def
signed_row_score
{m : ℕ+}
{n : ℕ}
(A : Matrix (Fin ↑m) (Fin n) ℝ)
(b : EuclideanSpace ℝ (Fin ↑m))
(x : EuclideanSpace ℝ (Fin n))
:
Fin ↑m ⊕ Fin ↑m → ℝ
Helper for Proposition 6.20: the signed affine row score on the stacked row index type.
Instances For
theorem
sup_abs_row_pairing_sub_offset_eq_signed_row_sup
{m : ℕ+}
{n : ℕ}
(A : Matrix (Fin ↑m) (Fin n) ℝ)
(b : EuclideanSpace ℝ (Fin ↑m))
(x : EuclideanSpace ℝ (Fin n))
:
(Finset.univ.sup' ⋯ fun (j : Fin ↑m) => |A j ⬝ᵥ x.ofLp| - b.ofLp j) = Finset.univ.sup' ⋯ (signed_row_score A b x)
Helper for Proposition 6.20: the absolute-value row objective is the finite maximum of the corresponding signed row scores.
theorem
finset_sup'_eq_sSup_stdSimplex_weighted_sum
{ι : Type u_1}
[Fintype ι]
[Nonempty ι]
(f : ι → ℝ)
:
Finset.univ.sup' ⋯ f = sSup (Set.range fun (u : StdSimplex ℝ ι) => ∑ i : ι, u.weights i * f i)
Helper for Proposition 6.20: a finite maximum equals the supremum of all simplex-weighted averages of the same finite family.
theorem
signed_row_weighted_sum_eq_matrix_dotProduct_sub
{m : ℕ+}
{n : ℕ}
(A : Matrix (Fin ↑m) (Fin n) ℝ)
(b : EuclideanSpace ℝ (Fin ↑m))
(x : EuclideanSpace ℝ (Fin n))
(u : StdSimplex ℝ (Fin ↑m ⊕ Fin ↑m))
:
∑ k : Fin ↑m ⊕ Fin ↑m, u.weights k * signed_row_score A b x k = (A.fromRows (-A)).mulVec x.ofLp ⬝ᵥ ⇑u.weights - Sum.elim b.ofLp b.ofLp ⬝ᵥ ⇑u.weights
Helper for Proposition 6.20: the simplex-weighted signed score is the dot-product expression
coming from the stacked matrix Matrix.fromRows A (-A) and duplicated offset Sum.elim b b.
theorem
max_abs_row_pairing_sub_offset_eq_sSup_signed_simplex
{m : ℕ+}
{n : ℕ}
(A : Matrix (Fin ↑m) (Fin n) ℝ)
(b : EuclideanSpace ℝ (Fin ↑m))
(x : EuclideanSpace ℝ (Fin n))
:
(Finset.univ.sup' ⋯ fun (j : Fin ↑m) => |A j ⬝ᵥ x.ofLp| - b.ofLp j) = sSup
(Set.range fun (u : StdSimplex ℝ (Fin ↑m ⊕ Fin ↑m)) =>
(A.fromRows (-A)).mulVec x.ofLp ⬝ᵥ ⇑u.weights - Sum.elim b.ofLp b.ofLp ⬝ᵥ ⇑u.weights)
Proposition 6.20: stacking A and -A and duplicating b identifies
max_j (|⟪a_j, x⟫| - b_j) with the supremum of the corresponding affine functional over the
standard simplex on the signed row index set.