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Theorem 13.24 — the closed-form convex hull of a union of two polymatroids

Proved
Disjunctive.Polymatroids.polymatroid_union_closed_form

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

combinatoricsdisjunctive-programmingpolyhedra

This is Theorem 13.24 of Balas's Disjunctive Programming, the goal theorem of this mission and the closing result of the entire book: a fully explicit, closed-form description of the convex hull of a union of two polymatroids, in the original variable space (no lifting, no auxiliary variables).

For polymatroid rank functions r1,r2r_1,r_2r1​,r2​ (satisfying r(∅)=0r(\emptyset)=0r(∅)=0, monotone, submodular),

conv(P(r1)∪P(r2))={x≥0:x(A)≤max⁡{r1(A),r2(A)} ∀A⊆N;r2(B)−r1(B)r1(A)r2(B)−r1(B)r2(A)x(A)+r1(A)−r2(A)r1(A)r2(B)−r1(B)r2(A)x(B)≤1\mathrm{conv}(P(r_1)\cup P(r_2)) = \Big\{x\ge0 : x(A)\le\max\{r_1(A),r_2(A)\}\ \forall A\subseteq N;\quad \frac{r_2(B)-r_1(B)}{r_1(A)r_2(B)-r_1(B)r_2(A)}x(A) + \frac{r_1(A)-r_2(A)}{r_1(A)r_2(B)-r_1(B)r_2(A)}x(B) \le 1conv(P(r1​)∪P(r2​))={x≥0:x(A)≤max{r1​(A),r2​(A)} ∀A⊆N;r1​(A)r2​(B)−r1​(B)r2​(A)r2​(B)−r1​(B)​x(A)+r1​(A)r2​(B)−r1​(B)r2​(A)r1​(A)−r2​(A)​x(B)≤1 ∀A,B⊆N with (r1(A)−r2(A))(r1(B)−r2(B))<0}.\forall A,B\subseteq N \text{ with } (r_1(A)-r_2(A))(r_1(B)-r_2(B))<0\Big\}.∀A,B⊆N with (r1​(A)−r2​(A))(r1​(B)−r2​(B))<0}.

The book's proof, resting on Propositions 13.22 and 13.23, reduces to examining the extreme points of UUU: a basic feasible solution has at most two nonzero components uA,uBu_A,u_BuA​,uB​. A single nonzero uA=1/max⁡{r1(A),r2(A)}u_A = 1/\max\{r_1(A),r_2(A)\}uA​=1/max{r1​(A),r2​(A)} yields the first family of inequalities; two simultaneously nonzero uA,uBu_A,u_BuA​,uB​ solving uAr1(A)+uBr1(B)=1u_Ar_1(A)+u_Br_1(B)=1uA​r1​(A)+uB​r1​(B)=1, uAr2(A)+uBr2(B)=1u_Ar_2(A)+u_Br_2(B)=1uA​r2​(A)+uB​r2​(B)=1 have a (unique, positive) solution exactly when (r1(A)−r2(A))(r1(B)−r2(B))<0(r_1(A)-r_2(A))(r_1(B)-r_2(B))<0(r1​(A)−r2​(A))(r1​(B)−r2​(B))<0, yielding the second family. This generalizes an earlier result on the disjunction of matroid polyhedra (proved by different means) to arbitrary polymatroids.

Formalization Note. IsPolymatroidRankFunction (not IsApp1SetFunction) is the correct hypothesis here, matching the book's own "ri:2N→Rr_i:2^N\to\mathbb Rri​:2N→R for i=1,2i=1,2i=1,2 are polymatroid rank functions (satisfying 1 and 3 in Application 1 and submodular)" — this is r(\emptyset)=0 plus monotonicity plus submodularity, not the r(A)\le|A| bound of IsApp1SetFunction (that bound is specific to the matroid-truncated special case of §13.4, not required for the general polymatroid closed form). Confusing the two hypotheses here would misstate exactly which set functions the theorem covers — this is the distinction BRIEF.md explicitly warns to get right.

Preamble
import Mathlib
import Definitions.Def_Disjunctive_Polymatroids_Basic
Formal statement
namespace Disjunctive.Polymatroids

/-- Theorem 13.24 (Balas §13.8, p. 232), the goal theorem of this mission and the book's closing
result: for polymatroid rank functions `r₁,r₂`, `conv(P(r₁)∪P(r₂))` has a closed-form description
in the original variable space: `x(A)≤max{r₁(A),r₂(A)}` for every `A⊆N`, together with a two-set
inequality for every pair `A,B⊆N` with `(r₁(A)-r₂(A))(r₁(B)-r₂(B))<0`. -/
theorem polymatroid_union_closed_form {n : ℕ} (r1 r2 : Finset (Fin n) → ℝ)
    (hr1 : IsPolymatroidRankFunction r1) (hr2 : IsPolymatroidRankFunction r2) :
    convexHull ℝ (PolymatroidP r1 ∪ PolymatroidP r2) =
      {x : Fin n → ℝ | 0 ≤ x ∧ (∀ A : Finset (Fin n), SumOver x A ≤ max (r1 A) (r2 A)) ∧
        ∀ A B : Finset (Fin n), (r1 A - r2 A) * (r1 B - r2 B) < 0 →
          (r2 B - r1 B) / (r1 A * r2 B - r1 B * r2 A) * SumOver x A +
            (r1 A - r2 A) / (r1 A * r2 B - r1 B * r2 A) * SumOver x B ≤ 1} := by sorry

end Disjunctive.Polymatroids
Source
Balas, Disjunctive Programming, Springer 2018, DOI 10.1007/978-3-030-00148-3, p. 232, Theorem 13.24
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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