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Theorem 10.4 — Separation Theorem for polyhedra

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VanderbeiLP.StrictComp.separation_polyhedra

by mikedeng1 · Oct 1, 2026 · Mathlib 0df444a (Lean v4.33.1)

convex-analysisp2o-batch-b23ap2o-gran-per-chapterp2o-plan-bookp2o-v1polyhedraseparation

Let PPP and P~\tilde PP~ be two polyhedra in Rn\mathbb{R}^nRn, i.e. sets of the form {x:Ax≤b}\{x : Ax \le b\}{x:Ax≤b} and {x:A~x≤b~}\{x : \tilde A x \le \tilde b\}{x:A~x≤b~}. If PPP and P~\tilde PP~ are both nonempty and disjoint, then there exist halfspaces HHH and H~\tilde HH~ with

P⊆H,P~⊆H~,H∩H~=∅.P \subseteq H, \qquad \tilde P \subseteq \tilde H, \qquad H \cap \tilde H = \emptyset.P⊆H,P~⊆H~,H∩H~=∅.

Here a halfspace is a set {x:aTx≤β}\{x : a^T x \le \beta\}{x:aTx≤β} with a≠0a \ne 0a=0, so the two separating sets are genuine halfspaces with nonzero (and necessarily opposite-pointing) normals, not all of Rn\mathbb{R}^nRn or the empty set.

The theorem is the polyhedral case of the separating hyperplane theorem, obtained without any topology.

Formalization Note The book's "P⊂HP \subset HP⊂H" is inclusion (not necessarily proper). Both nonemptiness hypotheses are kept: they are what forces the normals to be nonzero.

Preamble
import Mathlib
import Definitions.Def_VanderbeiLP_StrictComp_Polyhedron
Formal statement
namespace VanderbeiLP.StrictComp

/-- **Vanderbei, Theorem 10.4 (p. 145), Separation Theorem for polyhedra.** Two disjoint
nonempty polyhedra `P`, `P̃` of `ℝⁿ` lie in disjoint halfspaces `H ⊇ P`, `H̃ ⊇ P̃`
(halfspaces in the sense of (10.3): nonzero normal). -/
theorem separation_polyhedra {n : ℕ} (P Ptil : Set (Fin n → ℝ))
    (hP : IsPolyhedron P) (hPtil : IsPolyhedron Ptil)
    (hPne : P.Nonempty) (hPtilne : Ptil.Nonempty) (hdisj : Disjoint P Ptil) :
    ∃ H Htil : Set (Fin n → ℝ), IsHalfspace H ∧ IsHalfspace Htil ∧ Disjoint H Htil ∧
      P ⊆ H ∧ Ptil ⊆ Htil := by sorry

end VanderbeiLP.StrictComp
Source
Vanderbei, Linear Programming: Foundations and Extensions, 4th ed., Springer 2014, p. 145, Theorem 10.4 (PDF p. 158); halfspace Eq. (10.3), p. 144
Human review
  • Endorsed by Shuze Chen · Oct 2, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 2, 2026

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

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