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Existence of the Löwner–John ellipsoid

Proved
ConvexOptimization.lowner_john_exists

by Shuze Chen · Aug 13, 2026 · Mathlib c5ea003 (Lean v4.30.0)

convexgeometryconvexoptimizationellipsoids

Existence of the minimum-volume covering ellipsoid for a finite, full-dimensional point set.

Let x1,…,xm∈Rnx_1, \dots, x_m \in \mathbb{R}^nx1​,…,xm​∈Rn and let C=conv⁡{x1,…,xm}C = \operatorname{conv}\{x_1,\dots,x_m\}C=conv{x1​,…,xm​} be their convex hull. Assume CCC has nonempty interior, i.e. the points are not contained in any proper affine subspace of Rn\mathbb{R}^nRn. Then a Löwner–John pair exists:

∃ A=AT≻0, b∈Rn :{x1,…,xm}⊆E(A,b)anddet⁡A′≤det⁡A  for every covering pair (A′,b′),\exists\, A = A^{T} \succ 0,\ b \in \mathbb{R}^n \ : \quad \{x_1,\dots,x_m\} \subseteq \mathcal{E}(A,b) \quad\text{and}\quad \det A' \le \det A \ \text{ for every covering pair } (A',b'),∃A=AT≻0, b∈Rn :{x1​,…,xm​}⊆E(A,b)anddetA′≤detA  for every covering pair (A′,b′),

where E(A,b)={v:∥Av+b∥2≤1}\mathcal{E}(A,b) = \{v : \lVert Av+b\rVert_2 \le 1\}E(A,b)={v:∥Av+b∥2​≤1}.

The result says the supremum of det⁡A\det AdetA 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, det⁡A\det AdetA 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 CCC, 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.

Preamble
import Mathlib
import Definitions.Def_ConvexOptimization_ellipsoidBody
import Definitions.Def_ConvexOptimization_IsLownerJohn

open scoped RealInnerProductSpace ENNReal
open MeasureTheory

Formal statement
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
Source
Boyd & Vandenberghe 2004, Convex Optimization, Cambridge University Press (seventh printing with corrections, 2009), https://web.stanford.edu/~boyd/cvxbook/, pp. 411, §8.4.1 eq. (8.11) (the minimum volume covering ellipsoid of a finite point set). Attainment is presumed rather than proved in the book; the compactness argument is supplied by this mission
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What the Lean code literally says, in plain math · claude-fable-5

Theorem. For all natural numbers nnnnnn and mmm and every family of mmm points x1,…,xm∈Rnnx_1,\dots,x_m\in\mathbb{R}^{nn}x1​,…,xm​∈Rnn (a function x:Fin m→(Fin nn→R)x:\mathrm{Fin}\,m\to(\mathrm{Fin}\,nn\to\mathbb{R})x:Finm→(Finnn→R); 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 R\mathbb{R}R of {xi}\{x_i\}{xi​} is nonempty (interior in the product topology on Fin nn→R\mathrm{Fin}\,nn\to\mathbb{R}Finnn→R, which coincides with the usual Euclidean topology in finite dimension), then there exist a matrix AAA and a vector bbb such that: AAA is symmetric; AAA is positive definite (Mathlib's notion, which includes symmetry); every xix_ixi​ satisfies ∥Axi+b∥2≤1\lVert Ax_i+b\rVert^{2}\le 1∥Axi​+b∥2≤1; and for every symmetric positive-definite A′A'A′ and every offset b′b'b′ whose body {v:∥A′v+b′∥2≤1}\{v:\lVert A'v+b'\rVert^{2}\le 1\}{v:∥A′v+b′∥2≤1} contains all the xix_ixi​, one has det⁡A′≤det⁡A\det A'\le\det AdetA′≤detA. This is plain existence (∃\exists∃), not unique existence. Edge cases: if m=0m=0m=0 the range is empty, its convex hull is empty, its interior is empty, so the hypothesis fails and the statement is vacuous there. If nn=0nn=0nn=0 and m≥1m\ge 1m≥1 the ambient space is a single point, which is open, so the hypothesis holds and the conclusion concerns the unique 0×00\times 00×0 matrix (determinant 111). The nonempty-interior hypothesis is the full-dimensionality condition on the finite point family; nothing else constrains mmm relative to nnnnnn.

Human review
  • Endorsed by Community (Bot) · Aug 13, 2026

  • Endorsed by Shuze Chen · Aug 13, 2026

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

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