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The Klee–Minty cube and Dantzig's rule

Definition
SmaleNinth_KleeMinty

by ORdos · Sep 6, 2026 · Mathlib c5ea003 (Lean v4.30.0)

klee-mintylinear-programmingpivoting-rulessimplex-method

The Klee–Minty cube is the family of linear programs on which the simplex method with the classical entering rule visits exponentially many vertices. In the presentation used here it is, for each n≥1n \ge 1n≥1,

maximize ∑j=1n10 n−jxjsubject to2∑j=1i−110 i−jxj+xi  ≤  100 i−1(i=1,…,n),x≥0.\text{maximize}\ \sum_{j=1}^{n} 10^{\,n-j} x_j \qquad \text{subject to}\qquad 2\sum_{j=1}^{i-1} 10^{\,i-j} x_j + x_i \;\le\; 100^{\,i-1}\quad (i = 1,\dots,n), \qquad x \ge 0 .maximize j=1∑n​10n−jxj​subject to2j=1∑i−1​10i−jxj​+xi​≤100i−1(i=1,…,n),x≥0.

Geometrically the feasible region is a combinatorial nnn-cube whose facets have been sheared by the powers of 101010, so that the objective orders its 2n2^n2n vertices along a Hamiltonian path.

Standard form. This module records the instance in the equality standard form used by the platform's simplex development, and with 000-based indices throughout. Variables 0,…,n−10, \dots, n-10,…,n−1 are the original variables and variables n,…,2n−1n, \dots, 2n-1n,…,2n−1 are slacks, so the constraint matrix AAA has nnn rows and 2n2n2n columns, with

Aij={2⋅10 i−j,j<i<n,1,j=i<n,0,i<j<n,Ai, n+i=1,Ai, n+i′=0 (i′≠i),A_{ij} = \begin{cases} 2\cdot 10^{\,i-j}, & j < i < n,\\ 1, & j = i < n,\\ 0, & i < j < n,\end{cases} \qquad A_{i,\,n+i} = 1,\quad A_{i,\,n+i'} = 0 \ (i' \ne i),Aij​=⎩⎨⎧​2⋅10i−j,1,0,​j<i<n,j=i<n,i<j<n,​Ai,n+i​=1,Ai,n+i′​=0 (i′=i),

right-hand side bi=100 ib_i = 100^{\,i}bi​=100i, and cost vector cj=−10 n−1−jc_j = -10^{\,n-1-j}cj​=−10n−1−j on the original variables and cj=0c_j = 0cj​=0 on the slacks, the sign turning the maximization into a minimization. The all-slack basis selects the nnn slack columns, B(i)=n+iB(i) = n+iB(i)=n+i; its associated point sets every original variable to 000 and every slack to si=100 is_i = 100^{\,i}si​=100i, which is the vertex at the origin of the cube.

Dantzig's rule. The platform's notion of a simplex pivot commits to no tie-breaking: it relates a basis-and-point pair to a successor whenever some nonbasic column with negative reduced cost enters and some row attaining the ratio test leaves. Dantzig's rule — the largest-coefficient, or most-negative-reduced-cost, rule — is the refinement in which the entering column jjj additionally satisfies

cˉj  ≤  cˉj′for every column j′,\bar c_j \;\le\; \bar c_{j'} \quad\text{for every column } j',cˉj​≤cˉj′​for every column j′,

where cˉj′\bar c_{j'}cˉj′​ denotes the reduced cost of column j′j'j′ at the current basis. The minimization ranges over all 2n2n2n columns rather than only the nonbasic ones; this is equivalent to the usual formulation, since basic columns have reduced cost 000 while the entering column has negative reduced cost. Ties among minimizers, and among rows attaining the ratio test, remain unconstrained, so the notion covers every implementation of the rule.

Definition code
import Definitions.Def_Polyhedron
import Definitions.Def_LinearOptimization_SimplexPivot

/-!
The Klee–Minty cube in standard form, the all-slack initial basis, and
Dantzig's pivoting rule.

Source: V. Klee, G.J. Minty, *How good is the simplex algorithm?*, in:
Inequalities III (O. Shisha, ed.), Academic Press 1972, pp. 159–175, in the
standard presentation of V. Chvátal, *Linear Programming*, Freeman 1983,
Chapter 4 ("How fast is the simplex method?"), problem (4.6):

    maximize    ∑_{j=1}^{n} 10^{n−j} x_j
    subject to  2 ∑_{j=1}^{i−1} 10^{i−j} x_j + x_i ≤ 100^{i−1}   (i = 1,…,n)
                x_j ≥ 0,

which Dantzig's largest-coefficient entering rule solves in exactly 2ⁿ − 1
simplex iterations from the all-slack starting dictionary.

Here the problem is put in the standard form `min c'x, Ax = b, x ≥ 0` of the
platform's `LinearOptimization` simplex development (Bertsimas–Tsitsiklis
Chapter 3): with 0-based indexing, variables `0, …, n−1` are the original
`x`-variables, variables `n, …, 2n−1` are the slacks, row `i` reads
`2 ∑_{j<i} 10^{i−j} x_j + x_i + s_i = 100^i`, and the objective is
`min −∑_j 10^{n−1−j} x_j`.

`IsDantzigPivot` strengthens the platform's `IsSimplexPivot` (which commits
to no pivoting rule) by requiring the entering index to have the **most
negative** reduced cost — Dantzig's original rule (Bertsimas–Tsitsiklis
§3.4, "largest coefficient" rule; Chvátal Chapter 4). Ties, if any, remain
unconstrained.
-/

open Matrix LinearOptimization

namespace SmaleNinth

/-- The Klee–Minty constraint matrix in standard form (`n` rows, `2n`
columns): row `i` is `2·10^{i−j}` at column `j < i`, `1` at column `i`
(the original variables), and `1` at the slack column `n + i`. -/
def kleeMintyA (n : ℕ) : Matrix (Fin n) (Fin (2 * n)) ℝ :=
  fun i j =>
    if (j : ℕ) < n then
      if (j : ℕ) < (i : ℕ) then 2 * 10 ^ ((i : ℕ) - (j : ℕ))
      else if (j : ℕ) = (i : ℕ) then 1
      else 0
    else if (j : ℕ) = n + (i : ℕ) then 1 else 0

/-- The Klee–Minty right-hand side: `b_i = 100^i` (0-based). -/
def kleeMintyb (n : ℕ) : Fin n → ℝ := fun i => 100 ^ (i : ℕ)

/-- The Klee–Minty cost vector for the minimization form:
`c_j = −10^{n−1−j}` on the original variables, `0` on the slacks. -/
def kleeMintyc (n : ℕ) : Fin (2 * n) → ℝ :=
  fun j => if (j : ℕ) < n then -(10 : ℝ) ^ (n - 1 - (j : ℕ)) else 0

/-- The all-slack starting basis: basic column `i` is the slack column
`n + i`. -/
def kleeMintySlackBasis (n : ℕ) : Fin n ↪ Fin (2 * n) :=
  ⟨fun i => ⟨n + (i : ℕ), by omega⟩, by
    intro a b hab
    have := congrArg (fun x : Fin (2 * n) => (x : ℕ)) hab
    simp only at this
    exact Fin.ext (by omega)⟩

/-- The basic feasible solution of the all-slack basis: every original
variable is `0` and each slack equals its right-hand side `100^i`. -/
def kleeMintySlackSolution (n : ℕ) : Fin (2 * n) → ℝ :=
  fun j => if (j : ℕ) < n then 0 else (100 : ℝ) ^ ((j : ℕ) - n)

/-- **Dantzig's pivoting rule** (largest-coefficient entering rule;
Bertsimas–Tsitsiklis §3.4, Chvátal Chapter 4): a simplex pivot whose
entering index has the most negative reduced cost. The exiting row is
constrained by the ratio test exactly as in `IsSimplexPivot`. -/
def IsDantzigPivot {m n : ℕ} (A : Matrix (Fin m) (Fin n) ℝ) (c : Fin n → ℝ)
    (B : Fin m ↪ Fin n) (x : Fin n → ℝ) (B' : Fin m ↪ Fin n)
    (x' : Fin n → ℝ) : Prop :=
  ∃ j ℓ, IsPivotStepAt A c B x B' x' j ℓ ∧
    (∀ i, 0 < pivotColumn A B j i →
      x (B ℓ) / pivotColumn A B j ℓ ≤ x (B i) / pivotColumn A B j i) ∧
    ∀ j' : Fin n, reducedCost A c B j ≤ reducedCost A c B j'

end SmaleNinth
Source
V. Klee, G.J. Minty, How good is the simplex algorithm?, in: Inequalities III (O. Shisha, ed.), Academic Press 1972, pp. 159-175; presentation: V. Chvatal, Linear Programming, Freeman 1983, Chapter 4, problem (4.6); standard form per Bertsimas-Tsitsiklis, Introduction to Linear Optimization, Chapters 1-3.
Read-back

What the Lean code literally says, in plain math · claude-fable-5

Read-back: Def_SmaleNinth_KleeMinty

All indices below are 0-based: row indices range over i∈{0,1,…,n−1}i \in \{0, 1, \dots, n-1\}i∈{0,1,…,n−1} and column indices over j∈{0,1,…,2n−1}j \in \{0, 1, \dots, 2n-1\}j∈{0,1,…,2n−1}. When n=0n = 0n=0 every one of these index sets is empty, so all five data definitions are the empty matrix/vector/map and are trivially well-formed.

kleeMintyA

For each natural number nnn, this is the n×2nn \times 2nn×2n real matrix AAA whose entry in row i∈{0,…,n−1}i \in \{0,\dots,n-1\}i∈{0,…,n−1} and column j∈{0,…,2n−1}j \in \{0,\dots,2n-1\}j∈{0,…,2n−1} is

Aij={2⋅10 i−jif j<n and j<i,1if j<n and j=i,0if j<n and j>i,1if j≥n and j=n+i,0if j≥n and j≠n+i.A_{ij} = \begin{cases} 2 \cdot 10^{\,i-j} & \text{if } j < n \text{ and } j < i,\\ 1 & \text{if } j < n \text{ and } j = i,\\ 0 & \text{if } j < n \text{ and } j > i,\\ 1 & \text{if } j \ge n \text{ and } j = n + i,\\ 0 & \text{if } j \ge n \text{ and } j \ne n + i. \end{cases}Aij​=⎩⎨⎧​2⋅10i−j1010​if j<n and j<i,if j<n and j=i,if j<n and j>i,if j≥n and j=n+i,if j≥n and j=n+i.​

The exponent i−ji - ji−j is natural-number (truncated) subtraction, but it is only used in the branch where j<ij < ij<i, where it agrees with ordinary subtraction and is at least 111. So row iii reads: entries 2⋅10i−j2\cdot 10^{i-j}2⋅10i−j in the columns j=0,…,i−1j = 0,\dots,i-1j=0,…,i−1, a 111 in column iii, zeros in columns i+1,…,n−1i+1,\dots,n-1i+1,…,n−1, a 111 in column n+in+in+i, and zeros in the remaining columns ≥n\ge n≥n.

kleeMintyb

For each natural number nnn, the vector b∈Rnb \in \mathbb{R}^nb∈Rn with

bi=100 i(i=0,…,n−1),b_i = 100^{\,i} \qquad (i = 0, \dots, n-1),bi​=100i(i=0,…,n−1),

so in particular b0=1b_0 = 1b0​=1 (when n≥1n \ge 1n≥1).

kleeMintyc

For each natural number nnn, the vector c∈R2nc \in \mathbb{R}^{2n}c∈R2n with

cj={− 10 n−1−jif j<n,0if n≤j<2n.c_j = \begin{cases} -\,10^{\,n-1-j} & \text{if } j < n,\\ 0 & \text{if } n \le j < 2n. \end{cases}cj​={−10n−1−j0​if j<n,if n≤j<2n.​

The exponent n−1−jn - 1 - jn−1−j is again natural-number truncated subtraction; in the branch j<nj < nj<n one has j≤n−1j \le n-1j≤n−1, so it agrees with the ordinary value n−1−j≥0n-1-j \ge 0n−1−j≥0. Thus c0=−10n−1c_0 = -10^{n-1}c0​=−10n−1, decreasing in magnitude down to cn−1=−100=−1c_{n-1} = -10^0 = -1cn−1​=−100=−1, and cj=0c_j = 0cj​=0 on the last nnn coordinates. (For n=0n = 0n=0 there are no coordinates at all.)

kleeMintySlackBasis

For each natural number nnn, the injective map B ⁣:{0,…,n−1}↪{0,…,2n−1}B \colon \{0,\dots,n-1\} \hookrightarrow \{0,\dots,2n-1\}B:{0,…,n−1}↪{0,…,2n−1} given by

B(i)=n+i.B(i) = n + i .B(i)=n+i.

This is only a function selecting nnn of the 2n2n2n column indices (the last nnn of them), packaged with a proof of injectivity. Nothing in the definition asserts that the corresponding columns of any matrix form a basis, are linearly independent, or that any associated basis matrix is invertible.

kleeMintySlackSolution

For each natural number nnn, the vector x∈R2nx \in \mathbb{R}^{2n}x∈R2n with

xj={0if j<n,100 j−nif n≤j<2n,x_j = \begin{cases} 0 & \text{if } j < n,\\ 100^{\,j-n} & \text{if } n \le j < 2n, \end{cases}xj​={0100j−n​if j<n,if n≤j<2n,​

where j−nj - nj−n is natural subtraction, well-defined in the used branch since j≥nj \ge nj≥n; equivalently xn+i=100 ix_{n+i} = 100^{\,i}xn+i​=100i for i=0,…,n−1i = 0,\dots,n-1i=0,…,n−1. Nothing in the definition asserts that this vector is feasible for any system, or that it is the basic solution associated with any basis; it is just this explicit vector.

IsDantzigPivot

Fix natural numbers m,nm, nm,n, a real m×nm \times nm×n matrix AAA, a cost vector c∈Rnc \in \mathbb{R}^nc∈Rn, an injective map B ⁣:{0,…,m−1}↪{0,…,n−1}B \colon \{0,\dots,m-1\} \hookrightarrow \{0,\dots,n-1\}B:{0,…,m−1}↪{0,…,n−1}, a vector x∈Rnx \in \mathbb{R}^nx∈Rn, a second injective map B′B'B′ of the same type, and a vector x′∈Rnx' \in \mathbb{R}^nx′∈Rn. (Injectivity of BBB and B′B'B′ is built into their type; no other property of them — and no property of xxx such as feasibility, nonnegativity, or being a basic solution — is assumed.)

Two auxiliary quantities, both defined via Lean's total matrix inverse:

  • the basis matrix ABA_BAB​ is the m×mm \times mm×m matrix with (AB)ik=Ai, B(k)(A_B)_{ik} = A_{i,\,B(k)}(AB​)ik​=Ai,B(k)​ (columns of AAA selected by BBB);
  • AB−1A_B^{-1}AB−1​ denotes Lean's matrix inverse, which is the true inverse when ABA_BAB​ is invertible and the zero matrix otherwise (a junk value; no hypothesis in this predicate rules that case out);
  • the pivot column at index jjj is the vector u=u(j)=AB−1Aj∈Rmu = u(j) = A_B^{-1} A_j \in \mathbb{R}^mu=u(j)=AB−1​Aj​∈Rm, where AjA_jAj​ is the jjj-th column of AAA (so u=0u = 0u=0 identically when ABA_BAB​ is not invertible);
  • the reduced cost of index j′j'j′ is
cˉj′=cj′−cB⊤(AB−1Aj′),cB=(cB(0),…,cB(m−1)),\bar{c}_{j'} = c_{j'} - c_B^\top \bigl(A_B^{-1} A_{j'}\bigr), \qquad c_B = \bigl(c_{B(0)}, \dots, c_{B(m-1)}\bigr),cˉj′​=cj′​−cB⊤​(AB−1​Aj′​),cB​=(cB(0)​,…,cB(m−1)​),

which degenerates to cˉj′=cj′\bar{c}_{j'} = c_{j'}cˉj′​=cj′​ when ABA_BAB​ is not invertible;

  • the basic direction at jjj is the vector
d=ej−∑i=0m−1ui eB(i)∈Rn,d = e_j - \sum_{i=0}^{m-1} u_i \, e_{B(i)} \in \mathbb{R}^n,d=ej​−i=0∑m−1​ui​eB(i)​∈Rn,

where eke_kek​ is the kkk-th standard basis vector (this formula is applied as written, with no separate assumption inside it that jjj avoids the range of BBB).

The predicate IsDantzigPivot⁡(A,c,B,x,B′,x′)\operatorname{IsDantzigPivot}(A, c, B, x, B', x')IsDantzigPivot(A,c,B,x,B′,x′) asserts: there exist an index j∈{0,…,n−1}j \in \{0,\dots,n-1\}j∈{0,…,n−1} and a row ℓ∈{0,…,m−1}\ell \in \{0,\dots,m-1\}ℓ∈{0,…,m−1} such that all of the following hold (writing u=u(j)u = u(j)u=u(j) throughout):

  1. Pivot step core (the unfolded IsPivotStepAt⁡\operatorname{IsPivotStepAt}IsPivotStepAt at (j,ℓ)(j,\ell)(j,ℓ)), a conjunction of six conditions:

    • jjj is not in the range of BBB (i.e. j≠B(i)j \ne B(i)j=B(i) for every iii);
    • cˉj<0\bar{c}_j < 0cˉj​<0;
    • uℓ>0u_\ell > 0uℓ​>0;
    • B′(i)=B(i)B'(i) = B(i)B′(i)=B(i) for every i≠ℓi \ne \elli=ℓ;
    • B′(ℓ)=jB'(\ell) = jB′(ℓ)=j;
    • x′=x+xB(ℓ)uℓ dx' = x + \dfrac{x_{B(\ell)}}{u_\ell}\, dx′=x+uℓ​xB(ℓ)​​d as an exact equality of vectors in Rn\mathbb{R}^nRn (the division is well-defined in the real numbers since uℓ>0u_\ell > 0uℓ​>0 is asserted; note the step length is xB(ℓ)/uℓx_{B(\ell)}/u_\ellxB(ℓ)​/uℓ​, whatever the sign of xB(ℓ)x_{B(\ell)}xB(ℓ)​, with no requirement that it be nonnegative).
  2. Ratio test on the exit row: for every row iii with ui>0u_i > 0ui​>0,

xB(ℓ)uℓ  ≤  xB(i)ui.\frac{x_{B(\ell)}}{u_\ell} \;\le\; \frac{x_{B(i)}}{u_i}.uℓ​xB(ℓ)​​≤ui​xB(i)​​.
  1. Entering-index minimality: for every column index j′∈{0,…,n−1}j' \in \{0,\dots,n-1\}j′∈{0,…,n−1} — the quantifier ranges over all nnn indices, basic ones and jjj itself included, not only nonbasic ones —
cˉj  ≤  cˉj′.\bar{c}_j \;\le\; \bar{c}_{j'}.cˉj​≤cˉj′​.

That is, cˉj\bar{c}_jcˉj​ is a minimum of the reduced costs over all columns; nothing constrains which minimizer is chosen when several attain the minimum, and the comparison is non-strict throughout.

Since the whole predicate is a bare existential over jjj and ℓ\ellℓ, it holds as soon as some such pair exists; it does not assert uniqueness of (j,ℓ)(j, \ell)(j,ℓ), of B′B'B′, or of x′x'x′.

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