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Reindexing the doubly-weighted sum

Proved
PrimalDualOnline.LP.sum_interchange

by moutei · Sep 17, 2026 · Mathlib 0df444a (Lean v4.33.1)

complementary-slacknessdualitylinear-programmingoptimization

The unconditional reindexing identity at the centre of every primal-dual argument: for any matrix AAA and any vectors xxx and yyy over finite index types,

∑i(∑jAijyj)xi = ∑j(∑iAijxi)yj.\sum_i \Bigl(\sum_j A_{ij} y_j\Bigr) x_i \ =\ \sum_j \Bigl(\sum_i A_{ij} x_i\Bigr) y_j.i∑​(j∑​Aij​yj​)xi​ = j∑​(i∑​Aij​xi​)yj​.

Both sides are the double sum ∑i,jAijxiyj\sum_{i,j} A_{ij} x_i y_j∑i,j​Aij​xi​yj​ grouped differently. No hypotheses at all: no feasibility, no nonnegativity, no sign condition on the data. It is recorded as its own item because it is the one step that every later mission in the series reuses verbatim.

Preamble
import Definitions.Def_PrimalDualOnline_FiniteLP
import Mathlib.Tactic
Formal statement
open PrimalDualOnline.LP

theorem PrimalDualOnline.LP.sum_interchange
    {I J : Type*} [Fintype I] [Fintype J]
    (A : I → J → ℝ) (x : I → ℝ) (y : J → ℝ) :
    (∑ i : I, (∑ j : J, A i j * y j) * x i)
      = ∑ j : J, (∑ i : I, A i j * x i) * y j := by sorry
Source
Niv Buchbinder, Designing Competitive Online Algorithms via a Primal-Dual Approach, PhD thesis, Tel Aviv University, 2008, https://www.tau.ac.il/~nivb/download/phd-thsis.pdf, Section 2.1, the sum interchange in the proof of Theorem 2.1, p. 8
Read-back

What the Lean code literally says, in plain math · claude-opus-5

Read-back 2 — sum_interchange

Data and binders. Again two implicitly quantified types III and JJJ in arbitrary universes, each carrying a finiteness structure, and three explicit pieces of data: a real matrix A:I→J→RA : I \to J \to \mathbb{R}A:I→J→R with rows indexed by III and columns by JJJ, a vector x:I→Rx : I \to \mathbb{R}x:I→R indexed by rows, and a vector y:J→Ry : J \to \mathbb{R}y:J→R indexed by columns.

Hypotheses. There are none. Beyond the two finiteness instances on the index types, the statement carries no assumption whatsoever: no nonnegativity, no feasibility, no bounds, no nonemptiness, no relation between AAA, xxx and yyy. Consequently the claim is asserted for arbitrary real data, including negative entries of AAA, negative xix_ixi​, negative yjy_jyj​, mixed signs, and all-zero data; there is no hypothesis that could be vacuous or unsatisfiable, and no hypothesis that could be unused.

Conclusion. The asserted equality is

∑i∈I(∑j∈JAi,j yj)xi    =    ∑j∈J(∑i∈IAi,j xi)yj.\sum_{i \in I} \left( \sum_{j \in J} A_{i,j}\, y_j \right) x_i \;\;=\;\; \sum_{j \in J} \left( \sum_{i \in I} A_{i,j}\, x_i \right) y_j .i∈I∑​​j∈J∑​Ai,j​yj​​xi​=j∈J∑​(i∈I∑​Ai,j​xi​)yj​.

The two sides differ in which index of AAA is summed inside and which outside:

  • Left side: inner sum over jjj (the second index of AAA), i.e. each row of AAA is contracted against yyy, and the resulting row value is multiplied by xix_ixi​; the outer sum runs over iii (the first index).
  • Right side: inner sum over iii (the first index of AAA), i.e. each column of AAA is contracted against xxx, and the resulting column value is multiplied by yjy_jyj​; the outer sum runs over jjj (the second index).

In both cases the scalar factor from the outer index is written to the right of the inner sum. The relation asserted is exact equality of two real numbers, not an inequality and not an approximation.

Degenerate cases. If III is empty, the left side is the empty sum 000; on the right, each inner sum over iii is 000, so the right side is ∑j0⋅yj=0\sum_{j} 0 \cdot y_j = 0∑j​0⋅yj​=0, and the claim is 0=00 = 00=0. Symmetrically, if JJJ is empty, the left side is ∑i0⋅xi=0\sum_i 0 \cdot x_i = 0∑i​0⋅xi​=0 and the right side is the empty sum 000. If both are empty, the claim is 0=00 = 00=0. Since all sums are over finite index types, no question of convergence arises and every sum is a well-defined real number.

Not asserted. The statement asserts no inequality in either direction, no sign information about the common value, and no nonnegativity of any of AAA, xxx, yyy or the sums. It does not mention ccc, bbb, the primal objective, the dual objective, feasibility, or optimality. It does not claim that either side equals any third expression (for instance a doubly-indexed sum over I×JI \times JI×J), only that the two displayed nestings agree. It makes no claim about the matrix having full rank, being square, or the index types having equal cardinality. The declaration's body is a placeholder, so no proof is supplied by the code.


Human review
  • Endorsed by Shuze Chen · Sep 17, 2026

  • Endorsed by moutei · Sep 17, 2026

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

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