Proposition 12.1 — validity for a V-polyhedral disjunctive set via vertices and rays (nonempty disjuncts)
ProvedDisjunctive.VPolyhedral.v_polyhedral_validity_v2disjunctive-programmingpolyhedrav-polyhedral-cutsvalid-inequalities
This is Proposition 12.1 of Balas's Disjunctive Programming, opening Chapter 12.
Let be a finite index set and, for each , let with finite, nonempty vertex set and finite ray set ; let . Then the inequality is valid for if and only if for every and for every , for every .
Formalization Note. The retired version allowed a disjunct with no vertices. Then while its rays still constrained , which makes the equivalence false. The book's disjuncts are nonempty polyhedra, so every is nonempty; this is now the instance hypothesis [∀ h, Nonempty (Vidx h)]. The finiteness of ([Fintype Q]) is the book's convention. The vertices and rays are given as finite indexed families vpt h, rvec h.
Preamble
import Mathlib import Definitions.Def_Disjunctive_VPolyhedral_Basic
Formal statement
namespace Disjunctive.VPolyhedral
/-- Proposition 12.1 (Balas, *Disjunctive Programming*, Springer 2018, §12, p. 195): for the
V-polyhedral disjunctive set `F := ⋃_{h∈Q} P^h`, `P^h = conv V^h + cone R^h`, over a finite index
set `Q` whose disjuncts are all nonempty (every `V^h ≠ ∅`), the inequality `αx ≥ β` is valid for
`F` if and only if `αp ≥ β` for every `p ∈ V^h` and `αr ≥ 0` for every `r ∈ R^h`, `h ∈ Q`.
Correction w.r.t. the retired version: the book's standing assumption that every disjunct
`P^h` is nonempty (has at least one vertex) is now the instance hypothesis
`[∀ h, Nonempty (Vidx h)]`; with `V^h = ∅` the set `P^h` is empty while its rays still
constrain `α`. -/
theorem v_polyhedral_validity_v2 {n : ℕ} {Q : Type*} [Fintype Q] (Vidx Ridx : Q → Type*)
[∀ h, Fintype (Vidx h)] [∀ h, Fintype (Ridx h)] [∀ h, Nonempty (Vidx h)]
(vpt : ∀ h, Vidx h → Fin n → ℝ)
(rvec : ∀ h, Ridx h → Fin n → ℝ) (alpha : Fin n → ℝ) (beta : ℝ) :
(∀ x ∈ DisjSet Vidx Ridx vpt rvec, beta ≤ dotProduct alpha x) ↔
IsVPolyhedralValid Vidx Ridx vpt rvec alpha beta := by sorry
end Disjunctive.VPolyhedral
Source
E. Balas, Disjunctive Programming, Springer 2018, DOI 10.1007/978-3-030-00148-3, §12, p. 195, Proposition 12.1