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Lemma 4.5 — an M-concave function coincides with its concave closure on BBB

Proved
SteinitzExchange.Duality.concaveClosure_eq_of_exc

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

concave-closureexchange-propertym-concavep2o-batch-p100bp2o-gran-per-chapterp2o-plan-paperp2o-v1

Let B⊆ZVB\subseteq\mathbb Z^VB⊆ZV be a finite integral base set and let ω:B→R\omega:B\to\mathbb Rω:B→R satisfy the exchange property (EXC). Then

ω^(x)=ω(x)for all x∈B,\hat\omega(x)=\omega(x)\qquad\text{for all }x\in B,ω^(x)=ω(x)for all x∈B,

where ω^\hat\omegaω^ is the concave closure of ω\omegaω.

For arbitrary ω\omegaω only ω^≥ω\hat\omega\ge\omegaω^≥ω holds on BBB; (EXC) makes the concave closure an extension of ω\omegaω. In the duality theorem this is what makes an integral optimum of the relaxed primal problem an optimum of the primal problem.

Preamble
import Mathlib
import Definitions.Def_SteinitzExchange_Duality_IntegralBaseSet
import Definitions.Def_SteinitzExchange_Duality_Exchange
import Definitions.Def_SteinitzExchange_Duality_Conjugate
Formal statement
namespace SteinitzExchange.Duality

/-- Murota 1996, p. 288, Lemma 4.5: if `ω` satisfies (EXC) on the finite integral base set `B`,
then its concave closure agrees with it on `B`: `ω̂(x) = ω(x)` for all `x ∈ B`. -/
theorem concaveClosure_eq_of_exc {V : Type*} [Fintype V] [DecidableEq V] [Nonempty V]
    (B : Finset (V → ℤ)) (hB : IsIntegralBaseSet B) (ω : (V → ℤ) → ℝ)
    (hω : SatisfiesEXC B ω) :
    ∀ x ∈ B, concaveClosure B ω (toReal x) = ω x := by sorry

end SteinitzExchange.Duality
Source
Murota, Convexity and Steinitz's Exchange Property, Adv. Math. 124 (1996), p. 288, Lemma 4.5
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What the Lean code literally says, in plain math · claude-opus-5-5

Setting.

  • VVV is a finite, nonempty type with decidable equality.
  • B⊆ZVB \subseteq \mathbb{Z}^VB⊆ZV is an integral base set: nonempty, and for all x,y∈Bx, y \in Bx,y∈B and every uuu with (x−y)(u)>0(x-y)(u) > 0(x−y)(u)>0 there is vvv with (x−y)(v)<0(x-y)(v) < 0(x−y)(v)<0 and x−χu+χv∈Bx - \chi_u + \chi_v \in Bx−χu​+χv​∈B. Here χu\chi_uχu​ is the unit integer vector at uuu.
  • ω:ZV→R\omega : \mathbb{Z}^V \to \mathbb{R}ω:ZV→R satisfies (EXC) on BBB: for all x,y∈Bx, y \in Bx,y∈B and every uuu with (x−y)(u)>0(x-y)(u) > 0(x−y)(u)>0, there is vvv with (x−y)(v)<0(x-y)(v) < 0(x−y)(v)<0 such that
    • x−χu+χv∈Bx - \chi_u + \chi_v \in Bx−χu​+χv​∈B and y+χu−χv∈By + \chi_u - \chi_v \in By+χu​−χv​∈B;
    • ω(x)+ω(y)≤ω(x−χu+χv)+ω(y+χu−χv)\omega(x)+\omega(y) \le \omega(x-\chi_u+\chi_v) + \omega(y+\chi_u-\chi_v)ω(x)+ω(y)≤ω(x−χu​+χv​)+ω(y+χu​−χv​).

Claim. For every x∈Bx \in Bx∈B:

ω^(x)=ω(x).\hat\omega(x) = \omega(x).ω^(x)=ω(x).

Here ω^\hat\omegaω^ is the concave closure with respect to BBB, evaluated at xxx viewed as a real vector:

ω^(b)=inf⁡p∈RV(⟨p,b⟩−ω∘(p)),ω∘(p)=min⁡y∈B(⟨p,y⟩−ω(y)).\hat\omega(b) = \inf_{p\in\mathbb{R}^V}\bigl(\langle p,b\rangle - \omega^\circ(p)\bigr), \qquad \omega^\circ(p) = \min_{y \in B}\bigl(\langle p,y\rangle - \omega(y)\bigr).ω^(b)=p∈RVinf​(⟨p,b⟩−ω∘(p)),ω∘(p)=y∈Bmin​(⟨p,y⟩−ω(y)).

The first infimum is a real infimum (junk value 000 if unbounded).

Degenerate cases. If BBB has a single element, both hypotheses hold vacuously for every ω\omegaω. The claim then says that the concave closure at that point equals ω\omegaω there. Empty VVV and empty BBB are excluded.

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).

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