§5.1 — the cost shift makes weak subcolumn costs strict and adds to every partition's cost
ProvedLubbecke2005.SubcolumnPricing.cost_shiftLet be a finite collection of columns (subsets of the rows , with incidence vectors ) and a cost vector such that whenever and . Define the shifted costs . Then:
- satisfies the subcolumn property: for all with ;
- for every satisfying the set-partitioning constraints ,
The paper states: "If only holds, strict inequality can be obtained by modifying the cost structure by . This adds to a constant term equal to the number of rows and does not change the problem." Part 2 is the pointwise form of the second sentence: the feasible set is unchanged and on it the objective is shifted by the constant , so the optimal solutions are the same and the optimal value becomes . The shift therefore lets Proposition 2 be applied when the costs are only weakly monotone under inclusion.
Formalization Note. Columns are Finset (Fin m); is s.card. Part 2 is stated for real multipliers (it covers the LP relaxation and the integer program alike, and uses no sign condition). The paper's "" is not formalized as an optimal value; the pointwise identity on the feasible set is the content of "adds to a constant term … and does not change the problem".
import Mathlib import Definitions.Def_Lubbecke2005_SubcolumnPricing_Columns
namespace Lubbecke2005.SubcolumnPricing
theorem cost_shift {m : ℕ} (𝒜 : Finset (Finset (Fin m))) (c : Finset (Fin m) → ℝ)
(hweak : ∀ r ∈ 𝒜, ∀ s ∈ 𝒜, r ⊂ s → c r ≤ c s) :
SubcolumnProperty 𝒜 (fun s => c s + (s.card : ℝ)) ∧
∀ lam : Finset (Fin m) → ℝ,
(∑ s ∈ 𝒜, lam s • incidence s) = (1 : Fin m → ℝ) →
∑ s ∈ 𝒜, (c s + (s.card : ℝ)) * lam s = ∑ s ∈ 𝒜, c s * lam s + (m : ℝ) := by sorry
end Lubbecke2005.SubcolumnPricing
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.