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§1 — a step towards a violated half-space is point-wise closer to AAA (equality on πj\pi_jπj​ for λ=2\lambda = 2λ=2)

Proved
RelaxationMethod.FullDim.step_pointwise_closer

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

fejer-monotonep2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1relaxation-method

Let A=⋂i=1mHiA = \bigcap_{i=1}^m H_iA=⋂i=1m​Hi​ be the nonempty solution polytope of a system of linear inequalities Hi:⟨ai,x⟩+bi≥0H_i : \langle a_i, x\rangle + b_i \ge 0Hi​:⟨ai​,x⟩+bi​≥0 in EnE_nEn​. Let ppp be a point with p∉Hjp \notin H_jp∈/Hj​ for some index jjj, let qqq be the point of HjH_jHj​ nearest to ppp (the projection of ppp on the boundary hyperplane πj:⟨aj,x⟩+bj=0\pi_j : \langle a_j, x\rangle + b_j = 0πj​:⟨aj​,x⟩+bj​=0), let 0<λ≤20 < \lambda \le 20<λ≤2 and put p1=p+λ(q−p)p_1 = p + \lambda (q - p)p1​=p+λ(q−p). Then p1≠pp_1 \ne pp1​=p and

∣p1−a∣≤∣p−a∣for all a∈A.|p_1 - a| \le |p - a| \qquad \text{for all } a \in A .∣p1​−a∣≤∣p−a∣for all a∈A.

If 0<λ<20 < \lambda < 20<λ<2 (so p1p_1p1​ lies strictly between ppp and the mirror image p′p'p′ of ppp in πj\pi_jπj​) the inequality is strict for every a∈Aa \in Aa∈A: p1p_1p1​ is point-wise closer than ppp to AAA in the sense of (1.1). If λ=2\lambda = 2λ=2 (so p1=p′p_1 = p'p1​=p′) then, for a∈Aa \in Aa∈A, equality ∣p1−a∣=∣p−a∣|p_1 - a| = |p - a|∣p1​−a∣=∣p−a∣ holds exactly when aaa lies on πj\pi_jπj​.

This is the basic monotonicity of the relaxation method: every step, in particular the step (1.5)–(1.7) towards a farthest half-space, moves towards every solution of the system.

Formalization Note The paper states the claim for any violated half-space HjH_jHj​ and a point p1p_1p1​ on the segment from ppp to p′p'p′; we state it in that generality, with qqq given as a nearest point of HjH_jHj​ (as in (1.6)), so it applies to every relaxation step (1.5)–(1.7). The claim p1≠pp_1 \ne pp1​=p is condition (2.1) of Fejér-monotonicity. For λ=2\lambda = 2λ=2 we state the page's "with the exception that we have the equality sign for the points of AAA which are on the boundary of HjH_jHj​" as an equivalence. The parameter λ\lambdaλ is named lam.

Preamble
import Mathlib
import Definitions.Def_RelaxationMethod_FullDim_RelaxStep
import Definitions.Def_RelaxationMethod_FullDim_FejerMonotone
open Filter Topology
Formal statement
namespace RelaxationMethod.FullDim

/-- §1, pp. 393–394: let `p ∉ H_j` for some `j`, let `q` be the point of `H_j` nearest to `p`
(the projection of `p` on the boundary hyperplane `π_j`), and let `p₁ = p + lam (q - p)` with
`0 < lam ≤ 2`. Then `p₁ ≠ p` and `|p₁ - a| ≤ |p - a|` for every `a` of the (nonempty)
polytope `A`. For `0 < lam < 2` the new point `p₁` is point-wise closer than `p` to `A` in the
sense of (1.1). For `lam = 2` (`p₁ = p′`, the mirror image of `p` in `π_j`) (1.1) again holds,
except that equality holds exactly at the points of `A` on the boundary `π_j` of `H_j`. -/
theorem step_pointwise_closer {n m : ℕ} (a : Fin m → EuclideanSpace ℝ (Fin n)) (b : Fin m → ℝ)
    (hA : (polytope a b).Nonempty) (lam : ℝ) (hlam0 : 0 < lam) (hlam2 : lam ≤ 2)
    (p q : EuclideanSpace ℝ (Fin n)) (j : Fin m) (hpj : p ∉ halfSpace (a j) (b j))
    (hq : q ∈ halfSpace (a j) (b j))
    (hpq : dist p q = Metric.infDist p (halfSpace (a j) (b j))) :
    p + lam • (q - p) ≠ p ∧
      (∀ x ∈ polytope a b, dist (p + lam • (q - p)) x ≤ dist p x) ∧
      (lam < 2 → IsPointwiseCloser (polytope a b) p (p + lam • (q - p))) ∧
      (lam = 2 → ∀ x ∈ polytope a b,
        (dist (p + lam • (q - p)) x = dist p x ↔ inner ℝ (a j) x + b j = 0)) := by sorry

end RelaxationMethod.FullDim
Source
Motzkin and Schoenberg, The relaxation method for linear inequalities, Canad. J. Math. 6 (1954), pp. 393–394, §1
Read-back

What the Lean code literally says, in plain math · claude-opus-5-5

Setting. Let n,mn, mn,m be natural numbers and work in Euclidean space Rn\mathbb{R}^nRn with the standard inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle⟨⋅,⋅⟩ and the Euclidean distance d(x,y)=∥x−y∥d(x,y) = \|x - y\|d(x,y)=∥x−y∥. The theorem takes these inputs:

  • a family of vectors a1,…,am∈Rna_1, \dots, a_m \in \mathbb{R}^na1​,…,am​∈Rn, indexed by {0,…,m−1}\{0, \dots, m-1\}{0,…,m−1};
  • real numbers b1,…,bmb_1, \dots, b_mb1​,…,bm​;
  • a real number λ\lambdaλ;
  • two points p,q∈Rnp, q \in \mathbb{R}^np,q∈Rn;
  • an index jjj.

Three sets or relations come from imported definitions whose code is not shown here, so this read-back cannot unfold them:

  • H(aj,bj)H(a_j, b_j)H(aj​,bj​), called halfSpace in the code: a set in Rn\mathbb{R}^nRn built from aja_jaj​ and bjb_jbj​.
  • A=polytope(a,b)A = \mathrm{polytope}(a, b)A=polytope(a,b): a set in Rn\mathbb{R}^nRn built from the whole families aaa and bbb.
  • IsPointwiseCloser(A,p,p1)\mathrm{IsPointwiseCloser}(A, p, p_1)IsPointwiseCloser(A,p,p1​): a relation between a set and two points, with the arguments in that order.

The names suggest a half-space, an intersection of half-spaces, and "p1p_1p1​ is pointwise closer than ppp to AAA". The exact inequality direction, the sign convention for bjb_jbj​, and whether the inequalities are strict are fixed only in those unseen definitions.

Hypotheses.

  1. AAA is nonempty.
  2. 0<λ≤20 < \lambda \le 20<λ≤2.
  3. p∉H(aj,bj)p \notin H(a_j, b_j)p∈/H(aj​,bj​).
  4. q∈H(aj,bj)q \in H(a_j, b_j)q∈H(aj​,bj​).
  5. d(p,q)=inf⁡y∈H(aj,bj)d(p,y)d(p, q) = \inf_{y \in H(a_j,b_j)} d(p, y)d(p,q)=infy∈H(aj​,bj​)​d(p,y). So qqq is a point of H(aj,bj)H(a_j,b_j)H(aj​,bj​) that attains the distance from ppp to that set. Uniqueness of qqq is not assumed, only that it attains the infimum.

Conclusion. Let p1=p+λ(q−p)p_1 = p + \lambda (q - p)p1​=p+λ(q−p). The theorem asserts all four of the following:

  1. p1≠pp_1 \neq pp1​=p.
  2. For every x∈Ax \in Ax∈A:
d(p1,x)≤d(p,x).d(p_1, x) \le d(p, x).d(p1​,x)≤d(p,x).
  1. If λ<2\lambda < 2λ<2, then IsPointwiseCloser(A,p,p1)\mathrm{IsPointwiseCloser}(A, p, p_1)IsPointwiseCloser(A,p,p1​) holds, whatever that unseen definition says.
  2. If λ=2\lambda = 2λ=2, then for every x∈Ax \in Ax∈A:
d(p1,x)=d(p,x)  ⟺  ⟨aj,x⟩+bj=0.d(p_1, x) = d(p, x) \iff \langle a_j, x\rangle + b_j = 0.d(p1​,x)=d(p,x)⟺⟨aj​,x⟩+bj​=0.

The equality condition is exactly ⟨aj,x⟩+bj=0\langle a_j, x\rangle + b_j = 0⟨aj​,x⟩+bj​=0, with +bj+b_j+bj​. Whether this set is the boundary of H(aj,bj)H(a_j,b_j)H(aj​,bj​) depends on the unseen definition of HHH.

Degenerate cases.

  • m=0m = 0m=0: there is no index jjj, so the statement is vacuous.
  • n=0n = 0n=0: R0\mathbb{R}^0R0 has one point, so p=qp = qp=q. Hypotheses 3 and 4 then contradict each other and the statement is vacuous.
  • H(aj,bj)H(a_j, b_j)H(aj​,bj​) is empty: no qqq satisfies hypothesis 4, so the statement is vacuous. (For an empty set the infimum in hypothesis 5 would default to 000, but this cannot arise here.)
  • H(aj,bj)H(a_j, b_j)H(aj​,bj​) is all of Rn\mathbb{R}^nRn: hypothesis 3 fails, so the statement is vacuous. If H(aj,bj)H(a_j,b_j)H(aj​,bj​) is defined by an affine inequality in ⟨aj,x⟩\langle a_j, x\rangle⟨aj​,x⟩ and bjb_jbj​, then aj=0a_j = 0aj​=0 makes it either empty or everything, so aj=0a_j = 0aj​=0 is vacuous as well.
  • λ\lambdaλ: it ranges only over (0,2](0,2](0,2]. At λ=2\lambda = 2λ=2 the third conclusion is vacuous and only the equality characterization adds anything. For λ<2\lambda < 2λ<2 the fourth conclusion is vacuous.
  • Nonemptiness of AAA: it is assumed, not derived. Whether AAA can actually be nonempty for given a,ba, ba,b depends on the unseen definition of polytope.
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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