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Lemma 4.2.1 — basic iff the columns on the positive coordinates are independent

Proved
MatousekLP.BFS.basic_iff_positive_columns_linIndep

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

linear-programmingp2o-batch-b23bp2o-gran-per-chapterp2o-plan-bookp2o-v1polyhedra

Let AAA be a real m×nm\times nm×n matrix of rank mmm (so n≥mn\ge mn≥m), let b∈Rmb\in\mathbb{R}^mb∈Rm, and consider the linear program in equational form with constraints Ax=bAx=bAx=b, x≥0x\ge 0x≥0. Let xxx be a feasible solution and let

K={ j∈{1,…,n}:xj>0 }.K=\{\,j\in\{1,\dots,n\} : x_j>0\,\}.K={j∈{1,…,n}:xj​>0}.

Then xxx is a basic feasible solution if and only if the columns of AKA_KAK​ (the columns of AAA indexed by KKK) are linearly independent.

The lemma removes the choice of the mmm-element set BBB from the definition of a basic feasible solution: basicness is a property of the support of xxx alone. It is the step by which the existence proof of Theorem 4.2.3 recognizes a basic feasible solution.

Formalization Note The standing assumption of §4.2 (p. 44), that AAA has n≥mn\ge mn≥m columns and rank mmm, is a hypothesis. Indices run over Fin n.

Preamble
import Mathlib
import Definitions.Def_MatousekLP_BFS_EquationalForm
open Matrix
Formal statement
namespace MatousekLP.BFS

/-- Lemma 4.2.1 (p. 45). Standing assumption of §4.2 (p. 44): `A` has `m` rows, `n` columns,
`n ≥ m`, and rank `m`. -/
theorem basic_iff_positive_columns_linIndep {m n : ℕ} (A : Matrix (Fin m) (Fin n) ℝ)
    (b : Fin m → ℝ) (hmn : m ≤ n) (hrank : A.rank = m) (x : Fin n → ℝ)
    (hx : IsFeasible A b x) :
    IsBasicFeasible A b x ↔ ColumnsLinIndep A (positiveIndices x) := by sorry

end MatousekLP.BFS
Source
Matoušek & Gärtner, Understanding and Using Linear Programming, Springer 2007, p. 45, Lemma 4.2.1 (standing assumption of §4.2 on p. 44)
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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