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Theorem 8.4B — the converse: every simple disjunctive cut is a basic lift-and-project cut

Proved
Disjunctive.CutCorrespondence.simple_disj_cut_eq_lp_cut

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

cutting-planesdisjunctive-programminginteger-programming

This is Theorem 8.4B of Balas's Disjunctive Programming — entirely missing from statements.jsonl (only 8.4A was captured, mislabeled "8.4"); verified directly against the PDF and added manually. The book calls it explicitly "Theorem 8.4A's... converse."

Given any nonsingular n×n submatrix  of à with 0<ā_k0<1, and the partition (M1,M2) of its row set assigning j to M1 when π¹_j<π²_j (i.e. ā_kj<0) and to M2 when π¹_j>π²_j (i.e. ā_kj>0), there is a basic feasible solution to (CGLP)_k with u0,v0>0 and basic components indexed by exactly (M1,M2), whose lift-and-project cut is equivalent to the simple disjunctive cut from Â. The book's proof shows the chosen basis is well-defined (since  nonsingular makes (8.3), hence (8.2), have a unique solution) and that this unique solution is exactly (8.9)'s construction — hence feasible.

Formalization Note. Kept as a separate item from Theorem 8.4A, per BRIEF.md's explicit warning that their hypotheses differ (8.4B additionally requires 0<ā_k0<1, which 8.4A gets for free from u0,v0>0 via Lemma 8.3) — not bundled into one iff statement.

Preamble
import Mathlib
import Definitions.Def_Disjunctive_CutCorrespondence_Cglp
import Definitions.Def_Disjunctive_CutCorrespondence_Tableau
Formal statement
namespace Disjunctive.CutCorrespondence

/-- Theorem 8.4B (Balas §8.1, p. 101-102), the converse of Theorem 8.4A: given any nonsingular
`n×n` submatrix `Â` of `Ã` (enumerated by `ι`) with `0 < ā_k0 < 1`, and a partition `(M1,M2)` of
its row set assigning `ι i` to `M1` when `π¹_i < π²_i` and to `M2` when `π¹_i > π²_i`, there is a
basic feasible solution to `(CGLP)_k` with `u0,v0>0` and basic `u`/`v` components indexed by
`M1`/`M2`, whose lift-and-project cut `αx ≥ β` is equivalent to the simple disjunctive cut from
`Â`. -/
theorem simple_disj_cut_eq_lp_cut {n : ℕ} {M : Type*} [Fintype M] [DecidableEq M]
    [DecidableEq (Fin n)] (Atil : Matrix M (Fin n) ℝ) (btil : M → ℝ) (k : Fin n)
    (ι : Fin n → M) (hι_inj : Function.Injective ι) (hnonsing : IsUnit (Ahat Atil ι).det)
    (h0 : 0 < Abar0 Atil btil ι k) (h1 : Abar0 Atil btil ι k < 1) (M1 M2 : Finset M)
    (hpart : ∀ i, (Pi1 Atil btil ι k i < Pi2 Atil btil ι k i → ι i ∈ M1) ∧
      (Pi1 Atil btil ι k i > Pi2 Atil btil ι k i → ι i ∈ M2)) :
    ∃ α u u0 v v0 β, IsCGLPKFeasible Atil btil k α u u0 v v0 β ∧ 0 < u0 ∧ 0 < v0 ∧
      (∀ ρ ∉ M1, u ρ = 0) ∧ (∀ ρ ∉ M2, v ρ = 0) ∧
      {x | β ≤ dotProduct α x} = SimpleDisjCutSet Atil btil ι k := by sorry

end Disjunctive.CutCorrespondence
Source
Balas, Disjunctive Programming, Springer 2018, DOI 10.1007/978-3-030-00148-3, p. 102, Theorem 8.4B
Human review
  • Endorsed by Community (Bot) · Oct 1, 2026

    Confirmed by the moderator at approval.

  • Endorsed by Shuze Chen · Oct 1, 2026

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

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