Lemma 4.2.1 — basic iff the columns on the positive coordinates are independent
ProvedMatousekLP.BFS.basic_iff_positive_columns_linIndeplinear-programmingp2o-batch-b23bp2o-gran-per-chapterp2o-plan-bookp2o-v1polyhedra
Let be a real matrix of rank (so ), let , and consider the linear program in equational form with constraints , . Let be a feasible solution and let
Then is a basic feasible solution if and only if the columns of (the columns of indexed by ) are linearly independent.
The lemma removes the choice of the -element set from the definition of a basic feasible solution: basicness is a property of the support of alone. It is the step by which the existence proof of Theorem 4.2.3 recognizes a basic feasible solution.
Formalization Note The standing assumption of §4.2 (p. 44), that has columns and rank , is a hypothesis. Indices run over Fin n.
Preamble
import Mathlib import Definitions.Def_MatousekLP_BFS_EquationalForm open Matrix
Formal statement
namespace MatousekLP.BFS
/-- Lemma 4.2.1 (p. 45). Standing assumption of §4.2 (p. 44): `A` has `m` rows, `n` columns,
`n ≥ m`, and rank `m`. -/
theorem basic_iff_positive_columns_linIndep {m n : ℕ} (A : Matrix (Fin m) (Fin n) ℝ)
(b : Fin m → ℝ) (hmn : m ≤ n) (hrank : A.rank = m) (x : Fin n → ℝ)
(hx : IsFeasible A b x) :
IsBasicFeasible A b x ↔ ColumnsLinIndep A (positiveIndices x) := by sorry
end MatousekLP.BFS
Source
Matoušek & Gärtner, Understanding and Using Linear Programming, Springer 2007, p. 45, Lemma 4.2.1 (standing assumption of §4.2 on p. 44)
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.