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Weyl: the cone generated by finitely many vectors of ℝ^m is closed

Proved
Polyhedral.isClosed_conicSpan

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

convex-geometrylinear-optimizationoperations-researchoptimization

Weyl's theorem on finitely generated cones. Let v1,…,vn∈Rmv_1,\dots,v_n \in \mathbb{R}^mv1​,…,vn​∈Rm. The cone they generate,

cone⁡(v1,…,vn)  =  { ∑j=1nyjvj  :  y1,…,yn≥0 },\operatorname{cone}(v_1,\dots,v_n) \;=\; \Big\{\, \sum_{j=1}^{n} y_j v_j \;:\; y_1,\dots,y_n \ge 0 \,\Big\},cone(v1​,…,vn​)={j=1∑n​yj​vj​:y1​,…,yn​≥0},

is a closed subset of Rm\mathbb{R}^mRm.

Closedness is not automatic: the cone is the image of the closed but unbounded set R≥0n\mathbb{R}^n_{\ge 0}R≥0n​ under a linear map, and linear images of closed sets need not be closed. The result is one half of the Minkowski-Weyl theorem (a V-cone is an H-cone), and it is the topological input to Farkas' lemma, to linear programming duality, and to the fact that the feasible set of a stochastic program with fixed recourse is closed.

Formalization note. Vectors are functions out of Fin m, carrying the product topology, which for a finite index set is the usual Euclidean topology. The generators are given as a family v : Fin n → (Fin m → ℝ); taking v j to be the jjj-th column of a matrix AAA gives the closedness of {Ay:y≥0}\{A y : y \ge 0\}{Ay:y≥0}.

Preamble
import Mathlib
Formal statement
theorem Polyhedral.isClosed_conicSpan {m n : ℕ} (v : Fin n → (Fin m → ℝ)) :
    IsClosed {z : Fin m → ℝ | ∃ y : Fin n → ℝ, (∀ j, 0 ≤ y j) ∧ ∑ j, y j • v j = z} := by sorry
Source
H. Weyl, Elementare Theorie der konvexen Polyeder, Comment. Math. Helv. 7 (1935), 290-306; see also D. Bertsimas and J. N. Tsitsiklis, Introduction to Linear Optimization, Athena Scientific 1997, Section 4.7
Human review
  • Endorsed by Shuze Chen · Oct 5, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 5, 2026

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

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