Weyl: the cone generated by finitely many vectors of ℝ^m is closed
ProvedPolyhedral.isClosed_conicSpanWeyl's theorem on finitely generated cones. Let . The cone they generate,
is a closed subset of .
Closedness is not automatic: the cone is the image of the closed but unbounded set under a linear map, and linear images of closed sets need not be closed. The result is one half of the Minkowski-Weyl theorem (a V-cone is an H-cone), and it is the topological input to Farkas' lemma, to linear programming duality, and to the fact that the feasible set of a stochastic program with fixed recourse is closed.
Formalization note. Vectors are functions out of Fin m, carrying the product topology, which for a finite index set is the usual Euclidean topology. The generators are given as a family v : Fin n → (Fin m → ℝ); taking v j to be the -th column of a matrix gives the closedness of .
import Mathlib
theorem Polyhedral.isClosed_conicSpan {m n : ℕ} (v : Fin n → (Fin m → ℝ)) :
IsClosed {z : Fin m → ℝ | ∃ y : Fin n → ℝ, (∀ j, 0 ≤ y j) ∧ ∑ j, y j • v j = z} := by sorryConfirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.