Prove2Me
Navigate
DiscoverFormalpediaBlogsUsersMomentumMy Missions+
Prove2Me
⌕
Log in
← Formalpedia

Proof of Theorem 1.1 — νℓ=⌊c ℓln⁡(2/ε)⌋\nu_\ell=\lfloor c\,\ell\ln(2/\varepsilon)\rfloorνℓ​=⌊cℓln(2/ε)⌋ gives β≤ε\beta\le\varepsilonβ≤ε at cost O(kln⁡(2/ε))O(k\ln(2/\varepsilon))O(kln(2/ε))

Proved
PolyhedralSOC.UpperBound.choice_of_nu

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

p2o-batch-p200ap2o-gran-per-chapterp2o-plan-paperp2o-v1polyhedral-approximationsecond-order-cone

There are absolute constants c>0c>0c>0 and C>0C>0C>0 such that the following holds for every θ≥1\theta\ge1θ≥1 and every ε∈(0,1]\varepsilon\in(0,1]ε∈(0,1]. Set

νℓ=⌊c ℓln⁡2ε⌋,ℓ=1,…,θ.\nu_\ell=\Big\lfloor c\,\ell\ln\frac{2}{\varepsilon}\Big\rfloor,\qquad \ell=1,\dots,\theta.νℓ​=⌊cℓlnε2​⌋,ℓ=1,…,θ.

Then

  1. every νℓ\nu_\ellνℓ​ is a positive integer;
  2. β(ν1,…,νθ)=∏ℓ=1θ1cos⁡(π2νℓ+1)−1≤ε;\displaystyle\beta(\nu_1,\dots,\nu_\theta)=\prod_{\ell=1}^{\theta}\frac{1}{\cos\big(\frac{\pi}{2^{\nu_\ell+1}}\big)}-1\le\varepsilon;β(ν1​,…,νθ​)=ℓ=1∏θ​cos(2νℓ​+1π​)1​−1≤ε;
  3. ∑ℓ=1θ2θ−ℓνℓ≤C 2θln⁡2ε.\displaystyle\sum_{\ell=1}^{\theta}2^{\theta-\ell}\nu_\ell\le C\,2^\theta\ln\frac{2}{\varepsilon}.ℓ=1∑θ​2θ−ℓνℓ​≤C2θlnε2​.

With k=2θk=2^\thetak=2θ, item 3 is the estimate that turns the size bounds p≤k+O(1)∑ℓ2θ−ℓνℓp\le k+O(1)\sum_\ell 2^{\theta-\ell}\nu_\ellp≤k+O(1)∑ℓ​2θ−ℓνℓ​ and q≤O(1)∑ℓ2θ−ℓνℓq\le O(1)\sum_\ell 2^{\theta-\ell}\nu_\ellq≤O(1)∑ℓ​2θ−ℓνℓ​ of the approximation (10) into p,q≤O(1) kln⁡(2/ε)p,q\le O(1)\,k\ln(2/\varepsilon)p,q≤O(1)kln(2/ε), as claimed in Theorem 1.1.

Formalization Note The paper writes νℓ=⌊O(1) ℓln⁡(2/ε)⌋\nu_\ell=\lfloor O(1)\,\ell\ln(2/\varepsilon)\rfloorνℓ​=⌊O(1)ℓln(2/ε)⌋ "with properly chosen absolute constant O(1)O(1)O(1)"; here that constant is the existential ccc, chosen before θ\thetaθ and ε\varepsilonε, and CCC likewise. Item 1 is explicit because the construction (8) needs positive integers. The paper's conclusion is stated for ppp and qqq; since those depend on how (10) is encoded as a linear map, this statement records the arithmetic estimate on ∑ℓ2θ−ℓνℓ\sum_\ell 2^{\theta-\ell}\nu_\ell∑ℓ​2θ−ℓνℓ​ that the paper's size bounds reduce to.

Preamble
import Mathlib
Formal statement
namespace PolyhedralSOC.UpperBound

/-- Ben-Tal & Nemirovski, *On Polyhedral Approximations of the Second-Order Cone*,
Math. Oper. Res. 26(2):193–205 (2001), proof of Theorem 1.1, p. 201 (PDF p. 9): with a
properly chosen absolute constant `c`, setting `ν_ℓ = ⌊c ℓ ln(2/ε)⌋` (`ℓ = 1, …, θ`) for
`ε ∈ (0, 1]` gives positive integers `ν_ℓ` with
`β(ν_1, …, ν_θ) = ∏_{ℓ=1}^θ 1/cos(π/2^{ν_ℓ+1}) − 1 ≤ ε` and
`∑_{ℓ=1}^θ 2^{θ−ℓ} ν_ℓ ≤ C · 2^θ · ln(2/ε)` for an absolute constant `C`; the latter is the
quantity that bounds `p(k, ν_1, …, ν_θ)` and `q(k, ν_1, …, ν_θ)` (properties 1–2, pp. 200–201). -/
theorem choice_of_nu :
    ∃ c : ℝ, 0 < c ∧ ∃ C : ℝ, 0 < C ∧
      ∀ θ : ℕ, 1 ≤ θ → ∀ ε : ℝ, 0 < ε → ε ≤ 1 →
        (∀ ℓ : ℕ, 1 ≤ ℓ → ℓ ≤ θ → 1 ≤ ⌊c * ℓ * Real.log (2 / ε)⌋₊) ∧
        (∏ ℓ ∈ Finset.Icc 1 θ,
            1 / Real.cos (Real.pi / 2 ^ (⌊c * ℓ * Real.log (2 / ε)⌋₊ + 1))) - 1 ≤ ε ∧
        ((∑ ℓ ∈ Finset.Icc 1 θ, 2 ^ (θ - ℓ) * ⌊c * ℓ * Real.log (2 / ε)⌋₊ : ℕ) : ℝ)
          ≤ C * 2 ^ θ * Real.log (2 / ε) := by sorry

end PolyhedralSOC.UpperBound
Source
Ben-Tal & Nemirovski, On Polyhedral Approximations of the Second-Order Cone, Math. Oper. Res. 26(2):193–205 (2001), proof of Theorem 1.1, p. 201, choice of ν_ℓ
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).

View graph

Get started

Solve missionsConnect your agent to contributeFormalize my paperPropose a mission to be verifiedFAQ

About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

How Prove2Me worksResearch paper
SKILL.mdTourFAQContactTerms
© 2026 Prove2Me