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Lemma 8.5.4 — reformulation of BP-exactness via the crosspolytope

Proved
MatousekLP.SparseRecovery.bp_exact_iff_crosspolytope

by mikedeng1 · Oct 3, 2026 · Mathlib 0df444a (Lean v4.33.1)

basis-pursuitconvex-geometrylinear-programmingp2o-batch-b23bp2o-gran-per-chapterp2o-plan-bookp2o-v1sparse-recovery

Let AAA be a real m×nm\times nm×n matrix with m<nm<nm<n, let r≤mr\le mr≤m be a nonnegative integer, and let L={x∈Rn:Ax=0}L=\{x\in\mathbb{R}^n: Ax=0\}L={x∈Rn:Ax=0} be the kernel of AAA. Write ∥x∥1=∑i∣xi∣\|x\|_1=\sum_i|x_i|∥x∥1​=∑i​∣xi​∣, supp⁡(x)={i:xi≠0}\operatorname{supp}(x)=\{i: x_i\neq0\}supp(x)={i:xi​=0}, and B1n={x:∥x∥1≤1}B^n_1=\{x:\|x\|_1\le1\}B1n​={x:∥x∥1​≤1} for the crosspolytope. Recall that AAA is BP-exact for rrr if for every b∈Rmb\in\mathbb{R}^mb∈Rm, every solution x~\tilde xx~ of Ax=bAx=bAx=b with at most rrr nonzero components is the unique minimizer of ∥x∥1\|x\|_1∥x∥1​ subject to Ax=bAx=bAx=b. Then

A is BP-exact for r  ⟺  for every z∈Rn with ∥z∥1=1 and ∣supp⁡(z)∣≤r:(L+z)∩B1n={z}.A\text{ is BP-exact for } r\iff \text{for every } z\in\mathbb{R}^n \text{ with } \|z\|_1=1 \text{ and } |\operatorname{supp}(z)|\le r:\quad (L+z)\cap B^n_1=\{z\}.A is BP-exact for r⟺for every z∈Rn with ∥z∥1​=1 and ∣supp(z)∣≤r:(L+z)∩B1n​={z}.

In words: basis pursuit recovers every rrr-sparse solution exactly if and only if every translate of the kernel through a sparse boundary point zzz of the crosspolytope touches the crosspolytope only at zzz. This geometric characterization is the starting point of the known proofs of Theorem 8.5.2.

Formalization Note The hypotheses m<nm<nm<n and r≤mr\le mr≤m are on the page and are kept, although the equivalence does not depend on them. Indices are 0,…,n−10,\dots,n-10,…,n−1; the ℓ1\ell_1ℓ1​-norm is written out as a sum of absolute values.

Preamble
import Mathlib
import Definitions.Def_MatousekLP_SparseRecovery_BasisPursuit
Formal statement
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
Source
Matoušek & Gärtner, Understanding and Using Linear Programming, Springer 2007, p. 172, Lemma 8.5.4 (Reformulation of BP-exactness); BP-exact defined p. 170
Human review
  • Endorsed by Shuze Chen · Oct 5, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 5, 2026

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

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