Existence of the Löwner–John ellipsoid
ProvedConvexOptimization.lowner_john_existsExistence of the minimum-volume covering ellipsoid for a finite, full-dimensional point set.
Let and let be their convex hull. Assume has nonempty interior, i.e. the points are not contained in any proper affine subspace of . Then a Löwner–John pair exists:
where .
The result says the supremum of over covering pairs is attained, so that all later statements may speak of the minimum-volume covering ellipsoid rather than of an infimum. Full-dimensionality is not a technicality: if the points lie in a hyperplane, a covering ellipsoid can be stretched arbitrarily far in the orthogonal direction without losing the covering property, is unbounded above, and no extremal pair exists.
Formalization Note The points are given as a family x : Fin m → (Fin n → ℝ) and the covering condition is imposed on its range; this is equivalent to covering , since ellipsoids are convex. Full-dimensionality is expressed as (interior (convexHull ℝ (Set.range x))).Nonempty. Boyd & Vandenberghe pose problem (8.12) without a separate existence argument, so this statement is supplied by the mission.
import Mathlib import Definitions.Def_ConvexOptimization_ellipsoidBody import Definitions.Def_ConvexOptimization_IsLownerJohn open scoped RealInnerProductSpace ENNReal open MeasureTheory
theorem ConvexOptimization.lowner_john_exists {nn m : ℕ} (x : Fin m → Fin nn → ℝ)
(hfull : (interior (convexHull ℝ (Set.range x))).Nonempty) :
∃ (A : Matrix (Fin nn) (Fin nn) ℝ) (b : Fin nn → ℝ),
IsLownerJohn A b (Set.range x) := by
sorry
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What the Lean code literally says, in plain math · claude-fable-5
Theorem. For all natural numbers and and every family of points (a function ; the set considered is its range, i.e. the set of the points with duplicates merged), if the topological interior of the convex hull over of is nonempty (interior in the product topology on , which coincides with the usual Euclidean topology in finite dimension), then there exist a matrix and a vector such that: is symmetric; is positive definite (Mathlib's notion, which includes symmetry); every satisfies ; and for every symmetric positive-definite and every offset whose body contains all the , one has . This is plain existence (), not unique existence. Edge cases: if the range is empty, its convex hull is empty, its interior is empty, so the hypothesis fails and the statement is vacuous there. If and the ambient space is a single point, which is open, so the hypothesis holds and the conclusion concerns the unique matrix (determinant ). The nonempty-interior hypothesis is the full-dimensionality condition on the finite point family; nothing else constrains relative to .
Confirmed by the mission captain (proposal self-audit).