proved
SmaleNinth.elim_card_bound

by Zexuan Liu · Sep 8, 2026 · Mathlib 0df444a (Lean v4.33.1)

complexitydecision-procedurefourier-motzkinlinear-programming

One step of Fourier–Motzkin elimination replaces a system of NNN inequalities by one indexed by the rows together with the ordered pairs of rows, that is by N+N2N + N^2N+N2 inequalities. Iterating from mmm inequalities, the number of rows after nnn eliminations therefore satisfies

# ElimIdx(n,m)+1 ≤ (m+1)2n.\#\,\mathrm{ElimIdx}(n, m) + 1 \ \le\ (m+1)^{2^n} .#ElimIdx(n,m)+1 ≤ (m+1)2n.

The proof is an induction on nnn using N+N2+1≤(N+1)2N + N^2 + 1 \le (N+1)^2N+N2+1≤(N+1)2, which is what makes the shifted quantity #+1\#+1#+1 the right one to bound: the bound squares at each step exactly as the exponent doubles.

Combined with SmaleNinth.lp_fourier_motzkin_decides, this makes the classical decision procedure for real linear feasibility quantitative. Feasibility of a system of mmm inequalities in nnn variables is equivalent to a conjunction of at most (m+1)2n(m+1)^{2^n}(m+1)2n sign conditions, each of them an explicit polynomial expression in the entries of the system. For a fixed number of variables that is polynomial in the number of constraints, which is the general form of the fixed-dimension results and covers the two machine theorems of this mission as the cases n=1n = 1n=1 and n=2n = 2n=2.

It also marks precisely where the method fails to bear on the mission's goal. The exponent 2n2^n2n is doubly exponential in the number of variables, whereas Smale's ninth problem asks for a number of arithmetic operations polynomial in the number of constraints and variables together. Any strongly polynomial algorithm must therefore avoid materialising the eliminated systems.

Preamble
import Definitions.Def_SmaleNinth_ElimIdx

/-!
The size of the Fourier-Motzkin decision procedure: after eliminating `n`
variables from a system of `m` inequalities, the number of remaining rows is at
most `(m+1)^(2^n) - 1`.

Source: the growth `N ↦ N + N^2` of the number of inequalities under one
elimination step; see A. Schrijver, *Theory of Linear and Integer
Programming*, Wiley 1986, Section 12.2.
-/

/-- **Size of the eliminated system.** -/
Formal statement
theorem SmaleNinth.elim_card_bound (n m : ℕ) :
    Fintype.card (SmaleNinth.ElimIdx n (Fin m)) + 1 ≤ (m + 1) ^ (2 ^ n) := by sorry
Source
Growth of the number of inequalities under Fourier-Motzkin elimination; see A. Schrijver, Theory of Linear and Integer Programming, Wiley 1986, Section 12.2, and Bertsimas-Tsitsiklis, Introduction to Linear Optimization, Athena Scientific 1997, Section 2.8.

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