Lemma 8.5.4 — reformulation of BP-exactness via the crosspolytope
ProvedMatousekLP.SparseRecovery.bp_exact_iff_crosspolytopeLet be a real matrix with , let be a nonnegative integer, and let be the kernel of . Write , , and for the crosspolytope. Recall that is BP-exact for if for every , every solution of with at most nonzero components is the unique minimizer of subject to . Then
In words: basis pursuit recovers every -sparse solution exactly if and only if every translate of the kernel through a sparse boundary point of the crosspolytope touches the crosspolytope only at . This geometric characterization is the starting point of the known proofs of Theorem 8.5.2.
Formalization Note The hypotheses and are on the page and are kept, although the equivalence does not depend on them. Indices are ; the -norm is written out as a sum of absolute values.
import Mathlib import Definitions.Def_MatousekLP_SparseRecovery_BasisPursuit
namespace MatousekLP.SparseRecovery
open Matrix
/-- **Lemma 8.5.4 (Reformulation of BP-exactness)**, Matoušek & Gärtner, *Understanding and
Using Linear Programming*, Springer 2007, p. 172. Let `A` be an `m × n` matrix, `m < n`, let
`r ≤ m`, and let `L = {x ∈ ℝⁿ : Ax = 0}` be the kernel of `A`. Then `A` is BP-exact for `r`
if and only if for every `z ∈ ℝⁿ` with `‖z‖₁ = 1` and `|supp(z)| ≤ r`,
`(L + z) ∩ B₁ⁿ = {z}`. -/
theorem bp_exact_iff_crosspolytope {m n : ℕ} (A : Matrix (Fin m) (Fin n) ℝ) (r : ℕ)
(hmn : m < n) (hrm : r ≤ m) :
IsBPExact A r ↔
∀ z : Fin n → ℝ, l1Norm z = 1 → (supp z).card ≤ r →
translate (kernel A) z ∩ crosspolytope n = {z} := by sorry
end MatousekLP.SparseRecovery
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.