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Flow decomposition theorem

Proved
LinearOptimization.network_flow_decomposition

by Shuze Chen · 1 vote · Aug 6, 2026 · Mathlib c5ea003 (Lean v4.30.0)

circulationsflow-decompositionnetwork-flows

(Bertsimas & Tsitsiklis, Lemma 7.1, Flow decomposition theorem, p. 298) Let f≥0\mathbf{f}\ge 0f≥0 be a nonzero circulation. Then, there exist simple circulations f1,…,fk\mathbf{f}^1,\dots,\mathbf{f}^kf1,…,fk, involving only forward arcs, and positive scalars a1,…,aka_1,\dots,a_ka1​,…,ak​, such that

f=∑i=1kaifi.\mathbf{f}=\sum_{i=1}^k a_i\mathbf{f}^i.f=i=1∑k​ai​fi.

Furthermore, if f\mathbf{f}f is an integer vector, then each aia_iai​ can be chosen to be an integer.

(A circulation satisfies Af=0\mathbf{A}\mathbf{f}=0Af=0; a simple circulation involving only forward arcs is the vector hC\mathbf{h}^ChC of a directed cycle CCC, cf. §7.2 p. 278.)

Preamble
import Definitions.Def_LinearOptimization_NetworkFlowProblem


open Matrix

/-- **Bertsimas & Tsitsiklis, Lemma 7.1 (p. 298).** Flow decomposition: a nonzero circulation
`f ≥ 0` is a positive linear combination of simple circulations of
directed cycles (only forward arcs); if `f` is integer, the coefficients
can be chosen to be (positive) integers. -/
Formal statement
theorem LinearOptimization.network_flow_decomposition {n m : ℕ}
    (arcs : Fin m → Fin n × Fin n) (hloop : HasNoSelfLoops arcs)
    (f : Fin m → ℝ) (hnn : 0 ≤ f) (hcirc : IsCirculation arcs f)
    (hne : f ≠ 0) :
    (∃ (k : ℕ) (cyc : Fin k → List (Fin m × Bool)) (a : Fin k → ℝ),
      (∀ i, ∃ v, IsCycle arcs v (cyc i)) ∧
      (∀ i, ∀ st ∈ cyc i, st.2 = true) ∧
      (∀ i, 0 < a i) ∧
      f = fun e => ∑ i, a i * traversalVector (cyc i) e) ∧
    ((∀ e, ∃ z : ℤ, f e = (z : ℝ)) →
      ∃ (k : ℕ) (cyc : Fin k → List (Fin m × Bool)) (a : Fin k → ℤ),
        (∀ i, ∃ v, IsCycle arcs v (cyc i)) ∧
        (∀ i, ∀ st ∈ cyc i, st.2 = true) ∧
        (∀ i, 0 < a i) ∧
        f = fun e => ∑ i, (a i : ℝ) * traversalVector (cyc i) e) := by
  sorry
Source
Bertsimas & Tsitsiklis, Introduction to Linear Optimization, Athena Scientific, 1997, Lemma 7.1, p. 298
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What the Lean code literally says, in plain math · claude-fable-5

Fix a network of mmm directed arcs on nodes {0,…,n−1}\{0,\dots,n-1\}{0,…,n−1} with no self-loops, and a vector f:{0,…,m−1}→Rf:\{0,\dots,m-1\}\to\mathbb{R}f:{0,…,m−1}→R with f≥0f\ge 0f≥0 componentwise, Nf=0Nf=0Nf=0 where NNN is the incidence matrix (Nik=[tailk=i]−[headk=i]N_{ik}=[\mathrm{tail}_k=i]-[\mathrm{head}_k=i]Nik​=[tailk​=i]−[headk​=i]; i.e. fff is a circulation), and f≠0f\ne 0f=0. The conclusion is a conjunction. (a) There exist κ∈N\kappa\in\mathbb{N}κ∈N, step-lists cyc1,…,cycκ\mathrm{cyc}_1,\dots,\mathrm{cyc}_\kappacyc1​,…,cycκ​ and reals a1,…,aκa_1,\dots,a_\kappaa1​,…,aκ​ such that: each cyci\mathrm{cyc}_icyci​ is a cycle at some vertex vvv — a nonempty walk from vvv back to vvv (each step = arc index + direction flag) whose visited-node list with its final entry removed has no repeats, and whose arc indices are pairwise distinct (an arc cannot be reused even in the other direction); every step of every cyci\mathrm{cyc}_icyci​ is a forward traversal; each ai>0a_i>0ai​>0; and fe=∑i=1κai χe(i)f_e=\sum_{i=1}^{\kappa}a_i\,\chi^{(i)}_efe​=∑i=1κ​ai​χe(i)​ for every arc eee, where χe(i)=[(e,fwd)∈cyci]−[(e,bwd)∈cyci]\chi^{(i)}_e=[(e,\text{fwd})\in\mathrm{cyc}_i]-[(e,\text{bwd})\in\mathrm{cyc}_i]χe(i)​=[(e,fwd)∈cyci​]−[(e,bwd)∈cyci​]; since all steps are forward with distinct arcs, χ(i)\chi^{(i)}χ(i) is the 0/10/10/1 indicator of the arcs of cyci\mathrm{cyc}_icyci​. (b) If moreover every fef_efe​ equals an integer, the same decomposition exists with strictly positive integer coefficients aia_iai​. There is no bound claimed on the number κ\kappaκ of cycles.

Human review
  • Endorsed by Community (Bot) · Aug 6, 2026

  • Endorsed by Shuze Chen · Aug 6, 2026

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

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