(* ========================================================================= *)
(* Faces, extreme points, polytopes, polyhedra etc.                          *)
(* ========================================================================= *)

needs "Multivariate/paths.ml";;

(* ------------------------------------------------------------------------- *)
(* Faces of a (usually convex) set.                                          *)
(* ------------------------------------------------------------------------- *)

parse_as_infix("face_of",(12,"right"));;

let face_of = new_definition
 `t face_of s <=>
        t SUBSET s /\ convex t /\
        !a b x. a IN s /\ b IN s /\ x IN t /\ x IN segment(a,b)
                ==> a IN t /\ b IN t`;;
let FACE_OF_TRANSLATION_EQ = 
prove (`!a f s:real^N->bool. (IMAGE (\x. a + x) f) face_of (IMAGE (\x. a + x) s) <=> f face_of s`,
REWRITE_TAC[face_of] THEN GEOM_TRANSLATE_TAC[]);;
add_translation_invariants [FACE_OF_TRANSLATION_EQ];;
let FACE_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N c s. linear f /\ (!x y. f x = f y ==> x = y) ==> ((IMAGE f c) face_of (IMAGE f s) <=> c face_of s)`,
REWRITE_TAC[face_of; IMP_CONJ; RIGHT_FORALL_IMP_THM; FORALL_IN_IMAGE] THEN REPEAT STRIP_TAC THEN MP_TAC(end_itlist CONJ (mapfilter (ISPEC `f:real^M->real^N`) (!invariant_under_linear))) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ASM_REWRITE_TAC[]);;
add_linear_invariants [FACE_OF_LINEAR_IMAGE];;
let FACE_OF_REFL = 
prove (`!s. convex s ==> s face_of s`,
SIMP_TAC[face_of] THEN SET_TAC[]);;
let FACE_OF_REFL_EQ = 
prove (`!s. s face_of s <=> convex s`,
SIMP_TAC[face_of] THEN SET_TAC[]);;
let EMPTY_FACE_OF = 
prove (`!s. {} face_of s`,
REWRITE_TAC[face_of; CONVEX_EMPTY] THEN SET_TAC[]);;
let FACE_OF_EMPTY = 
prove (`!s. s face_of {} <=> s = {}`,
REWRITE_TAC[face_of; SUBSET_EMPTY; NOT_IN_EMPTY] THEN MESON_TAC[CONVEX_EMPTY]);;
let FACE_OF_TRANS = 
prove (`!s t u. s face_of t /\ t face_of u ==> s face_of u`,
REWRITE_TAC[face_of] THEN SET_TAC[]);;
let FACE_OF_FACE = 
prove (`!f s t. t face_of s ==> (f face_of t <=> f face_of s /\ f SUBSET t)`,
REWRITE_TAC[face_of] THEN SET_TAC[]);;
let FACE_OF_SUBSET = 
prove (`!f s t. f face_of s /\ f SUBSET t /\ t SUBSET s ==> f face_of t`,
REWRITE_TAC[face_of] THEN SET_TAC[]);;
let FACE_OF_SLICE = 
prove (`!f s t. f face_of s /\ convex t ==> (f INTER t) face_of (s INTER t)`,
REPEAT GEN_TAC THEN REWRITE_TAC[face_of; IN_INTER] THEN STRIP_TAC THEN REPEAT CONJ_TAC THENL [ASM SET_TAC[]; ASM_MESON_TAC[CONVEX_INTER]; ASM_MESON_TAC[]]);;
let FACE_OF_INTER = 
prove (`!s t1 t2. t1 face_of s /\ t2 face_of s ==> (t1 INTER t2) face_of s`,
SIMP_TAC[face_of; CONVEX_INTER] THEN SET_TAC[]);;
let FACE_OF_INTERS = 
prove (`!P s. ~(P = {}) /\ (!t. t IN P ==> t face_of s) ==> (INTERS P) face_of s`,
REWRITE_TAC[face_of] THEN REPEAT STRIP_TAC THENL [ASM SET_TAC[]; ASM_SIMP_TAC[CONVEX_INTERS]; ASM SET_TAC[]; ASM SET_TAC[]]);;
let FACE_OF_INTER_INTER = 
prove (`!f t f' t'. f face_of t /\ f' face_of t' ==> (f INTER f') face_of (t INTER t')`,
REWRITE_TAC[face_of; SUBSET; IN_INTER] THEN MESON_TAC[CONVEX_INTER]);;
let FACE_OF_STILLCONVEX = 
prove (`!s t:real^N->bool. convex s ==> (t face_of s <=> t SUBSET s /\ convex(s DIFF t) /\ t = (affine hull t) INTER s)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[face_of] THEN ASM_CASES_TAC `(t:real^N->bool) SUBSET s` THEN ASM_REWRITE_TAC[] THEN EQ_TAC THEN STRIP_TAC THENL [CONJ_TAC THENL [REPEAT(POP_ASSUM MP_TAC) THEN REWRITE_TAC[CONVEX_CONTAINS_SEGMENT; open_segment; IN_DIFF] THEN REWRITE_TAC[IN_INSERT; NOT_IN_EMPTY; SUBSET_DIFF] THEN SET_TAC[]; ALL_TAC] THEN REWRITE_TAC[EXTENSION] THEN X_GEN_TAC `x:real^N` THEN EQ_TAC THENL [ASM MESON_TAC[HULL_INC; SUBSET; IN_INTER]; ALL_TAC] THEN ASM_CASES_TAC `t:real^N -> bool = {}` THEN ASM_REWRITE_TAC[IN_INTER; AFFINE_HULL_EMPTY; NOT_IN_EMPTY] THEN MP_TAC(ISPEC `t:real^N->bool` RELATIVE_INTERIOR_EQ_EMPTY) THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `y:real^N` THEN REWRITE_TAC[IN_RELATIVE_INTERIOR_CBALL] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `e:real` STRIP_ASSUME_TAC) THEN STRIP_TAC THEN ASM_CASES_TAC `x:real^N = y` THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o SPECL [`x:real^N`; `y:real^N`]) THEN REWRITE_TAC[] THEN ONCE_REWRITE_TAC[SEGMENT_SYM] THEN ASM_SIMP_TAC[LEFT_FORALL_IMP_THM; OPEN_SEGMENT_ALT] THEN ANTS_TAC THENL [ALL_TAC; SIMP_TAC[]] THEN RULE_ASSUM_TAC(REWRITE_RULE[SUBSET]) THEN ASM_SIMP_TAC[] THEN ASM_REWRITE_TAC[] THEN ONCE_REWRITE_TAC[CONJ_SYM] THEN REWRITE_TAC[EXISTS_IN_GSPEC] THEN EXISTS_TAC `min (&1 / &2) (e / norm(x - y:real^N))` THEN REWRITE_TAC[REAL_LT_MIN; REAL_MIN_LT] THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN ASM_SIMP_TAC[REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ] THEN FIRST_X_ASSUM MATCH_MP_TAC THEN REWRITE_TAC[IN_INTER; IN_CBALL; dist] THEN CONJ_TAC THENL [REWRITE_TAC[NORM_MUL; VECTOR_ARITH `y - ((&1 - u) % y + u % x):real^N = u % (y - x)`] THEN ASM_SIMP_TAC[GSYM REAL_LE_RDIV_EQ; NORM_POS_LT; VECTOR_SUB_EQ] THEN REWRITE_TAC[NORM_SUB] THEN MATCH_MP_TAC(REAL_ARITH `&0 < e ==> abs(min (&1 / &2) e) <= e`) THEN ASM_SIMP_TAC[REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ]; MATCH_MP_TAC(REWRITE_RULE[AFFINE_ALT] AFFINE_AFFINE_HULL) THEN ASM_SIMP_TAC[HULL_INC]]; CONJ_TAC THENL [ONCE_ASM_REWRITE_TAC[] THEN MATCH_MP_TAC CONVEX_INTER THEN ASM_SIMP_TAC[AFFINE_IMP_CONVEX; AFFINE_AFFINE_HULL]; ALL_TAC] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real^N`; `x:real^N`] THEN SUBGOAL_THEN `!a b x:real^N. a IN s /\ b IN s /\ x IN t /\ x IN segment(a,b) /\ (a IN affine hull t ==> b IN affine hull t) ==> a IN t /\ b IN t` (fun th -> MESON_TAC[th; SEGMENT_SYM]) THEN REPEAT GEN_TAC THEN ASM_CASES_TAC `(a:real^N) IN affine hull t` THEN ASM_REWRITE_TAC[] THENL [ASM SET_TAC[]; STRIP_TAC] THEN ASM_CASES_TAC `a:real^N = b` THENL [ASM_MESON_TAC[SEGMENT_REFL; NOT_IN_EMPTY]; ALL_TAC] THEN SUBGOAL_THEN `(a:real^N) IN (s DIFF t) /\ b IN (s DIFF t)` STRIP_ASSUME_TAC THENL [ASM_REWRITE_TAC[IN_DIFF] THEN ONCE_ASM_REWRITE_TAC[] THEN ASM_REWRITE_TAC[IN_INTER] THEN UNDISCH_TAC `~((a:real^N) IN affine hull t)` THEN UNDISCH_TAC `(x:real^N) IN segment(a,b)` THEN ASM_SIMP_TAC[OPEN_SEGMENT_ALT; CONTRAPOS_THM; IN_ELIM_THM] THEN DISCH_THEN(X_CHOOSE_THEN `u:real` STRIP_ASSUME_TAC) THEN FIRST_X_ASSUM(MP_TAC o AP_TERM `(%) (inv(&1 - u)) :real^N->real^N`) THEN REWRITE_TAC[VECTOR_ADD_LDISTRIB; VECTOR_MUL_ASSOC] THEN ASM_SIMP_TAC[REAL_MUL_LINV; REAL_ARITH `x < &1 ==> ~(&1 - x = &0)`] THEN REWRITE_TAC[VECTOR_ARITH `x:real^N = &1 % a + u % b <=> a = x + --u % b`] THEN DISCH_THEN SUBST1_TAC THEN DISCH_TAC THEN MATCH_MP_TAC(REWRITE_RULE[affine] AFFINE_AFFINE_HULL) THEN ASM_SIMP_TAC[HULL_INC] THEN UNDISCH_TAC `u < &1` THEN CONV_TAC REAL_FIELD; MP_TAC(ISPEC `s DIFF t:real^N->bool` CONVEX_CONTAINS_SEGMENT) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(MP_TAC o SPECL [`a:real^N`; `b:real^N`]) THEN ASM_REWRITE_TAC[SUBSET; IN_DIFF] THEN DISCH_THEN(MP_TAC o SPEC `x:real^N`) THEN ASM_MESON_TAC[segment; IN_DIFF]]]);;
let FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE_STRONG = 
prove (`!s a:real^N b. convex(s INTER {x | a dot x = b}) /\ (!x. x IN s ==> a dot x <= b) ==> (s INTER {x | a dot x = b}) face_of s`,
MAP_EVERY X_GEN_TAC [`s:real^N->bool`; `c:real^N`; `d:real`] THEN SIMP_TAC[face_of; INTER_SUBSET] THEN STRIP_TAC THEN REWRITE_TAC[IN_INTER; IN_ELIM_THM] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real^N`; `x:real^N`] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC(REAL_ARITH `a <= x /\ b <= x /\ ~(a < x) /\ ~(b < x) ==> a = x /\ b = x`) THEN ASM_SIMP_TAC[] THEN UNDISCH_TAC `(x:real^N) IN segment(a,b)` THEN ASM_CASES_TAC `a:real^N = b` THEN ASM_REWRITE_TAC[SEGMENT_REFL; NOT_IN_EMPTY] THEN ASM_SIMP_TAC[OPEN_SEGMENT_ALT; IN_ELIM_THM] THEN DISCH_THEN(X_CHOOSE_THEN `u:real` STRIP_ASSUME_TAC) THEN CONJ_TAC THEN DISCH_TAC THEN UNDISCH_TAC `(c:real^N) dot x = d` THEN MATCH_MP_TAC(REAL_ARITH `x < a ==> x = a ==> F`) THEN SUBST1_TAC(REAL_ARITH `d = (&1 - u) * d + u * d`) THEN ASM_REWRITE_TAC[DOT_RADD; DOT_RMUL] THENL [MATCH_MP_TAC REAL_LTE_ADD2; MATCH_MP_TAC REAL_LET_ADD2] THEN ASM_SIMP_TAC[REAL_LE_LMUL_EQ; REAL_LT_LMUL_EQ; REAL_SUB_LT]);;
let FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE_STRONG = 
prove (`!s a:real^N b. convex(s INTER {x | a dot x = b}) /\ (!x. x IN s ==> a dot x >= b) ==> (s INTER {x | a dot x = b}) face_of s`,
REWRITE_TAC[real_ge] THEN REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `--a:real^N`; `--b:real`] FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE_STRONG) THEN ASM_REWRITE_TAC[DOT_LNEG; REAL_EQ_NEG2; REAL_LE_NEG2]);;
let FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE = 
prove (`!s a:real^N b. convex s /\ (!x. x IN s ==> a dot x <= b) ==> (s INTER {x | a dot x = b}) face_of s`,
let FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE = 
prove (`!s a:real^N b. convex s /\ (!x. x IN s ==> a dot x >= b) ==> (s INTER {x | a dot x = b}) face_of s`,
let FACE_OF_IMP_SUBSET = 
prove (`!s t. t face_of s ==> t SUBSET s`,
SIMP_TAC[face_of]);;
let FACE_OF_IMP_CONVEX = 
prove (`!s t. t face_of s ==> convex t`,
SIMP_TAC[face_of]);;
let FACE_OF_IMP_CLOSED = 
prove (`!s t. convex s /\ closed s /\ t face_of s ==> closed t`,
REPEAT GEN_TAC THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN ASM_SIMP_TAC[FACE_OF_STILLCONVEX] THEN STRIP_TAC THEN ONCE_ASM_REWRITE_TAC[] THEN ASM_SIMP_TAC[CLOSED_AFFINE; AFFINE_AFFINE_HULL; CLOSED_INTER]);;
let FACE_OF_IMP_COMPACT = 
prove (`!s t. convex s /\ compact s /\ t face_of s ==> compact t`,
let FACE_OF_INTER_SUBFACE = 
prove (`!c1 c2 d1 d2:real^N->bool. (c1 INTER c2) face_of c1 /\ (c1 INTER c2) face_of c2 /\ d1 face_of c1 /\ d2 face_of c2 ==> (d1 INTER d2) face_of d1 /\ (d1 INTER d2) face_of d2`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC FACE_OF_SUBSET THENL [EXISTS_TAC `c1:real^N->bool`; EXISTS_TAC `c2:real^N->bool`] THEN ASM_SIMP_TAC[FACE_OF_IMP_SUBSET; INTER_SUBSET] THEN TRANS_TAC FACE_OF_TRANS `c1 INTER c2:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_INTER_INTER]);;
let SUBSET_OF_FACE_OF = 
prove (`!s t u:real^N->bool. t face_of s /\ u SUBSET s /\ ~(DISJOINT t (relative_interior u)) ==> u SUBSET t`,
REWRITE_TAC[DISJOINT] THEN REPEAT STRIP_TAC THEN REWRITE_TAC[SUBSET] THEN X_GEN_TAC `c:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN REWRITE_TAC[IN_INTER; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `b:real^N` THEN REWRITE_TAC[IN_RELATIVE_INTERIOR_CBALL] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN DISCH_THEN(X_CHOOSE_THEN `e:real` MP_TAC) THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN REWRITE_TAC[SUBSET; IN_CBALL; IN_INTER] THEN ASM_CASES_TAC `c:real^N = b` THEN ASM_REWRITE_TAC[] THEN ABBREV_TAC `d:real^N = b + e / norm(b - c) % (b - c)` THEN DISCH_THEN(MP_TAC o SPEC `d:real^N`) THEN ANTS_TAC THENL [EXPAND_TAC "d" THEN CONJ_TAC THENL [REWRITE_TAC[NORM_ARITH `dist(b:real^N,b + e) = norm e`] THEN REWRITE_TAC[NORM_MUL; REAL_ABS_DIV; REAL_ABS_NORM] THEN ASM_SIMP_TAC[REAL_DIV_RMUL; NORM_EQ_0; VECTOR_SUB_EQ] THEN ASM_REAL_ARITH_TAC; REWRITE_TAC[VECTOR_ARITH `b + u % (b - c):real^N = (&1 - --u) % b + --u % c`] THEN MATCH_MP_TAC(REWRITE_RULE[AFFINE_ALT] AFFINE_AFFINE_HULL) THEN ASM_SIMP_TAC[HULL_INC]]; STRIP_TAC THEN SUBGOAL_THEN `(d:real^N) IN t /\ c IN t` (fun th -> MESON_TAC[th]) THEN FIRST_ASSUM(STRIP_ASSUME_TAC o GEN_REWRITE_RULE I [face_of]) THEN FIRST_X_ASSUM MATCH_MP_TAC THEN EXISTS_TAC `b:real^N` THEN REPEAT(CONJ_TAC THENL [ASM SET_TAC[]; ALL_TAC]) THEN SUBGOAL_THEN `~(b:real^N = d)` ASSUME_TAC THENL [EXPAND_TAC "d" THEN REWRITE_TAC[VECTOR_ARITH `b:real^N = b + e <=> e = vec 0`] THEN ASM_SIMP_TAC[REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ; VECTOR_MUL_EQ_0; REAL_LT_IMP_NZ]; ASM_REWRITE_TAC[segment; IN_DIFF; IN_INSERT; NOT_IN_EMPTY] THEN REWRITE_TAC[IN_ELIM_THM] THEN EXISTS_TAC `(e / norm(b - c:real^N)) / (&1 + e / norm(b - c))` THEN ASM_SIMP_TAC[REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ; REAL_ARITH `&0 < x ==> &0 < &1 + x`; REAL_LE_RDIV_EQ; REAL_LE_LDIV_EQ; REAL_MUL_LID] THEN REWRITE_TAC[REAL_MUL_LZERO; REAL_MUL_LID] THEN ASM_SIMP_TAC[REAL_FIELD `&0 < n ==> (&1 + e / n) * n = n + e`; NORM_POS_LT; VECTOR_SUB_EQ; REAL_LE_ADDL] THEN ASM_SIMP_TAC[NORM_POS_LT; REAL_LT_IMP_LE; VECTOR_SUB_EQ] THEN EXPAND_TAC "d" THEN REWRITE_TAC[VECTOR_ARITH `b:real^N = (&1 - u) % (b + e % (b - c)) + u % c <=> (u - e * (&1 - u)) % (b - c) = vec 0`] THEN ASM_REWRITE_TAC[VECTOR_MUL_EQ_0; VECTOR_SUB_EQ] THEN MATCH_MP_TAC(REAL_FIELD `&0 < e ==> e / (&1 + e) - e * (&1 - e / (&1 + e)) = &0`) THEN ASM_SIMP_TAC[REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ]]]);;
let FACE_OF_EQ = 
prove (`!s t u:real^N->bool. t face_of s /\ u face_of s /\ ~(DISJOINT (relative_interior t) (relative_interior u)) ==> t = u`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THEN MATCH_MP_TAC SUBSET_OF_FACE_OF THEN EXISTS_TAC `s:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_IMP_SUBSET] THENL [MP_TAC(ISPEC `u:real^N->bool` RELATIVE_INTERIOR_SUBSET); MP_TAC(ISPEC `t:real^N->bool` RELATIVE_INTERIOR_SUBSET)] THEN ASM SET_TAC[]);;
let FACE_OF_DISJOINT_RELATIVE_INTERIOR = 
prove (`!f s:real^N->bool. f face_of s /\ ~(f = s) ==> f INTER relative_interior s = {}`,
REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:real^N->bool`; `s:real^N->bool`] SUBSET_OF_FACE_OF) THEN FIRST_ASSUM(MP_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN ASM SET_TAC[]);;
let FACE_OF_DISJOINT_INTERIOR = 
prove (`!f s:real^N->bool. f face_of s /\ ~(f = s) ==> f INTER interior s = {}`,
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP FACE_OF_DISJOINT_RELATIVE_INTERIOR) THEN MP_TAC(ISPEC `s:real^N->bool` INTERIOR_SUBSET_RELATIVE_INTERIOR) THEN SET_TAC[]);;
let AFFINE_HULL_FACE_OF_DISJOINT_RELATIVE_INTERIOR = 
prove (`!s f:real^N->bool. convex s /\ f face_of s /\ ~(f = s) ==> affine hull f INTER relative_interior s = {}`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC(SET_RULE `!s f. a INTER s = f /\ r SUBSET s /\ f INTER r = {} ==> a INTER r = {}`) THEN MAP_EVERY EXISTS_TAC [`s:real^N->bool`; `f:real^N->bool`] THEN ASM_SIMP_TAC[FACE_OF_DISJOINT_RELATIVE_INTERIOR; RELATIVE_INTERIOR_SUBSET] THEN UNDISCH_TAC `(f:real^N->bool) face_of s` THEN ASM_SIMP_TAC[FACE_OF_STILLCONVEX] THEN MESON_TAC[]);;
let FACE_OF_SUBSET_RELATIVE_BOUNDARY = 
prove (`!s f:real^N->bool. f face_of s /\ ~(f = s) ==> f SUBSET (s DIFF relative_interior s)`,
ASM_SIMP_TAC[SET_RULE `s SUBSET u DIFF t <=> s SUBSET u /\ s INTER t = {}`; FACE_OF_DISJOINT_RELATIVE_INTERIOR; FACE_OF_IMP_SUBSET]);;
let FACE_OF_SUBSET_RELATIVE_FRONTIER = 
prove (`!s f:real^N->bool. f face_of s /\ ~(f = s) ==> f SUBSET relative_frontier s`,
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP FACE_OF_SUBSET_RELATIVE_BOUNDARY) THEN REWRITE_TAC[relative_frontier] THEN MP_TAC(ISPEC `s:real^N->bool` CLOSURE_SUBSET) THEN SET_TAC[]);;
let FACE_OF_AFF_DIM_LT = 
prove (`!f s:real^N->bool. convex s /\ f face_of s /\ ~(f = s) ==> aff_dim f < aff_dim s`,
REPEAT GEN_TAC THEN SIMP_TAC[INT_LT_LE; FACE_OF_IMP_SUBSET; AFF_DIM_SUBSET] THEN REWRITE_TAC[IMP_CONJ; CONTRAPOS_THM] THEN ASM_CASES_TAC `f:real^N->bool = {}` THENL [CONV_TAC(ONCE_DEPTH_CONV SYM_CONV) THEN ASM_REWRITE_TAC[AFF_DIM_EQ_MINUS1; AFF_DIM_EMPTY]; REPEAT STRIP_TAC THEN MATCH_MP_TAC FACE_OF_EQ THEN EXISTS_TAC `s:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_REFL] THEN MATCH_MP_TAC(SET_RULE `~(f = {}) /\ f SUBSET s ==> ~DISJOINT f s`) THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_CONVEX) THEN ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY] THEN MATCH_MP_TAC SUBSET_RELATIVE_INTERIOR THEN ASM_MESON_TAC[FACE_OF_IMP_SUBSET; AFF_DIM_EQ_AFFINE_HULL; INT_LE_REFL]]);;
let FACE_OF_CONVEX_HULLS = 
prove (`!f s:real^N->bool. FINITE s /\ f SUBSET s /\ DISJOINT (affine hull f) (convex hull (s DIFF f)) ==> (convex hull f) face_of (convex hull s)`,
let lemma = prove
   (`!s x y:real^N.
          affine s /\ ~(k = &0) /\ ~(k = &1) /\ x IN s /\ inv(&1 - k) % y IN s
          ==> inv(k) % (x - y) IN s`,
    REWRITE_TAC[AFFINE_ALT] THEN REPEAT STRIP_TAC THEN
    SUBGOAL_THEN
     `inv(k) % (x - y):real^N = (&1 - inv k) % inv(&1 - k) % y + inv(k) % x`
     (fun th -> ASM_SIMP_TAC[th]) THEN
    REWRITE_TAC[VECTOR_MUL_EQ_0; VECTOR_ARITH
     `k % (x - y):real^N = a % b % y + k % x <=> (a * b + k) % y = vec 0`] THEN
    DISJ1_TAC THEN MAP_EVERY UNDISCH_TAC [`~(k = &0)`; `~(k = &1)`] THEN
    CONV_TAC REAL_FIELD) in
  REPEAT STRIP_TAC THEN REWRITE_TAC[face_of] THEN
  SUBGOAL_THEN `FINITE(f:real^N->bool)` ASSUME_TAC THENL
   [ASM_MESON_TAC[FINITE_SUBSET]; ALL_TAC] THEN
  FIRST_ASSUM(ASSUME_TAC o GEN_REWRITE_RULE I [SUBSET]) THEN
  ASM_SIMP_TAC[HULL_MONO; CONVEX_CONVEX_HULL] THEN
  MAP_EVERY X_GEN_TAC [`x:real^N`; `y:real^N`; `w:real^N`] THEN
  STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_SEGMENT]) THEN
  DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC
   (X_CHOOSE_THEN `u:real` STRIP_ASSUME_TAC)) THEN
  SUBGOAL_THEN `(w:real^N) IN affine hull f` ASSUME_TAC THENL
   [ASM_MESON_TAC[CONVEX_HULL_SUBSET_AFFINE_HULL; SUBSET]; ALL_TAC] THEN
  MAP_EVERY UNDISCH_TAC
   [`(y:real^N) IN convex hull s`; `(x:real^N) IN convex hull s`] THEN
  REWRITE_TAC[CONVEX_HULL_FINITE; IN_ELIM_THM] THEN
  DISCH_THEN(X_CHOOSE_THEN `a:real^N->real` STRIP_ASSUME_TAC) THEN
  DISCH_THEN(X_CHOOSE_THEN `b:real^N->real` STRIP_ASSUME_TAC) THEN
  ABBREV_TAC `(c:real^N->real) = \x. (&1 - u) * a x + u * b x` THEN
  SUBGOAL_THEN `!x:real^N. x IN s ==> &0 <= c x` ASSUME_TAC THENL
   [REPEAT STRIP_TAC THEN EXPAND_TAC "c" THEN REWRITE_TAC[] THEN
    MATCH_MP_TAC REAL_LE_ADD THEN CONJ_TAC THEN MATCH_MP_TAC REAL_LE_MUL THEN
    ASM_SIMP_TAC[] THEN ASM_REAL_ARITH_TAC;
    ALL_TAC] THEN
  ASM_CASES_TAC `sum (s DIFF f:real^N->bool) c = &0` THENL
   [SUBGOAL_THEN `!x:real^N. x IN (s DIFF f) ==> c x = &0` MP_TAC THENL
     [MATCH_MP_TAC SUM_POS_EQ_0 THEN ASM_MESON_TAC[FINITE_DIFF; IN_DIFF];
      ALL_TAC] THEN
    EXPAND_TAC "c" THEN
    ASM_SIMP_TAC[IN_DIFF; REAL_LE_MUL; REAL_LT_IMP_LE; REAL_SUB_LT;
     REAL_ARITH `&0 <= x /\ &0 <= y ==> (x + y = &0 <=> x = &0 /\ y = &0)`;
     REAL_ENTIRE; REAL_SUB_0; REAL_LT_IMP_NE] THEN
    STRIP_TAC THEN CONJ_TAC THENL
     [EXISTS_TAC `a:real^N->real`; EXISTS_TAC `b:real^N->real`] THEN
    ASM_SIMP_TAC[] THEN CONJ_TAC THEN FIRST_X_ASSUM(fun th g ->
      (GEN_REWRITE_TAC RAND_CONV [GSYM th] THEN CONV_TAC SYM_CONV THEN
       (MATCH_MP_TAC SUM_SUPERSET ORELSE MATCH_MP_TAC VSUM_SUPERSET)) g) THEN
    ASM_SIMP_TAC[VECTOR_MUL_LZERO];
    ALL_TAC] THEN
  ABBREV_TAC `k = sum (s DIFF f:real^N->bool) c` THEN
  SUBGOAL_THEN `&0 < k` ASSUME_TAC THENL
   [ASM_REWRITE_TAC[REAL_LT_LE] THEN EXPAND_TAC "k" THEN
    MATCH_MP_TAC SUM_POS_LE THEN ASM_SIMP_TAC[FINITE_DIFF; IN_DIFF];
    ALL_TAC] THEN
  ASM_CASES_TAC `k = &1` THENL
   [FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_DISJOINT]) THEN
    MATCH_MP_TAC(TAUT `b ==> ~b ==> c`) THEN
    EXISTS_TAC `w:real^N` THEN
    ASM_REWRITE_TAC[CONVEX_HULL_FINITE; IN_ELIM_THM] THEN
    EXISTS_TAC `c:real^N->real` THEN
    ASM_SIMP_TAC[IN_DIFF; SUM_DIFF; VSUM_DIFF] THEN
    SUBGOAL_THEN `vsum f (\x:real^N. c x % x) = vec 0` SUBST1_TAC THENL
     [ALL_TAC;
      EXPAND_TAC "c" THEN REWRITE_TAC[VECTOR_ADD_RDISTRIB] THEN
      ASM_SIMP_TAC[VSUM_ADD; GSYM VECTOR_MUL_ASSOC; VSUM_LMUL] THEN
      REWRITE_TAC[VECTOR_SUB_RZERO]] THEN
    SUBGOAL_THEN `sum(s DIFF f) c = sum s c - sum f (c:real^N->real)`
    MP_TAC THENL [ASM_MESON_TAC[SUM_DIFF]; ALL_TAC] THEN ASM_REWRITE_TAC[] THEN
    SUBGOAL_THEN `sum s (c:real^N->real) = &1` SUBST1_TAC THENL
     [EXPAND_TAC "c" THEN REWRITE_TAC[VECTOR_ADD_RDISTRIB] THEN
      ASM_SIMP_TAC[SUM_ADD; GSYM REAL_MUL_ASSOC; SUM_LMUL] THEN
      REAL_ARITH_TAC;
      ALL_TAC] THEN
    REWRITE_TAC[REAL_ARITH `&1 = &1 - x <=> x = &0`] THEN DISCH_TAC THEN
    MP_TAC(ISPECL [`c:real^N->real`;`f:real^N->bool`] SUM_POS_EQ_0) THEN
    ANTS_TAC THENL [ASM_MESON_TAC[FINITE_SUBSET; SUBSET]; ALL_TAC] THEN
    SIMP_TAC[VECTOR_MUL_LZERO; VSUM_0];
    ALL_TAC] THEN
  FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_DISJOINT]) THEN
  MATCH_MP_TAC(TAUT `b ==> ~b ==> c`) THEN
  EXISTS_TAC `inv(k) % (w - vsum f (\x:real^N. c x % x))` THEN CONJ_TAC THENL
   [ALL_TAC;
    SUBGOAL_THEN `w = vsum f (\x:real^N. c x % x) +
                      vsum (s DIFF f) (\x:real^N. c x % x)`
    SUBST1_TAC THENL
     [ASM_SIMP_TAC[VSUM_DIFF; VECTOR_ARITH `a + b - a:real^N = b`] THEN
      EXPAND_TAC "c" THEN REWRITE_TAC[VECTOR_ADD_RDISTRIB] THEN
      ASM_SIMP_TAC[VSUM_ADD; GSYM VECTOR_MUL_ASSOC; VSUM_LMUL];
      REWRITE_TAC[VECTOR_ADD_SUB]] THEN
    ASM_SIMP_TAC[GSYM VSUM_LMUL; FINITE_DIFF] THEN
    REWRITE_TAC[CONVEX_HULL_FINITE; IN_ELIM_THM] THEN
    EXISTS_TAC `\x. inv k * (c:real^N->real) x` THEN
    ASM_REWRITE_TAC[VECTOR_MUL_ASSOC] THEN
    ASM_SIMP_TAC[IN_DIFF; REAL_LE_MUL; REAL_LE_INV_EQ; REAL_LT_IMP_LE] THEN
    ASM_SIMP_TAC[SUM_LMUL; ETA_AX; REAL_MUL_LINV]] THEN
  MATCH_MP_TAC lemma THEN REPEAT CONJ_TAC THENL
   [REWRITE_TAC[AFFINE_AFFINE_HULL];
    ASM_REWRITE_TAC[];
    ASM_REWRITE_TAC[];
    ASM_MESON_TAC[CONVEX_HULL_SUBSET_AFFINE_HULL; SUBSET];
    ALL_TAC] THEN
  ASM_SIMP_TAC[GSYM VSUM_LMUL; AFFINE_HULL_FINITE; IN_ELIM_THM] THEN
  EXISTS_TAC `(\x. inv(&1 - k) * c x):real^N->real` THEN
  REWRITE_TAC[VECTOR_MUL_ASSOC; SUM_LMUL] THEN
  MATCH_MP_TAC(REAL_FIELD
   `~(k = &1) /\ f = &1 - k ==> inv(&1 - k) * f = &1`) THEN
  ASM_REWRITE_TAC[] THEN
  SUBGOAL_THEN `sum(s DIFF f) c = sum s c - sum f (c:real^N->real)`
  MP_TAC THENL [ASM_MESON_TAC[SUM_DIFF]; ALL_TAC] THEN ASM_REWRITE_TAC[] THEN
  SUBGOAL_THEN `sum s (c:real^N->real) = &1` SUBST1_TAC THENL
   [EXPAND_TAC "c" THEN REWRITE_TAC[VECTOR_ADD_RDISTRIB] THEN
    ASM_SIMP_TAC[SUM_ADD; GSYM REAL_MUL_ASSOC; SUM_LMUL];
    ALL_TAC] THEN
  REAL_ARITH_TAC);;
let FACE_OF_CONVEX_HULL_INSERT = 
prove (`!f s a:real^N. FINITE s /\ ~(a IN affine hull s) /\ f face_of (convex hull s) ==> f face_of (convex hull (a INSERT s))`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC FACE_OF_TRANS THEN EXISTS_TAC `convex hull s:real^N->bool` THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC FACE_OF_CONVEX_HULLS THEN ASM_REWRITE_TAC[FINITE_INSERT; SET_RULE `s SUBSET a INSERT s`] THEN FIRST_ASSUM(MATCH_MP_TAC o MATCH_MP (SET_RULE `~(a IN s) ==> t SUBSET {a} ==> DISJOINT s t`)) THEN MATCH_MP_TAC HULL_MINIMAL THEN REWRITE_TAC[CONVEX_SING] THEN SET_TAC[]);;
let FACE_OF_AFFINE_TRIVIAL = 
prove (`!s f:real^N->bool. affine s /\ f face_of s ==> f = {} \/ f = s`,
REPEAT STRIP_TAC THEN ASM_CASES_TAC `f:real^N->bool = {}` THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN DISCH_THEN(X_CHOOSE_TAC `a:real^N`) THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN MATCH_MP_TAC SUBSET_ANTISYM THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[SUBSET] THEN X_GEN_TAC `b:real^N` THEN DISCH_TAC THEN ASM_CASES_TAC `(b:real^N) IN f` THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [face_of]) THEN DISCH_THEN(MP_TAC o SPECL [`&2 % a - b:real^N`; `b:real^N`; `a:real^N`] o CONJUNCT2 o CONJUNCT2) THEN SUBGOAL_THEN `~(a:real^N = b)` ASSUME_TAC THENL [ASM_MESON_TAC[]; ALL_TAC] THEN ASM_SIMP_TAC[IN_SEGMENT; VECTOR_ARITH `&2 % a - b:real^N = b <=> a = b`] THEN CONJ_TAC THENL [REWRITE_TAC[VECTOR_ARITH `&2 % a - b:real^N = a + &1 % (a - b)`] THEN MATCH_MP_TAC IN_AFFINE_ADD_MUL_DIFF THEN ASM SET_TAC[]; EXISTS_TAC `&1 / &2` THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN VECTOR_ARITH_TAC]);;
let FACE_OF_AFFINE_EQ = 
prove (`!s:real^N->bool f. affine s ==> (f face_of s <=> f = {} \/ f = s)`,
let INTERS_FACES_FINITE_BOUND = 
prove (`!s f:(real^N->bool)->bool. convex s /\ (!c. c IN f ==> c face_of s) ==> ?f'. FINITE f' /\ f' SUBSET f /\ CARD f' <= dimindex(:N) + 1 /\ INTERS f' = INTERS f`,
SUBGOAL_THEN `!s f:(real^N->bool)->bool. convex s /\ (!c. c IN f ==> c face_of s /\ ~(c = s)) ==> ?f'. FINITE f' /\ f' SUBSET f /\ CARD f' <= dimindex(:N) + 1 /\ INTERS f' = INTERS f` ASSUME_TAC THENL [ALL_TAC; REPEAT STRIP_TAC THEN ASM_CASES_TAC `(s:real^N->bool) IN f` THENL [ALL_TAC; FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_MESON_TAC[]] THEN FIRST_ASSUM(DISJ_CASES_THEN2 SUBST1_TAC MP_TAC o MATCH_MP (SET_RULE `s IN f ==> f = {s} \/ ?t. ~(t = s) /\ t IN f`)) THENL [EXISTS_TAC `{s:real^N->bool}` THEN SIMP_TAC[FINITE_INSERT; FINITE_EMPTY; SUBSET_REFL; CARD_CLAUSES] THEN ARITH_TAC; DISCH_THEN(X_CHOOSE_THEN `t:real^N->bool` STRIP_ASSUME_TAC)] THEN FIRST_X_ASSUM(MP_TAC o SPECL [`s:real^N->bool`; `f DELETE (s:real^N->bool)`]) THEN ASM_SIMP_TAC[IN_DELETE; SUBSET_DELETE] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `f':(real^N->bool)->bool` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `f = (s:real^N->bool) INSERT (f DELETE s)` MP_TAC THENL [ASM SET_TAC[]; DISCH_THEN(fun th -> GEN_REWRITE_TAC (funpow 2 RAND_CONV) [th])] THEN REWRITE_TAC[INTERS_INSERT] THEN MATCH_MP_TAC(SET_RULE `t SUBSET s ==> t = s INTER t`) THEN FIRST_X_ASSUM(MP_TAC o SPEC `t:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(ASSUME_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `t:real^N->bool` THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[SUBSET; IN_INTERS; IN_DELETE] THEN ASM SET_TAC[]] THEN REPEAT STRIP_TAC THEN ASM_CASES_TAC `!f':(real^N->bool)->bool. FINITE f' /\ f' SUBSET f /\ CARD f' <= dimindex(:N) + 1 ==> ?c. c IN f /\ c INTER (INTERS f') PSUBSET (INTERS f')` THENL [ALL_TAC; FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [NOT_FORALL_THM]) THEN MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC THEN SIMP_TAC[NOT_IMP; GSYM CONJ_ASSOC] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN ASM_REWRITE_TAC[PSUBSET; INTER_SUBSET] THEN ASM SET_TAC[]] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE BINDER_CONV [RIGHT_IMP_EXISTS_THM]) THEN REWRITE_TAC[SKOLEM_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `c:((real^N->bool)->bool)->real^N->bool` THEN DISCH_TAC THEN CHOOSE_TAC(prove_recursive_functions_exist num_RECURSION `d 0 = {c {} :real^N->bool} /\ !n. d(SUC n) = c(d n) INSERT d n`) THEN SUBGOAL_THEN `!n:num. ~(d n:(real^N->bool)->bool = {})` ASSUME_TAC THENL [INDUCT_TAC THEN ASM_REWRITE_TAC[] THEN SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `!n. n <= dimindex(:N) + 1 ==> (d n) SUBSET (f:(real^N->bool)->bool) /\ FINITE(d n) /\ CARD(d n) <= n + 1` ASSUME_TAC THENL [INDUCT_TAC THEN ASM_REWRITE_TAC[] THEN ASM_SIMP_TAC[INSERT_SUBSET; CARD_CLAUSES; FINITE_INSERT; FINITE_EMPTY; EMPTY_SUBSET; ARITH_RULE `SUC n <= m + 1 ==> n <= m + 1`] THEN REPEAT STRIP_TAC THEN TRY ASM_ARITH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `(d:num->(real^N->bool)->bool) n`) THEN FIRST_X_ASSUM(MP_TAC o check (is_imp o concl)) THEN ANTS_TAC THENL [ASM_ARITH_TAC; STRIP_TAC] THEN ASM_REWRITE_TAC[] THEN ANTS_TAC THENL [ASM_ARITH_TAC; SIMP_TAC[]]; ALL_TAC] THEN SUBGOAL_THEN `!n. n <= dimindex(:N) ==> (INTERS(d(SUC n)):real^N->bool) PSUBSET INTERS(d n)` ASSUME_TAC THENL [REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[INTERS_INSERT] THEN FIRST_X_ASSUM(MP_TAC o SPEC `(d:num->(real^N->bool)->bool) n`) THEN ANTS_TAC THENL [ALL_TAC; SIMP_TAC[]] THEN REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `n:num`)) THEN ASM_SIMP_TAC[ARITH_RULE `n <= N ==> n <= N + 1`] THEN ASM_ARITH_TAC; ALL_TAC] THEN FIRST_X_ASSUM(CONJUNCTS_THEN(K ALL_TAC)) THEN SUBGOAL_THEN `!n. n <= dimindex(:N) + 1 ==> aff_dim(INTERS(d n):real^N->bool) < &(dimindex(:N)) - &n` MP_TAC THENL [INDUCT_TAC THENL [DISCH_TAC THEN REWRITE_TAC[INT_SUB_RZERO] THEN MATCH_MP_TAC INT_LTE_TRANS THEN EXISTS_TAC `aff_dim(s:real^N->bool)` THEN REWRITE_TAC[AFF_DIM_LE_UNIV] THEN MATCH_MP_TAC FACE_OF_AFF_DIM_LT THEN ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [MATCH_MP_TAC FACE_OF_INTERS THEN ASM_REWRITE_TAC[] THEN ASM SET_TAC[]; FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY] o SPEC `0`) THEN DISCH_THEN(X_CHOOSE_TAC `e:real^N->bool`) THEN FIRST_X_ASSUM(MP_TAC o SPEC `e:real^N->bool`) THEN ANTS_TAC THENL [ASM SET_TAC[]; STRIP_TAC] THEN MATCH_MP_TAC(SET_RULE `!t. t PSUBSET s /\ u SUBSET t ==> ~(u = s)`) THEN EXISTS_TAC `e:real^N->bool` THEN FIRST_X_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN ASM SET_TAC[]]; DISCH_TAC THEN REWRITE_TAC[GSYM INT_OF_NUM_SUC] THEN MATCH_MP_TAC(INT_ARITH `!d':int. d < d' /\ d' < m - n ==> d < m - (n + &1)`) THEN EXISTS_TAC `aff_dim(INTERS(d(n:num)):real^N->bool)` THEN ASM_SIMP_TAC[ARITH_RULE `SUC n <= k + 1 ==> n <= k + 1`] THEN MATCH_MP_TAC FACE_OF_AFF_DIM_LT THEN ASM_SIMP_TAC[ARITH_RULE `SUC n <= m + 1 ==> n <= m`; SET_RULE `s PSUBSET t ==> ~(s = t)`] THEN CONJ_TAC THENL [MATCH_MP_TAC CONVEX_INTERS THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC FACE_OF_IMP_CONVEX THEN EXISTS_TAC `s:real^N->bool` THEN ASM_MESON_TAC[SUBSET; ARITH_RULE `SUC n <= m + 1 ==> n <= m + 1`]; ALL_TAC] THEN MP_TAC(ISPECL [`INTERS(d(SUC n)):real^N->bool`;`s:real^N->bool`; `INTERS(d(n:num)):real^N->bool`] FACE_OF_FACE) THEN ASM_SIMP_TAC[SET_RULE `s PSUBSET t ==> s SUBSET t`; ARITH_RULE `SUC n <= m + 1 ==> n <= m`] THEN MATCH_MP_TAC(TAUT `a /\ b ==> (a ==> (c <=> b)) ==> c`) THEN CONJ_TAC THEN MATCH_MP_TAC FACE_OF_INTERS THEN ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[SUBSET; ARITH_RULE `SUC n <= m + 1 ==> n <= m + 1`]]; ALL_TAC] THEN DISCH_THEN(MP_TAC o SPEC `dimindex(:N) + 1`) THEN REWRITE_TAC[LE_REFL] THEN MATCH_MP_TAC(TAUT `~p ==> p ==> q`) THEN REWRITE_TAC[INT_NOT_LT] THEN REWRITE_TAC[GSYM INT_OF_NUM_ADD; INT_ARITH `d - (d + &1):int = -- &1`] THEN REWRITE_TAC[AFF_DIM_GE]);;
let INTERS_FACES_FINITE_ALTBOUND = 
prove (`!s f:(real^N->bool)->bool. (!c. c IN f ==> c face_of s) ==> ?f'. FINITE f' /\ f' SUBSET f /\ CARD f' <= dimindex(:N) + 2 /\ INTERS f' = INTERS f`,
REPEAT STRIP_TAC THEN ASM_CASES_TAC `!f':(real^N->bool)->bool. FINITE f' /\ f' SUBSET f /\ CARD f' <= dimindex(:N) + 2 ==> ?c. c IN f /\ c INTER (INTERS f') PSUBSET (INTERS f')` THENL [ALL_TAC; FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [NOT_FORALL_THM]) THEN MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC THEN SIMP_TAC[NOT_IMP; GSYM CONJ_ASSOC] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN ASM_REWRITE_TAC[PSUBSET; INTER_SUBSET] THEN ASM SET_TAC[]] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE BINDER_CONV [RIGHT_IMP_EXISTS_THM]) THEN REWRITE_TAC[SKOLEM_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `c:((real^N->bool)->bool)->real^N->bool` THEN DISCH_TAC THEN CHOOSE_TAC(prove_recursive_functions_exist num_RECURSION `d 0 = {c {} :real^N->bool} /\ !n. d(SUC n) = c(d n) INSERT d n`) THEN SUBGOAL_THEN `!n:num. ~(d n:(real^N->bool)->bool = {})` ASSUME_TAC THENL [INDUCT_TAC THEN ASM_REWRITE_TAC[] THEN SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `!n. n <= dimindex(:N) + 2 ==> (d n) SUBSET (f:(real^N->bool)->bool) /\ FINITE(d n) /\ CARD(d n) <= n + 1` ASSUME_TAC THENL [INDUCT_TAC THEN ASM_REWRITE_TAC[] THEN ASM_SIMP_TAC[INSERT_SUBSET; CARD_CLAUSES; FINITE_INSERT; FINITE_EMPTY; EMPTY_SUBSET; ARITH_RULE `SUC n <= m + 2 ==> n <= m + 2`] THEN REPEAT STRIP_TAC THEN TRY ASM_ARITH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `(d:num->(real^N->bool)->bool) n`) THEN FIRST_X_ASSUM(MP_TAC o check (is_imp o concl)) THEN ANTS_TAC THENL [ASM_ARITH_TAC; STRIP_TAC] THEN ASM_REWRITE_TAC[] THEN ANTS_TAC THENL [ASM_ARITH_TAC; SIMP_TAC[]]; ALL_TAC] THEN SUBGOAL_THEN `!n. n <= dimindex(:N) + 1 ==> (INTERS(d(SUC n)):real^N->bool) PSUBSET INTERS(d n)` ASSUME_TAC THENL [REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[INTERS_INSERT] THEN FIRST_X_ASSUM(MP_TAC o SPEC `(d:num->(real^N->bool)->bool) n`) THEN ANTS_TAC THENL [ALL_TAC; SIMP_TAC[]] THEN REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `n:num`)) THEN ASM_SIMP_TAC[ARITH_RULE `n <= N + 1 ==> n <= N + 2`] THEN ASM_ARITH_TAC; ALL_TAC] THEN FIRST_X_ASSUM(CONJUNCTS_THEN(K ALL_TAC)) THEN SUBGOAL_THEN `!n. n <= dimindex(:N) + 2 ==> aff_dim(INTERS(d n):real^N->bool) <= &(dimindex(:N)) - &n` MP_TAC THENL [INDUCT_TAC THEN REWRITE_TAC[INT_SUB_RZERO; AFF_DIM_LE_UNIV] THEN DISCH_TAC THEN REWRITE_TAC[GSYM INT_OF_NUM_SUC] THEN MATCH_MP_TAC(INT_ARITH `!d':int. d < d' /\ d' <= m - n ==> d <= m - (n + &1)`) THEN EXISTS_TAC `aff_dim(INTERS(d(n:num)):real^N->bool)` THEN ASM_SIMP_TAC[ARITH_RULE `SUC n <= k + 2 ==> n <= k + 2`] THEN MATCH_MP_TAC FACE_OF_AFF_DIM_LT THEN ASM_SIMP_TAC[ARITH_RULE `SUC n <= m + 2 ==> n <= m + 1`; SET_RULE `s PSUBSET t ==> ~(s = t)`] THEN CONJ_TAC THENL [MATCH_MP_TAC CONVEX_INTERS THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC FACE_OF_IMP_CONVEX THEN EXISTS_TAC `s:real^N->bool` THEN ASM_MESON_TAC[SUBSET; ARITH_RULE `SUC n <= m + 2 ==> n <= m + 2`]; ALL_TAC] THEN MP_TAC(ISPECL [`INTERS(d(SUC n)):real^N->bool`;`s:real^N->bool`; `INTERS(d(n:num)):real^N->bool`] FACE_OF_FACE) THEN ASM_SIMP_TAC[SET_RULE `s PSUBSET t ==> s SUBSET t`; ARITH_RULE `SUC n <= m + 2 ==> n <= m + 1`] THEN MATCH_MP_TAC(TAUT `a /\ b ==> (a ==> (c <=> b)) ==> c`) THEN CONJ_TAC THEN MATCH_MP_TAC FACE_OF_INTERS THEN ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[SUBSET; ARITH_RULE `SUC n <= m + 2 ==> n <= m + 2`]; ALL_TAC] THEN DISCH_THEN(MP_TAC o SPEC `dimindex(:N) + 2`) THEN REWRITE_TAC[LE_REFL] THEN MATCH_MP_TAC(TAUT `~p ==> p ==> q`) THEN REWRITE_TAC[INT_NOT_LE] THEN REWRITE_TAC[GSYM INT_OF_NUM_ADD; INT_ARITH `d - (d + &2):int < i <=> -- &1 <= i`] THEN REWRITE_TAC[AFF_DIM_GE]);;
let FACES_OF_TRANSLATION = 
prove (`!s a:real^N. {f | f face_of IMAGE (\x. a + x) s} = IMAGE (IMAGE (\x. a + x)) {f | f face_of s}`,
REPEAT GEN_TAC THEN CONV_TAC SYM_CONV THEN MATCH_MP_TAC SURJECTIVE_IMAGE_EQ THEN REWRITE_TAC[IN_ELIM_THM; FACE_OF_TRANSLATION_EQ] THEN REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[EQ_SYM_EQ] THEN ONCE_REWRITE_TAC[TRANSLATION_GALOIS] THEN REWRITE_TAC[EXISTS_REFL]);;
let FACES_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N s. linear f /\ (!x y. f x = f y ==> x = y) ==> {t | t face_of (IMAGE f s)} = IMAGE (IMAGE f) {t | t face_of s}`,
REPEAT GEN_TAC THEN DISCH_TAC THEN REWRITE_TAC[face_of; SUBSET_IMAGE; SET_RULE `{y | (?x. P x /\ y = f x) /\ Q y} = {f x |x| P x /\ Q(f x)}`] THEN REWRITE_TAC[SET_RULE `IMAGE f {x | P x} = {f x | P x}`] THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM; FORALL_IN_IMAGE] THEN FIRST_ASSUM(fun th -> REWRITE_TAC[MATCH_MP CONVEX_LINEAR_IMAGE_EQ th; MATCH_MP OPEN_SEGMENT_LINEAR_IMAGE th; MATCH_MP (SET_RULE `(!x y. f x = f y ==> x = y) ==> (!s x. f x IN IMAGE f s <=> x IN s)`) (CONJUNCT2 th)]));;
let FACE_OF_CONIC = 
prove (`!s f:real^N->bool. conic s /\ f face_of s ==> conic f`,
REPEAT GEN_TAC THEN REWRITE_TAC[face_of; conic] THEN STRIP_TAC THEN MAP_EVERY X_GEN_TAC [`x:real^N`; `c:real`] THEN STRIP_TAC THEN ASM_CASES_TAC `x:real^N = vec 0` THENL [ASM_MESON_TAC[VECTOR_MUL_RZERO]; ALL_TAC] THEN ASM_CASES_TAC `c = &1` THENL [ASM_MESON_TAC[VECTOR_MUL_LID]; ALL_TAC] THEN SUBGOAL_THEN `?d e. &0 <= d /\ &0 <= e /\ d < &1 /\ &1 < e /\ d < e /\ (d = c \/ e = c)` MP_TAC THENL [FIRST_X_ASSUM(DISJ_CASES_TAC o MATCH_MP (REAL_ARITH `~(c = &1) ==> c < &1 \/ &1 < c`)) THENL [MAP_EVERY EXISTS_TAC [`c:real`; `&2`] THEN ASM_REAL_ARITH_TAC; MAP_EVERY EXISTS_TAC [`&1 / &2`; `c:real`] THEN ASM_REAL_ARITH_TAC]; DISCH_THEN(REPEAT_TCL CHOOSE_THEN (REPEAT_TCL CONJUNCTS_THEN ASSUME_TAC)) THEN FIRST_X_ASSUM(MP_TAC o SPECL [`d % x :real^N`; `e % x:real^N`; `x:real^N`]) THEN ANTS_TAC THENL [ALL_TAC; ASM_MESON_TAC[]] THEN SUBGOAL_THEN `(x:real^N) IN s` ASSUME_TAC THENL [ASM SET_TAC[]; ASM_SIMP_TAC[IN_SEGMENT]] THEN ASM_SIMP_TAC[VECTOR_MUL_RCANCEL; REAL_LT_IMP_NE] THEN EXISTS_TAC `(&1 - d) / (e - d)` THEN ASM_SIMP_TAC[REAL_LT_LDIV_EQ; REAL_LT_RDIV_EQ; REAL_SUB_LT] THEN REPEAT(CONJ_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC]) THEN REWRITE_TAC[VECTOR_MUL_ASSOC; GSYM VECTOR_ADD_RDISTRIB] THEN REWRITE_TAC[VECTOR_ARITH `x:real^N = a % x <=> (a - &1) % x = vec 0`] THEN ASM_REWRITE_TAC[VECTOR_MUL_EQ_0] THEN UNDISCH_TAC `d:real < e` THEN CONV_TAC REAL_FIELD]);;
let FACE_OF_PCROSS = 
prove (`!f s:real^M->bool f' s':real^N->bool. f face_of s /\ f' face_of s' ==> (f PCROSS f') face_of (s PCROSS s')`,
REPEAT GEN_TAC THEN SIMP_TAC[face_of; CONVEX_PCROSS; PCROSS_MONO] THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN REWRITE_TAC[IN_SEGMENT; FORALL_IN_PCROSS] THEN REWRITE_TAC[RIGHT_IMP_FORALL_THM; IMP_IMP; GSYM CONJ_ASSOC] THEN REWRITE_TAC[GSYM PASTECART_CMUL; PASTECART_ADD; PASTECART_INJ] THEN REWRITE_TAC[PASTECART_IN_PCROSS] THEN MAP_EVERY X_GEN_TAC [`a:real^M`; `a':real^N`; `b:real^M`; `b':real^N`] THEN MAP_EVERY ASM_CASES_TAC [`b:real^M = a`; `b':real^N = a'`] THEN ASM_REWRITE_TAC[VECTOR_ARITH `(&1 - u) % a + u % a:real^N = a`] THEN ASM_MESON_TAC[]);;
let FACE_OF_PCROSS_DECOMP = 
prove (`!s:real^M->bool s':real^N->bool c. c face_of (s PCROSS s') <=> ?f f'. f face_of s /\ f' face_of s' /\ c = f PCROSS f'`,
REPEAT GEN_TAC THEN EQ_TAC THENL [ALL_TAC; STRIP_TAC THEN ASM_SIMP_TAC[FACE_OF_PCROSS]] THEN ASM_CASES_TAC `c:real^(M,N)finite_sum->bool = {}` THENL [ASM_MESON_TAC[EMPTY_FACE_OF; PCROSS_EMPTY]; DISCH_TAC] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_CONVEX) THEN MAP_EVERY EXISTS_TAC [`IMAGE fstcart (c:real^(M,N)finite_sum->bool)`; `IMAGE sndcart (c:real^(M,N)finite_sum->bool)`] THEN MATCH_MP_TAC(TAUT `(p /\ q ==> r) /\ p /\ q ==> p /\ q /\ r`) THEN CONJ_TAC THENL [STRIP_TAC THEN MATCH_MP_TAC FACE_OF_EQ THEN EXISTS_TAC `(s:real^M->bool) PCROSS (s':real^N->bool)` THEN ASM_SIMP_TAC[FACE_OF_PCROSS; RELATIVE_INTERIOR_PCROSS] THEN ASM_SIMP_TAC[RELATIVE_INTERIOR_LINEAR_IMAGE_CONVEX; LINEAR_FSTCART; LINEAR_SNDCART] THEN MATCH_MP_TAC(SET_RULE `~(s = {}) /\ s SUBSET t ==> ~DISJOINT s t`) THEN ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY] THEN REWRITE_TAC[SUBSET; FORALL_PASTECART; PASTECART_IN_PCROSS; IN_IMAGE] THEN REWRITE_TAC[EXISTS_PASTECART; FSTCART_PASTECART; SNDCART_PASTECART] THEN MESON_TAC[]; ALL_TAC] THEN FIRST_X_ASSUM(STRIP_ASSUME_TAC o GEN_REWRITE_RULE I [face_of]) THEN REWRITE_TAC[face_of] THEN ASM_SIMP_TAC[CONVEX_LINEAR_IMAGE; LINEAR_FSTCART; LINEAR_SNDCART] THEN FIRST_ASSUM(MP_TAC o ISPEC `fstcart:real^(M,N)finite_sum->real^M` o MATCH_MP IMAGE_SUBSET) THEN FIRST_ASSUM(MP_TAC o ISPEC `sndcart:real^(M,N)finite_sum->real^N` o MATCH_MP IMAGE_SUBSET) THEN REWRITE_TAC[IMAGE_FSTCART_PCROSS; IMAGE_SNDCART_PCROSS] THEN REPEAT(DISCH_THEN(ASSUME_TAC o MATCH_MP (SET_RULE `s SUBSET (if p then {} else t) ==> s SUBSET t`))) THEN ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [MAP_EVERY X_GEN_TAC [`a:real^M`; `b:real^M`; `x:real^M`] THEN STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_IMAGE]) THEN REWRITE_TAC[EXISTS_PASTECART; FSTCART_PASTECART] THEN REWRITE_TAC[RIGHT_EXISTS_AND_THM; UNWIND_THM1] THEN DISCH_THEN(X_CHOOSE_TAC `y:real^N`) THEN FIRST_X_ASSUM(MP_TAC o SPECL [`pastecart (a:real^M) (y:real^N)`; `pastecart (b:real^M) (y:real^N)`; `pastecart (x:real^M) (y:real^N)`]) THEN ASM_REWRITE_TAC[PASTECART_IN_PCROSS; IN_IMAGE; EXISTS_PASTECART] THEN REWRITE_TAC[FSTCART_PASTECART; RIGHT_EXISTS_AND_THM; UNWIND_THM1] THEN ANTS_TAC THENL [ALL_TAC; MESON_TAC[]] THEN UNDISCH_TAC `(c:real^(M,N)finite_sum->bool) SUBSET s PCROSS s'` THEN REWRITE_TAC[SUBSET] THEN DISCH_THEN(MP_TAC o SPEC `pastecart (x:real^M) (y:real^N)`); MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real^N`; `x:real^N`] THEN STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_IMAGE]) THEN REWRITE_TAC[EXISTS_PASTECART; SNDCART_PASTECART] THEN REWRITE_TAC[RIGHT_EXISTS_AND_THM; UNWIND_THM1] THEN DISCH_THEN(X_CHOOSE_TAC `y:real^M`) THEN FIRST_X_ASSUM(MP_TAC o SPECL [`pastecart (y:real^M) (a:real^N)`; `pastecart (y:real^M) (b:real^N)`; `pastecart (y:real^M) (x:real^N)`]) THEN ASM_REWRITE_TAC[PASTECART_IN_PCROSS; IN_IMAGE; EXISTS_PASTECART] THEN REWRITE_TAC[SNDCART_PASTECART; RIGHT_EXISTS_AND_THM; UNWIND_THM1] THEN ANTS_TAC THENL [ALL_TAC; MESON_TAC[]] THEN UNDISCH_TAC `(c:real^(M,N)finite_sum->bool) SUBSET s PCROSS s'` THEN REWRITE_TAC[SUBSET] THEN DISCH_THEN(MP_TAC o SPEC `pastecart (y:real^M) (x:real^N)`)] THEN ASM_REWRITE_TAC[PASTECART_IN_PCROSS] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_SEGMENT]) THEN REWRITE_TAC[IN_SEGMENT; PASTECART_INJ] THEN REWRITE_TAC[PASTECART_ADD; GSYM PASTECART_CMUL; VECTOR_ARITH `(&1 - u) % a + u % a:real^N = a`] THEN MESON_TAC[]);;
let FACE_OF_PCROSS_EQ = 
prove (`!f s:real^M->bool f' s':real^N->bool. (f PCROSS f') face_of (s PCROSS s') <=> f = {} \/ f' = {} \/ f face_of s /\ f' face_of s'`,
REPEAT GEN_TAC THEN MAP_EVERY ASM_CASES_TAC [`f:real^M->bool = {}`; `f':real^N->bool = {}`] THEN ASM_REWRITE_TAC[PCROSS_EMPTY; EMPTY_FACE_OF] THEN ASM_REWRITE_TAC[FACE_OF_PCROSS_DECOMP; PCROSS_EQ] THEN MESON_TAC[]);;
let HYPERPLANE_FACE_OF_HALFSPACE_LE = 
prove (`!a:real^N b. {x | a dot x = b} face_of {x | a dot x <= b}`,
REPEAT GEN_TAC THEN ONCE_REWRITE_TAC[REAL_ARITH `a:real = b <=> a <= b /\ a = b`] THEN REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | P x} INTER {x | Q x}`] THEN MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN REWRITE_TAC[IN_ELIM_THM; CONVEX_HALFSPACE_LE]);;
let HYPERPLANE_FACE_OF_HALFSPACE_GE = 
prove (`!a:real^N b. {x | a dot x = b} face_of {x | a dot x >= b}`,
REPEAT GEN_TAC THEN ONCE_REWRITE_TAC[REAL_ARITH `a:real = b <=> a >= b /\ a = b`] THEN REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | P x} INTER {x | Q x}`] THEN MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE THEN REWRITE_TAC[IN_ELIM_THM; CONVEX_HALFSPACE_GE]);;
let FACE_OF_HALFSPACE_LE = 
prove (`!f a:real^N b. f face_of {x | a dot x <= b} <=> f = {} \/ f = {x | a dot x = b} \/ f = {x | a dot x <= b}`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `a:real^N = vec 0` THENL [ASM_SIMP_TAC[DOT_LZERO; SET_RULE `{x | p} = if p then UNIV else {}`] THEN REPEAT(COND_CASES_TAC THEN ASM_REWRITE_TAC[FACE_OF_EMPTY]) THEN ASM_SIMP_TAC[FACE_OF_AFFINE_EQ; AFFINE_UNIV; DISJ_ACI] THEN ASM_REAL_ARITH_TAC; ALL_TAC] THEN EQ_TAC THEN STRIP_TAC THEN ASM_SIMP_TAC[EMPTY_FACE_OF; FACE_OF_REFL; CONVEX_HALFSPACE_LE; HYPERPLANE_FACE_OF_HALFSPACE_LE] THEN MATCH_MP_TAC(TAUT `(~r ==> p \/ q) ==> p \/ q \/ r`) THEN DISCH_TAC THEN SUBGOAL_THEN `f face_of {x:real^N | a dot x = b}` MP_TAC THENL [ASM_SIMP_TAC[GSYM FRONTIER_HALFSPACE_LE] THEN ASM_SIMP_TAC[CONV_RULE(RAND_CONV SYM_CONV) (SPEC_ALL RELATIVE_FRONTIER_NONEMPTY_INTERIOR); INTERIOR_HALFSPACE_LE; HALFSPACE_EQ_EMPTY_LT] THEN MATCH_MP_TAC FACE_OF_SUBSET THEN EXISTS_TAC `{x:real^N | a dot x <= b}` THEN ASM_SIMP_TAC[FACE_OF_SUBSET_RELATIVE_FRONTIER] THEN ASM_SIMP_TAC[relative_frontier; CLOSURE_CLOSED; CLOSED_HALFSPACE_LE] THEN SET_TAC[]; ASM_SIMP_TAC[FACE_OF_AFFINE_EQ; AFFINE_HYPERPLANE]]);;
let FACE_OF_HALFSPACE_GE = 
prove (`!f a:real^N b. f face_of {x | a dot x >= b} <=> f = {} \/ f = {x | a dot x = b} \/ f = {x | a dot x >= b}`,
REPEAT GEN_TAC THEN MP_TAC(ISPECL [`f:real^N->bool`; `--a:real^N`; `--b:real`] FACE_OF_HALFSPACE_LE) THEN REWRITE_TAC[DOT_LNEG; REAL_LE_NEG2; REAL_EQ_NEG2; real_ge]);;
(* ------------------------------------------------------------------------- *) (* Exposed faces (faces that are intersection with supporting hyperplane). *) (* ------------------------------------------------------------------------- *) parse_as_infix("exposed_face_of",(12,"right"));;
let exposed_face_of = new_definition
 `t exposed_face_of s <=>
    t face_of s /\
    ?a b. s SUBSET {x | a dot x <= b} /\ t = s INTER {x | a dot x = b}`;;
let EMPTY_EXPOSED_FACE_OF = 
prove (`!s:real^N->bool. {} exposed_face_of s`,
GEN_TAC THEN REWRITE_TAC[exposed_face_of; EMPTY_FACE_OF] THEN MAP_EVERY EXISTS_TAC [`vec 0:real^N`; `&1:real`] THEN REWRITE_TAC[DOT_LZERO] THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN SET_TAC[]);;
let EXPOSED_FACE_OF_REFL_EQ = 
prove (`!s:real^N->bool. s exposed_face_of s <=> convex s`,
GEN_TAC THEN REWRITE_TAC[exposed_face_of; FACE_OF_REFL_EQ] THEN ASM_CASES_TAC `convex(s:real^N->bool)` THEN ASM_REWRITE_TAC[] THEN MAP_EVERY EXISTS_TAC [`vec 0:real^N`; `&0:real`] THEN REWRITE_TAC[DOT_LZERO] THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN SET_TAC[]);;
let EXPOSED_FACE_OF_REFL = 
prove (`!s:real^N->bool. convex s ==> s exposed_face_of s`,
REWRITE_TAC[EXPOSED_FACE_OF_REFL_EQ]);;
let EXPOSED_FACE_OF = 
prove (`!s t. t exposed_face_of s <=> t face_of s /\ (t = {} \/ t = s \/ ?a b. ~(a = vec 0) /\ s SUBSET {x:real^N | a dot x <= b} /\ t = s INTER {x | a dot x = b})`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `t:real^N->bool = {}` THEN ASM_REWRITE_TAC[EMPTY_EXPOSED_FACE_OF; EMPTY_FACE_OF] THEN ASM_CASES_TAC `t:real^N->bool = s` THEN ASM_REWRITE_TAC[EXPOSED_FACE_OF_REFL_EQ; FACE_OF_REFL_EQ] THEN REWRITE_TAC[exposed_face_of] THEN AP_TERM_TAC THEN EQ_TAC THENL [REWRITE_TAC[LEFT_IMP_EXISTS_THM]; MESON_TAC[]] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real`] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MAP_EVERY EXISTS_TAC [`a:real^N`; `b:real`] THEN ASM_CASES_TAC `a:real^N = vec 0` THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM SUBST_ALL_TAC THEN REPEAT(POP_ASSUM MP_TAC) THEN REWRITE_TAC[DOT_LZERO] THEN SET_TAC[]);;
let EXPOSED_FACE_OF_TRANSLATION_EQ = 
prove (`!a f s:real^N->bool. (IMAGE (\x. a + x) f) exposed_face_of (IMAGE (\x. a + x) s) <=> f exposed_face_of s`,
REPEAT GEN_TAC THEN REWRITE_TAC[exposed_face_of; FACE_OF_TRANSLATION_EQ] THEN MP_TAC(ISPEC `\x:real^N. a + x` QUANTIFY_SURJECTION_THM) THEN REWRITE_TAC[] THEN ANTS_TAC THENL [MESON_TAC[VECTOR_ARITH `y + (x - y):real^N = x`]; ALL_TAC] THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [last(CONJUNCTS th)]) THEN REWRITE_TAC[end_itlist CONJ (!invariant_under_translation)] THEN REWRITE_TAC[DOT_RADD] THEN ONCE_REWRITE_TAC[REAL_ADD_SYM] THEN REWRITE_TAC[GSYM REAL_LE_SUB_LADD; GSYM REAL_EQ_SUB_LADD] THEN AP_TERM_TAC THEN AP_TERM_TAC THEN GEN_REWRITE_TAC I [FUN_EQ_THM] THEN X_GEN_TAC `c:real^N` THEN REWRITE_TAC[] THEN EQ_TAC THEN DISCH_THEN(X_CHOOSE_THEN `b:real` STRIP_ASSUME_TAC) THENL [EXISTS_TAC `b - (c:real^N) dot a`; EXISTS_TAC `b + (c:real^N) dot a`] THEN ASM_REWRITE_TAC[REAL_ARITH `(x + y) - y:real = x`]);;
add_translation_invariants [EXPOSED_FACE_OF_TRANSLATION_EQ];;
let EXPOSED_FACE_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N c s. linear f /\ (!x y. f x = f y ==> x = y) /\ (!y. ?x. f x = y) ==> ((IMAGE f c) exposed_face_of (IMAGE f s) <=> c exposed_face_of s)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[exposed_face_of] THEN BINOP_TAC THENL [ASM_MESON_TAC[FACE_OF_LINEAR_IMAGE]; ALL_TAC] THEN MP_TAC(ISPEC `f:real^M->real^N` QUANTIFY_SURJECTION_THM) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [last(CONJUNCTS th)]) THEN ONCE_REWRITE_TAC[DOT_SYM] THEN ASM_SIMP_TAC[ADJOINT_WORKS] THEN MP_TAC(end_itlist CONJ (mapfilter (ISPEC `f:real^M->real^N`) (!invariant_under_linear))) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ASM_REWRITE_TAC[] THEN ONCE_REWRITE_TAC[SWAP_EXISTS_THM] THEN AP_TERM_TAC THEN ABS_TAC THEN EQ_TAC THENL [DISCH_THEN(X_CHOOSE_THEN `a:real^N` STRIP_ASSUME_TAC) THEN EXISTS_TAC `adjoint(f:real^M->real^N) a` THEN ASM_REWRITE_TAC[]; DISCH_THEN(X_CHOOSE_THEN `a:real^M` STRIP_ASSUME_TAC) THEN MP_TAC(ISPEC `adjoint(f:real^M->real^N)` LINEAR_SURJECTIVE_RIGHT_INVERSE) THEN ASM_SIMP_TAC[ADJOINT_SURJECTIVE; ADJOINT_LINEAR] THEN REWRITE_TAC[FUN_EQ_THM; o_THM; I_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `g:real^M->real^N` THEN STRIP_TAC THEN EXISTS_TAC `(g:real^M->real^N) a` THEN ASM_REWRITE_TAC[]]);;
let EXPOSED_FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE = 
prove (`!s a:real^N b. convex s /\ (!x. x IN s ==> a dot x <= b) ==> (s INTER {x | a dot x = b}) exposed_face_of s`,
let EXPOSED_FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE = 
prove (`!s a:real^N b. convex s /\ (!x. x IN s ==> a dot x >= b) ==> (s INTER {x | a dot x = b}) exposed_face_of s`,
REWRITE_TAC[real_ge] THEN REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `--a:real^N`; `--b:real`] EXPOSED_FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE) THEN ASM_REWRITE_TAC[DOT_LNEG; REAL_EQ_NEG2; REAL_LE_NEG2]);;
let EXPOSED_FACE_OF_INTER = 
prove (`!s t u:real^N->bool. t exposed_face_of s /\ u exposed_face_of s ==> (t INTER u) exposed_face_of s`,
REPEAT GEN_TAC THEN SIMP_TAC[exposed_face_of; FACE_OF_INTER] THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM] THEN REWRITE_TAC[LEFT_AND_EXISTS_THM; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`a':real^N`; `b':real`; `a:real^N`; `b:real`] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MAP_EVERY EXISTS_TAC [`a + a':real^N`; `b + b':real`] THEN REWRITE_TAC[SET_RULE `(s INTER t1) INTER (s INTER t2) = s INTER u <=> !x. x IN s ==> (x IN t1 /\ x IN t2 <=> x IN u)`] THEN ASM_SIMP_TAC[DOT_LADD; REAL_LE_ADD2; IN_ELIM_THM] THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `x:real^N`)) THEN ASM_REWRITE_TAC[] THEN REAL_ARITH_TAC);;
let EXPOSED_FACE_OF_INTERS = 
prove (`!P s:real^N->bool. ~(P = {}) /\ (!t. t IN P ==> t exposed_face_of s) ==> INTERS P exposed_face_of s`,
REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `P:(real^N->bool)->bool`] INTERS_FACES_FINITE_ALTBOUND) THEN ANTS_TAC THENL [ASM_MESON_TAC[exposed_face_of]; ALL_TAC] THEN DISCH_THEN(X_CHOOSE_THEN `Q:(real^N->bool)->bool` STRIP_ASSUME_TAC) THEN FIRST_X_ASSUM(MP_TAC o SYM) THEN ASM_CASES_TAC `Q:(real^N->bool)->bool = {}` THENL [ASM_SIMP_TAC[INTERS_0] THEN REWRITE_TAC[SET_RULE `INTERS s = UNIV <=> !t. t IN s ==> t = UNIV`] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN ASM_MESON_TAC[]; DISCH_THEN SUBST1_TAC THEN FIRST_X_ASSUM(MP_TAC o check (is_neg o concl)) THEN SUBGOAL_THEN `!t:real^N->bool. t IN Q ==> t exposed_face_of s` MP_TAC THENL [ASM SET_TAC[]; UNDISCH_TAC `FINITE(Q:(real^N->bool)->bool)`] THEN SPEC_TAC(`Q:(real^N->bool)->bool`,`Q:(real^N->bool)->bool`) THEN POP_ASSUM_LIST(K ALL_TAC) THEN MATCH_MP_TAC FINITE_INDUCT_STRONG THEN REWRITE_TAC[FORALL_IN_INSERT] THEN MAP_EVERY X_GEN_TAC [`t:real^N->bool`; `P:(real^N->bool)->bool`] THEN DISCH_THEN(fun th -> STRIP_TAC THEN MP_TAC th) THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[INTERS_INSERT] THEN ASM_CASES_TAC `P:(real^N->bool)->bool = {}` THEN ASM_SIMP_TAC[INTERS_0; INTER_UNIV; EXPOSED_FACE_OF_INTER]]);;
let EXPOSED_FACE_OF_SUMS = 
prove (`!s t f:real^N->bool. convex s /\ convex t /\ f exposed_face_of {x + y | x IN s /\ y IN t} ==> ?k l. k exposed_face_of s /\ l exposed_face_of t /\ f = {x + y | x IN k /\ y IN l}`,
REPEAT STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [EXPOSED_FACE_OF]) THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN ASM_CASES_TAC `f:real^N->bool = {}` THENL [DISCH_TAC THEN REPEAT (EXISTS_TAC `{}:real^N->bool`) THEN ASM_REWRITE_TAC[EMPTY_EXPOSED_FACE_OF] THEN SET_TAC[]; ALL_TAC] THEN ASM_CASES_TAC `f = {x + y :real^N | x IN s /\ y IN t}` THENL [DISCH_TAC THEN MAP_EVERY EXISTS_TAC [`s:real^N->bool`; `t:real^N->bool`] THEN ASM_SIMP_TAC[EXPOSED_FACE_OF_REFL]; ALL_TAC] THEN ASM_REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`u:real^N`; `z:real`] THEN REWRITE_TAC[SUBSET; FORALL_IN_GSPEC; IN_ELIM_THM] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN DISCH_THEN SUBST_ALL_TAC THEN RULE_ASSUM_TAC(REWRITE_RULE[GSYM SUBSET_INTER_ABSORPTION]) THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN REWRITE_TAC[EXISTS_IN_GSPEC; IN_INTER] THEN REWRITE_TAC[IN_ELIM_THM; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`a0:real^N`; `b0:real^N`] THEN STRIP_TAC THEN FIRST_X_ASSUM(SUBST_ALL_TAC o SYM) THEN EXISTS_TAC `s INTER {x:real^N | u dot x = u dot a0}` THEN EXISTS_TAC `t INTER {y:real^N | u dot y = u dot b0}` THEN REPEAT CONJ_TAC THENL [MATCH_MP_TAC EXPOSED_FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN ASM_REWRITE_TAC[] THEN X_GEN_TAC `a:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`a:real^N`; `b0:real^N`]) THEN ASM_REWRITE_TAC[DOT_RADD] THEN REAL_ARITH_TAC; MATCH_MP_TAC EXPOSED_FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN ASM_REWRITE_TAC[] THEN X_GEN_TAC `b:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`a0:real^N`; `b:real^N`]) THEN ASM_REWRITE_TAC[DOT_RADD] THEN REAL_ARITH_TAC; ALL_TAC] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THEN REWRITE_TAC[SUBSET; FORALL_IN_GSPEC; IN_INTER; IMP_CONJ] THENL [ALL_TAC; SIMP_TAC[IN_INTER; IN_ELIM_THM; DOT_RADD] THEN MESON_TAC[]] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real^N`] THEN DISCH_TAC THEN DISCH_TAC THEN REWRITE_TAC[IN_ELIM_THM; DOT_RADD] THEN DISCH_TAC THEN MAP_EVERY EXISTS_TAC [`a:real^N`; `b:real^N`] THEN ASM_REWRITE_TAC[] THEN FIRST_ASSUM(MP_TAC o SPECL [`a:real^N`; `b0:real^N`]) THEN FIRST_X_ASSUM(MP_TAC o SPECL [`a0:real^N`; `b:real^N`]) THEN ASM_REWRITE_TAC[DOT_RADD] THEN ASM_REAL_ARITH_TAC);;
let EXPOSED_FACE_OF_PARALLEL = 
prove (`!t s. t exposed_face_of s <=> t face_of s /\ ?a b. s SUBSET {x:real^N | a dot x <= b} /\ t = s INTER {x | a dot x = b} /\ (~(t = {}) /\ ~(t = s) ==> ~(a = vec 0)) /\ (!w. w IN affine hull s /\ ~(t = s) ==> (w + a) IN affine hull s)`,
REPEAT GEN_TAC THEN REWRITE_TAC[exposed_face_of] THEN AP_TERM_TAC THEN EQ_TAC THENL [REWRITE_TAC[LEFT_IMP_EXISTS_THM]; REPEAT(MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC) THEN SIMP_TAC[]] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real`] THEN STRIP_TAC THEN MP_TAC(ISPECL [`affine hull s:real^N->bool`; `--a:real^N`; `--b:real`] AFFINE_PARALLEL_SLICE) THEN SIMP_TAC[AFFINE_AFFINE_HULL; DOT_LNEG; REAL_LE_NEG2; REAL_EQ_NEG2] THEN DISCH_THEN(REPEAT_TCL DISJ_CASES_THEN ASSUME_TAC) THENL [MAP_EVERY EXISTS_TAC [`vec 0:real^N`; `&1`] THEN REWRITE_TAC[DOT_LZERO; REAL_POS; SET_RULE `{x | T} = UNIV`] THEN SIMP_TAC[SUBSET_UNIV; VECTOR_ADD_RID; REAL_ARITH `~(&0 = &1)`] THEN REWRITE_TAC[EMPTY_GSPEC] THEN ASM_REWRITE_TAC[INTER_EMPTY] THEN MATCH_MP_TAC(TAUT `p ==> p /\ ~(~p /\ q)`) THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (SET_RULE `s' INTER t' = {} ==> s SUBSET s' /\ t SUBSET t' ==> s INTER t = {}`)) THEN REWRITE_TAC[HULL_SUBSET] THEN SIMP_TAC[SUBSET; IN_ELIM_THM; REAL_LE_REFL]; SUBGOAL_THEN `t:real^N->bool = s` SUBST1_TAC THENL [FIRST_X_ASSUM SUBST1_TAC THEN REWRITE_TAC[GSYM REAL_LE_ANTISYM] THEN SUBGOAL_THEN `s SUBSET affine hull (s:real^N->bool)` MP_TAC THENL [REWRITE_TAC[HULL_SUBSET]; ASM SET_TAC[]]; MAP_EVERY EXISTS_TAC [`vec 0:real^N`; `&0`] THEN REWRITE_TAC[DOT_LZERO; SET_RULE `{x | T} = UNIV`; REAL_LE_REFL] THEN SET_TAC[]]; FIRST_X_ASSUM(X_CHOOSE_THEN `a':real^N` MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `b':real` STRIP_ASSUME_TAC) THEN MAP_EVERY EXISTS_TAC [`--a':real^N`; `--b':real`] THEN ASM_REWRITE_TAC[DOT_LNEG; REAL_LE_NEG2; REAL_EQ_NEG2] THEN REPEAT CONJ_TAC THENL [ONCE_REWRITE_TAC[REAL_ARITH `b <= a <=> ~(a <= b) \/ a = b`] THEN MATCH_MP_TAC(SET_RULE `!s'. s SUBSET s' /\ s SUBSET (UNIV DIFF (s' INTER {x | P x})) UNION (s' INTER {x | Q x}) ==> s SUBSET {x | ~P x \/ Q x}`) THEN EXISTS_TAC `affine hull s:real^N->bool` THEN ASM_REWRITE_TAC[HULL_SUBSET] THEN MATCH_MP_TAC(SET_RULE `s SUBSET s' /\ s SUBSET (UNIV DIFF {x | P x}) UNION {x | Q x} ==> s SUBSET (UNIV DIFF (s' INTER {x | P x})) UNION (s' INTER {x | Q x})`) THEN REWRITE_TAC[HULL_SUBSET] THEN MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `{x:real^N | a dot x <= b}` THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[SUBSET; IN_DIFF; IN_UNIV; IN_UNION; IN_ELIM_THM] THEN REAL_ARITH_TAC; FIRST_ASSUM(MATCH_MP_TAC o MATCH_MP (SET_RULE `s' INTER a = s' INTER b ==> s SUBSET s' ==> s INTER b = s INTER a`)) THEN REWRITE_TAC[HULL_SUBSET]; ASM_REWRITE_TAC[VECTOR_NEG_EQ_0]; ONCE_REWRITE_TAC[VECTOR_ARITH `w + --a:real^N = w + &1 % (w - (w + a))`] THEN ASM_SIMP_TAC[IN_AFFINE_ADD_MUL_DIFF; AFFINE_AFFINE_HULL]]]);;
(* ------------------------------------------------------------------------- *) (* Extreme points of a set, which are its singleton faces. *) (* ------------------------------------------------------------------------- *) parse_as_infix("extreme_point_of",(12,"right"));;
let extreme_point_of = new_definition
 `x extreme_point_of s <=>
    x IN s /\ !a b. a IN s /\ b IN s ==> ~(x IN segment(a,b))`;;
let EXTREME_POINT_OF_STILLCONVEX = 
prove (`!s x:real^N. convex s ==> (x extreme_point_of s <=> x IN s /\ convex(s DELETE x))`,
let FACE_OF_SING = 
prove (`!x s. {x} face_of s <=> x extreme_point_of s`,
let EXTREME_POINT_NOT_IN_RELATIVE_INTERIOR = 
prove (`!s x:real^N. x extreme_point_of s /\ ~(s = {x}) ==> ~(x IN relative_interior s)`,
REPEAT GEN_TAC THEN CONV_TAC(ONCE_DEPTH_CONV SYM_CONV) THEN REWRITE_TAC[GSYM FACE_OF_SING] THEN DISCH_THEN(MP_TAC o MATCH_MP FACE_OF_DISJOINT_RELATIVE_INTERIOR) THEN SET_TAC[]);;
let EXTREME_POINT_NOT_IN_INTERIOR = 
prove (`!s x:real^N. x extreme_point_of s ==> ~(x IN interior s)`,
REPEAT GEN_TAC THEN DISCH_TAC THEN ASM_CASES_TAC `s = {x:real^N}` THEN ASM_SIMP_TAC[EMPTY_INTERIOR_FINITE; FINITE_SING; NOT_IN_EMPTY] THEN DISCH_THEN(MP_TAC o MATCH_MP (REWRITE_RULE[SUBSET] INTERIOR_SUBSET_RELATIVE_INTERIOR)) THEN ASM_SIMP_TAC[EXTREME_POINT_NOT_IN_RELATIVE_INTERIOR]);;
let EXTREME_POINT_OF_FACE = 
prove (`!f s v. f face_of s ==> (v extreme_point_of f <=> v extreme_point_of s /\ v IN f)`,
REWRITE_TAC[GSYM FACE_OF_SING; GSYM SING_SUBSET; FACE_OF_FACE]);;
let EXTREME_POINT_OF_MIDPOINT = 
prove (`!s x:real^N. convex s ==> (x extreme_point_of s <=> x IN s /\ !a b. a IN s /\ b IN s /\ x = midpoint(a,b) ==> x = a /\ x = b)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[extreme_point_of] THEN AP_TERM_TAC THEN EQ_TAC THEN DISCH_TAC THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real^N`] THEN DISCH_TAC THENL [FIRST_X_ASSUM(MP_TAC o SPECL [`a:real^N`; `b:real^N`]) THEN ASM_SIMP_TAC[MIDPOINT_IN_SEGMENT; MIDPOINT_REFL]; ALL_TAC] THEN REWRITE_TAC[IN_SEGMENT] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC (X_CHOOSE_THEN `u:real` STRIP_ASSUME_TAC)) THEN ABBREV_TAC `d = min (&1 - u) u` THEN FIRST_X_ASSUM(MP_TAC o SPECL [`x - d / &2 % (b - a):real^N`; `x + d / &2 % (b - a):real^N`]) THEN REWRITE_TAC[NOT_IMP] THEN REPEAT CONJ_TAC THENL [FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [CONVEX_ALT]) THEN ASM_REWRITE_TAC[VECTOR_ARITH `((&1 - u) % a + u % b) - d / &2 % (b - a):real^N = (&1 - (u - d / &2)) % a + (u - d / &2) % b`] THEN DISCH_THEN MATCH_MP_TAC THEN ASM_REWRITE_TAC[] THEN ASM_REAL_ARITH_TAC; FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [CONVEX_ALT]) THEN ASM_REWRITE_TAC[VECTOR_ARITH `((&1 - u) % a + u % b) + d / &2 % (b - a):real^N = (&1 - (u + d / &2)) % a + (u + d / &2) % b`] THEN DISCH_THEN MATCH_MP_TAC THEN ASM_REWRITE_TAC[] THEN ASM_REAL_ARITH_TAC; REWRITE_TAC[midpoint] THEN VECTOR_ARITH_TAC; REWRITE_TAC[VECTOR_ARITH `x:real^N = x - d <=> d = vec 0`; VECTOR_ARITH `x:real^N = x + d <=> d = vec 0`] THEN ASM_REWRITE_TAC[VECTOR_MUL_EQ_0; VECTOR_SUB_EQ] THEN ASM_REAL_ARITH_TAC]);;
let EXTREME_POINT_OF_CONVEX_HULL = 
prove (`!x:real^N s. x extreme_point_of (convex hull s) ==> x IN s`,
REPEAT GEN_TAC THEN SIMP_TAC[EXTREME_POINT_OF_STILLCONVEX; CONVEX_CONVEX_HULL] THEN MP_TAC(ISPECL [`convex:(real^N->bool)->bool`; `s:real^N->bool`; `(convex hull s) DELETE (x:real^N)`] HULL_MINIMAL) THEN MP_TAC(ISPECL [`convex:(real^N->bool)->bool`; `s:real^N->bool`] HULL_SUBSET) THEN ASM SET_TAC[]);;
let EXTREME_POINTS_OF_CONVEX_HULL = 
prove (`!s. {x | x extreme_point_of (convex hull s)} SUBSET s`,
let EXTREME_POINT_OF_EMPTY = 
prove (`!x. ~(x extreme_point_of {})`,
REWRITE_TAC[extreme_point_of; NOT_IN_EMPTY]);;
let EXTREME_POINT_OF_SING = 
prove (`!a x. x extreme_point_of {a} <=> x = a`,
REWRITE_TAC[extreme_point_of; IN_SING] THEN MESON_TAC[SEGMENT_REFL; NOT_IN_EMPTY]);;
let EXTREME_POINT_OF_TRANSLATION_EQ = 
prove (`!a:real^N x s. (a + x) extreme_point_of (IMAGE (\x. a + x) s) <=> x extreme_point_of s`,
REWRITE_TAC[extreme_point_of] THEN GEOM_TRANSLATE_TAC[]);;
add_translation_invariants [EXTREME_POINT_OF_TRANSLATION_EQ];;
let EXTREME_POINT_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N. linear f /\ (!x y. f x = f y ==> x = y) ==> ((f x) extreme_point_of (IMAGE f s) <=> x extreme_point_of s)`,
REWRITE_TAC[GSYM FACE_OF_SING] THEN GEOM_TRANSFORM_TAC[]);;
add_linear_invariants [EXTREME_POINT_OF_LINEAR_IMAGE];;
let EXTREME_POINTS_OF_TRANSLATION = 
prove (`!a s. {x:real^N | x extreme_point_of (IMAGE (\x. a + x) s)} = IMAGE (\x. a + x) {x | x extreme_point_of s}`,
REPEAT GEN_TAC THEN CONV_TAC SYM_CONV THEN MATCH_MP_TAC SURJECTIVE_IMAGE_EQ THEN REWRITE_TAC[VECTOR_ARITH `a + x:real^N = y <=> x = y - a`; EXISTS_REFL] THEN REWRITE_TAC[IN_ELIM_THM; EXTREME_POINT_OF_TRANSLATION_EQ]);;
let EXTREME_POINT_OF_INTER = 
prove (`!x s t. x extreme_point_of s /\ x extreme_point_of t ==> x extreme_point_of (s INTER t)`,
REWRITE_TAC[extreme_point_of; IN_INTER] THEN MESON_TAC[]);;
let EXTREME_POINTS_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N. linear f /\ (!x y. f x = f y ==> x = y) ==> {y | y extreme_point_of (IMAGE f s)} = IMAGE f {x | x extreme_point_of s}`,
REPEAT GEN_TAC THEN DISCH_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP OPEN_SEGMENT_LINEAR_IMAGE) THEN MATCH_MP_TAC SUBSET_ANTISYM THEN REWRITE_TAC[FORALL_IN_IMAGE; FORALL_IN_GSPEC; SUBSET; extreme_point_of; IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN ASM_SIMP_TAC[FUN_IN_IMAGE; IN_ELIM_THM; IMP_IMP; GSYM CONJ_ASSOC] THEN ASM SET_TAC[]);;
let EXTREME_POINT_OF_INTER_SUPPORTING_HYPERPLANE_LE = 
prove (`!s a b c. (!x. x IN s ==> a dot x <= b) /\ s INTER {x | a dot x = b} = {c} ==> c extreme_point_of s`,
REPEAT STRIP_TAC THEN REWRITE_TAC[GSYM FACE_OF_SING] THEN FIRST_ASSUM(SUBST1_TAC o SYM) THEN MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE_STRONG THEN ASM_REWRITE_TAC[CONVEX_SING]);;
let EXTREME_POINT_OF_INTER_SUPPORTING_HYPERPLANE_GE = 
prove (`!s a b c. (!x. x IN s ==> a dot x >= b) /\ s INTER {x | a dot x = b} = {c} ==> c extreme_point_of s`,
REPEAT STRIP_TAC THEN REWRITE_TAC[GSYM FACE_OF_SING] THEN FIRST_ASSUM(SUBST1_TAC o SYM) THEN MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE_STRONG THEN ASM_REWRITE_TAC[CONVEX_SING]);;
let EXPOSED_POINT_OF_INTER_SUPPORTING_HYPERPLANE_LE = 
prove (`!s a b c:real^N. (!x. x IN s ==> a dot x <= b) /\ s INTER {x | a dot x = b} = {c} ==> {c} exposed_face_of s`,
REPEAT STRIP_TAC THEN REWRITE_TAC[exposed_face_of] THEN CONJ_TAC THENL [REWRITE_TAC[FACE_OF_SING] THEN MATCH_MP_TAC EXTREME_POINT_OF_INTER_SUPPORTING_HYPERPLANE_LE; ALL_TAC] THEN MAP_EVERY EXISTS_TAC [`a:real^N`; `b:real`] THEN ASM SET_TAC[]);;
let EXPOSED_POINT_OF_INTER_SUPPORTING_HYPERPLANE_GE = 
prove (`!s a b c:real^N. (!x. x IN s ==> a dot x >= b) /\ s INTER {x | a dot x = b} = {c} ==> {c} exposed_face_of s`,
REWRITE_TAC[real_ge] THEN REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `--a:real^N`; `--b:real`; `c:real^N`] EXPOSED_POINT_OF_INTER_SUPPORTING_HYPERPLANE_LE) THEN ASM_REWRITE_TAC[DOT_LNEG; REAL_EQ_NEG2; REAL_LE_NEG2]);;
let EXPOSED_POINT_OF_FURTHEST_POINT = 
prove (`!s a b:real^N. b IN s /\ (!x. x IN s ==> dist(a,x) <= dist(a,b)) ==> {b} exposed_face_of s`,
REPEAT GEN_TAC THEN GEOM_ORIGIN_TAC `a:real^N` THEN REWRITE_TAC[DIST_0; NORM_LE] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC EXPOSED_POINT_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN MAP_EVERY EXISTS_TAC [`b:real^N`; `(b:real^N) dot b`] THEN CONJ_TAC THENL [X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `x:real^N`) THEN ASM_REWRITE_TAC[]; MATCH_MP_TAC SUBSET_ANTISYM THEN ASM_REWRITE_TAC[IN_INTER; SING_SUBSET; IN_ELIM_THM] THEN REWRITE_TAC[SUBSET; IN_SING; IN_INTER; IN_ELIM_THM] THEN X_GEN_TAC `x:real^N` THEN STRIP_TAC THEN CONV_TAC SYM_CONV THEN ASM_REWRITE_TAC[VECTOR_EQ] THEN ASM_SIMP_TAC[GSYM REAL_LE_ANTISYM] THEN UNDISCH_TAC `(b:real^N) dot x = b dot b`] THEN MP_TAC(ISPEC `b - x:real^N` DOT_POS_LE) THEN REWRITE_TAC[DOT_LSUB; DOT_RSUB; DOT_SYM] THEN REAL_ARITH_TAC);;
let COLLINEAR_EXTREME_POINTS = 
prove (`!s. collinear s ==> FINITE {x:real^N | x extreme_point_of s} /\ CARD {x | x extreme_point_of s} <= 2`,
REWRITE_TAC[GSYM NOT_LT; TAUT `a /\ ~b <=> ~(a ==> b)`] THEN REWRITE_TAC[ARITH_RULE `2 < n <=> 3 <= n`] THEN REPEAT STRIP_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP CHOOSE_SUBSET_STRONG) THEN CONV_TAC(ONCE_DEPTH_CONV HAS_SIZE_CONV) THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM] THEN REWRITE_TAC[NOT_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`t:real^N->bool`; `a:real^N`; `b:real^N`; `c:real^N`] THEN REPEAT STRIP_TAC THEN FIRST_X_ASSUM SUBST_ALL_TAC THEN SUBGOAL_THEN `(a:real^N) extreme_point_of s /\ b extreme_point_of s /\ c extreme_point_of s` STRIP_ASSUME_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `(a:real^N) IN s /\ b IN s /\ c IN s` STRIP_ASSUME_TAC THENL [ASM_MESON_TAC[extreme_point_of]; ALL_TAC] THEN SUBGOAL_THEN `collinear {a:real^N,b,c}` MP_TAC THENL [MATCH_MP_TAC COLLINEAR_SUBSET THEN EXISTS_TAC `s:real^N->bool` THEN ASM SET_TAC[]; REWRITE_TAC[COLLINEAR_BETWEEN_CASES; BETWEEN_IN_SEGMENT] THEN ASM_SIMP_TAC[SEGMENT_CLOSED_OPEN; IN_INSERT; NOT_IN_EMPTY; IN_UNION] THEN ASM_MESON_TAC[extreme_point_of]]);;
let EXTREME_POINT_OF_CONIC = 
prove (`!s x:real^N. conic s /\ x extreme_point_of s ==> x = vec 0`,
REPEAT GEN_TAC THEN REWRITE_TAC[GSYM FACE_OF_SING] THEN DISCH_THEN(MP_TAC o MATCH_MP FACE_OF_CONIC) THEN SIMP_TAC[conic; IN_SING; VECTOR_MUL_EQ_0; REAL_SUB_0; VECTOR_ARITH `c % x:real^N = x <=> (c - &1) % x = vec 0`] THEN MESON_TAC[REAL_ARITH `&0 <= &0 /\ ~(&1 = &0)`]);;
let EXTREME_POINT_OF_CONVEX_HULL_INSERT = 
prove (`!s a:real^N. FINITE s /\ ~(a IN convex hull s) ==> a extreme_point_of (convex hull (a INSERT s))`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `(a:real^N) IN s` THEN ASM_SIMP_TAC[HULL_INC] THEN STRIP_TAC THEN MP_TAC(ISPECL [`{a:real^N}`; `(a:real^N) INSERT s`] FACE_OF_CONVEX_HULLS) THEN ASM_REWRITE_TAC[FINITE_INSERT; AFFINE_HULL_SING; CONVEX_HULL_SING] THEN REWRITE_TAC[FACE_OF_SING] THEN DISCH_THEN MATCH_MP_TAC THEN ASM_SIMP_TAC[SET_RULE `~(a IN s) ==> a INSERT s DIFF {a} = s`] THEN ASM SET_TAC[]);;
(* ------------------------------------------------------------------------- *) (* Facets. *) (* ------------------------------------------------------------------------- *) parse_as_infix("facet_of",(12, "right"));;
let facet_of = new_definition
 `f facet_of s <=> f face_of s /\ ~(f = {}) /\ aff_dim f = aff_dim s - &1`;;
let FACET_OF_EMPTY = 
prove (`!s. ~(s facet_of {})`,
REWRITE_TAC[facet_of; FACE_OF_EMPTY] THEN CONV_TAC TAUT);;
let FACET_OF_REFL = 
prove (`!s. ~(s facet_of s)`,
REWRITE_TAC[facet_of; INT_ARITH `~(x:int = x - &1)`]);;
let FACET_OF_IMP_FACE_OF = 
prove (`!f s. f facet_of s ==> f face_of s`,
SIMP_TAC[facet_of]);;
let FACET_OF_IMP_SUBSET = 
prove (`!f s. f facet_of s ==> f SUBSET s`,
let FACET_OF_IMP_PROPER = 
prove (`!f s. f facet_of s ==> ~(f = {}) /\ ~(f = s)`,
REWRITE_TAC[facet_of] THEN MESON_TAC[INT_ARITH `~(x - &1:int = x)`]);;
let FACET_OF_TRANSLATION_EQ = 
prove (`!a:real^N f s. (IMAGE (\x. a + x) f) facet_of (IMAGE (\x. a + x) s) <=> f facet_of s`,
REWRITE_TAC[facet_of] THEN GEOM_TRANSLATE_TAC[]);;
add_translation_invariants [FACET_OF_TRANSLATION_EQ];;
let FACET_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N c s. linear f /\ (!x y. f x = f y ==> x = y) ==> ((IMAGE f c) facet_of (IMAGE f s) <=> c facet_of s)`,
REWRITE_TAC[facet_of] THEN GEOM_TRANSFORM_TAC[]);;
add_linear_invariants [FACET_OF_LINEAR_IMAGE];;
let HYPERPLANE_FACET_OF_HALFSPACE_LE = 
prove (`!a:real^N b. ~(a = vec 0) ==> {x | a dot x = b} facet_of {x | a dot x <= b}`,
let HYPERPLANE_FACET_OF_HALFSPACE_GE = 
prove (`!a:real^N b. ~(a = vec 0) ==> {x | a dot x = b} facet_of {x | a dot x >= b}`,
let FACET_OF_HALFSPACE_LE = 
prove (`!f a:real^N b. f facet_of {x | a dot x <= b} <=> ~(a = vec 0) /\ f = {x | a dot x = b}`,
REPEAT GEN_TAC THEN EQ_TAC THEN ASM_SIMP_TAC[HYPERPLANE_FACET_OF_HALFSPACE_LE] THEN SIMP_TAC[AFF_DIM_HALFSPACE_LE; facet_of; FACE_OF_HALFSPACE_LE] THEN REWRITE_TAC[TAUT `(p \/ q) /\ ~p /\ r <=> (~p /\ q) /\ r`] THEN ASM_CASES_TAC `a:real^N = vec 0` THENL [ASM_REWRITE_TAC[DOT_LZERO; SET_RULE `{x | p} = if p then UNIV else {}`] THEN REPEAT(COND_CASES_TAC THEN ASM_REWRITE_TAC[TAUT `~(~p /\ p)`]) THEN TRY ASM_REAL_ARITH_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 STRIP_ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[AFF_DIM_UNIV] THEN TRY INT_ARITH_TAC THEN ASM SET_TAC[]; DISCH_THEN(CONJUNCTS_THEN2 STRIP_ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[AFF_DIM_HALFSPACE_LE] THEN INT_ARITH_TAC]);;
let FACET_OF_HALFSPACE_GE = 
prove (`!f a:real^N b. f facet_of {x | a dot x >= b} <=> ~(a = vec 0) /\ f = {x | a dot x = b}`,
REPEAT GEN_TAC THEN MP_TAC(ISPECL [`f:real^N->bool`; `--a:real^N`; `--b:real`] FACET_OF_HALFSPACE_LE) THEN SIMP_TAC[DOT_LNEG; REAL_LE_NEG2; REAL_EQ_NEG2; VECTOR_NEG_EQ_0; real_ge]);;
(* ------------------------------------------------------------------------- *) (* Edges, i.e. faces of affine dimension 1. *) (* ------------------------------------------------------------------------- *) parse_as_infix("edge_of",(12, "right"));;
let edge_of = new_definition
 `e edge_of s <=> e face_of s /\ aff_dim e = &1`;;
let EDGE_OF_TRANSLATION_EQ = 
prove (`!a:real^N f s. (IMAGE (\x. a + x) f) edge_of (IMAGE (\x. a + x) s) <=> f edge_of s`,
REWRITE_TAC[edge_of] THEN GEOM_TRANSLATE_TAC[]);;
add_translation_invariants [EDGE_OF_TRANSLATION_EQ];;
let EDGE_OF_LINEAR_IMAGE = 
prove (`!f:real^M->real^N c s. linear f /\ (!x y. f x = f y ==> x = y) ==> ((IMAGE f c) edge_of (IMAGE f s) <=> c edge_of s)`,
REWRITE_TAC[edge_of] THEN GEOM_TRANSFORM_TAC[]);;
add_linear_invariants [EDGE_OF_LINEAR_IMAGE];;
let EDGE_OF_IMP_SUBSET = 
prove (`!s t. s edge_of t ==> s SUBSET t`,
SIMP_TAC[edge_of; face_of]);;
(* ------------------------------------------------------------------------- *) (* Existence of extreme points. *) (* ------------------------------------------------------------------------- *)
let DIFFERENT_NORM_3_COLLINEAR_POINTS = 
prove (`!a b x:real^N. ~(x IN segment(a,b) /\ norm(a) = norm(b) /\ norm(x) = norm(b))`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `a:real^N = b` THEN ASM_SIMP_TAC[SEGMENT_REFL; NOT_IN_EMPTY; OPEN_SEGMENT_ALT] THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_THEN (CONJUNCTS_THEN2 (X_CHOOSE_THEN `u:real` STRIP_ASSUME_TAC) MP_TAC) THEN ASM_REWRITE_TAC[NORM_EQ] THEN REWRITE_TAC[VECTOR_ARITH `(x + y:real^N) dot (x + y) = x dot x + &2 * x dot y + y dot y`] THEN REWRITE_TAC[DOT_LMUL; DOT_RMUL] THEN DISCH_THEN(CONJUNCTS_THEN2 (ASSUME_TAC o SYM) MP_TAC) THEN UNDISCH_TAC `~(a:real^N = b)` THEN GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [GSYM VECTOR_SUB_EQ] THEN REWRITE_TAC[GSYM DOT_EQ_0; VECTOR_ARITH `(a - b:real^N) dot (a - b) = a dot a + b dot b - &2 * a dot b`] THEN ASM_REWRITE_TAC[REAL_RING `a + a - &2 * ab = &0 <=> ab = a`] THEN SIMP_TAC[REAL_RING `(&1 - u) * (&1 - u) * a + &2 * (&1 - u) * u * x + u * u * a = a <=> x = a \/ u = &0 \/ u = &1`] THEN ASM_REAL_ARITH_TAC);;
let EXTREME_POINT_EXISTS_CONVEX = 
prove (`!s:real^N->bool. compact s /\ convex s /\ ~(s = {}) ==> ?x. x extreme_point_of s`,
REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `vec 0:real^N`] DISTANCE_ATTAINS_SUP) THEN ASM_REWRITE_TAC[DIST_0; extreme_point_of] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `x:real^N` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real^N`] THEN REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`a:real^N`; `b:real^N`; `x:real^N`] DIFFERENT_NORM_3_COLLINEAR_POINTS) THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC(REAL_ARITH `a <= x /\ b <= x /\ (a < x ==> x < x) /\ (b < x ==> x < x) ==> a = b /\ x = b`) THEN ASM_SIMP_TAC[] THEN UNDISCH_TAC `(x:real^N) IN segment(a,b)` THEN ASM_CASES_TAC `a:real^N = b` THEN ASM_REWRITE_TAC[SEGMENT_REFL; NOT_IN_EMPTY] THEN ASM_SIMP_TAC[OPEN_SEGMENT_ALT; IN_ELIM_THM] THEN DISCH_THEN(X_CHOOSE_THEN `u:real` STRIP_ASSUME_TAC) THEN CONJ_TAC THEN DISCH_TAC THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [th]) THEN MATCH_MP_TAC NORM_TRIANGLE_LT THEN REWRITE_TAC[NORM_MUL] THEN ASM_SIMP_TAC[REAL_ARITH `&0 < u /\ u < &1 ==> abs u = u /\ abs(&1 - u) = &1 - u`] THEN SUBST1_TAC(REAL_RING `norm(x:real^N) = (&1 - u) * norm x + u * norm x`) THENL [MATCH_MP_TAC REAL_LTE_ADD2; MATCH_MP_TAC REAL_LET_ADD2] THEN ASM_SIMP_TAC[REAL_LE_LMUL_EQ; REAL_LT_LMUL_EQ; REAL_SUB_LT]);;
(* ------------------------------------------------------------------------- *) (* Krein-Milman, the weaker form as in more general spaces first. *) (* ------------------------------------------------------------------------- *)
let KREIN_MILMAN = 
prove (`!s:real^N->bool. convex s /\ compact s ==> s = closure(convex hull {x | x extreme_point_of s})`,
GEN_TAC THEN ASM_CASES_TAC `s:real^N->bool = {}` THENL [ASM_REWRITE_TAC[extreme_point_of; NOT_IN_EMPTY; EMPTY_GSPEC] THEN REWRITE_TAC[CONVEX_HULL_EMPTY; CLOSURE_EMPTY]; ALL_TAC] THEN STRIP_TAC THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [ALL_TAC; MATCH_MP_TAC CLOSURE_MINIMAL THEN ASM_SIMP_TAC[COMPACT_IMP_CLOSED] THEN MATCH_MP_TAC HULL_MINIMAL THEN ASM_SIMP_TAC[SUBSET; IN_ELIM_THM; extreme_point_of]] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN X_GEN_TAC `u:real^N` THEN DISCH_TAC THEN MATCH_MP_TAC(TAUT `(~p ==> F) ==> p`) THEN DISCH_TAC THEN MP_TAC(ISPECL [`closure(convex hull {x:real^N | x extreme_point_of s})`; `u:real^N`] SEPARATING_HYPERPLANE_CLOSED_POINT) THEN ASM_SIMP_TAC[CONVEX_CLOSURE; CLOSED_CLOSURE; CONVEX_CONVEX_HULL] THEN REWRITE_TAC[NOT_EXISTS_THM; TAUT `~(a /\ b) <=> a ==> ~b`] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real`] THEN REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`\x:real^N. a dot x`; `s:real^N->bool`] CONTINUOUS_ATTAINS_INF) THEN ASM_REWRITE_TAC[CONTINUOUS_ON_LIFT_DOT] THEN DISCH_THEN(X_CHOOSE_THEN `m:real^N` STRIP_ASSUME_TAC) THEN ABBREV_TAC `t = {x:real^N | x IN s /\ a dot x = a dot m}` THEN SUBGOAL_THEN `?x:real^N. x extreme_point_of t` (X_CHOOSE_TAC `v:real^N`) THENL [MATCH_MP_TAC EXTREME_POINT_EXISTS_CONVEX THEN EXPAND_TAC "t" THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; IN_ELIM_THM] THEN REWRITE_TAC[SET_RULE `{x | x IN s /\ P x} = s INTER {x | P x}`] THEN ASM_SIMP_TAC[CONVEX_INTER; CONVEX_HYPERPLANE; COMPACT_INTER_CLOSED; CLOSED_HYPERPLANE] THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `(v:real^N) extreme_point_of s` ASSUME_TAC THENL [REWRITE_TAC[GSYM FACE_OF_SING] THEN MATCH_MP_TAC FACE_OF_TRANS THEN EXISTS_TAC `t:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_SING] THEN EXPAND_TAC "t" THEN REWRITE_TAC[SET_RULE `{x | x IN s /\ P x} = s INTER {x | P x}`] THEN MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE THEN ASM_SIMP_TAC[real_ge]; SUBGOAL_THEN `(a:real^N) dot v > b` MP_TAC THENL [FIRST_X_ASSUM MATCH_MP_TAC THEN MATCH_MP_TAC(REWRITE_RULE[SUBSET] CLOSURE_SUBSET) THEN MATCH_MP_TAC HULL_INC THEN ASM_REWRITE_TAC[IN_ELIM_THM]; ALL_TAC] THEN REWRITE_TAC[real_gt; REAL_NOT_LT] THEN MATCH_MP_TAC REAL_LE_TRANS THEN EXISTS_TAC `(a:real^N) dot u` THEN ASM_SIMP_TAC[REAL_LT_IMP_LE] THEN MATCH_MP_TAC REAL_LE_TRANS THEN EXISTS_TAC `(a:real^N) dot m` THEN ASM_SIMP_TAC[] THEN UNDISCH_TAC `(v:real^N) extreme_point_of t` THEN EXPAND_TAC "t" THEN SIMP_TAC[extreme_point_of; IN_ELIM_THM; REAL_LE_REFL]]);;
(* ------------------------------------------------------------------------- *) (* Now the sharper form. *) (* ------------------------------------------------------------------------- *)
let KREIN_MILMAN_MINKOWSKI = 
prove (`!s:real^N->bool. convex s /\ compact s ==> s = convex hull {x | x extreme_point_of s}`,
SUBGOAL_THEN `!s:real^N->bool. convex s /\ compact s /\ (vec 0) IN s ==> (vec 0) IN convex hull {x | x extreme_point_of s}` ASSUME_TAC THENL [GEN_TAC THEN WF_INDUCT_TAC `dim(s:real^N->bool)` THEN STRIP_TAC THEN ASM_CASES_TAC `(vec 0:real^N) IN relative_interior s` THENL [MP_TAC(ISPEC `s:real^N->bool` KREIN_MILMAN) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN UNDISCH_TAC `(vec 0:real^N) IN relative_interior s` THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV o RAND_CONV) [th]) THEN SIMP_TAC[CONVEX_RELATIVE_INTERIOR_CLOSURE; CONVEX_CONVEX_HULL] THEN MESON_TAC[RELATIVE_INTERIOR_SUBSET; SUBSET]; ALL_TAC] THEN SUBGOAL_THEN `~(relative_interior(s:real^N->bool) = {})` ASSUME_TAC THENL [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY] THEN ASM SET_TAC[]; ALL_TAC] THEN MP_TAC(ISPECL [`s:real^N->bool`; `vec 0:real^N`] SUPPORTING_HYPERPLANE_RELATIVE_BOUNDARY) THEN ASM_REWRITE_TAC[DOT_RZERO] THEN DISCH_THEN(X_CHOOSE_THEN `a:real^N` STRIP_ASSUME_TAC) THEN MP_TAC(ISPECL [`s:real^N->bool`; `a:real^N`; `&0`] FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE) THEN ASM_REWRITE_TAC[real_ge] THEN DISCH_TAC THEN SUBGOAL_THEN `(vec 0:real^N) IN convex hull {x | x extreme_point_of (s INTER {x | a dot x = &0})}` MP_TAC THENL [ALL_TAC; MATCH_MP_TAC(SET_RULE `s SUBSET t ==> x IN s ==> x IN t`) THEN MATCH_MP_TAC HULL_MONO THEN REWRITE_TAC[SUBSET] THEN GEN_TAC THEN REWRITE_TAC[IN_ELIM_THM; GSYM FACE_OF_SING] THEN ASM_MESON_TAC[FACE_OF_TRANS]] THEN RULE_ASSUM_TAC(REWRITE_RULE[IMP_IMP]) THEN FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_SIMP_TAC[CONVEX_INTER; CONVEX_HYPERPLANE; COMPACT_INTER_CLOSED; CLOSED_HYPERPLANE; IN_INTER; IN_ELIM_THM; DOT_RZERO] THEN REWRITE_TAC[GSYM NOT_LE] THEN DISCH_TAC THEN MP_TAC(ISPECL [`s INTER {x:real^N | a dot x = &0}`; `s:real^N->bool`] DIM_EQ_SPAN) THEN ASM_REWRITE_TAC[INTER_SUBSET; EXTENSION; NOT_FORALL_THM] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `c:real^N` THEN DISCH_TAC THEN MATCH_MP_TAC(TAUT `b /\ ~a ==> ~(a <=> b)`) THEN CONJ_TAC THENL [ASM_MESON_TAC[SUBSET; SPAN_INC; RELATIVE_INTERIOR_SUBSET]; ALL_TAC] THEN SUBGOAL_THEN `!x:real^N. x IN span (s INTER {x | a dot x = &0}) ==> a dot x = &0` (fun th -> ASM_MESON_TAC[th; REAL_LT_REFL]) THEN MATCH_MP_TAC SPAN_INDUCT THEN SIMP_TAC[IN_INTER; IN_ELIM_THM] THEN REWRITE_TAC[subspace; DOT_RZERO; DOT_RADD; DOT_RMUL; IN_ELIM_THM] THEN CONV_TAC REAL_RING; ALL_TAC] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [REWRITE_TAC[SUBSET] THEN X_GEN_TAC `a:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `IMAGE (\x:real^N. --a + x) s`) THEN ASM_SIMP_TAC[CONVEX_TRANSLATION_EQ; COMPACT_TRANSLATION_EQ] THEN REWRITE_TAC[IN_IMAGE; VECTOR_ARITH `vec 0:real^N = --a + x <=> x = a`] THEN ASM_REWRITE_TAC[UNWIND_THM2] THEN REWRITE_TAC[EXTREME_POINTS_OF_TRANSLATION; CONVEX_HULL_TRANSLATION] THEN REWRITE_TAC[IN_IMAGE; VECTOR_ARITH `vec 0:real^N = --a + x <=> x = a`] THEN REWRITE_TAC[UNWIND_THM2]; MATCH_MP_TAC HULL_MINIMAL THEN ASM_SIMP_TAC[SUBSET; extreme_point_of; IN_ELIM_THM]]);;
(* ------------------------------------------------------------------------- *) (* Applying it to convex hulls of explicitly indicated finite sets. *) (* ------------------------------------------------------------------------- *)
let KREIN_MILMAN_POLYTOPE = 
prove (`!s. FINITE s ==> convex hull s = convex hull {x | x extreme_point_of (convex hull s)}`,
let EXTREME_POINTS_OF_CONVEX_HULL_EQ = 
prove (`!s:real^N->bool. compact s /\ (!t. t PSUBSET s ==> ~(convex hull t = convex hull s)) ==> {x | x extreme_point_of (convex hull s)} = s`,
REPEAT STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `{x:real^N | x extreme_point_of (convex hull s)}`) THEN MATCH_MP_TAC(SET_RULE `P /\ t SUBSET s ==> (t PSUBSET s ==> ~P) ==> t = s`) THEN REWRITE_TAC[EXTREME_POINTS_OF_CONVEX_HULL] THEN CONV_TAC SYM_CONV THEN MATCH_MP_TAC KREIN_MILMAN_MINKOWSKI THEN ASM_SIMP_TAC[CONVEX_CONVEX_HULL; COMPACT_CONVEX_HULL]);;
let EXTREME_POINT_OF_CONVEX_HULL_EQ = 
prove (`!s x:real^N. compact s /\ (!t. t PSUBSET s ==> ~(convex hull t = convex hull s)) ==> (x extreme_point_of (convex hull s) <=> x IN s)`,
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP EXTREME_POINTS_OF_CONVEX_HULL_EQ) THEN SET_TAC[]);;
let EXTREME_POINT_OF_CONVEX_HULL_CONVEX_INDEPENDENT = 
prove (`!s x:real^N. compact s /\ (!a. a IN s ==> ~(a IN convex hull (s DELETE a))) ==> (x extreme_point_of (convex hull s) <=> x IN s)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC EXTREME_POINT_OF_CONVEX_HULL_EQ THEN ASM_REWRITE_TAC[PSUBSET_MEMBER] THEN X_GEN_TAC `t:real^N->bool` THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC (X_CHOOSE_TAC `a:real^N`)) THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `a:real^N`) THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `s SUBSET convex hull (s DELETE (a:real^N))` MP_TAC THENL [ALL_TAC; ASM SET_TAC[]] THEN MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull t:real^N->bool` THEN CONJ_TAC THENL [ASM_REWRITE_TAC[HULL_SUBSET]; MATCH_MP_TAC HULL_MONO THEN ASM SET_TAC[]]);;
let EXTREME_POINT_OF_CONVEX_HULL_AFFINE_INDEPENDENT = 
prove (`!s x. ~affine_dependent s ==> (x extreme_point_of (convex hull s) <=> x IN s)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC EXTREME_POINT_OF_CONVEX_HULL_CONVEX_INDEPENDENT THEN ASM_SIMP_TAC[AFFINE_INDEPENDENT_IMP_FINITE; FINITE_IMP_COMPACT] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [affine_dependent]) THEN MESON_TAC[SUBSET; CONVEX_HULL_SUBSET_AFFINE_HULL]);;
let EXTREME_POINT_OF_CONVEX_HULL_2 = 
prove (`!a b x. x extreme_point_of (convex hull {a,b}) <=> x = a \/ x = b`,
REWRITE_TAC[SET_RULE `x = a \/ x = b <=> x IN {a,b}`] THEN SIMP_TAC[EXTREME_POINT_OF_CONVEX_HULL_AFFINE_INDEPENDENT; AFFINE_INDEPENDENT_2]);;
let EXTREME_POINT_OF_SEGMENT = 
prove (`!a b x:real^N. x extreme_point_of segment[a,b] <=> x = a \/ x = b`,
let FACE_OF_CONVEX_HULL_SUBSET = 
prove (`!s t:real^N->bool. compact s /\ t face_of (convex hull s) ==> ?s'. s' SUBSET s /\ t = convex hull s'`,
REPEAT STRIP_TAC THEN EXISTS_TAC `{x:real^N | x extreme_point_of t}` THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN CONJ_TAC THENL [X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN MATCH_MP_TAC EXTREME_POINT_OF_CONVEX_HULL THEN ASM_MESON_TAC[FACE_OF_SING; FACE_OF_TRANS]; MATCH_MP_TAC KREIN_MILMAN_MINKOWSKI THEN ASM_MESON_TAC[FACE_OF_IMP_CONVEX; FACE_OF_IMP_COMPACT; COMPACT_CONVEX_HULL; CONVEX_CONVEX_HULL]]);;
let FACE_OF_CONVEX_HULL_AFFINE_INDEPENDENT = 
prove (`!s t:real^N->bool. ~affine_dependent s ==> (t face_of (convex hull s) <=> ?c. c SUBSET s /\ t = convex hull c)`,
REPEAT STRIP_TAC THEN EQ_TAC THENL [ASM_MESON_TAC[AFFINE_INDEPENDENT_IMP_FINITE; FINITE_IMP_COMPACT; FACE_OF_CONVEX_HULL_SUBSET]; STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC FACE_OF_CONVEX_HULLS THEN ASM_SIMP_TAC[AFFINE_INDEPENDENT_IMP_FINITE] THEN MATCH_MP_TAC(SET_RULE ` !t. u SUBSET t /\ DISJOINT s t ==> DISJOINT s u`) THEN EXISTS_TAC `affine hull (s DIFF c:real^N->bool)` THEN REWRITE_TAC[CONVEX_HULL_SUBSET_AFFINE_HULL] THEN MATCH_MP_TAC DISJOINT_AFFINE_HULL THEN EXISTS_TAC `s:real^N->bool` THEN ASM SET_TAC[]]);;
let FACET_OF_CONVEX_HULL_AFFINE_INDEPENDENT = 
prove (`!s t:real^N->bool. ~affine_dependent s ==> (t facet_of (convex hull s) <=> ~(t = {}) /\ ?u. u IN s /\ t = convex hull (s DELETE u))`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[facet_of; FACE_OF_CONVEX_HULL_AFFINE_INDEPENDENT] THEN REWRITE_TAC[AFF_DIM_CONVEX_HULL] THEN EQ_TAC THENL [DISCH_THEN(CONJUNCTS_THEN2 MP_TAC STRIP_ASSUME_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `c:real^N->bool` MP_TAC) THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC SUBST_ALL_TAC) THEN UNDISCH_TAC `aff_dim(convex hull c:real^N->bool) = aff_dim(s:real^N->bool) - &1` THEN SUBGOAL_THEN `~affine_dependent(c:real^N->bool)` ASSUME_TAC THENL [ASM_MESON_TAC[AFFINE_INDEPENDENT_SUBSET]; ASM_SIMP_TAC[AFF_DIM_AFFINE_INDEPENDENT; AFF_DIM_CONVEX_HULL]] THEN REWRITE_TAC[INT_ARITH `x - &1:int = y - &1 - &1 <=> y = x + &1`] THEN REWRITE_TAC[INT_OF_NUM_ADD; INT_OF_NUM_EQ] THEN DISCH_TAC THEN SUBGOAL_THEN `(s DIFF c:real^N->bool) HAS_SIZE 1` MP_TAC THENL [ASM_SIMP_TAC[HAS_SIZE; FINITE_DIFF; CARD_DIFF; AFFINE_INDEPENDENT_IMP_FINITE] THEN ARITH_TAC; CONV_TAC(LAND_CONV HAS_SIZE_CONV) THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `u:real^N` THEN DISCH_THEN(MP_TAC o MATCH_MP (SET_RULE `s DIFF t = {a} ==> t SUBSET s ==> s = a INSERT t`)) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN SUBST_ALL_TAC THEN UNDISCH_TAC `CARD((u:real^N) INSERT c) = CARD c + 1` THEN ASM_SIMP_TAC[CARD_CLAUSES; AFFINE_INDEPENDENT_IMP_FINITE] THEN COND_CASES_TAC THENL [ARITH_TAC; DISCH_THEN(K ALL_TAC)] THEN CONJ_TAC THENL [ALL_TAC; AP_TERM_TAC] THEN ASM SET_TAC[]]; DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(X_CHOOSE_THEN `u:real^N` MP_TAC) THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC SUBST1_TAC) THEN CONJ_TAC THENL [MESON_TAC[DELETE_SUBSET]; ALL_TAC] THEN ASM_SIMP_TAC[AFF_DIM_CONVEX_HULL] THEN SUBGOAL_THEN `~affine_dependent(s DELETE (u:real^N))` ASSUME_TAC THENL [ASM_MESON_TAC[AFFINE_INDEPENDENT_SUBSET; DELETE_SUBSET]; ASM_SIMP_TAC[AFF_DIM_AFFINE_INDEPENDENT]] THEN REWRITE_TAC[INT_ARITH `x - &1:int = y - &1 - &1 <=> y = x + &1`] THEN REWRITE_TAC[INT_OF_NUM_ADD; INT_OF_NUM_EQ] THEN ASM_SIMP_TAC[CARD_DELETE; AFFINE_INDEPENDENT_IMP_FINITE] THEN MATCH_MP_TAC(ARITH_RULE `~(s = 0) ==> s = s - 1 + 1`) THEN ASM_SIMP_TAC[CARD_EQ_0; AFFINE_INDEPENDENT_IMP_FINITE] THEN ASM SET_TAC[]]);;
let FACET_OF_CONVEX_HULL_AFFINE_INDEPENDENT_ALT = 
prove (`!s t:real^N->bool. ~affine_dependent s ==> (t facet_of (convex hull s) <=> 2 <= CARD s /\ ?u. u IN s /\ t = convex hull (s DELETE u))`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[FACET_OF_CONVEX_HULL_AFFINE_INDEPENDENT] THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM] THEN AP_TERM_TAC THEN GEN_REWRITE_TAC I [FUN_EQ_THM] THEN X_GEN_TAC `u:real^N` THEN ASM_CASES_TAC `t = convex hull (s DELETE (u:real^N))` THEN ASM_REWRITE_TAC[CONVEX_HULL_EQ_EMPTY] THEN ASM_CASES_TAC `(u:real^N) IN s` THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `CARD s = 1 + CARD(s DELETE (u:real^N))` SUBST1_TAC THENL [ASM_SIMP_TAC[CARD_DELETE; AFFINE_INDEPENDENT_IMP_FINITE] THEN MATCH_MP_TAC(ARITH_RULE `~(s = 0) ==> s = 1 + s - 1`) THEN ASM_SIMP_TAC[CARD_EQ_0; AFFINE_INDEPENDENT_IMP_FINITE] THEN ASM SET_TAC[]; REWRITE_TAC[ARITH_RULE `2 <= 1 + x <=> ~(x = 0)`] THEN ASM_SIMP_TAC[CARD_EQ_0; AFFINE_INDEPENDENT_IMP_FINITE; FINITE_DELETE]]);;
let SEGMENT_FACE_OF = 
prove (`!s a b:real^N. segment[a,b] face_of s ==> a extreme_point_of s /\ b extreme_point_of s`,
REPEAT STRIP_TAC THEN REWRITE_TAC[GSYM FACE_OF_SING] THEN MATCH_MP_TAC FACE_OF_TRANS THEN EXISTS_TAC `segment[a:real^N,b]` THEN ASM_REWRITE_TAC[] THEN REWRITE_TAC[FACE_OF_SING; EXTREME_POINT_OF_SEGMENT]);;
let SEGMENT_EDGE_OF = 
prove (`!s a b:real^N. segment[a,b] edge_of s ==> ~(a = b) /\ a extreme_point_of s /\ b extreme_point_of s`,
REPEAT GEN_TAC THEN DISCH_TAC THEN CONJ_TAC THENL [ALL_TAC; ASM_MESON_TAC[edge_of; SEGMENT_FACE_OF]] THEN POP_ASSUM MP_TAC THEN ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN SIMP_TAC[SEGMENT_REFL; edge_of; AFF_DIM_SING] THEN INT_ARITH_TAC);;
let COMPACT_CONVEX_COLLINEAR_SEGMENT = 
prove (`!s:real^N->bool. ~(s = {}) /\ compact s /\ convex s /\ collinear s ==> ?a b. s = segment[a,b]`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `s:real^N->bool` KREIN_MILMAN_MINKOWSKI) THEN FIRST_ASSUM(MP_TAC o MATCH_MP COLLINEAR_EXTREME_POINTS) THEN REWRITE_TAC[ARITH_RULE `n <= 2 <=> n = 0 \/ n = 1 \/ n = 2`] THEN REWRITE_TAC[LEFT_OR_DISTRIB; GSYM HAS_SIZE] THEN CONV_TAC(ONCE_DEPTH_CONV HAS_SIZE_CONV) THEN STRIP_TAC THEN ASM_REWRITE_TAC[CONVEX_HULL_EMPTY; SEGMENT_CONVEX_HULL] THEN DISCH_THEN SUBST1_TAC THEN MESON_TAC[SET_RULE `{a} = {a,a}`]);;
let KREIN_MILMAN_RELATIVE_FRONTIER = 
prove (`!s:real^N->bool. convex s /\ compact s /\ ~(?a. s = {a}) ==> s = convex hull (s DIFF relative_interior s)`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull {x:real^N | x extreme_point_of s}` THEN CONJ_TAC THENL [ASM_SIMP_TAC[GSYM KREIN_MILMAN_MINKOWSKI; SUBSET_REFL]; MATCH_MP_TAC HULL_MONO THEN SIMP_TAC[SUBSET; IN_ELIM_THM; IN_DIFF] THEN ASM_MESON_TAC[EXTREME_POINT_NOT_IN_RELATIVE_INTERIOR; extreme_point_of]]; MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull s:real^N->bool` THEN CONJ_TAC THENL [MATCH_MP_TAC HULL_MONO THEN SET_TAC[]; ASM_SIMP_TAC[HULL_P; SUBSET_REFL]]]);;
let KREIN_MILMAN_FRONTIER = 
prove (`!s:real^N->bool. convex s /\ compact s ==> s = convex hull (frontier s)`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[frontier; COMPACT_IMP_CLOSED; CLOSURE_CLOSED] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull {x:real^N | x extreme_point_of s}` THEN CONJ_TAC THENL [ASM_SIMP_TAC[GSYM KREIN_MILMAN_MINKOWSKI; SUBSET_REFL]; MATCH_MP_TAC HULL_MONO THEN SIMP_TAC[SUBSET; IN_ELIM_THM; IN_DIFF] THEN ASM_MESON_TAC[EXTREME_POINT_NOT_IN_INTERIOR; extreme_point_of]]; MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull s:real^N->bool` THEN CONJ_TAC THENL [MATCH_MP_TAC HULL_MONO THEN SET_TAC[]; ASM_SIMP_TAC[HULL_P; SUBSET_REFL]]]);;
let EXTREME_POINT_OF_CONVEX_HULL_INSERT_EQ = 
prove (`!s a x:real^N. FINITE s /\ ~(a IN affine hull s) ==> (x extreme_point_of (convex hull (a INSERT s)) <=> x = a \/ x extreme_point_of (convex hull s))`,
REPEAT GEN_TAC THEN ONCE_REWRITE_TAC[GSYM AFFINE_HULL_CONVEX_HULL] THEN STRIP_TAC THEN ONCE_REWRITE_TAC[SET_RULE `a INSERT s = {a} UNION s`] THEN ONCE_REWRITE_TAC[HULL_UNION_RIGHT] THEN MP_TAC(ISPEC `convex hull s:real^N->bool` KREIN_MILMAN_MINKOWSKI) THEN ANTS_TAC THENL [ASM_SIMP_TAC[CONVEX_CONVEX_HULL; COMPACT_CONVEX_HULL; FINITE_IMP_COMPACT]; ALL_TAC] THEN FIRST_X_ASSUM(MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ] FINITE_SUBSET)) THEN DISCH_THEN(MP_TAC o SPEC `{x:real^N | x extreme_point_of convex hull s}`) THEN REWRITE_TAC[EXTREME_POINTS_OF_CONVEX_HULL] THEN ABBREV_TAC `v = {x:real^N | x extreme_point_of (convex hull s)}` THEN DISCH_TAC THEN DISCH_THEN SUBST_ALL_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE (RAND_CONV o RAND_CONV) [AFFINE_HULL_CONVEX_HULL]) THEN ASM_CASES_TAC `(a:real^N) IN v` THEN ASM_SIMP_TAC[HULL_INC] THEN STRIP_TAC THEN REWRITE_TAC[GSYM HULL_UNION_RIGHT] THEN REWRITE_TAC[SET_RULE `{a} UNION s = a INSERT s`] THEN EQ_TAC THENL [DISCH_THEN(MP_TAC o MATCH_MP EXTREME_POINT_OF_CONVEX_HULL) THEN ASM SET_TAC[]; STRIP_TAC THENL [ASM_REWRITE_TAC[] THEN MATCH_MP_TAC EXTREME_POINT_OF_CONVEX_HULL_INSERT THEN ASM_MESON_TAC[CONVEX_HULL_SUBSET_AFFINE_HULL; SUBSET]; REWRITE_TAC[GSYM FACE_OF_SING] THEN MATCH_MP_TAC FACE_OF_TRANS THEN EXISTS_TAC `convex hull v:real^N->bool` THEN ASM_REWRITE_TAC[FACE_OF_SING] THEN MATCH_MP_TAC FACE_OF_CONVEX_HULLS THEN ASM_SIMP_TAC[FINITE_INSERT; AFFINE_HULL_SING; CONVEX_HULL_SING; SET_RULE `~(a IN s) ==> a INSERT s DIFF s = {a}`] THEN ASM SET_TAC[]]]);;
let FACE_OF_CONVEX_HULL_INSERT_EQ = 
prove (`!f s a:real^N. FINITE s /\ ~(a IN affine hull s) ==> (f face_of (convex hull (a INSERT s)) <=> f face_of (convex hull s) \/ ?f'. f' face_of (convex hull s) /\ f = convex hull (a INSERT f'))`,
let lemma = prove
   (`!a b c p:real^N u v w x.
          x % p = u % a + v % b + w % c
          ==> !s. u + v + w = x /\ ~(x = &0) /\ affine s /\
                  a IN s /\ b IN s /\ c IN s
                  ==> p IN s`,
    REPEAT STRIP_TAC THEN
    FIRST_X_ASSUM(MP_TAC o AP_TERM `(%) (inv x):real^N->real^N`) THEN
    ASM_SIMP_TAC[VECTOR_MUL_ASSOC; REAL_MUL_LINV; VECTOR_MUL_LID] THEN
    DISCH_THEN SUBST1_TAC THEN
    REWRITE_TAC[VECTOR_ADD_LDISTRIB; VECTOR_MUL_ASSOC] THEN
    MATCH_MP_TAC(SET_RULE `!t. x IN t /\ t SUBSET s ==> x IN s`) THEN
    EXISTS_TAC `affine hull {a:real^N,b,c}` THEN
    ASM_SIMP_TAC[HULL_MINIMAL; INSERT_SUBSET; EMPTY_SUBSET] THEN
    REWRITE_TAC[AFFINE_HULL_3; IN_ELIM_THM] THEN MAP_EVERY EXISTS_TAC
     [`inv x * u:real`; `inv x * v:real`; `inv x * w:real`] THEN
    REWRITE_TAC[] THEN UNDISCH_TAC `u + v + w:real = x` THEN
    UNDISCH_TAC `~(x = &0)` THEN CONV_TAC REAL_FIELD) in
  REPEAT STRIP_TAC THEN EQ_TAC THENL
   [DISCH_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ_ALT]
      FACE_OF_CONVEX_HULL_SUBSET)) THEN
    ASM_SIMP_TAC[COMPACT_INSERT; FINITE_IMP_COMPACT] THEN
    DISCH_THEN(X_CHOOSE_THEN `t:real^N->bool` STRIP_ASSUME_TAC) THEN
    FIRST_X_ASSUM SUBST_ALL_TAC THEN ASM_CASES_TAC `(a:real^N) IN t` THENL
     [ALL_TAC;
      DISJ1_TAC THEN MATCH_MP_TAC FACE_OF_SUBSET THEN
      EXISTS_TAC `convex hull ((a:real^N) INSERT s)` THEN
      ASM_REWRITE_TAC[] THEN CONJ_TAC THEN MATCH_MP_TAC HULL_MONO THEN
      ASM SET_TAC[]] THEN
    DISJ2_TAC THEN
    EXISTS_TAC `(convex hull t) INTER (convex hull s):real^N->bool` THEN
    CONJ_TAC THENL
     [MATCH_MP_TAC FACE_OF_SUBSET THEN
      EXISTS_TAC `convex hull ((a:real^N) INSERT s)` THEN
      SIMP_TAC[INTER_SUBSET; HULL_MONO; SET_RULE `s SUBSET (a INSERT s)`] THEN
      MATCH_MP_TAC FACE_OF_INTER THEN ASM_REWRITE_TAC[] THEN
      MATCH_MP_TAC FACE_OF_CONVEX_HULL_INSERT THEN
      ASM_REWRITE_TAC[FACE_OF_REFL_EQ; CONVEX_CONVEX_HULL];
      MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THEN
      MATCH_MP_TAC HULL_MINIMAL THEN REWRITE_TAC[CONVEX_CONVEX_HULL] THEN
      ASM_SIMP_TAC[INSERT_SUBSET; HULL_INC; INTER_SUBSET] THEN
      REWRITE_TAC[SUBSET] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC HULL_INC THEN
      ASM_CASES_TAC `x:real^N = a` THEN ASM_REWRITE_TAC[IN_INSERT] THEN
      REWRITE_TAC[IN_INTER] THEN CONJ_TAC THEN MATCH_MP_TAC HULL_INC THEN
      ASM SET_TAC[]];
    ALL_TAC] THEN
  DISCH_THEN(DISJ_CASES_THEN ASSUME_TAC) THENL
   [MATCH_MP_TAC FACE_OF_CONVEX_HULL_INSERT THEN ASM_REWRITE_TAC[];
    FIRST_X_ASSUM(X_CHOOSE_THEN `f':real^N->bool` MP_TAC)] THEN
  DISCH_THEN(CONJUNCTS_THEN2 MP_TAC SUBST1_TAC) THEN
  SPEC_TAC(`f':real^N->bool`,`f:real^N->bool`) THEN REPEAT STRIP_TAC THEN
  ASM_CASES_TAC `s:real^N->bool = {}` THENL
   [UNDISCH_TAC `(f:real^N->bool) face_of convex hull s` THEN
    ASM_SIMP_TAC[FACE_OF_EMPTY; CONVEX_HULL_EMPTY; FACE_OF_REFL_EQ] THEN
    REWRITE_TAC[CONVEX_CONVEX_HULL];
    ALL_TAC] THEN
  ASM_CASES_TAC `f:real^N->bool = {}` THENL
   [ASM_REWRITE_TAC[CONVEX_HULL_SING; FACE_OF_SING] THEN
    MATCH_MP_TAC EXTREME_POINT_OF_CONVEX_HULL_INSERT THEN
    ASM_REWRITE_TAC[] THEN
    ASM_MESON_TAC[CONVEX_HULL_SUBSET_AFFINE_HULL; SUBSET];
    ALL_TAC] THEN
  REWRITE_TAC[face_of; CONVEX_CONVEX_HULL] THEN CONJ_TAC THENL
   [MATCH_MP_TAC HULL_MINIMAL THEN
    SIMP_TAC[INSERT_SUBSET; HULL_INC; IN_INSERT; CONVEX_CONVEX_HULL] THEN
    MATCH_MP_TAC SUBSET_TRANS THEN
    EXISTS_TAC `convex hull s:real^N->bool` THEN
    ASM_SIMP_TAC[HULL_MONO; SET_RULE `s SUBSET (a INSERT s)`] THEN
    ASM_MESON_TAC[FACE_OF_IMP_SUBSET];
    ALL_TAC] THEN
  ASM_REWRITE_TAC[CONVEX_HULL_INSERT_ALT] THEN
  REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM; FORALL_IN_GSPEC] THEN
  REWRITE_TAC[IMP_IMP; GSYM CONJ_ASSOC] THEN
  X_GEN_TAC `ub:real` THEN STRIP_TAC THEN
  X_GEN_TAC `b:real^N` THEN STRIP_TAC THEN
  X_GEN_TAC `uc:real` THEN STRIP_TAC THEN
  X_GEN_TAC `c:real^N` THEN STRIP_TAC THEN
  X_GEN_TAC `ux:real` THEN STRIP_TAC THEN
  X_GEN_TAC `x:real^N` THEN STRIP_TAC THEN
  FIRST_X_ASSUM(STRIP_ASSUME_TAC o GEN_REWRITE_RULE I [face_of]) THEN
  SUBGOAL_THEN `convex hull f:real^N->bool = f` SUBST_ALL_TAC THENL
   [ASM_MESON_TAC[CONVEX_HULL_EQ]; ALL_TAC] THEN
  FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_SEGMENT]) THEN
  DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC (X_CHOOSE_THEN `v:real` MP_TAC)) THEN
  REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN
  REWRITE_TAC[VECTOR_ARITH
   `(&1 - ux) % a + ux % x:real^N =
    (&1 - v) % ((&1 - ub) % a + ub % b) + v % ((&1 - uc) % a + uc % c) <=>
    ((&1 - ux) - ((&1 - v) * (&1 - ub) + v * (&1 - uc))) % a +
    (ux % x - (((&1 - v) * ub) % b + (v * uc) % c)) = vec 0`] THEN
  ASM_CASES_TAC `&1 - ux - ((&1 - v) * (&1 - ub) + v * (&1 - uc)) = &0` THENL
   [ASM_REWRITE_TAC[VECTOR_MUL_LZERO; VECTOR_ADD_LID] THEN
    FIRST_ASSUM(ASSUME_TAC o MATCH_MP (REAL_RING
     `(&1 - ux) - ((&1 - v) * (&1 - ub) + v * (&1 - uc)) = &0
      ==> (&1 - v) * ub + v * uc = ux`)) THEN
    ASM_CASES_TAC `uc = &0` THENL
     [UNDISCH_THEN `uc = &0` SUBST_ALL_TAC THEN
      FIRST_X_ASSUM(SUBST_ALL_TAC o MATCH_MP (REAL_ARITH
       `a + v * &0 = b ==> b = a`)) THEN
      REWRITE_TAC[REAL_MUL_RZERO; VECTOR_MUL_LZERO; VECTOR_ADD_RID] THEN
      REWRITE_TAC[VECTOR_SUB_EQ; VECTOR_MUL_LCANCEL; REAL_ENTIRE] THEN
      STRIP_TAC THENL
       [ASM_REAL_ARITH_TAC;
        ASM_MESON_TAC[VECTOR_MUL_LZERO];
        ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN
        REWRITE_TAC[IN_ELIM_THM] THEN
        MAP_EVERY EXISTS_TAC [`&0`; `x:real^N`] THEN
        ASM_REWRITE_TAC[] THEN CONV_TAC VECTOR_ARITH];
      ALL_TAC] THEN
    ASM_CASES_TAC `ub = &0` THENL
     [UNDISCH_THEN `ub = &0` SUBST_ALL_TAC THEN
      FIRST_X_ASSUM(SUBST_ALL_TAC o MATCH_MP (REAL_ARITH
       `v * &0 + a = b ==> b = a`)) THEN
      REWRITE_TAC[REAL_MUL_RZERO; VECTOR_MUL_LZERO; VECTOR_ADD_LID] THEN
      REWRITE_TAC[VECTOR_SUB_EQ; VECTOR_MUL_LCANCEL; REAL_ENTIRE] THEN
      STRIP_TAC THENL
       [ASM_REAL_ARITH_TAC;
        ASM_MESON_TAC[VECTOR_MUL_LZERO];
        ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [ALL_TAC; ASM SET_TAC[]] THEN
        REWRITE_TAC[IN_ELIM_THM] THEN
        MAP_EVERY EXISTS_TAC [`&0`; `x:real^N`] THEN
        ASM_REWRITE_TAC[] THEN CONV_TAC VECTOR_ARITH];
      ALL_TAC] THEN
    DISCH_THEN(fun th ->
      SUBGOAL_THEN
       `(b:real^N) IN f /\ (c:real^N) IN f`
      MP_TAC THENL [ALL_TAC; ASM SET_TAC[]] THEN MP_TAC th) THEN
    ASM_CASES_TAC `ux = &0` THENL
     [DISCH_THEN(K ALL_TAC) THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
      EXISTS_TAC `x:real^N` THEN ASM_REWRITE_TAC[] THEN
      FIRST_X_ASSUM(MP_TAC o MATCH_MP (REAL_ARITH
       `&1 - ux - a = &0 ==> ux = &0 ==> ~(a < &1)`)) THEN
      ASM_REWRITE_TAC[] THEN MATCH_MP_TAC(TAUT `p ==> ~p ==> q`) THEN
      MATCH_MP_TAC REAL_LTE_TRANS THEN
      EXISTS_TAC `(&1 - v) * &1 + v * &1` THEN
      CONJ_TAC THENL [ALL_TAC; REAL_ARITH_TAC] THEN
      MATCH_MP_TAC(REAL_ARITH
       `x <= y /\ w <= z /\ ~(x = y /\ w = z) ==> x + w < y + z`) THEN
      ASM_SIMP_TAC[REAL_LE_LMUL_EQ; REAL_SUB_LT; REAL_EQ_MUL_LCANCEL] THEN
      REPEAT(CONJ_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC]) THEN
      ASM_SIMP_TAC[REAL_SUB_0; REAL_LT_IMP_NE] THEN
      REWRITE_TAC[REAL_ARITH `&1 - x = &1 <=> x = &0`] THEN
      DISCH_THEN(CONJUNCTS_THEN SUBST_ALL_TAC) THEN
      ASM_MESON_TAC[VECTOR_MUL_LZERO];
      ALL_TAC] THEN
    REWRITE_TAC[VECTOR_SUB_EQ] THEN ASM_CASES_TAC `c:real^N = b` THENL
     [ASM_REWRITE_TAC[GSYM VECTOR_ADD_RDISTRIB; VECTOR_MUL_LCANCEL] THEN
      ASM_MESON_TAC[];
      ALL_TAC] THEN
    DISCH_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
    EXISTS_TAC `x:real^N` THEN ASM_REWRITE_TAC[IN_SEGMENT] THEN
    EXISTS_TAC `(v * uc) / ux:real` THEN
    ASM_SIMP_TAC[REAL_LT_RDIV_EQ; REAL_LT_LDIV_EQ; REAL_ARITH
     `&0 <= x /\ ~(x = &0) ==> &0 < x`] THEN
    REWRITE_TAC[REAL_MUL_LZERO; REAL_MUL_LID] THEN REPEAT CONJ_TAC THENL
     [MATCH_MP_TAC REAL_LT_MUL THEN ASM_REAL_ARITH_TAC;
      EXPAND_TAC "ux" THEN REWRITE_TAC[REAL_ARITH `b < a + b <=> &0 < a`] THEN
      MATCH_MP_TAC REAL_LT_MUL THEN ASM_REAL_ARITH_TAC;
      FIRST_X_ASSUM(MP_TAC o AP_TERM `(%) (inv ux) :real^N->real^N`) THEN
      ASM_SIMP_TAC[VECTOR_MUL_ASSOC; REAL_MUL_LINV] THEN
      REWRITE_TAC[VECTOR_MUL_LID] THEN DISCH_THEN SUBST1_TAC THEN
      REWRITE_TAC[VECTOR_ADD_LDISTRIB; VECTOR_MUL_ASSOC] THEN
      BINOP_TAC THEN AP_THM_TAC THEN AP_TERM_TAC THEN
      REWRITE_TAC[REAL_ARITH `inv u * v * uc:real = (v * uc) / u`] THEN
      UNDISCH_TAC `(&1 - v) * ub + v * uc = ux` THEN
      UNDISCH_TAC `~(ux = &0)` THEN CONV_TAC REAL_FIELD];
    DISCH_THEN(MP_TAC o MATCH_MP (VECTOR_ARITH
     `a + (b - c):real^N = vec 0 ==> a = c + --b`)) THEN
    REWRITE_TAC[GSYM VECTOR_ADD_ASSOC; GSYM VECTOR_MUL_LNEG] THEN
    DISCH_THEN(MP_TAC o SPEC `affine hull s:real^N->bool` o
      MATCH_MP lemma) THEN
    ASM_REWRITE_TAC[AFFINE_AFFINE_HULL] THEN
    MATCH_MP_TAC(TAUT `p ==> ~p ==> q`) THEN
    CONJ_TAC THENL [CONV_TAC REAL_RING; REPEAT CONJ_TAC] THEN
    MATCH_MP_TAC(REWRITE_RULE[SUBSET] CONVEX_HULL_SUBSET_AFFINE_HULL) THEN
    ASM_REWRITE_TAC[] THEN ASM SET_TAC[]]);;
(* ------------------------------------------------------------------------- *) (* Polytopes. *) (* ------------------------------------------------------------------------- *)
let polytope = new_definition
 `polytope s <=> ?v. FINITE v /\ s = convex hull v`;;
let POLYTOPE_TRANSLATION_EQ = 
prove (`!a s. polytope (IMAGE (\x:real^N. a + x) s) <=> polytope s`,
REWRITE_TAC[polytope] THEN GEOM_TRANSLATE_TAC[]);;
add_translation_invariants [POLYTOPE_TRANSLATION_EQ];;
let POLYTOPE_LINEAR_IMAGE = 
prove (`!f:real^M->real^N p. linear f /\ polytope p ==> polytope(IMAGE f p)`,
REPEAT GEN_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN REWRITE_TAC[polytope] THEN DISCH_THEN(X_CHOOSE_THEN `s:real^M->bool` STRIP_ASSUME_TAC) THEN EXISTS_TAC `IMAGE (f:real^M->real^N) s` THEN ASM_SIMP_TAC[CONVEX_HULL_LINEAR_IMAGE; FINITE_IMAGE]);;
let POLYTOPE_LINEAR_IMAGE_EQ = 
prove (`!f:real^M->real^N s. linear f /\ (!x y. f x = f y ==> x = y) /\ (!y. ?x. f x = y) ==> (polytope (IMAGE f s) <=> polytope s)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[polytope] THEN MP_TAC(ISPEC `f:real^M->real^N` QUANTIFY_SURJECTION_THM) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV)[th]) THEN MP_TAC(end_itlist CONJ (mapfilter (ISPEC `f:real^M->real^N`) (!invariant_under_linear))) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ASM_REWRITE_TAC[]);;
let POLYTOPE_EMPTY = 
prove (`polytope {}`,
REWRITE_TAC[polytope] THEN MESON_TAC[FINITE_EMPTY; CONVEX_HULL_EMPTY]);;
let POLYTOPE_NEGATIONS = 
prove (`!s:real^N->bool. polytope s ==> polytope(IMAGE (--) s)`,
let POLYTOPE_CONVEX_HULL = 
prove (`!s. FINITE s ==> polytope(convex hull s)`,
REWRITE_TAC[polytope] THEN MESON_TAC[]);;
let POLYTOPE_PCROSS = 
prove (`!s:real^M->bool t:real^N->bool. polytope s /\ polytope t ==> polytope(s PCROSS t)`,
REPEAT GEN_TAC THEN REWRITE_TAC[polytope] THEN MESON_TAC[CONVEX_HULL_PCROSS; FINITE_PCROSS]);;
let POLYTOPE_PCROSS_EQ = 
prove (`!s:real^M->bool t:real^N->bool. polytope(s PCROSS t) <=> s = {} \/ t = {} \/ polytope s /\ polytope t`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `s:real^M->bool = {}` THEN ASM_REWRITE_TAC[PCROSS_EMPTY; POLYTOPE_EMPTY] THEN ASM_CASES_TAC `t:real^N->bool = {}` THEN ASM_REWRITE_TAC[PCROSS_EMPTY; POLYTOPE_EMPTY] THEN EQ_TAC THEN REWRITE_TAC[POLYTOPE_PCROSS] THEN REPEAT STRIP_TAC THENL [MP_TAC(ISPECL [`fstcart:real^(M,N)finite_sum->real^M`; `(s:real^M->bool) PCROSS (t:real^N->bool)`] POLYTOPE_LINEAR_IMAGE) THEN ASM_REWRITE_TAC[LINEAR_FSTCART]; MP_TAC(ISPECL [`sndcart:real^(M,N)finite_sum->real^N`; `(s:real^M->bool) PCROSS (t:real^N->bool)`] POLYTOPE_LINEAR_IMAGE) THEN ASM_REWRITE_TAC[LINEAR_SNDCART]] THEN MATCH_MP_TAC EQ_IMP THEN AP_TERM_TAC THEN REWRITE_TAC[EXTENSION; IN_IMAGE; EXISTS_PASTECART; PASTECART_IN_PCROSS; FSTCART_PASTECART; SNDCART_PASTECART] THEN ASM SET_TAC[]);;
let FACE_OF_POLYTOPE_POLYTOPE = 
prove (`!f s:real^N->bool. polytope s /\ f face_of s ==> polytope f`,
REWRITE_TAC[polytope] THEN MESON_TAC[FINITE_SUBSET; FACE_OF_CONVEX_HULL_SUBSET; FINITE_IMP_COMPACT]);;
let FINITE_POLYTOPE_FACES = 
prove (`!s:real^N->bool. polytope s ==> FINITE {f | f face_of s}`,
GEN_TAC THEN REWRITE_TAC[polytope; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `v:real^N->bool` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC FINITE_SUBSET THEN EXISTS_TAC `IMAGE ((hull) convex) {t:real^N->bool | t SUBSET v}` THEN ASM_SIMP_TAC[FINITE_POWERSET; FINITE_IMAGE] THEN GEN_REWRITE_TAC I [SUBSET] THEN REWRITE_TAC[FORALL_IN_GSPEC; IN_IMAGE; IN_ELIM_THM] THEN ASM_MESON_TAC[FACE_OF_CONVEX_HULL_SUBSET; FINITE_IMP_COMPACT]);;
let FINITE_POLYTOPE_FACETS = 
prove (`!s:real^N->bool. polytope s ==> FINITE {f | f facet_of s}`,
REWRITE_TAC[facet_of] THEN ONCE_REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | x IN {x | P x} /\ Q x}`] THEN SIMP_TAC[FINITE_RESTRICT; FINITE_POLYTOPE_FACES]);;
let POLYTOPE_SCALING = 
prove (`!c s:real^N->bool. polytope s ==> polytope (IMAGE (\x. c % x) s)`,
REPEAT GEN_TAC THEN REWRITE_TAC[polytope] THEN DISCH_THEN (X_CHOOSE_THEN `u:real^N->bool` STRIP_ASSUME_TAC) THEN EXISTS_TAC `IMAGE (\x:real^N. c % x) u` THEN ASM_SIMP_TAC[CONVEX_HULL_SCALING; FINITE_IMAGE]);;
let POLYTOPE_SCALING_EQ = 
prove (`!c s:real^N->bool. ~(c = &0) ==> (polytope (IMAGE (\x. c % x) s) <=> polytope s)`,
REPEAT STRIP_TAC THEN EQ_TAC THEN REWRITE_TAC[POLYTOPE_SCALING] THEN DISCH_THEN(MP_TAC o SPEC `inv c:real` o MATCH_MP POLYTOPE_SCALING) THEN ASM_SIMP_TAC[GSYM IMAGE_o; o_DEF; VECTOR_MUL_ASSOC; REAL_MUL_LINV; VECTOR_MUL_LID; IMAGE_ID]);;
let POLYTOPE_SUMS = 
prove (`!s t:real^N->bool. polytope s /\ polytope t ==> polytope {x + y | x IN s /\ y IN t}`,
REPEAT GEN_TAC THEN REWRITE_TAC[polytope] THEN DISCH_THEN(CONJUNCTS_THEN2 (X_CHOOSE_THEN `u:real^N->bool` STRIP_ASSUME_TAC) (X_CHOOSE_THEN `v:real^N->bool` STRIP_ASSUME_TAC)) THEN EXISTS_TAC `{x + y:real^N | x IN u /\ y IN v}` THEN ASM_SIMP_TAC[FINITE_PRODUCT_DEPENDENT; CONVEX_HULL_SUMS]);;
let POLYTOPE_IMP_COMPACT = 
prove (`!s. polytope s ==> compact s`,
let POLYTOPE_IMP_CONVEX = 
prove (`!s. polytope s ==> convex s`,
SIMP_TAC[polytope; LEFT_IMP_EXISTS_THM; CONVEX_CONVEX_HULL]);;
let POLYTOPE_IMP_CLOSED = 
prove (`!s. polytope s ==> closed s`,
let POLYTOPE_IMP_BOUNDED = 
prove (`!s. polytope s ==> bounded s`,
let POLYTOPE_INTERVAL = 
prove (`!a b. polytope(interval[a,b])`,
REWRITE_TAC[polytope] THEN MESON_TAC[CLOSED_INTERVAL_AS_CONVEX_HULL]);;
let POLYTOPE_SING = 
prove (`!a. polytope {a}`,
(* ------------------------------------------------------------------------- *) (* Polyhedra. *) (* ------------------------------------------------------------------------- *)
let polyhedron = new_definition
 `polyhedron s <=>
        ?f. FINITE f /\
            s = INTERS f /\
            (!h. h IN f ==> ?a b. ~(a = vec 0) /\ h = {x | a dot x <= b})`;;
let POLYHEDRON_INTER = 
prove (`!s t:real^N->bool. polyhedron s /\ polyhedron t ==> polyhedron (s INTER t)`,
REPEAT GEN_TAC THEN REWRITE_TAC[polyhedron] THEN DISCH_THEN(CONJUNCTS_THEN2 (X_CHOOSE_TAC `f:(real^N->bool)->bool`) (X_CHOOSE_TAC `g:(real^N->bool)->bool`)) THEN EXISTS_TAC `f UNION g:(real^N->bool)->bool` THEN ASM_REWRITE_TAC[SET_RULE `INTERS(f UNION g) = INTERS f INTER INTERS g`] THEN REWRITE_TAC[FINITE_UNION; IN_UNION] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[]);;
let POLYHEDRON_UNIV = 
prove (`polyhedron(:real^N)`,
REWRITE_TAC[polyhedron] THEN EXISTS_TAC `{}:(real^N->bool)->bool` THEN REWRITE_TAC[INTERS_0; NOT_IN_EMPTY; FINITE_RULES]);;
let POLYHEDRON_POSITIVE_ORTHANT = 
prove (`polyhedron {x:real^N | !i. 1 <= i /\ i <= dimindex(:N) ==> &0 <= x$i}`,
REWRITE_TAC[polyhedron] THEN EXISTS_TAC `IMAGE (\i. {x:real^N | &0 <= x$i}) (1..dimindex(:N))` THEN SIMP_TAC[FINITE_IMAGE; FINITE_NUMSEG; FORALL_IN_IMAGE] THEN CONJ_TAC THENL [GEN_REWRITE_TAC I [EXTENSION] THEN REWRITE_TAC[INTERS_IMAGE] THEN REWRITE_TAC[IN_ELIM_THM; IN_NUMSEG]; X_GEN_TAC `k:num` THEN REWRITE_TAC[IN_NUMSEG] THEN STRIP_TAC THEN MAP_EVERY EXISTS_TAC [`--basis k:real^N`; `&0`] THEN ASM_SIMP_TAC[VECTOR_NEG_EQ_0; DOT_LNEG; DOT_BASIS; BASIS_NONZERO] THEN REWRITE_TAC[REAL_ARITH `--x <= &0 <=> &0 <= x`]]);;
let POLYHEDRON_INTERS = 
prove (`!f:(real^N->bool)->bool. FINITE f /\ (!s. s IN f ==> polyhedron s) ==> polyhedron(INTERS f)`,
REWRITE_TAC[IMP_CONJ] THEN MATCH_MP_TAC FINITE_INDUCT_STRONG THEN REWRITE_TAC[NOT_IN_EMPTY; INTERS_0; POLYHEDRON_UNIV] THEN ASM_SIMP_TAC[INTERS_INSERT; FORALL_IN_INSERT; POLYHEDRON_INTER]);;
let POLYHEDRON_EMPTY = 
prove (`polyhedron({}:real^N->bool)`,
REWRITE_TAC[polyhedron] THEN EXISTS_TAC `{{x:real^N | basis 1 dot x <= -- &1}, {x | --(basis 1) dot x <= -- &1}}` THEN REWRITE_TAC[FINITE_INSERT; FINITE_EMPTY; INTERS_2; FORALL_IN_INSERT] THEN REWRITE_TAC[NOT_IN_EMPTY; INTER; IN_ELIM_THM; DOT_LNEG] THEN REWRITE_TAC[REAL_ARITH `~(a <= -- &1 /\ --a <= -- &1)`; EMPTY_GSPEC] THEN CONJ_TAC THENL [MAP_EVERY EXISTS_TAC [`basis 1:real^N`; `-- &1`]; MAP_EVERY EXISTS_TAC [`--(basis 1):real^N`; `-- &1`]] THEN SIMP_TAC[VECTOR_NEG_EQ_0; BASIS_NONZERO; DOT_LNEG; DIMINDEX_GE_1; LE_REFL]);;
let POLYHEDRON_HALFSPACE_LE = 
prove (`!a b. polyhedron {x:real^N | a dot x <= b}`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `a:real^N = vec 0` THENL [ASM_SIMP_TAC[DOT_LZERO; SET_RULE `{x | p} = if p then UNIV else {}`] THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[POLYHEDRON_EMPTY; POLYHEDRON_UNIV]; REWRITE_TAC[polyhedron] THEN EXISTS_TAC `{{x:real^N | a dot x <= b}}` THEN REWRITE_TAC[FINITE_SING; INTERS_1; FORALL_IN_INSERT; NOT_IN_EMPTY] THEN MAP_EVERY EXISTS_TAC [`a:real^N`; `b:real`] THEN ASM_REWRITE_TAC[]]);;
let POLYHEDRON_HALFSPACE_GE = 
prove (`!a b. polyhedron {x:real^N | a dot x >= b}`,
REWRITE_TAC[REAL_ARITH `a:real >= b <=> --a <= --b`] THEN REWRITE_TAC[GSYM DOT_LNEG; POLYHEDRON_HALFSPACE_LE]);;
let POLYHEDRON_HYPERPLANE = 
prove (`!a b. polyhedron {x:real^N | a dot x = b}`,
REWRITE_TAC[REAL_ARITH `x:real = b <=> x <= b /\ x >= b`] THEN REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | P x} INTER {x | Q x}`] THEN SIMP_TAC[POLYHEDRON_INTER; POLYHEDRON_HALFSPACE_LE; POLYHEDRON_HALFSPACE_GE]);;
let AFFINE_IMP_POLYHEDRON = 
prove (`!s:real^N->bool. affine s ==> polyhedron s`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `s:real^N->bool` AFFINE_HULL_FINITE_INTERSECTION_HYPERPLANES) THEN ASM_SIMP_TAC[HULL_P; RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN STRIP_TAC THEN ASM_SIMP_TAC[] THEN MATCH_MP_TAC POLYHEDRON_INTERS THEN ASM_REWRITE_TAC[] THEN X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(SUBST1_TAC o CONJUNCT2) THEN REWRITE_TAC[POLYHEDRON_HYPERPLANE]);;
let POLYHEDRON_IMP_CLOSED = 
prove (`!s:real^N->bool. polyhedron s ==> closed s`,
REWRITE_TAC[polyhedron; RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC CLOSED_INTERS THEN X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(SUBST1_TAC o CONJUNCT2) THEN REWRITE_TAC[CLOSED_HALFSPACE_LE]);;
let POLYHEDRON_IMP_CONVEX = 
prove (`!s:real^N->bool. polyhedron s ==> convex s`,
REWRITE_TAC[polyhedron; RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN REPEAT STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC CONVEX_INTERS THEN X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(SUBST1_TAC o CONJUNCT2) THEN REWRITE_TAC[CONVEX_HALFSPACE_LE]);;
let POLYHEDRON_AFFINE_HULL = 
prove (`!s. polyhedron(affine hull s)`,
(* ------------------------------------------------------------------------- *) (* Canonical polyedron representation making facial structure explicit. *) (* ------------------------------------------------------------------------- *)
let POLYHEDRON_INTER_AFFINE = 
prove (`!s. polyhedron s <=> ?f. FINITE f /\ s = (affine hull s) INTER (INTERS f) /\ (!h. h IN f ==> ?a b. ~(a = vec 0) /\ h = {x:real^N | a dot x <= b})`,
GEN_TAC THEN EQ_TAC THENL [REWRITE_TAC[polyhedron] THEN MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC THEN STRIP_TAC THEN REPEAT CONJ_TAC THEN TRY(FIRST_ASSUM ACCEPT_TAC) THEN MATCH_MP_TAC(SET_RULE `s = t /\ s SUBSET u ==> s = u INTER t`) THEN REWRITE_TAC[HULL_SUBSET] THEN ASM_REWRITE_TAC[]; STRIP_TAC THEN ONCE_ASM_REWRITE_TAC[] THEN MATCH_MP_TAC POLYHEDRON_INTER THEN REWRITE_TAC[POLYHEDRON_AFFINE_HULL] THEN MATCH_MP_TAC POLYHEDRON_INTERS THEN ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[POLYHEDRON_HALFSPACE_LE]]);;
let POLYHEDRON_INTER_AFFINE_PARALLEL = 
prove (`!s:real^N->bool. polyhedron s <=> ?f. FINITE f /\ s = (affine hull s) INTER (INTERS f) /\ (!h. h IN f ==> ?a b. ~(a = vec 0) /\ h = {x:real^N | a dot x <= b} /\ (!x. x IN affine hull s ==> (x + a) IN affine hull s))`,
GEN_TAC THEN REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN EQ_TAC THENL [ALL_TAC; MATCH_MP_TAC MONO_EXISTS THEN MESON_TAC[]] THEN DISCH_THEN(X_CHOOSE_THEN `f:(real^N->bool)->bool` MP_TAC) THEN ASM_CASES_TAC `s:real^N->bool = {}` THENL [DISCH_THEN(K ALL_TAC) THEN EXISTS_TAC `{}:(real^N->bool)->bool` THEN ASM_SIMP_TAC[AFFINE_HULL_EMPTY; INTER_EMPTY; NOT_IN_EMPTY; FINITE_EMPTY]; ALL_TAC] THEN ASM_CASES_TAC `f:(real^N->bool)->bool = {}` THENL [ASM_REWRITE_TAC[NOT_IN_EMPTY; INTERS_0; INTER_UNIV] THEN DISCH_THEN(ASSUME_TAC o SYM o CONJUNCT2) THEN EXISTS_TAC `{}:(real^N->bool)->bool` THEN ASM_REWRITE_TAC[NOT_IN_EMPTY; INTERS_0; INTER_UNIV; FINITE_EMPTY]; ALL_TAC] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 (ASSUME_TAC o GSYM) MP_TAC)) THEN GEN_REWRITE_TAC (LAND_CONV o TOP_DEPTH_CONV) [RIGHT_IMP_EXISTS_THM] THEN REWRITE_TAC[LEFT_IMP_EXISTS_THM; SKOLEM_THM] THEN MAP_EVERY X_GEN_TAC [`a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN DISCH_THEN(ASSUME_TAC o GSYM) THEN SUBGOAL_THEN `!h. h IN f /\ ~(affine hull s SUBSET h) ==> ?a' b'. ~(a' = vec 0) /\ affine hull s INTER {x:real^N | a' dot x <= b'} = affine hull s INTER h /\ !w. w IN affine hull s ==> (w + a') IN affine hull s` MP_TAC THENL [GEN_TAC THEN STRIP_TAC THEN FIRST_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN REWRITE_TAC[ASSUME `(h:real^N->bool) IN f`] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC SUBST1_TAC o GSYM) THEN MP_TAC(ISPECL [`affine hull s:real^N->bool`; `(a:(real^N->bool)->real^N) h`; `(b:(real^N->bool)->real) h`] AFFINE_PARALLEL_SLICE) THEN REWRITE_TAC[AFFINE_AFFINE_HULL] THEN MATCH_MP_TAC(TAUT `~p /\ ~q /\ (r ==> r') ==> (p \/ q \/ r ==> r')`) THEN ASM_SIMP_TAC[] THEN CONJ_TAC THENL [ALL_TAC; MESON_TAC[]] THEN DISCH_TAC THEN UNDISCH_TAC `~(s:real^N->bool = {})` THEN EXPAND_TAC "s" THEN REWRITE_TAC[GSYM INTERS_INSERT] THEN MATCH_MP_TAC(SET_RULE `!t. t SUBSET s /\ INTERS t = {} ==> INTERS s = {}`) THEN EXISTS_TAC `{affine hull s,h:real^N->bool}` THEN ASM_REWRITE_TAC[INTERS_2] THEN ASM SET_TAC[]; ALL_TAC] THEN GEN_REWRITE_TAC (LAND_CONV o TOP_DEPTH_CONV) [RIGHT_IMP_EXISTS_THM] THEN REWRITE_TAC[SKOLEM_THM; LEFT_IMP_EXISTS_THM] THEN FIRST_X_ASSUM(K ALL_TAC o SPEC `{}:real^N->bool`) THEN MAP_EVERY X_GEN_TAC [`a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN DISCH_TAC THEN EXISTS_TAC `IMAGE (\h:real^N->bool. {x:real^N | a h dot x <= b h}) {h | h IN f /\ ~(affine hull s SUBSET h)}` THEN ASM_SIMP_TAC[FINITE_IMAGE; FINITE_RESTRICT; FORALL_IN_IMAGE] THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN CONJ_TAC THENL [ALL_TAC; X_GEN_TAC `h:real^N->bool` THEN STRIP_TAC THEN MAP_EVERY EXISTS_TAC [`(a:(real^N->bool)->real^N) h`; `(b:(real^N->bool)->real) h`] THEN ASM_MESON_TAC[]] THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [GSYM th]) THEN GEN_REWRITE_TAC I [EXTENSION] THEN X_GEN_TAC `x:real^N` THEN REWRITE_TAC[INTERS_IMAGE; IN_INTER; IN_ELIM_THM] THEN ASM_CASES_TAC `(x:real^N) IN affine hull s` THEN ASM_REWRITE_TAC[IN_INTERS] THEN AP_TERM_TAC THEN ABS_TAC THEN ASM SET_TAC[]);;
let POLYHEDRON_INTER_AFFINE_PARALLEL_MINIMAL = 
prove (`!s. polyhedron s <=> ?f. FINITE f /\ s = (affine hull s) INTER (INTERS f) /\ (!h. h IN f ==> ?a b. ~(a = vec 0) /\ h = {x:real^N | a dot x <= b} /\ (!x. x IN affine hull s ==> (x + a) IN affine hull s)) /\ !f'. f' PSUBSET f ==> s PSUBSET (affine hull s) INTER (INTERS f')`,
GEN_TAC THEN REWRITE_TAC[POLYHEDRON_INTER_AFFINE_PARALLEL] THEN EQ_TAC THENL [ALL_TAC; MATCH_MP_TAC MONO_EXISTS THEN MESON_TAC[]] THEN GEN_REWRITE_TAC LAND_CONV [MESON[HAS_SIZE] `(?f. FINITE f /\ P f) <=> (?n f. f HAS_SIZE n /\ P f)`] THEN GEN_REWRITE_TAC LAND_CONV [num_WOP] THEN DISCH_THEN(X_CHOOSE_THEN `n:num` (CONJUNCTS_THEN2 MP_TAC ASSUME_TAC)) THEN MATCH_MP_TAC MONO_EXISTS THEN REWRITE_TAC[HAS_SIZE] THEN X_GEN_TAC `f:(real^N->bool)->bool` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [FIRST_ASSUM ACCEPT_TAC; ALL_TAC] THEN X_GEN_TAC `f':(real^N->bool)->bool` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `CARD(f':(real^N->bool)->bool)`) THEN ANTS_TAC THENL [ASM_MESON_TAC[CARD_PSUBSET]; ALL_TAC] THEN REWRITE_TAC[NOT_EXISTS_THM; HAS_SIZE] THEN DISCH_THEN(MP_TAC o SPEC `f':(real^N->bool)->bool`) THEN MATCH_MP_TAC(TAUT `a /\ c /\ (~b ==> d) ==> ~(a /\ b /\ c) ==> d`) THEN CONJ_TAC THENL [ASM_MESON_TAC[PSUBSET; FINITE_SUBSET]; ALL_TAC] THEN CONJ_TAC THENL [REPEAT STRIP_TAC THEN FIRST_X_ASSUM MATCH_MP_TAC THEN ASM SET_TAC[]; MATCH_MP_TAC(SET_RULE `s SUBSET t ==> ~(s = t) ==> s PSUBSET t`) THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [th]) THEN ASM SET_TAC[]]);;
let POLYHEDRON_INTER_AFFINE_MINIMAL = 
prove (`!s. polyhedron s <=> ?f. FINITE f /\ s = (affine hull s) INTER (INTERS f) /\ (!h. h IN f ==> ?a b. ~(a = vec 0) /\ h = {x:real^N | a dot x <= b}) /\ !f'. f' PSUBSET f ==> s PSUBSET (affine hull s) INTER (INTERS f')`,
GEN_TAC THEN EQ_TAC THENL [REWRITE_TAC[POLYHEDRON_INTER_AFFINE_PARALLEL_MINIMAL]; REWRITE_TAC[POLYHEDRON_INTER_AFFINE]] THEN MATCH_MP_TAC MONO_EXISTS THEN SIMP_TAC[] THEN MESON_TAC[]);;
let RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT = 
prove (`!s:real^N->bool f a b. FINITE f /\ s = affine hull s INTER INTERS f /\ (!h. h IN f ==> ~(a h = vec 0) /\ h = {x | a h dot x <= b h}) /\ (!f'. f' PSUBSET f ==> s PSUBSET affine hull s INTER INTERS f') ==> relative_interior s = {x | x IN s /\ !h. h IN f ==> a h dot x < b h}`,
REPEAT GEN_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(CONJUNCTS_THEN2 (ASSUME_TAC o SYM) STRIP_ASSUME_TAC) THEN GEN_REWRITE_TAC I [EXTENSION] THEN REWRITE_TAC[IN_ELIM_THM] THEN X_GEN_TAC `x:real^N` THEN EQ_TAC THENL [ALL_TAC; STRIP_TAC THEN ASM_REWRITE_TAC[RELATIVE_INTERIOR; IN_ELIM_THM] THEN EXISTS_TAC `INTERS {interior h | (h:real^N->bool) IN f}` THEN ASM_SIMP_TAC[SIMPLE_IMAGE; OPEN_INTERS; FINITE_IMAGE; OPEN_INTERIOR; FORALL_IN_IMAGE; IN_INTERS] THEN CONJ_TAC THENL [X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN REPEAT(FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`)) THEN ASM_REWRITE_TAC[] THEN REPEAT DISCH_TAC THEN FIRST_ASSUM(SUBST1_TAC o CONJUNCT2) THEN ASM_SIMP_TAC[INTERIOR_HALFSPACE_LE; IN_ELIM_THM]; FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC RAND_CONV [SYM th]) THEN MATCH_MP_TAC(SET_RULE `(!s. s IN f ==> i s SUBSET s) ==> INTERS (IMAGE i f) INTER t SUBSET t INTER INTERS f`) THEN REWRITE_TAC[INTERIOR_SUBSET]]] THEN DISCH_TAC THEN FIRST_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_RELATIVE_INTERIOR]) THEN DISCH_TAC THEN ASM_REWRITE_TAC[] THEN X_GEN_TAC `i:real^N->bool` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (i:real^N->bool)`) THEN ANTS_TAC THENL [ASM SET_TAC[]; REWRITE_TAC[PSUBSET_ALT; IN_INTER; IN_INTERS; IN_DELETE]] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `z:real^N` STRIP_ASSUME_TAC) THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) i dot z > b i` ASSUME_TAC THENL [UNDISCH_TAC `~((z:real^N) IN s)` THEN FIRST_ASSUM(SUBST1_TAC o SYM) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN ASM_REWRITE_TAC[REAL_ARITH `a:real > b <=> ~(a <= b)`] THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `~(z:real^N = x)` ASSUME_TAC THENL [ASM_MESON_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `?l. &0 < l /\ l < &1 /\ (l % z + (&1 - l) % x:real^N) IN s` STRIP_ASSUME_TAC THENL [FIRST_ASSUM(X_CHOOSE_THEN `e:real` MP_TAC o CONJUNCT2) THEN REWRITE_TAC[SUBSET; IN_INTER; IN_BALL; dist] THEN STRIP_TAC THEN EXISTS_TAC `min (&1 / &2) (e / &2 / norm(z - x:real^N))` THEN REWRITE_TAC[REAL_MIN_LT; REAL_LT_MIN] THEN CONV_TAC REAL_RAT_REDUCE_CONV THEN ASM_SIMP_TAC[REAL_HALF; REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ] THEN FIRST_X_ASSUM MATCH_MP_TAC THEN CONJ_TAC THENL [REWRITE_TAC[VECTOR_ARITH `x - (l % z + (&1 - l) % x):real^N = --l % (z - x)`] THEN REWRITE_TAC[NORM_MUL; REAL_ABS_NEG] THEN ASM_SIMP_TAC[GSYM REAL_LT_RDIV_EQ; NORM_POS_LT; VECTOR_SUB_EQ] THEN MATCH_MP_TAC(REAL_ARITH `&0 < a /\ &0 < b /\ b < c ==> abs(min a b) < c`) THEN ASM_SIMP_TAC[REAL_HALF; REAL_LT_DIV; NORM_POS_LT; VECTOR_SUB_EQ] THEN REWRITE_TAC[REAL_LT_01; real_div; REAL_MUL_ASSOC] THEN MATCH_MP_TAC REAL_LT_RMUL THEN ASM_REWRITE_TAC[REAL_LT_INV_EQ; NORM_POS_LT; VECTOR_SUB_EQ] THEN UNDISCH_TAC `&0 < e` THEN REAL_ARITH_TAC; ONCE_REWRITE_TAC[VECTOR_ADD_SYM] THEN MATCH_MP_TAC(REWRITE_RULE[AFFINE_ALT] AFFINE_AFFINE_HULL) THEN ASM SET_TAC[]]; ALL_TAC] THEN MATCH_MP_TAC REAL_LT_RCANCEL_IMP THEN EXISTS_TAC `&1 - l` THEN ASM_REWRITE_TAC[REAL_SUB_LT] THEN REWRITE_TAC[REAL_ARITH `a < b * (&1 - l) <=> l * b + a < b`] THEN MATCH_MP_TAC REAL_LTE_TRANS THEN EXISTS_TAC `l * (a:(real^N->bool)->real^N) i dot z + (a i dot x) * (&1 - l)` THEN ASM_SIMP_TAC[REAL_LT_RADD; REAL_LT_LMUL_EQ; GSYM real_gt] THEN ONCE_REWRITE_TAC[REAL_ARITH `a * (&1 - b) = (&1 - b) * a`] THEN REWRITE_TAC[GSYM DOT_RMUL; GSYM DOT_RADD] THEN ASM SET_TAC[]);;
let FACET_OF_POLYHEDRON_EXPLICIT = 
prove (`!s:real^N->bool f a b. FINITE f /\ s = affine hull s INTER INTERS f /\ (!h. h IN f ==> ~(a h = vec 0) /\ h = {x | a h dot x <= b h}) /\ (!f'. f' PSUBSET f ==> s PSUBSET affine hull s INTER INTERS f') ==> !c. c facet_of s <=> ?h. h IN f /\ c = s INTER {x | a h dot x = b h}`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `s:real^N->bool = {}` THENL [ASM_REWRITE_TAC[INTER_EMPTY; AFFINE_HULL_EMPTY; SET_RULE `~(s PSUBSET s)`; FACET_OF_EMPTY] THEN ASM_CASES_TAC `f:(real^N->bool)->bool = {}` THEN ASM_REWRITE_TAC[NOT_IN_EMPTY] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN DISCH_THEN(X_CHOOSE_TAC `h:real^N->bool`) THEN DISCH_THEN (MP_TAC o SPEC `f DELETE (h:real^N->bool)` o last o CONJUNCTS) THEN ASM SET_TAC[]; STRIP_TAC] THEN SUBGOAL_THEN `polyhedron(s:real^N->bool)` ASSUME_TAC THENL [REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[]; ALL_TAC] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP POLYHEDRON_IMP_CONVEX) THEN SUBGOAL_THEN `!h:real^N->bool. h IN f ==> (s INTER {x:real^N | a h dot x = b h}) facet_of s` (LABEL_TAC "face") THENL [REPEAT STRIP_TAC THEN REWRITE_TAC[facet_of] THEN CONJ_TAC THENL [MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN CONJ_TAC THENL [MATCH_MP_TAC POLYHEDRON_IMP_CONVEX THEN REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[]; X_GEN_TAC `x:real^N` THEN FIRST_X_ASSUM SUBST1_TAC THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN DISCH_THEN(MP_TAC o SPEC `h:real^N->bool` o CONJUNCT2) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN ASM SET_TAC[]]; ALL_TAC] THEN MP_TAC(ISPEC `s:real^N->bool` RELATIVE_INTERIOR_EQ_EMPTY) THEN ASM_SIMP_TAC[] THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY] THEN DISCH_THEN(X_CHOOSE_TAC `x:real^N`) THEN FIRST_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_RELATIVE_INTERIOR]) THEN DISCH_TAC THEN FIRST_ASSUM(MP_TAC o SPEC `f DELETE (h:real^N->bool)`) THEN ANTS_TAC THENL [ASM SET_TAC[]; REWRITE_TAC[PSUBSET_ALT; IN_INTER; IN_INTERS; IN_DELETE]] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `z:real^N` STRIP_ASSUME_TAC) THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) h dot z > b h` ASSUME_TAC THENL [UNDISCH_TAC `~((z:real^N) IN s)` THEN FIRST_ASSUM(SUBST1_TAC o SYM) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN ASM_REWRITE_TAC[REAL_ARITH `a:real > b <=> ~(a <= b)`] THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `~(z:real^N = x)` ASSUME_TAC THENL [ASM_MESON_TAC[]; ALL_TAC] THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT) THEN ASM_REWRITE_TAC[] THEN ANTS_TAC THENL [FIRST_ASSUM ACCEPT_TAC; ALL_TAC] THEN GEN_REWRITE_TAC LAND_CONV [EXTENSION] THEN DISCH_THEN(MP_TAC o SPEC `x:real^N`) THEN ASM_REWRITE_TAC[IN_ELIM_THM] THEN DISCH_THEN(fun th -> MP_TAC(SPEC `h:real^N->bool` th) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ASSUME_TAC th) THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) h dot x < a h dot z` ASSUME_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN ABBREV_TAC `l = (b h - (a:(real^N->bool)->real^N) h dot x) / (a h dot z - a h dot x)` THEN SUBGOAL_THEN `&0 < l /\ l < &1` STRIP_ASSUME_TAC THENL [EXPAND_TAC "l" THEN ASM_SIMP_TAC[REAL_LT_LDIV_EQ; REAL_LT_RDIV_EQ; REAL_SUB_LT] THEN ASM_REAL_ARITH_TAC; ALL_TAC] THEN ABBREV_TAC `w:real^N = (&1 - l) % x + l % z:real^N` THEN SUBGOAL_THEN `!i. i IN f /\ ~(i = h) ==> (a:(real^N->bool)->real^N) i dot w < b i` ASSUME_TAC THENL [X_GEN_TAC `i:real^N->bool` THEN STRIP_TAC THEN EXPAND_TAC "w" THEN REWRITE_TAC[DOT_RADD; DOT_RMUL] THEN MATCH_MP_TAC(REAL_ARITH `(&1 - l) * x < (&1 - l) * z /\ l * y <= l * z ==> (&1 - l) * x + l * y < z`) THEN ASM_SIMP_TAC[REAL_LE_LMUL_EQ; REAL_LT_IMP_LE; REAL_LT_LMUL_EQ; REAL_SUB_LT] THEN UNDISCH_TAC `!t:real^N->bool. t IN f /\ ~(t = h) ==> z IN t` THEN DISCH_THEN(MP_TAC o SPEC `i:real^N->bool`) THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) h dot w = b h` ASSUME_TAC THENL [EXPAND_TAC "w" THEN REWRITE_TAC[VECTOR_ARITH `(&1 - l) % x + l % z:real^N = x + l % (z - x)`] THEN EXPAND_TAC "l" THEN REWRITE_TAC[DOT_RADD; DOT_RSUB; DOT_RMUL] THEN ASM_SIMP_TAC[REAL_DIV_RMUL; REAL_LT_IMP_NE; REAL_SUB_0] THEN REAL_ARITH_TAC; ALL_TAC] THEN SUBGOAL_THEN `(w:real^N) IN s` ASSUME_TAC THENL [FIRST_ASSUM(fun th -> GEN_REWRITE_TAC RAND_CONV [th]) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN CONJ_TAC THENL [EXPAND_TAC "w" THEN MATCH_MP_TAC(REWRITE_RULE[AFFINE_ALT] AFFINE_AFFINE_HULL) THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC HULL_INC THEN ASM_MESON_TAC[RELATIVE_INTERIOR_SUBSET; SUBSET]; ALL_TAC] THEN X_GEN_TAC `i:real^N->bool` THEN DISCH_TAC THEN ASM_CASES_TAC `i:real^N->bool = h` THENL [ASM SET_TAC[REAL_LE_REFL]; ALL_TAC] THEN SUBGOAL_THEN `convex(i:real^N->bool)` MP_TAC THENL [REPEAT(FIRST_X_ASSUM(MP_TAC o C MATCH_MP (ASSUME `(i:real^N->bool) IN f`))) THEN REPEAT(DISCH_THEN(fun th -> ONCE_REWRITE_TAC[th])) THEN REWRITE_TAC[CONVEX_HALFSPACE_LE]; ALL_TAC] THEN REWRITE_TAC[CONVEX_ALT] THEN EXPAND_TAC "w" THEN DISCH_THEN MATCH_MP_TAC THEN ASM_SIMP_TAC[] THEN FIRST_X_ASSUM(MP_TAC o CONJUNCT1) THEN FIRST_ASSUM(fun t -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [t]) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN ASM_SIMP_TAC[REAL_LT_IMP_LE]; ALL_TAC] THEN CONJ_TAC THENL [ASM_MESON_TAC[]; ALL_TAC] THEN ONCE_REWRITE_TAC[GSYM AFF_DIM_AFFINE_HULL] THEN SUBGOAL_THEN `affine hull (s INTER {x | (a:(real^N->bool)->real^N) h dot x = b h}) = (affine hull s) INTER {x | a h dot x = b h}` SUBST1_TAC THENL [ALL_TAC; SIMP_TAC[AFF_DIM_AFFINE_INTER_HYPERPLANE; AFFINE_AFFINE_HULL] THEN COND_CASES_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN COND_CASES_TAC THENL [ASM SET_TAC[REAL_LT_REFL]; REFL_TAC]] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN REWRITE_TAC[SUBSET_INTER] THEN REPEAT CONJ_TAC THENL [MATCH_MP_TAC HULL_MONO THEN SET_TAC[]; MATCH_MP_TAC(SET_RULE `s SUBSET affine hull t /\ affine hull t = t ==> s SUBSET t`) THEN REWRITE_TAC[AFFINE_HULL_EQ; AFFINE_HYPERPLANE] THEN MATCH_MP_TAC HULL_MONO THEN SET_TAC[]; ALL_TAC] THEN REWRITE_TAC[SUBSET; IN_INTER; IN_ELIM_THM] THEN X_GEN_TAC `y:real^N` THEN STRIP_TAC THEN SUBGOAL_THEN `?t. &0 < t /\ !j. j IN f /\ ~(j:real^N->bool = h) ==> t * (a j dot y - a j dot w) <= b j - a j dot (w:real^N)` STRIP_ASSUME_TAC THENL [ASM_CASES_TAC `f DELETE (h:real^N->bool) = {}` THENL [ASM_REWRITE_TAC[GSYM IN_DELETE; NOT_IN_EMPTY] THEN EXISTS_TAC `&1` THEN REWRITE_TAC[REAL_LT_01]; ALL_TAC] THEN EXISTS_TAC `inf (IMAGE (\j. if &0 < a j dot y - a j dot (w:real^N) then (b j - a j dot w) / (a j dot y - a j dot w) else &1) (f DELETE (h:real^N->bool)))` THEN MATCH_MP_TAC(TAUT `a /\ (a ==> b) ==> a /\ b`) THEN CONJ_TAC THENL [ASM_SIMP_TAC[REAL_LT_INF_FINITE; FINITE_IMAGE; FINITE_DELETE; IMAGE_EQ_EMPTY; FORALL_IN_IMAGE; IN_DELETE] THEN ONCE_REWRITE_TAC[COND_RAND] THEN ONCE_REWRITE_TAC[COND_RATOR] THEN ASM_SIMP_TAC[REAL_LT_DIV; REAL_SUB_LT; REAL_LT_01; COND_ID]; REWRITE_TAC[REAL_SUB_LT] THEN DISCH_TAC] THEN X_GEN_TAC `j:real^N->bool` THEN STRIP_TAC THEN ASM_CASES_TAC `a j dot (w:real^N) < a(j:real^N->bool) dot y` THENL [ASM_SIMP_TAC[GSYM REAL_LE_RDIV_EQ; REAL_INF_LE_FINITE; REAL_SUB_LT; FINITE_IMAGE; FINITE_DELETE; IMAGE_EQ_EMPTY] THEN REWRITE_TAC[EXISTS_IN_IMAGE] THEN EXISTS_TAC `j:real^N->bool` THEN ASM_REWRITE_TAC[IN_DELETE; REAL_LE_REFL]; MATCH_MP_TAC(REAL_ARITH `&0 <= --x /\ &0 < y ==> x <= y`) THEN ASM_SIMP_TAC[REAL_SUB_LT; GSYM REAL_MUL_RNEG; REAL_LE_MUL_EQ] THEN ASM_REAL_ARITH_TAC]; ALL_TAC] THEN ABBREV_TAC `c:real^N = (&1 - t) % w + t % y` THEN SUBGOAL_THEN `y:real^N = (&1 - inv t) % w + inv(t) % c` SUBST1_TAC THENL [EXPAND_TAC "c" THEN REWRITE_TAC[VECTOR_ADD_LDISTRIB; VECTOR_MUL_ASSOC] THEN ASM_SIMP_TAC[REAL_MUL_LINV; REAL_LT_IMP_NZ; REAL_FIELD `&0 < x ==> inv x * (&1 - x) = inv x - &1`] THEN VECTOR_ARITH_TAC; ALL_TAC] THEN MATCH_MP_TAC(REWRITE_RULE[AFFINE_ALT] AFFINE_AFFINE_HULL) THEN CONJ_TAC THEN MATCH_MP_TAC HULL_INC THEN ASM_REWRITE_TAC[IN_INTER; IN_ELIM_THM] THEN MATCH_MP_TAC(TAUT `b /\ (b ==> a) ==> a /\ b`) THEN CONJ_TAC THENL [EXPAND_TAC "c" THEN REWRITE_TAC[DOT_RADD; DOT_RMUL] THEN ASM_REWRITE_TAC[] THEN CONV_TAC REAL_RING; DISCH_TAC] THEN FIRST_ASSUM(fun t -> GEN_REWRITE_TAC RAND_CONV [t]) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN CONJ_TAC THENL [EXPAND_TAC "c" THEN MATCH_MP_TAC(REWRITE_RULE[AFFINE_ALT] AFFINE_AFFINE_HULL) THEN ASM_SIMP_TAC[HULL_INC]; ALL_TAC] THEN X_GEN_TAC `j:real^N->bool` THEN DISCH_TAC THEN FIRST_X_ASSUM(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC o C MATCH_MP (ASSUME `(j:real^N->bool) IN f`)) THEN DISCH_THEN SUBST1_TAC THEN REWRITE_TAC[IN_ELIM_THM] THEN ASM_CASES_TAC `j:real^N->bool = h` THEN ASM_SIMP_TAC[REAL_EQ_IMP_LE] THEN EXPAND_TAC "c" THEN REWRITE_TAC[DOT_RADD; DOT_RMUL] THEN REWRITE_TAC[REAL_ARITH `(&1 - t) * x + t * y <= z <=> t * (y - x) <= z - x`] THEN ASM_SIMP_TAC[]; ALL_TAC] THEN X_GEN_TAC `c:real^N->bool` THEN EQ_TAC THENL [ALL_TAC; STRIP_TAC THEN ASM_SIMP_TAC[]] THEN REWRITE_TAC[facet_of] THEN STRIP_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_CONVEX) THEN SUBGOAL_THEN `~(relative_interior(c:real^N->bool) = {})` MP_TAC THENL [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY]; ALL_TAC] THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY] THEN DISCH_THEN(X_CHOOSE_TAC `x:real^N`) THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT) THEN ASM_REWRITE_TAC[] THEN ANTS_TAC THENL [FIRST_ASSUM ACCEPT_TAC; ALL_TAC] THEN GEN_REWRITE_TAC LAND_CONV [EXTENSION] THEN DISCH_THEN(MP_TAC o SPEC `x:real^N`) THEN ASM_REWRITE_TAC[IN_ELIM_THM] THEN SUBGOAL_THEN `~(c:real^N->bool = s)` ASSUME_TAC THENL [ASM_MESON_TAC[INT_ARITH`~(i:int = i - &1)`]; ALL_TAC] THEN SUBGOAL_THEN `~((x:real^N) IN relative_interior s)` ASSUME_TAC THENL [UNDISCH_TAC `~(c:real^N->bool = s)` THEN REWRITE_TAC[CONTRAPOS_THM] THEN DISCH_TAC THEN MATCH_MP_TAC FACE_OF_EQ THEN EXISTS_TAC `s:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_REFL] THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `(x:real^N) IN s` MP_TAC THENL [FIRST_X_ASSUM(MATCH_MP_TAC o REWRITE_RULE[SUBSET] o MATCH_MP FACE_OF_IMP_SUBSET) THEN ASM_SIMP_TAC[REWRITE_RULE[SUBSET] RELATIVE_INTERIOR_SUBSET]; ALL_TAC] THEN ASM_SIMP_TAC[] THEN DISCH_THEN(fun th -> ASSUME_TAC th THEN MP_TAC th) THEN FIRST_ASSUM(fun t -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [t]) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN STRIP_TAC THEN REWRITE_TAC[NOT_FORALL_THM] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `i:real^N->bool` THEN REWRITE_TAC[NOT_IMP] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) i dot x = b i` ASSUME_TAC THENL [MATCH_MP_TAC(REAL_ARITH `x <= y /\ ~(x < y) ==> x = y`) THEN ASM_REWRITE_TAC[] THEN UNDISCH_THEN `!t:real^N->bool. t IN f ==> x IN t` (MP_TAC o SPEC `i:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o CONJUNCT2 o C MATCH_MP (ASSUME `(i:real^N->bool) IN f`)) THEN SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `c SUBSET (s INTER {x:real^N | a(i:real^N->bool) dot x = b i})` ASSUME_TAC THENL [MATCH_MP_TAC SUBSET_OF_FACE_OF THEN EXISTS_TAC `s:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_IMP_SUBSET] THEN RULE_ASSUM_TAC(REWRITE_RULE[facet_of]) THEN ASM_SIMP_TAC[] THEN REWRITE_TAC[DISJOINT; GSYM MEMBER_NOT_EMPTY] THEN EXISTS_TAC `x:real^N` THEN ASM_REWRITE_TAC[IN_INTER; IN_ELIM_THM]; ALL_TAC] THEN SUBGOAL_THEN `c face_of (s INTER {x:real^N | a(i:real^N->bool) dot x = b i})` ASSUME_TAC THENL [MP_TAC(ISPECL [`c:real^N->bool`; `s:real^N->bool`; `s INTER {x:real^N | a(i:real^N->bool) dot x = b i}`] FACE_OF_FACE) THEN RULE_ASSUM_TAC(REWRITE_RULE[facet_of]) THEN ASM_SIMP_TAC[]; ALL_TAC] THEN MATCH_MP_TAC(TAUT `(~p ==> F) ==> p`) THEN DISCH_TAC THEN SUBGOAL_THEN `aff_dim(c:real^N->bool) < aff_dim(s INTER {x:real^N | a(i:real^N->bool) dot x = b i})` MP_TAC THENL [MATCH_MP_TAC FACE_OF_AFF_DIM_LT THEN ASM_SIMP_TAC[CONVEX_INTER; CONVEX_HYPERPLANE]; RULE_ASSUM_TAC(REWRITE_RULE[facet_of]) THEN ASM_SIMP_TAC[INT_LT_REFL]]);;
let FACE_OF_POLYHEDRON_SUBSET_EXPLICIT = 
prove (`!s:real^N->bool f a b. FINITE f /\ s = affine hull s INTER INTERS f /\ (!h. h IN f ==> ~(a h = vec 0) /\ h = {x | a h dot x <= b h}) /\ (!f'. f' PSUBSET f ==> s PSUBSET affine hull s INTER INTERS f') ==> !c. c face_of s /\ ~(c = {}) /\ ~(c = s) ==> ?h. h IN f /\ c SUBSET (s INTER {x | a h dot x = b h})`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `f:(real^N->bool)->bool = {}` THENL [DISCH_THEN(MP_TAC o SYM o CONJUNCT1 o CONJUNCT2) THEN ASM_REWRITE_TAC[INTERS_0; INTER_UNIV; AFFINE_HULL_EQ] THEN MESON_TAC[FACE_OF_AFFINE_TRIVIAL]; ALL_TAC] THEN DISCH_THEN(fun th -> STRIP_ASSUME_TAC th THEN MP_TAC th) THEN DISCH_THEN(ASSUME_TAC o MATCH_MP FACET_OF_POLYHEDRON_EXPLICIT) THEN REPEAT STRIP_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_CONVEX) THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN SUBGOAL_THEN `polyhedron(s:real^N->bool)` ASSUME_TAC THENL [REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[]; ALL_TAC] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP POLYHEDRON_IMP_CONVEX) THEN SUBGOAL_THEN `!h:real^N->bool. h IN f ==> (s INTER {x:real^N | a h dot x = b h}) face_of s` ASSUME_TAC THENL [REPEAT STRIP_TAC THEN MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN CONJ_TAC THENL [MATCH_MP_TAC POLYHEDRON_IMP_CONVEX THEN REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[]; X_GEN_TAC `x:real^N` THEN FIRST_X_ASSUM SUBST1_TAC THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN DISCH_THEN(MP_TAC o SPEC `h:real^N->bool` o CONJUNCT2) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN ASM SET_TAC[]]; ALL_TAC] THEN SUBGOAL_THEN `~(relative_interior(c:real^N->bool) = {})` MP_TAC THENL [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY]; ALL_TAC] THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY] THEN DISCH_THEN(X_CHOOSE_TAC `x:real^N`) THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT) THEN ASM_REWRITE_TAC[] THEN ANTS_TAC THENL [FIRST_ASSUM ACCEPT_TAC; ALL_TAC] THEN GEN_REWRITE_TAC LAND_CONV [EXTENSION] THEN DISCH_THEN(MP_TAC o SPEC `x:real^N`) THEN ASM_REWRITE_TAC[IN_ELIM_THM] THEN SUBGOAL_THEN `~((x:real^N) IN relative_interior s)` ASSUME_TAC THENL [UNDISCH_TAC `~(c:real^N->bool = s)` THEN REWRITE_TAC[CONTRAPOS_THM] THEN DISCH_TAC THEN MATCH_MP_TAC FACE_OF_EQ THEN EXISTS_TAC `s:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_REFL] THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `(x:real^N) IN s` MP_TAC THENL [FIRST_X_ASSUM(MATCH_MP_TAC o REWRITE_RULE[SUBSET] o MATCH_MP FACE_OF_IMP_SUBSET) THEN ASM_SIMP_TAC[REWRITE_RULE[SUBSET] RELATIVE_INTERIOR_SUBSET]; ALL_TAC] THEN ASM_SIMP_TAC[] THEN DISCH_THEN(fun th -> ASSUME_TAC th THEN MP_TAC th) THEN FIRST_ASSUM(fun t -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [t]) THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN STRIP_TAC THEN REWRITE_TAC[NOT_FORALL_THM] THEN MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `i:real^N->bool` THEN REWRITE_TAC[NOT_IMP] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) i dot x = b i` ASSUME_TAC THENL [MATCH_MP_TAC(REAL_ARITH `x <= y /\ ~(x < y) ==> x = y`) THEN ASM_REWRITE_TAC[] THEN UNDISCH_THEN `!t:real^N->bool. t IN f ==> x IN t` (MP_TAC o SPEC `i:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o CONJUNCT2 o C MATCH_MP (ASSUME `(i:real^N->bool) IN f`)) THEN SET_TAC[]; ALL_TAC] THEN MATCH_MP_TAC SUBSET_OF_FACE_OF THEN EXISTS_TAC `s:real^N->bool` THEN ASM_SIMP_TAC[FACE_OF_IMP_SUBSET] THEN RULE_ASSUM_TAC(REWRITE_RULE[facet_of]) THEN ASM_SIMP_TAC[] THEN REWRITE_TAC[DISJOINT; GSYM MEMBER_NOT_EMPTY] THEN EXISTS_TAC `x:real^N` THEN ASM_REWRITE_TAC[IN_INTER; IN_ELIM_THM]);;
let FACE_OF_POLYHEDRON_EXPLICIT = 
prove (`!s:real^N->bool f a b. FINITE f /\ s = affine hull s INTER INTERS f /\ (!h. h IN f ==> ~(a h = vec 0) /\ h = {x | a h dot x <= b h}) /\ (!f'. f' PSUBSET f ==> s PSUBSET affine hull s INTER INTERS f') ==> !c. c face_of s /\ ~(c = {}) /\ ~(c = s) ==> c = INTERS {s INTER {x | a h dot x = b h} |h| h IN f /\ c SUBSET (s INTER {x | a h dot x = b h})}`,
let lemma = prove
   (`!t s. (!a. P a ==> t SUBSET s INTER INTERS {f x | P x})
           ==> t SUBSET INTERS {s INTER f x | P x}`,
    ONCE_REWRITE_TAC[SIMPLE_IMAGE_GEN] THEN
    REWRITE_TAC[INTERS_IMAGE] THEN SET_TAC[]) in
  REPEAT GEN_TAC THEN
  DISCH_THEN(fun th -> STRIP_ASSUME_TAC th THEN MP_TAC th) THEN
  DISCH_THEN(ASSUME_TAC o MATCH_MP FACET_OF_POLYHEDRON_EXPLICIT) THEN
  REPEAT STRIP_TAC THEN
  FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_CONVEX) THEN
  FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN
  SUBGOAL_THEN `polyhedron(s:real^N->bool)` ASSUME_TAC THENL
   [REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN
    REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[];
    ALL_TAC] THEN
  FIRST_ASSUM(ASSUME_TAC o MATCH_MP POLYHEDRON_IMP_CONVEX) THEN
  SUBGOAL_THEN
   `!h:real^N->bool.
        h IN f ==> (s INTER {x:real^N | a h dot x = b h}) face_of s`
  ASSUME_TAC THENL
   [REPEAT STRIP_TAC THEN
    MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN CONJ_TAC THENL
     [MATCH_MP_TAC POLYHEDRON_IMP_CONVEX THEN
      REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN
      REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[];
      X_GEN_TAC `x:real^N` THEN FIRST_X_ASSUM SUBST1_TAC THEN
      REWRITE_TAC[IN_INTER; IN_INTERS] THEN
      DISCH_THEN(MP_TAC o SPEC `h:real^N->bool` o CONJUNCT2) THEN
      ASM_REWRITE_TAC[] THEN DISCH_TAC THEN
      FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN
      ASM_REWRITE_TAC[] THEN ASM SET_TAC[]];
    ALL_TAC] THEN
  SUBGOAL_THEN `~(relative_interior(c:real^N->bool) = {})` MP_TAC THENL
   [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY]; ALL_TAC] THEN
  REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; LEFT_IMP_EXISTS_THM] THEN
  X_GEN_TAC `z:real^N` THEN DISCH_TAC THEN
  SUBGOAL_THEN `(z:real^N) IN s` ASSUME_TAC THENL
   [FIRST_X_ASSUM(MATCH_MP_TAC o REWRITE_RULE[SUBSET]) THEN
    MATCH_MP_TAC(REWRITE_RULE[SUBSET] RELATIVE_INTERIOR_SUBSET) THEN
    ASM_REWRITE_TAC[];
    ALL_TAC] THEN
  MATCH_MP_TAC FACE_OF_EQ THEN EXISTS_TAC `s:real^N->bool` THEN
  ASM_REWRITE_TAC[] THEN CONJ_TAC THENL
   [MATCH_MP_TAC FACE_OF_INTERS THEN ASM_SIMP_TAC[FORALL_IN_GSPEC] THEN
    ONCE_REWRITE_TAC[SIMPLE_IMAGE_GEN] THEN REWRITE_TAC[IMAGE_EQ_EMPTY] THEN
    REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; IN_ELIM_THM] THEN
    MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`;
                   `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`]
         FACE_OF_POLYHEDRON_SUBSET_EXPLICIT) THEN
    ASM_REWRITE_TAC[] THEN ANTS_TAC THENL[FIRST_ASSUM ACCEPT_TAC; ALL_TAC] THEN
    DISCH_THEN MATCH_MP_TAC THEN ASM_REWRITE_TAC[];
    ALL_TAC] THEN
  SUBGOAL_THEN
   `{s INTER {x | a(h:real^N->bool) dot x = b h} |h|
     h IN f /\ c SUBSET (s INTER {x:real^N | a h dot x = b h})} =
    {s INTER {x | a(h:real^N->bool) dot x = b h} |h|
     h IN f /\ z IN s INTER {x:real^N | a h dot x = b h}}`
  SUBST1_TAC THENL
   [MATCH_MP_TAC(SET_RULE
     `(!x. P x <=> Q x) ==> {f x | P x} = {f x | Q x}`) THEN
    X_GEN_TAC `h:real^N->bool` THEN EQ_TAC THEN STRIP_TAC THEN
    ASM_REWRITE_TAC[] THENL
     [FIRST_X_ASSUM(MATCH_MP_TAC o REWRITE_RULE[SUBSET]) THEN
      MATCH_MP_TAC(REWRITE_RULE[SUBSET] RELATIVE_INTERIOR_SUBSET) THEN
      ASM_REWRITE_TAC[];
      MATCH_MP_TAC SUBSET_OF_FACE_OF THEN EXISTS_TAC `s:real^N->bool` THEN
      ASM_SIMP_TAC[] THEN ASM SET_TAC[]];
    ALL_TAC] THEN
  REWRITE_TAC[DISJOINT; GSYM MEMBER_NOT_EMPTY; IN_INTER] THEN
  EXISTS_TAC `z:real^N` THEN ASM_REWRITE_TAC[IN_ELIM_THM] THEN
  SUBGOAL_THEN
   `?e. &0 < e /\ !h. h IN f /\ a(h:real^N->bool) dot z < b h
                      ==> ball(z,e) SUBSET {w:real^N | a h dot w < b h}`
  (CHOOSE_THEN (CONJUNCTS_THEN2 ASSUME_TAC (LABEL_TAC "*"))) THENL
   [REWRITE_TAC[SET_RULE
     `(!h. P h ==> s SUBSET t h) <=> s SUBSET INTERS (IMAGE t {h | P h})`] THEN
    MATCH_MP_TAC(MESON[OPEN_CONTAINS_BALL]
     `open s /\ x IN s ==> ?e. &0 < e /\ ball(x,e) SUBSET s`) THEN
    SIMP_TAC[IN_INTERS; FORALL_IN_IMAGE; IN_ELIM_THM] THEN
    MATCH_MP_TAC OPEN_INTERS THEN
    ASM_SIMP_TAC[FORALL_IN_IMAGE; FINITE_IMAGE; FINITE_RESTRICT] THEN
    REWRITE_TAC[OPEN_HALFSPACE_LT];
    ALL_TAC] THEN
  ASM_REWRITE_TAC[IN_RELATIVE_INTERIOR] THEN
  ASM_SIMP_TAC[IN_INTERS; FORALL_IN_GSPEC; IN_ELIM_THM; IN_INTER] THEN
  EXISTS_TAC `e:real` THEN ASM_REWRITE_TAC[] THEN
  MATCH_MP_TAC lemma THEN X_GEN_TAC `i:real^N->bool` THEN STRIP_TAC THEN
  FIRST_ASSUM(fun th -> GEN_REWRITE_TAC (RAND_CONV o LAND_CONV) [th]) THEN
  MATCH_MP_TAC(SET_RULE
   `ae SUBSET as /\ ae SUBSET hs /\
    b INTER hs SUBSET fs
    ==> (b INTER ae) SUBSET (as INTER fs) INTER hs`) THEN
  REPEAT CONJ_TAC THENL
   [MATCH_MP_TAC HULL_MONO THEN
    REWRITE_TAC[SUBSET; IN_INTERS; FORALL_IN_GSPEC] THEN ASM SET_TAC[];
    SIMP_TAC[SET_RULE `s SUBSET INTERS f <=> !t. t IN f ==> s SUBSET t`] THEN
    REWRITE_TAC[FORALL_IN_GSPEC] THEN X_GEN_TAC `j:real^N->bool` THEN
    STRIP_TAC THEN MATCH_MP_TAC HULL_MINIMAL THEN
    REWRITE_TAC[AFFINE_HYPERPLANE] THEN
    REWRITE_TAC[SUBSET; IN_INTERS; FORALL_IN_GSPEC] THEN ASM SET_TAC[];
    ALL_TAC] THEN
  REWRITE_TAC[SET_RULE `s SUBSET INTERS f <=> !t. t IN f ==> s SUBSET t`] THEN
  X_GEN_TAC `j:real^N->bool` THEN DISCH_TAC THEN
  SUBGOAL_THEN `(a:(real^N->bool)->real^N) j dot z <= b j` MP_TAC THENL
   [ASM SET_TAC[]; REWRITE_TAC[REAL_LE_LT]] THEN
  STRIP_TAC THENL [ASM SET_TAC[REAL_LT_IMP_LE]; ALL_TAC] THEN
  MATCH_MP_TAC(SET_RULE
  `(?s. s IN f /\ s SUBSET t) ==> u INTER INTERS f SUBSET t`) THEN
  REWRITE_TAC[EXISTS_IN_GSPEC] THEN EXISTS_TAC `j:real^N->bool` THEN
  ASM SET_TAC[REAL_LE_REFL]);;
(* ------------------------------------------------------------------------- *) (* More general corollaries from the explicit representation. *) (* ------------------------------------------------------------------------- *)
let FACET_OF_POLYHEDRON = 
prove (`!s:real^N->bool c. polyhedron s /\ c facet_of s ==> ?a b. ~(a = vec 0) /\ s SUBSET {x | a dot x <= b} /\ c = s INTER {x | a dot x = b}`,
REPEAT STRIP_TAC THEN FIRST_ASSUM (MP_TAC o GEN_REWRITE_RULE I [POLYHEDRON_INTER_AFFINE_MINIMAL]) THEN GEN_REWRITE_TAC (LAND_CONV o TOP_DEPTH_CONV) [RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN SIMP_TAC[LEFT_IMP_EXISTS_THM; RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACET_OF_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[]; ALL_TAC] THEN DISCH_THEN(MP_TAC o SPEC `c:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(X_CHOOSE_THEN `i:real^N->bool` STRIP_ASSUME_TAC) THEN EXISTS_TAC `(a:(real^N->bool)->real^N) i` THEN EXISTS_TAC `(b:(real^N->bool)->real) i` THEN ASM_SIMP_TAC[] THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [th]) THEN MATCH_MP_TAC(SET_RULE `t SUBSET u ==> (s INTER t) SUBSET u`) THEN MATCH_MP_TAC(SET_RULE `t IN f ==> INTERS f SUBSET t`) THEN ASM_MESON_TAC[]);;
let FACE_OF_POLYHEDRON = 
prove (`!s:real^N->bool c. polyhedron s /\ c face_of s /\ ~(c = {}) /\ ~(c = s) ==> c = INTERS {f | f facet_of s /\ c SUBSET f}`,
REPEAT STRIP_TAC THEN FIRST_ASSUM (MP_TAC o GEN_REWRITE_RULE I [POLYHEDRON_INTER_AFFINE_MINIMAL]) THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN SIMP_TAC[LEFT_IMP_EXISTS_THM; RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACET_OF_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[]; ALL_TAC] THEN DISCH_THEN(fun th -> REWRITE_TAC[th]) THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACE_OF_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[]; ALL_TAC] THEN DISCH_THEN(MP_TAC o SPEC `c:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC LAND_CONV [th]) THEN AP_TERM_TAC THEN GEN_REWRITE_TAC I [EXTENSION] THEN X_GEN_TAC `h:real^N->bool` THEN REWRITE_TAC[IN_ELIM_THM] THEN MESON_TAC[]);;
let FACE_OF_POLYHEDRON_SUBSET_FACET = 
prove (`!s:real^N->bool c. polyhedron s /\ c face_of s /\ ~(c = {}) /\ ~(c = s) ==> ?f. f facet_of s /\ c SUBSET f`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP FACE_OF_IMP_SUBSET) THEN MP_TAC(ISPECL [`s:real^N->bool`; `c:real^N->bool`] FACE_OF_POLYHEDRON) THEN ASM_CASES_TAC `{f:real^N->bool | f facet_of s /\ c SUBSET f} = {}` THEN ASM SET_TAC[]);;
let EXPOSED_FACE_OF_POLYHEDRON = 
prove (`!s f:real^N->bool. polyhedron s ==> (f exposed_face_of s <=> f face_of s)`,
REPEAT STRIP_TAC THEN EQ_TAC THENL [SIMP_TAC[exposed_face_of]; ALL_TAC] THEN DISCH_TAC THEN ASM_CASES_TAC `f:real^N->bool = {}` THEN ASM_REWRITE_TAC[EMPTY_EXPOSED_FACE_OF] THEN ASM_CASES_TAC `f:real^N->bool = s` THEN ASM_SIMP_TAC[EXPOSED_FACE_OF_REFL; POLYHEDRON_IMP_CONVEX] THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:real^N->bool`] FACE_OF_POLYHEDRON) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN SUBST1_TAC THEN MATCH_MP_TAC EXPOSED_FACE_OF_INTERS THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; FORALL_IN_GSPEC] THEN ASM_SIMP_TAC[FACE_OF_POLYHEDRON_SUBSET_FACET; IN_ELIM_THM] THEN ASM_SIMP_TAC[exposed_face_of; FACET_OF_IMP_FACE_OF] THEN ASM_MESON_TAC[FACET_OF_POLYHEDRON]);;
let FACE_OF_POLYHEDRON_POLYHEDRON = 
prove (`!s:real^N->bool c. polyhedron s /\ c face_of s ==> polyhedron c`,
REPEAT STRIP_TAC THEN FIRST_ASSUM (MP_TAC o GEN_REWRITE_RULE I [POLYHEDRON_INTER_AFFINE_MINIMAL]) THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN SIMP_TAC[LEFT_IMP_EXISTS_THM; RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACE_OF_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[]; ALL_TAC] THEN DISCH_THEN(MP_TAC o SPEC `c:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN ASM_CASES_TAC `c:real^N->bool = {}` THEN ASM_REWRITE_TAC[POLYHEDRON_EMPTY] THEN ASM_CASES_TAC `c:real^N->bool = s` THEN ASM_REWRITE_TAC[] THEN DISCH_THEN SUBST1_TAC THEN MATCH_MP_TAC POLYHEDRON_INTERS THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE_GEN] THEN ASM_SIMP_TAC[FINITE_IMAGE; FINITE_RESTRICT] THEN REPEAT STRIP_TAC THEN REWRITE_TAC[IMAGE_ID] THEN MATCH_MP_TAC POLYHEDRON_INTER THEN ASM_REWRITE_TAC[POLYHEDRON_HYPERPLANE]);;
let FINITE_POLYHEDRON_FACES = 
prove (`!s:real^N->bool. polyhedron s ==> FINITE {f | f face_of s}`,
REPEAT STRIP_TAC THEN FIRST_ASSUM (MP_TAC o GEN_REWRITE_RULE I [POLYHEDRON_INTER_AFFINE_MINIMAL]) THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN SIMP_TAC[LEFT_IMP_EXISTS_THM; RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN STRIP_TAC THEN MATCH_MP_TAC(MESON[FINITE_DELETE] `!a b. FINITE (s DELETE a DELETE b) ==> FINITE s`) THEN MAP_EVERY EXISTS_TAC [`{}:real^N->bool`; `s:real^N->bool`] THEN MATCH_MP_TAC FINITE_SUBSET THEN EXISTS_TAC `{INTERS {s INTER {x:real^N | a(h:real^N->bool) dot x = b h} | h | h IN f'} |f'| f' SUBSET f}` THEN GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [SIMPLE_IMAGE_GEN] THEN ASM_SIMP_TAC[FINITE_POWERSET; FINITE_IMAGE] THEN GEN_REWRITE_TAC I [SUBSET] THEN REWRITE_TAC[IN_DELETE; IN_ELIM_THM] THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACE_OF_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[]; ALL_TAC] THEN MATCH_MP_TAC MONO_FORALL THEN X_GEN_TAC `c:real^N->bool` THEN DISCH_THEN(fun th -> STRIP_TAC THEN MP_TAC th) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN EXISTS_TAC `{h:real^N->bool | h IN f /\ c SUBSET s INTER {x:real^N | a h dot x = b h}}` THEN CONJ_TAC THENL [SET_TAC[]; ALL_TAC] THEN ASM_REWRITE_TAC[IN_ELIM_THM] THEN FIRST_ASSUM ACCEPT_TAC);;
let FINITE_POLYHEDRON_EXPOSED_FACES = 
prove (`!s:real^N->bool. polyhedron s ==> FINITE {f | f exposed_face_of s}`,
let FINITE_POLYHEDRON_EXTREME_POINTS = 
prove (`!s:real^N->bool. polyhedron s ==> FINITE {v | v extreme_point_of s}`,
REPEAT STRIP_TAC THEN REWRITE_TAC[GSYM FACE_OF_SING] THEN ONCE_REWRITE_TAC[SET_RULE `{v} face_of s <=> {v} IN {f | f face_of s}`] THEN MATCH_MP_TAC FINITE_FINITE_PREIMAGE THEN ASM_SIMP_TAC[FINITE_POLYHEDRON_FACES] THEN X_GEN_TAC `f:real^N->bool` THEN DISCH_TAC THEN ASM_CASES_TAC `!a:real^N. ~({a} = f)` THEN ASM_REWRITE_TAC[EMPTY_GSPEC; FINITE_EMPTY] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [NOT_FORALL_THM]) THEN REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN GEN_TAC THEN DISCH_THEN(SUBST1_TAC o SYM) THEN REWRITE_TAC[SET_RULE `{v | {v} = {a}} = {a}`; FINITE_SING]);;
let FINITE_POLYHEDRON_FACETS = 
prove (`!s:real^N->bool. polyhedron s ==> FINITE {f | f facet_of s}`,
REWRITE_TAC[facet_of] THEN ONCE_REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | x IN {x | P x} /\ Q x}`] THEN SIMP_TAC[FINITE_RESTRICT; FINITE_POLYHEDRON_FACES]);;
let RELATIVE_INTERIOR_OF_POLYHEDRON = 
prove (`!s:real^N->bool. polyhedron s ==> relative_interior s = s DIFF UNIONS {f | f facet_of s}`,
REPEAT STRIP_TAC THEN FIRST_ASSUM (MP_TAC o GEN_REWRITE_RULE I [POLYHEDRON_INTER_AFFINE_MINIMAL]) THEN GEN_REWRITE_TAC (LAND_CONV o TOP_DEPTH_CONV) [RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN SIMP_TAC[LEFT_IMP_EXISTS_THM; RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN STRIP_TAC THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACET_OF_POLYHEDRON_EXPLICIT) THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT) THEN ASM_REWRITE_TAC[] THEN ANTS_TAC THENL [ASM_MESON_TAC[]; DISCH_THEN SUBST1_TAC] THEN ANTS_TAC THENL [ASM_MESON_TAC[]; DISCH_TAC] THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC(SET_RULE `(!x. x IN s ==> P x \/ x IN t) /\ (!x. x IN t ==> ~P x) ==> {x | x IN s /\ P x} = s DIFF t`) THEN REWRITE_TAC[FORALL_IN_UNIONS] THEN REWRITE_TAC[RIGHT_FORALL_IMP_THM; IMP_CONJ; FORALL_IN_GSPEC] THEN CONJ_TAC THENL [X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN REWRITE_TAC[IN_UNIONS; IN_ELIM_THM] THEN REWRITE_TAC[LEFT_AND_EXISTS_THM; TAUT `(a /\ b) /\ c <=> b /\ a /\ c`] THEN ONCE_REWRITE_TAC[SWAP_EXISTS_THM] THEN ASM_REWRITE_TAC[UNWIND_THM2; IN_ELIM_THM; IN_INTER] THEN MATCH_MP_TAC(SET_RULE `(!x. P x ==> Q x \/ R x) ==> (!x. P x ==> Q x) \/ (?x. P x /\ R x)`) THEN X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN REWRITE_TAC[GSYM REAL_LE_LT] THEN SUBGOAL_THEN `(x:real^N) IN INTERS f` MP_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN REWRITE_TAC[IN_INTERS] THEN DISCH_THEN(MP_TAC o SPEC `h:real^N->bool`) THEN SUBGOAL_THEN `h = {x:real^N | a h dot x <= b h}` MP_TAC THENL [ASM_MESON_TAC[]; ASM_REWRITE_TAC[] THEN SET_TAC[]]; X_GEN_TAC `h:real^N->bool` THEN DISCH_THEN(X_CHOOSE_THEN `g:real^N->bool` STRIP_ASSUME_TAC) THEN X_GEN_TAC `x:real^N` THEN ASM_REWRITE_TAC[IN_INTER; IN_ELIM_THM] THEN ASM_MESON_TAC[REAL_LT_REFL]]);;
let RELATIVE_BOUNDARY_OF_POLYHEDRON = 
prove (`!s:real^N->bool. polyhedron s ==> s DIFF relative_interior s = UNIONS {f | f facet_of s}`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[RELATIVE_INTERIOR_OF_POLYHEDRON] THEN MATCH_MP_TAC(SET_RULE `f SUBSET s ==> s DIFF (s DIFF f) = f`) THEN REWRITE_TAC[SUBSET; FORALL_IN_UNIONS; IN_ELIM_THM] THEN MESON_TAC[FACET_OF_IMP_SUBSET; SUBSET]);;
let RELATIVE_FRONTIER_OF_POLYHEDRON = 
prove (`!s:real^N->bool. polyhedron s ==> relative_frontier s = UNIONS {f | f facet_of s}`,
let RELATIVE_FRONTIER_OF_POLYHEDRON_ALT = 
prove (`!s:real^N->bool. polyhedron s ==> relative_frontier s = UNIONS {f | f face_of s /\ ~(f = s)}`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [ASM_SIMP_TAC[RELATIVE_FRONTIER_OF_POLYHEDRON; facet_of] THEN MATCH_MP_TAC SUBSET_UNIONS THEN SIMP_TAC[SUBSET; IN_ELIM_THM] THEN MESON_TAC[INT_ARITH `~(f - &1:int = f)`]; REWRITE_TAC[SUBSET; FORALL_IN_UNIONS; IN_ELIM_THM] THEN MESON_TAC[REWRITE_RULE[SUBSET] FACE_OF_SUBSET_RELATIVE_FRONTIER]]);;
let FACETS_OF_POLYHEDRON_EXPLICIT_DISTINCT = 
prove (`!s:real^N->bool f a b. FINITE f /\ s = affine hull s INTER INTERS f /\ (!h. h IN f ==> ~(a h = vec 0) /\ h = {x | a h dot x <= b h}) /\ (!f'. f' PSUBSET f ==> s PSUBSET affine hull s INTER INTERS f') ==> !h1 h2. h1 IN f /\ h2 IN f /\ s INTER {x | a h1 dot x = b h1} = s INTER {x | a h2 dot x = b h2} ==> h1 = h2`,
REPEAT GEN_TAC THEN ASM_CASES_TAC `s:real^N->bool = {}` THENL [ASM_REWRITE_TAC[AFFINE_HULL_EMPTY; INTER_EMPTY; PSUBSET_IRREFL] THEN ASM_CASES_TAC `f:(real^N->bool)->bool = {}` THEN ASM_REWRITE_TAC[NOT_IN_EMPTY] THEN ASM_MESON_TAC[SET_RULE `~(s = {}) ==> {} PSUBSET s`]; STRIP_TAC] THEN SUBGOAL_THEN `polyhedron(s:real^N->bool)` ASSUME_TAC THENL [REWRITE_TAC[POLYHEDRON_INTER_AFFINE] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN ASM_MESON_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `~(relative_interior s:real^N->bool = {})` MP_TAC THENL [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY; POLYHEDRON_IMP_CONVEX]; REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; IN_ELIM_THM] THEN DISCH_THEN(X_CHOOSE_THEN `z:real^N` MP_TAC)] THEN DISCH_THEN(fun th -> ASSUME_TAC th THEN MP_TAC th) THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_SIMP_TAC[] THEN ASM_MESON_TAC[]; DISCH_THEN SUBST1_TAC] THEN REWRITE_TAC[IN_ELIM_THM] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC(TAUT `(~p ==> F) ==> p`) THEN DISCH_TAC THEN FIRST_ASSUM(MP_TAC o SPEC `f DELETE (h2:real^N->bool)`) THEN ANTS_TAC THENL [ASM SET_TAC[]; REWRITE_TAC[PSUBSET_ALT]] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC (X_CHOOSE_THEN `x:real^N` MP_TAC)) THEN REWRITE_TAC[IN_INTER; IN_INTERS; IN_DELETE] THEN STRIP_TAC THEN MP_TAC(ISPECL [`segment[x:real^N,z]`; `s:real^N->bool`] CONNECTED_INTER_RELATIVE_FRONTIER) THEN PURE_REWRITE_TAC[relative_frontier] THEN ANTS_TAC THENL [REWRITE_TAC[CONNECTED_SEGMENT; GSYM MEMBER_NOT_EMPTY] THEN REPEAT CONJ_TAC THENL [ASM_MESON_TAC[CONVEX_CONTAINS_SEGMENT; AFFINE_AFFINE_HULL; HULL_INC; AFFINE_IMP_CONVEX]; EXISTS_TAC `z:real^N` THEN ASM_REWRITE_TAC[IN_INTER; ENDS_IN_SEGMENT]; EXISTS_TAC `x:real^N` THEN ASM_REWRITE_TAC[IN_DIFF; ENDS_IN_SEGMENT]]; ALL_TAC] THEN PURE_REWRITE_TAC[GSYM MEMBER_NOT_EMPTY] THEN ASM_SIMP_TAC[POLYHEDRON_IMP_CLOSED; CLOSURE_CLOSED; LEFT_IMP_EXISTS_THM; IN_INTER] THEN X_GEN_TAC `y:real^N` THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(fun th -> STRIP_ASSUME_TAC(REWRITE_RULE[IN_DIFF] th) THEN MP_TAC th) THEN ASM_SIMP_TAC[RELATIVE_BOUNDARY_OF_POLYHEDRON] THEN MP_TAC(ISPECL [`s:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACET_OF_POLYHEDRON_EXPLICIT) THEN ANTS_TAC THENL [ASM_SIMP_TAC[] THEN ASM_MESON_TAC[]; DISCH_THEN(fun th -> ONCE_REWRITE_TAC[th])] THEN REWRITE_TAC[SET_RULE `{y | ?x. x IN s /\ y = f x} = IMAGE f s`] THEN REWRITE_TAC[UNIONS_IMAGE; IN_ELIM_THM; IN_INTER] THEN DISCH_THEN(X_CHOOSE_THEN `h:real^N->bool` STRIP_ASSUME_TAC) THEN SUBGOAL_THEN `?k:real^N->bool. k IN f /\ ~(k = h2) /\ a k dot (y:real^N) = b k` STRIP_ASSUME_TAC THENL [ASM_CASES_TAC `h:real^N->bool = h2` THENL [EXISTS_TAC `h1:real^N->bool` THEN ASM_REWRITE_TAC[] THEN UNDISCH_TAC `s INTER {x:real^N | a(h1:real^N->bool) dot x = b h1} = s INTER {x | a h2 dot x = b h2}` THEN REWRITE_TAC[EXTENSION; IN_INTER; IN_ELIM_THM] THEN ASM_MESON_TAC[]; ASM_MESON_TAC[]]; ALL_TAC] THEN SUBGOAL_THEN `(a:(real^N->bool)->real^N) k dot z < b k /\ a k dot x <= b k` STRIP_ASSUME_TAC THENL [ASM_SIMP_TAC[] THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `y IN segment(x:real^N,z)` MP_TAC THENL [ASM_REWRITE_TAC[IN_OPEN_SEGMENT_ALT] THEN ASM_MESON_TAC[]; REWRITE_TAC[IN_SEGMENT] THEN STRIP_TAC] THEN UNDISCH_TAC `(a:(real^N->bool)->real^N) k dot y = b k` THEN ASM_REWRITE_TAC[DOT_RADD; DOT_RMUL] THEN MATCH_MP_TAC(REAL_ARITH `(&1 - u) * x <= (&1 - u) * b /\ u * y < u * b ==> ~((&1 - u) * x + u * y = b)`) THEN ASM_SIMP_TAC[REAL_LT_LMUL_EQ; REAL_LE_LMUL_EQ; REAL_SUB_LT]);;
(* ------------------------------------------------------------------------- *) (* A characterization of polyhedra as having finitely many faces. *) (* ------------------------------------------------------------------------- *)
let POLYHEDRON_EQ_FINITE_EXPOSED_FACES = 
prove (`!s:real^N->bool. polyhedron s <=> closed s /\ convex s /\ FINITE {f | f exposed_face_of s}`,
GEN_TAC THEN EQ_TAC THEN STRIP_TAC THEN ASM_SIMP_TAC[POLYHEDRON_IMP_CLOSED; POLYHEDRON_IMP_CONVEX; FINITE_POLYHEDRON_EXPOSED_FACES] THEN ASM_CASES_TAC `s:real^N->bool = {}` THEN ASM_REWRITE_TAC[POLYHEDRON_EMPTY] THEN ABBREV_TAC `f = {h:real^N->bool | h exposed_face_of s /\ ~(h = {}) /\ ~(h = s)}` THEN SUBGOAL_THEN `FINITE(f:(real^N->bool)->bool)` ASSUME_TAC THENL [EXPAND_TAC "f" THEN ONCE_REWRITE_TAC[SET_RULE `{x | P x /\ Q x} = {x | x IN {x | P x} /\ Q x}`] THEN ASM_SIMP_TAC[FINITE_RESTRICT]; ALL_TAC] THEN SUBGOAL_THEN `!h:real^N->bool. h IN f ==> h face_of s /\ ?a b. ~(a = vec 0) /\ s SUBSET {x | a dot x <= b} /\ h = s INTER {x | a dot x = b}` MP_TAC THENL [EXPAND_TAC "f" THEN REWRITE_TAC[EXPOSED_FACE_OF; IN_ELIM_THM] THEN MESON_TAC[]; ALL_TAC] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM; FORALL_AND_THM; TAUT `a ==> b /\ c <=> (a ==> b) /\ (a ==> c)`] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `a:(real^N->bool)->real^N` MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `b:(real^N->bool)->real` STRIP_ASSUME_TAC) THEN SUBGOAL_THEN `s = affine hull s INTER INTERS {{x:real^N | a(h:real^N->bool) dot x <= b h} | h IN f}` SUBST1_TAC THENL [ALL_TAC; MATCH_MP_TAC POLYHEDRON_INTER THEN REWRITE_TAC[POLYHEDRON_AFFINE_HULL] THEN MATCH_MP_TAC POLYHEDRON_INTERS THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE] THEN ASM_SIMP_TAC[FINITE_IMAGE; FORALL_IN_IMAGE; POLYHEDRON_HALFSPACE_LE]] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN REWRITE_TAC[SUBSET_INTER; HULL_SUBSET; SET_RULE `s SUBSET INTERS f <=> !h. h IN f ==> s SUBSET h`] THEN ASM_REWRITE_TAC[FORALL_IN_GSPEC] THEN REWRITE_TAC[SUBSET; IN_INTER; IN_INTERS; FORALL_IN_GSPEC] THEN X_GEN_TAC `p:real^N` THEN REWRITE_TAC[IN_ELIM_THM] THEN DISCH_TAC THEN MATCH_MP_TAC(TAUT `(~p ==> F) ==> p`) THEN DISCH_TAC THEN SUBGOAL_THEN `~(relative_interior(s:real^N->bool) = {})` MP_TAC THENL [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY]; GEN_REWRITE_TAC LAND_CONV [GSYM MEMBER_NOT_EMPTY] THEN DISCH_THEN(X_CHOOSE_TAC `c:real^N`)] THEN SUBGOAL_THEN `?x:real^N. x IN segment[c,p] /\ x IN (s DIFF relative_interior s)` MP_TAC THENL [MP_TAC(ISPEC `segment[c:real^N,p]` CONNECTED_OPEN_IN) THEN REWRITE_TAC[CONNECTED_SEGMENT; NOT_EXISTS_THM] THEN DISCH_THEN(MP_TAC o SPECL [`segment[c:real^N,p] INTER relative_interior s`; `segment[c:real^N,p] INTER (UNIV DIFF s)`]) THEN ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN REWRITE_TAC[IN_DIFF; NOT_EXISTS_THM] THEN DISCH_TAC THEN REPEAT CONJ_TAC THENL [MATCH_MP_TAC OPEN_IN_SUBTOPOLOGY_INTER_SUBSET THEN EXISTS_TAC `affine hull s:real^N->bool` THEN SIMP_TAC[OPEN_IN_RELATIVE_INTERIOR; TOPSPACE_EUCLIDEAN_SUBTOPOLOGY; OPEN_IN_SUBTOPOLOGY_REFL; SUBSET_UNIV; OPEN_IN_INTER; TOPSPACE_EUCLIDEAN] THEN REWRITE_TAC[SEGMENT_CONVEX_HULL] THEN MATCH_MP_TAC HULL_MINIMAL THEN SIMP_TAC[AFFINE_IMP_CONVEX; AFFINE_AFFINE_HULL] THEN ASM_REWRITE_TAC[INSERT_SUBSET; EMPTY_SUBSET] THEN ASM_MESON_TAC[RELATIVE_INTERIOR_SUBSET; HULL_INC; SUBSET]; REWRITE_TAC[OPEN_IN_OPEN] THEN EXISTS_TAC `(:real^N) DIFF s` THEN ASM_REWRITE_TAC[GSYM closed]; MP_TAC(ISPEC `s:real^N->bool` RELATIVE_INTERIOR_SUBSET) THEN ASM SET_TAC[]; MP_TAC(ISPEC `s:real^N->bool` RELATIVE_INTERIOR_SUBSET) THEN SET_TAC[]; REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; IN_INTER] THEN ASM_MESON_TAC[ENDS_IN_SEGMENT]; REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; IN_DIFF; IN_INTER; IN_UNIV] THEN ASM_MESON_TAC[ENDS_IN_SEGMENT]]; REWRITE_TAC[IN_SEGMENT; LEFT_AND_EXISTS_THM] THEN ONCE_REWRITE_TAC[SWAP_EXISTS_THM] THEN REWRITE_TAC[GSYM CONJ_ASSOC; RIGHT_EXISTS_AND_THM; UNWIND_THM2] THEN DISCH_THEN(X_CHOOSE_THEN `l:real` MP_TAC) THEN ASM_CASES_TAC `l = &0` THEN ASM_REWRITE_TAC[VECTOR_ADD_RID; VECTOR_MUL_LZERO; REAL_SUB_RZERO; VECTOR_MUL_LID; IN_DIFF] THEN ASM_CASES_TAC `l = &1` THEN ASM_REWRITE_TAC[VECTOR_ADD_LID; VECTOR_MUL_LZERO; REAL_SUB_REFL; VECTOR_MUL_LID; IN_DIFF] THEN ASM_REWRITE_TAC[REAL_LE_LT] THEN STRIP_TAC] THEN ABBREV_TAC `x:real^N = (&1 - l) % c + l % p` THEN SUBGOAL_THEN `?h:real^N->bool. h IN f /\ x IN h` STRIP_ASSUME_TAC THENL [MP_TAC(ISPECL [`s:real^N->bool`; `(&1 - l) % c + l % p:real^N`] SUPPORTING_HYPERPLANE_RELATIVE_FRONTIER) THEN ASM_SIMP_TAC[REWRITE_RULE[SUBSET] CLOSURE_SUBSET] THEN DISCH_THEN(X_CHOOSE_THEN `d:real^N` STRIP_ASSUME_TAC) THEN EXPAND_TAC "f" THEN EXISTS_TAC `s INTER {y:real^N | d dot y = d dot x}` THEN ASM_REWRITE_TAC[IN_INTER; IN_ELIM_THM] THEN REPEAT CONJ_TAC THENL [MATCH_MP_TAC EXPOSED_FACE_OF_INTER_SUPPORTING_HYPERPLANE_GE THEN ASM_SIMP_TAC[real_ge; REWRITE_RULE[SUBSET] CLOSURE_SUBSET]; ASM SET_TAC[]; REWRITE_TAC[EXTENSION; IN_INTER; IN_ELIM_THM] THEN DISCH_THEN(MP_TAC o SPEC `c:real^N`) THEN ASM_MESON_TAC[SUBSET; REAL_LT_REFL; RELATIVE_INTERIOR_SUBSET]]; ALL_TAC] THEN SUBGOAL_THEN `{y:real^N | a(h:real^N->bool) dot y = b h} face_of {y | a h dot y <= b h}` MP_TAC THENL [MATCH_MP_TAC(MESON[] `(t INTER s) face_of t /\ t INTER s = s ==> s face_of t`) THEN CONJ_TAC THENL [MATCH_MP_TAC FACE_OF_INTER_SUPPORTING_HYPERPLANE_LE THEN REWRITE_TAC[IN_ELIM_THM; CONVEX_HALFSPACE_LE]; SET_TAC[REAL_LE_REFL]]; ALL_TAC] THEN REWRITE_TAC[face_of] THEN DISCH_THEN(MP_TAC o SPECL [`c:real^N`; `p:real^N`; `x:real^N`] o CONJUNCT2 o CONJUNCT2) THEN ASM_SIMP_TAC[IN_ELIM_THM; NOT_IMP; GSYM CONJ_ASSOC] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP (REWRITE_RULE[SUBSET] RELATIVE_INTERIOR_SUBSET)) THEN REPEAT CONJ_TAC THENL [ASM SET_TAC[]; ASM SET_TAC[]; REWRITE_TAC[IN_SEGMENT] THEN ASM SET_TAC[]; STRIP_TAC] THEN MP_TAC(ISPECL [`s:real^N->bool`; `h:real^N->bool`; `s:real^N->bool`] SUBSET_OF_FACE_OF) THEN ASM SET_TAC[]);;
let POLYHEDRON_EQ_FINITE_FACES = 
prove (`!s:real^N->bool. polyhedron s <=> closed s /\ convex s /\ FINITE {f | f face_of s}`,
GEN_TAC THEN EQ_TAC THEN STRIP_TAC THEN ASM_SIMP_TAC[POLYHEDRON_IMP_CLOSED; POLYHEDRON_IMP_CONVEX; FINITE_POLYHEDRON_FACES] THEN REWRITE_TAC[POLYHEDRON_EQ_FINITE_EXPOSED_FACES] THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC FINITE_SUBSET THEN EXISTS_TAC `{f:real^N->bool | f face_of s}` THEN ASM_REWRITE_TAC[] THEN SIMP_TAC[SUBSET; IN_ELIM_THM; exposed_face_of]);;
let POLYHEDRON_TRANSLATION_EQ = 
prove (`!a s. polyhedron (IMAGE (\x:real^N. a + x) s) <=> polyhedron s`,
REPEAT STRIP_TAC THEN REWRITE_TAC[POLYHEDRON_EQ_FINITE_FACES] THEN REWRITE_TAC[CLOSED_TRANSLATION_EQ] THEN AP_TERM_TAC THEN REWRITE_TAC[CONVEX_TRANSLATION_EQ] THEN AP_TERM_TAC THEN MP_TAC(ISPEC `IMAGE (\x:real^N. a + x)` QUANTIFY_SURJECTION_THM) THEN REWRITE_TAC[SURJECTIVE_IMAGE; EXISTS_REFL; VECTOR_ARITH `a + x:real^N = y <=> x = y - a`] THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [th]) THEN REWRITE_TAC[FACE_OF_TRANSLATION_EQ] THEN MATCH_MP_TAC FINITE_IMAGE_INJ_EQ THEN MATCH_MP_TAC(MESON[] `(!x y. Q x y ==> R x y) ==> (!x y. P x /\ P y /\ Q x y ==> R x y)`) THEN REWRITE_TAC[INJECTIVE_IMAGE] THEN VECTOR_ARITH_TAC);;
add_translation_invariants [POLYHEDRON_TRANSLATION_EQ];;
let POLYHEDRON_LINEAR_IMAGE_EQ = 
prove (`!f:real^M->real^N s. linear f /\ (!x y. f x = f y ==> x = y) /\ (!y. ?x. f x = y) ==> (polyhedron (IMAGE f s) <=> polyhedron s)`,
REPEAT STRIP_TAC THEN REWRITE_TAC[POLYHEDRON_EQ_FINITE_FACES] THEN BINOP_TAC THENL [ASM_MESON_TAC[CLOSED_INJECTIVE_LINEAR_IMAGE_EQ]; ALL_TAC] THEN BINOP_TAC THENL [ASM_MESON_TAC[CONVEX_LINEAR_IMAGE_EQ]; ALL_TAC] THEN MP_TAC(ISPEC `IMAGE (f:real^M->real^N)` QUANTIFY_SURJECTION_THM) THEN ASM_REWRITE_TAC[SURJECTIVE_IMAGE] THEN DISCH_THEN(fun th -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [th]) THEN MP_TAC(ISPEC `f:real^M->real^N` FACE_OF_LINEAR_IMAGE) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC FINITE_IMAGE_INJ_EQ THEN FIRST_ASSUM(ASSUME_TAC o GEN_REWRITE_RULE I [GSYM INJECTIVE_IMAGE]) THEN ASM_REWRITE_TAC[IMP_CONJ]);;
add_linear_invariants [POLYHEDRON_LINEAR_IMAGE_EQ];;
let POLYHEDRON_NEGATIONS = 
prove (`!s:real^N->bool. polyhedron s ==> polyhedron(IMAGE (--) s)`,
GEN_TAC THEN MATCH_MP_TAC EQ_IMP THEN CONV_TAC SYM_CONV THEN MATCH_MP_TAC POLYHEDRON_LINEAR_IMAGE_EQ THEN REWRITE_TAC[VECTOR_ARITH `--x:real^N = y <=> x = --y`; EXISTS_REFL] THEN REWRITE_TAC[LINEAR_NEGATION] THEN VECTOR_ARITH_TAC);;
(* ------------------------------------------------------------------------- *) (* Relation between polytopes and polyhedra. *) (* ------------------------------------------------------------------------- *)
let POLYTOPE_EQ_BOUNDED_POLYHEDRON = 
prove (`!s:real^N->bool. polytope s <=> polyhedron s /\ bounded s`,
GEN_TAC THEN EQ_TAC THENL [SIMP_TAC[FINITE_POLYTOPE_FACES; POLYHEDRON_EQ_FINITE_FACES; POLYTOPE_IMP_CLOSED; POLYTOPE_IMP_CONVEX; POLYTOPE_IMP_BOUNDED]; STRIP_TAC THEN REWRITE_TAC[polytope] THEN EXISTS_TAC `{v:real^N | v extreme_point_of s}` THEN ASM_SIMP_TAC[FINITE_POLYHEDRON_EXTREME_POINTS] THEN MATCH_MP_TAC KREIN_MILMAN_MINKOWSKI THEN ASM_SIMP_TAC[COMPACT_EQ_BOUNDED_CLOSED; POLYHEDRON_IMP_CLOSED; POLYHEDRON_IMP_CONVEX]]);;
let POLYTOPE_INTER = 
prove (`!s t. polytope s /\ polytope t ==> polytope(s INTER t)`,
let POLYTOPE_INTER_POLYHEDRON = 
prove (`!s t:real^N->bool. polytope s /\ polyhedron t ==> polytope(s INTER t)`,
let POLYHEDRON_INTER_POLYTOPE = 
prove (`!s t:real^N->bool. polyhedron s /\ polytope t ==> polytope(s INTER t)`,
let POLYTOPE_IMP_POLYHEDRON = 
prove (`!p. polytope p ==> polyhedron p`,
let POLYTOPE_FACET_EXISTS = 
prove (`!p:real^N->bool. polytope p /\ &0 < aff_dim p ==> ?f. f facet_of p`,
GEN_TAC THEN ASM_CASES_TAC `p:real^N->bool = {}` THEN ASM_REWRITE_TAC[AFF_DIM_EMPTY] THEN CONV_TAC INT_REDUCE_CONV THEN STRIP_TAC THEN MP_TAC(ISPEC `p:real^N->bool` EXTREME_POINT_EXISTS_CONVEX) THEN ASM_SIMP_TAC[POLYTOPE_IMP_COMPACT; POLYTOPE_IMP_CONVEX] THEN DISCH_THEN(X_CHOOSE_TAC `v:real^N`) THEN MP_TAC(ISPECL [`p:real^N->bool`; `{v:real^N}`] FACE_OF_POLYHEDRON_SUBSET_FACET) THEN ANTS_TAC THENL [ALL_TAC; MESON_TAC[]] THEN ASM_SIMP_TAC[POLYTOPE_IMP_POLYHEDRON; FACE_OF_SING; NOT_INSERT_EMPTY] THEN ASM_MESON_TAC[AFF_DIM_SING; INT_LT_REFL]);;
let POLYHEDRON_INTERVAL = 
prove (`!a b. polyhedron(interval[a,b])`,
let POLYHEDRON_CONVEX_HULL = 
prove (`!s. FINITE s ==> polyhedron(convex hull s)`,
(* ------------------------------------------------------------------------- *) (* Polytope is union of convex hulls of facets plus any point inside. *) (* ------------------------------------------------------------------------- *)
let POLYTOPE_UNION_CONVEX_HULL_FACETS = 
prove (`!s p:real^N->bool. polytope p /\ &0 < aff_dim p /\ ~(s = {}) /\ s SUBSET p ==> p = UNIONS { convex hull (s UNION f) | f facet_of p}`,
let lemma = SET_RULE `{f x | p x} = {y | ?x. p x /\ y = f x}` in MATCH_MP_TAC SET_PROVE_CASES THEN REWRITE_TAC[] THEN X_GEN_TAC `a:real^N` THEN ONCE_REWRITE_TAC[lemma] THEN GEOM_ORIGIN_TAC `a:real^N` THEN ONCE_REWRITE_TAC[GSYM lemma] THEN X_GEN_TAC `s:real^N->bool` THEN DISCH_THEN(K ALL_TAC) THEN MP_TAC(SET_RULE `(vec 0:real^N) IN (vec 0 INSERT s)`) THEN SPEC_TAC(`(vec 0:real^N) INSERT s`,`s:real^N->bool`) THEN X_GEN_TAC `s:real^N->bool` THEN DISCH_TAC THEN X_GEN_TAC `p:real^N->bool` THEN STRIP_TAC THEN FIRST_ASSUM(STRIP_ASSUME_TAC o GEN_REWRITE_RULE I [POLYTOPE_EQ_BOUNDED_POLYHEDRON]) THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [ALL_TAC; REWRITE_TAC[SUBSET; FORALL_IN_UNIONS; IMP_CONJ] THEN REWRITE_TAC[FORALL_IN_GSPEC; RIGHT_FORALL_IMP_THM] THEN X_GEN_TAC `f:real^N->bool` THEN DISCH_TAC THEN REWRITE_TAC[GSYM SUBSET] THEN MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull p:real^N->bool` THEN CONJ_TAC THENL [MATCH_MP_TAC HULL_MONO THEN FIRST_ASSUM(MP_TAC o MATCH_MP FACET_OF_IMP_SUBSET) THEN ASM SET_TAC[]; ASM_MESON_TAC[CONVEX_HULL_EQ; POLYHEDRON_IMP_CONVEX; SUBSET_REFL]]] THEN REWRITE_TAC[SUBSET] THEN X_GEN_TAC `v:real^N` THEN DISCH_TAC THEN ASM_CASES_TAC `v:real^N = vec 0` THENL [MP_TAC(ISPEC `p:real^N->bool` POLYTOPE_FACET_EXISTS) THEN ASM_REWRITE_TAC[IN_UNIONS; EXISTS_IN_GSPEC] THEN MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC THEN DISCH_TAC THEN ASM_REWRITE_TAC[] THEN ASM_MESON_TAC[HULL_INC; IN_UNION]; ALL_TAC] THEN SUBGOAL_THEN `?t. &1 < t /\ ~((t % v:real^N) IN p)` STRIP_ASSUME_TAC THENL [FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [BOUNDED_POS]) THEN DISCH_THEN(X_CHOOSE_THEN `B:real` STRIP_ASSUME_TAC) THEN EXISTS_TAC `max (&2) ((B + &1) / norm (v:real^N))` THEN CONJ_TAC THENL [REAL_ARITH_TAC; ALL_TAC] THEN FIRST_X_ASSUM(MATCH_MP_TAC o GEN_REWRITE_RULE BINDER_CONV [GSYM CONTRAPOS_THM]) THEN ASM_SIMP_TAC[NORM_MUL; GSYM REAL_LE_RDIV_EQ; NORM_POS_LT] THEN MATCH_MP_TAC(REAL_ARITH `a < b ==> ~(abs(max (&2) b) <= a)`) THEN ASM_SIMP_TAC[REAL_LT_DIV2_EQ; NORM_POS_LT] THEN REAL_ARITH_TAC; ALL_TAC] THEN SUBGOAL_THEN `(vec 0:real^N) IN p` ASSUME_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN MP_TAC(ISPECL [`segment[vec 0,t % v:real^N] INTER p`; `vec 0:real^N`] DISTANCE_ATTAINS_SUP) THEN ANTS_TAC THENL [ASM_SIMP_TAC[COMPACT_INTER_CLOSED; POLYHEDRON_IMP_CLOSED; COMPACT_SEGMENT; GSYM MEMBER_NOT_EMPTY; IN_INTER] THEN ASM_MESON_TAC[ENDS_IN_SEGMENT]; REWRITE_TAC[IN_INTER; GSYM CONJ_ASSOC; IMP_CONJ] THEN REWRITE_TAC[segment; FORALL_IN_GSPEC; EXISTS_IN_GSPEC] THEN REWRITE_TAC[VECTOR_MUL_RZERO; VECTOR_ADD_LID; DIST_0] THEN REWRITE_TAC[IMP_IMP; GSYM CONJ_ASSOC; NORM_MUL; REAL_MUL_ASSOC] THEN ASM_SIMP_TAC[REAL_LE_RMUL_EQ; NORM_POS_LT; LEFT_IMP_EXISTS_THM; REAL_ARITH `&1 < t ==> &0 < abs t`] THEN X_GEN_TAC `u:real` THEN ASM_CASES_TAC `u = &1` THEN ASM_REWRITE_TAC[VECTOR_MUL_LID] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN ASM_SIMP_TAC[real_abs] THEN DISCH_TAC] THEN SUBGOAL_THEN `inv(t) <= u` ASSUME_TAC THENL [FIRST_X_ASSUM MATCH_MP_TAC THEN ASM_SIMP_TAC[REAL_INV_LE_1; REAL_LT_IMP_LE; REAL_LE_INV_EQ; REAL_ARITH `&1 < t ==> &0 <= t`] THEN ASM_SIMP_TAC[VECTOR_MUL_ASSOC; REAL_MUL_LINV; VECTOR_MUL_LID; REAL_ARITH `&1 < t ==> ~(t = &0)`]; ALL_TAC] THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP (REAL_ARITH `&1 < t ==> &0 < t`)) THEN SUBGOAL_THEN `&0 < u /\ u < &1` STRIP_ASSUME_TAC THENL [ASM_REWRITE_TAC[REAL_LT_LE] THEN DISCH_THEN(SUBST_ALL_TAC o SYM) THEN UNDISCH_TAC `inv t <= &0` THEN REWRITE_TAC[REAL_NOT_LE] THEN ASM_REWRITE_TAC[REAL_LT_INV_EQ]; ALL_TAC] THEN MATCH_MP_TAC(SET_RULE `!t. t SUBSET s /\ x IN t ==> x IN s`) THEN EXISTS_TAC `convex hull {vec 0:real^N,u % t % v}` THEN CONJ_TAC THENL [ALL_TAC; REWRITE_TAC[CONVEX_HULL_2; VECTOR_MUL_RZERO; VECTOR_ADD_LID] THEN REWRITE_TAC[IN_ELIM_THM] THEN MAP_EVERY EXISTS_TAC [`&1 - inv(u * t)`; `inv(u * t):real`] THEN REWRITE_TAC[REAL_ARITH `&1 - x + x = &1`; REAL_SUB_LE; REAL_LE_INV_EQ] THEN ASM_SIMP_TAC[REAL_LE_MUL; REAL_LT_IMP_LE; VECTOR_MUL_ASSOC] THEN ASM_SIMP_TAC[GSYM REAL_MUL_ASSOC; REAL_ENTIRE; REAL_MUL_LINV; REAL_LT_IMP_NZ; VECTOR_MUL_LID] THEN MATCH_MP_TAC REAL_INV_LE_1 THEN ASM_SIMP_TAC[GSYM REAL_LE_LDIV_EQ] THEN ASM_REWRITE_TAC[real_div; REAL_MUL_LID]] THEN SUBGOAL_THEN `(u % t % v:real^N) IN (p DIFF relative_interior p)` MP_TAC THENL [ALL_TAC; ASM_SIMP_TAC[RELATIVE_INTERIOR_OF_POLYHEDRON] THEN DISCH_THEN(MP_TAC o MATCH_MP (SET_RULE `x IN s DIFF (s DIFF t) ==> x IN t`)) THEN REWRITE_TAC[IN_UNIONS; EXISTS_IN_GSPEC] THEN DISCH_THEN(X_CHOOSE_THEN `f:real^N->bool` STRIP_ASSUME_TAC) THEN MATCH_MP_TAC(SET_RULE `(?s. s IN f /\ t SUBSET s) ==> t SUBSET UNIONS f`) THEN REWRITE_TAC[EXISTS_IN_GSPEC] THEN EXISTS_TAC `f:real^N->bool` THEN ASM_SIMP_TAC[SUBSET_HULL; CONVEX_CONVEX_HULL] THEN ASM_SIMP_TAC[HULL_INC; IN_UNION; INSERT_SUBSET; EMPTY_SUBSET]] THEN ASM_REWRITE_TAC[IN_DIFF; IN_RELATIVE_INTERIOR] THEN DISCH_THEN(X_CHOOSE_THEN `e:real` (CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN REWRITE_TAC[SUBSET; IN_BALL; IN_INTER; dist] THEN ABBREV_TAC `k = min (e / &2 / norm(t % v:real^N)) (&1 - u)` THEN SUBGOAL_THEN `&0 < k` ASSUME_TAC THENL [EXPAND_TAC "k" THEN REWRITE_TAC[REAL_LT_MIN] THEN ASM_REWRITE_TAC[REAL_SUB_LT] THEN MATCH_MP_TAC REAL_LT_DIV THEN ASM_SIMP_TAC[REAL_HALF; NORM_POS_LT; VECTOR_MUL_EQ_0; REAL_LT_IMP_NZ]; ALL_TAC] THEN DISCH_THEN(MP_TAC o SPEC `(u + k) % t % v:real^N`) THEN REWRITE_TAC[VECTOR_ARITH `u % x - (u + k) % x:real^N = --k % x`] THEN ONCE_REWRITE_TAC[NORM_MUL] THEN REWRITE_TAC[REAL_ABS_NEG; NOT_IMP] THEN REPEAT CONJ_TAC THENL [MATCH_MP_TAC(REAL_ARITH `&0 < e /\ x <= e / &2 ==> x < e`) THEN ASM_SIMP_TAC[GSYM REAL_LE_RDIV_EQ; NORM_POS_LT; VECTOR_MUL_EQ_0; REAL_LT_IMP_NZ] THEN ASM_SIMP_TAC[real_abs; REAL_LT_IMP_LE] THEN EXPAND_TAC "k" THEN REAL_ARITH_TAC; ASM_SIMP_TAC[AFFINE_HULL_EQ_SPAN; HULL_INC] THEN REPEAT(MATCH_MP_TAC SPAN_MUL) THEN ASM_SIMP_TAC[SPAN_SUPERSET]; DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `u + k:real`) THEN ASM_REWRITE_TAC[NOT_IMP] THEN MATCH_MP_TAC(REAL_ARITH `&0 <= u /\ &0 < x /\ x <= &1 - u ==> (&0 <= u + x /\ u + x <= &1) /\ ~(u + x <= u)`) THEN ASM_REWRITE_TAC[] THEN EXPAND_TAC "k" THEN REAL_ARITH_TAC]);;
(* ------------------------------------------------------------------------- *) (* Finitely generated cone is polyhedral, and hence closed. *) (* ------------------------------------------------------------------------- *)
let POLYHEDRON_CONVEX_CONE_HULL = 
prove (`!s:real^N->bool. FINITE s ==> polyhedron(convex_cone hull s)`,
GEN_TAC THEN ASM_CASES_TAC `s:real^N->bool = {}` THEN DISCH_TAC THENL [ASM_REWRITE_TAC[CONVEX_CONE_HULL_EMPTY] THEN ASM_SIMP_TAC[POLYTOPE_IMP_POLYHEDRON; POLYTOPE_SING]; ALL_TAC] THEN SUBGOAL_THEN `polyhedron(convex hull ((vec 0:real^N) INSERT s))` MP_TAC THENL [MATCH_MP_TAC POLYTOPE_IMP_POLYHEDRON THEN REWRITE_TAC[polytope] THEN ASM_MESON_TAC[FINITE_INSERT]; REWRITE_TAC[polyhedron] THEN DISCH_THEN(X_CHOOSE_THEN `f:(real^N->bool)->bool` STRIP_ASSUME_TAC) THEN RULE_ASSUM_TAC(REWRITE_RULE[SKOLEM_THM; RIGHT_IMP_EXISTS_THM]) THEN FIRST_X_ASSUM(X_CHOOSE_THEN `a:(real^N->bool)->real^N` MP_TAC) THEN DISCH_THEN(X_CHOOSE_TAC `b:(real^N->bool)->real`)] THEN SUBGOAL_THEN `~(f:(real^N->bool)->bool = {})` ASSUME_TAC THENL [DISCH_THEN SUBST_ALL_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [INTERS_0]) THEN DISCH_THEN(MP_TAC o AP_TERM `bounded:(real^N->bool)->bool`) THEN ASM_SIMP_TAC[NOT_BOUNDED_UNIV; BOUNDED_CONVEX_HULL; FINITE_IMP_BOUNDED; FINITE_INSERT; FINITE_EMPTY]; ALL_TAC] THEN EXISTS_TAC `{h:real^N->bool | h IN f /\ b h = &0}` THEN ASM_SIMP_TAC[FINITE_RESTRICT; IN_ELIM_THM] THEN CONJ_TAC THENL [ALL_TAC; X_GEN_TAC `h:real^N->bool` THEN STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_TAC THEN ONCE_ASM_REWRITE_TAC[] THEN MAP_EVERY EXISTS_TAC [`(a:(real^N->bool)->real^N) h`; `(b:(real^N->bool)->real) h`] THEN ASM_REWRITE_TAC[]] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [MATCH_MP_TAC HULL_MINIMAL THEN CONJ_TAC THENL [MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull ((vec 0:real^N) INSERT s)` THEN CONJ_TAC THENL [SIMP_TAC[SUBSET; HULL_INC; IN_INSERT]; ASM_REWRITE_TAC[]] THEN MATCH_MP_TAC(SET_RULE `s SUBSET t ==> INTERS t SUBSET INTERS s`) THEN SET_TAC[]; MATCH_MP_TAC CONVEX_CONE_INTERS THEN X_GEN_TAC `h:real^N->bool` THEN REWRITE_TAC[IN_ELIM_THM] THEN STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(SUBST1_TAC o CONJUNCT2) THEN REWRITE_TAC[CONVEX_CONE_HALFSPACE_LE]]; ALL_TAC] THEN REWRITE_TAC[SUBSET; IN_INTERS; IN_ELIM_THM] THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN SUBGOAL_THEN `!h:real^N->bool. h IN f ==> ?t. &0 < t /\ (t % x) IN h` MP_TAC THENL [X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN ASM_CASES_TAC `(b:(real^N->bool)->real) h = &0` THENL [EXISTS_TAC `&1` THEN ASM_SIMP_TAC[REAL_LT_01; VECTOR_MUL_LID]; ALL_TAC] THEN SUBGOAL_THEN `&0 < (b:(real^N->bool)->real) h` ASSUME_TAC THENL [ASM_REWRITE_TAC[REAL_LT_LE] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [EXTENSION]) THEN DISCH_THEN(MP_TAC o SPEC `vec 0:real^N`) THEN SIMP_TAC[HULL_INC; IN_INSERT; IN_INTERS] THEN DISCH_THEN(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `h = {x:real^N | a h dot x <= b h}` (fun th -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [th]) THENL [ASM_MESON_TAC[]; REWRITE_TAC[IN_ELIM_THM; DOT_RZERO]]; ALL_TAC] THEN SUBGOAL_THEN `(vec 0:real^N) IN interior h` MP_TAC THENL [SUBGOAL_THEN `h = {x:real^N | a h dot x <= b h}` SUBST1_TAC THENL [ASM_MESON_TAC[]; ASM_SIMP_TAC[INTERIOR_HALFSPACE_LE; IN_ELIM_THM; DOT_RZERO]]; REWRITE_TAC[IN_INTERIOR; SUBSET; IN_BALL_0; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `e:real` THEN STRIP_TAC THEN ASM_CASES_TAC `x:real^N = vec 0` THENL [EXISTS_TAC `&1` THEN ASM_SIMP_TAC[VECTOR_MUL_RZERO; REAL_LT_01; NORM_0]; EXISTS_TAC `e / &2 / norm(x:real^N)` THEN ASM_SIMP_TAC[REAL_HALF; REAL_LT_DIV; NORM_POS_LT] THEN FIRST_X_ASSUM MATCH_MP_TAC THEN REWRITE_TAC[NORM_MUL; REAL_ABS_DIV; REAL_ABS_NUM; REAL_ABS_NORM] THEN ASM_SIMP_TAC[REAL_DIV_RMUL; NORM_EQ_0] THEN ASM_REAL_ARITH_TAC]]; ALL_TAC] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `t:(real^N->bool)->real` THEN DISCH_TAC THEN SUBGOAL_THEN `x:real^N = inv(inf(IMAGE t (f:(real^N->bool)->bool))) % inf(IMAGE t f) % x` SUBST1_TAC THENL [GEN_REWRITE_TAC LAND_CONV [GSYM VECTOR_MUL_LID] THEN REWRITE_TAC[VECTOR_MUL_ASSOC] THEN AP_THM_TAC THEN AP_TERM_TAC THEN CONV_TAC SYM_CONV THEN MATCH_MP_TAC REAL_MUL_LINV THEN MATCH_MP_TAC REAL_LT_IMP_NZ THEN ASM_SIMP_TAC[REAL_LT_INF_FINITE; FINITE_IMAGE; IMAGE_EQ_EMPTY] THEN ASM_SIMP_TAC[FORALL_IN_IMAGE]; ALL_TAC] THEN MATCH_MP_TAC(REWRITE_RULE[conic] CONIC_CONVEX_CONE_HULL) THEN ASM_SIMP_TAC[REAL_LE_INV_EQ; REAL_LE_INF_FINITE; FINITE_IMAGE; IMAGE_EQ_EMPTY; REAL_LT_IMP_LE; FORALL_IN_IMAGE] THEN MATCH_MP_TAC(SET_RULE `!s t. s SUBSET t /\ x IN s ==> x IN t`) THEN EXISTS_TAC `convex hull ((vec 0:real^N) INSERT s)` THEN CONJ_TAC THENL [MATCH_MP_TAC HULL_MINIMAL THEN REWRITE_TAC[CONVEX_CONVEX_CONE_HULL] THEN ASM_SIMP_TAC[INSERT_SUBSET; HULL_SUBSET; CONVEX_CONE_HULL_CONTAINS_0]; ASM_REWRITE_TAC[IN_INTERS] THEN X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN SUBGOAL_THEN `inf(IMAGE (t:(real^N->bool)->real) f) % x:real^N = (&1 - inf(IMAGE t f) / t h) % vec 0 + (inf(IMAGE t f) / t h) % t h % x` SUBST1_TAC THENL [ASM_SIMP_TAC[VECTOR_MUL_ASSOC; VECTOR_MUL_RZERO; VECTOR_ADD_LID; REAL_DIV_RMUL; REAL_LT_IMP_NZ]; ALL_TAC] THEN MATCH_MP_TAC IN_CONVEX_SET THEN ASM_SIMP_TAC[REAL_LE_RDIV_EQ; REAL_LE_LDIV_EQ] THEN REWRITE_TAC[REAL_MUL_LZERO; REAL_MUL_LID] THEN ASM_SIMP_TAC[REAL_INF_LE_FINITE; REAL_LE_INF_FINITE; FINITE_IMAGE; IMAGE_EQ_EMPTY] THEN ASM_REWRITE_TAC[FORALL_IN_IMAGE; EXISTS_IN_IMAGE] THEN ASM_SIMP_TAC[REAL_LT_IMP_LE] THEN REPEAT CONJ_TAC THENL [SUBGOAL_THEN `h = {x:real^N | a h dot x <= b h}` SUBST1_TAC THENL [ASM_MESON_TAC[]; ASM_SIMP_TAC[CONVEX_HALFSPACE_LE]]; SUBGOAL_THEN `(vec 0:real^N) IN convex hull (vec 0 INSERT s)` MP_TAC THENL [SIMP_TAC[HULL_INC; IN_INSERT]; ALL_TAC] THEN ASM_REWRITE_TAC[IN_INTERS] THEN ASM_MESON_TAC[]; ASM SET_TAC[REAL_LE_REFL]]]);;
let CLOSED_CONVEX_CONE_HULL = 
prove (`!s:real^N->bool. FINITE s ==> closed(convex_cone hull s)`,
(* ------------------------------------------------------------------------- *) (* And conversely, a polyhedral cone is finitely generated. *) (* ------------------------------------------------------------------------- *)
let FINITELY_GENERATED_CONIC_POLYHEDRON = 
prove (`!s:real^N->bool. polyhedron s /\ conic s /\ ~(s = {}) ==> ?c. FINITE c /\ s = convex_cone hull c`,
REPEAT STRIP_TAC THEN SUBGOAL_THEN `?p:real^N->bool. polytope p /\ vec 0 IN interior p` STRIP_ASSUME_TAC THENL [EXISTS_TAC `interval[--vec 1:real^N,vec 1:real^N]` THEN REWRITE_TAC[POLYTOPE_INTERVAL; INTERIOR_CLOSED_INTERVAL] THEN SIMP_TAC[IN_INTERVAL; VECTOR_NEG_COMPONENT; VEC_COMPONENT] THEN CONV_TAC REAL_RAT_REDUCE_CONV; ALL_TAC] THEN SUBGOAL_THEN `polytope(s INTER p:real^N->bool)` MP_TAC THENL [REWRITE_TAC[POLYTOPE_EQ_BOUNDED_POLYHEDRON] THEN ASM_SIMP_TAC[BOUNDED_INTER; POLYTOPE_IMP_BOUNDED]THEN ASM_SIMP_TAC[POLYHEDRON_INTER; POLYTOPE_IMP_POLYHEDRON]; REWRITE_TAC[polytope] THEN MATCH_MP_TAC MONO_EXISTS] THEN X_GEN_TAC `c:real^N->bool` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [ALL_TAC; ASM_SIMP_TAC[SUBSET_HULL; POLYHEDRON_IMP_CONVEX; convex_cone] THEN MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `s INTER p:real^N->bool` THEN REWRITE_TAC[INTER_SUBSET] THEN ASM_REWRITE_TAC[HULL_SUBSET]] THEN REWRITE_TAC[SUBSET] THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN SUBGOAL_THEN `?t. &0 < t /\ (t % x:real^N) IN p` STRIP_ASSUME_TAC THENL [FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [IN_INTERIOR]) THEN REWRITE_TAC[SUBSET; IN_BALL_0; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `e:real` THEN STRIP_TAC THEN ASM_CASES_TAC `x:real^N = vec 0` THENL [EXISTS_TAC `&1` THEN ASM_REWRITE_TAC[VECTOR_MUL_RZERO; REAL_LT_01] THEN ASM_SIMP_TAC[NORM_0]; EXISTS_TAC `e / &2 / norm(x:real^N)` THEN ASM_SIMP_TAC[REAL_HALF; REAL_LT_DIV; NORM_POS_LT] THEN FIRST_X_ASSUM MATCH_MP_TAC THEN REWRITE_TAC[NORM_MUL; REAL_ABS_DIV; REAL_ABS_NORM; REAL_ABS_NUM] THEN ASM_SIMP_TAC[REAL_DIV_RMUL; NORM_EQ_0] THEN ASM_REAL_ARITH_TAC]; ALL_TAC] THEN SUBGOAL_THEN `x:real^N = inv t % t % x` SUBST1_TAC THENL [ASM_SIMP_TAC[VECTOR_MUL_ASSOC; REAL_MUL_LINV; VECTOR_MUL_LID; REAL_LT_IMP_NZ]; ALL_TAC] THEN MATCH_MP_TAC(REWRITE_RULE[conic] CONIC_CONVEX_CONE_HULL) THEN ASM_SIMP_TAC[REAL_LE_INV_EQ; REAL_LT_IMP_LE] THEN MATCH_MP_TAC(SET_RULE `!s. x IN s /\ s SUBSET t ==> x IN t`) THEN EXISTS_TAC `convex hull c:real^N->bool` THEN REWRITE_TAC[CONVEX_HULL_SUBSET_CONVEX_CONE_HULL] THEN FIRST_X_ASSUM(SUBST1_TAC o SYM) THEN ASM_REWRITE_TAC[IN_INTER] THEN FIRST_X_ASSUM(MATCH_MP_TAC o GEN_REWRITE_RULE I [conic]) THEN ASM_SIMP_TAC[REAL_LT_IMP_LE]);;
(* ------------------------------------------------------------------------- *) (* Decomposition of polyhedron into cone plus polytope and more corollaries. *) (* ------------------------------------------------------------------------- *)
let POLYHEDRON_POLYTOPE_SUMS = 
prove (`!s t:real^N->bool. polyhedron s /\ polytope t ==> polyhedron {x + y | x IN s /\ y IN t}`,
REPEAT STRIP_TAC THEN REWRITE_TAC[POLYHEDRON_EQ_FINITE_EXPOSED_FACES] THEN REPEAT CONJ_TAC THENL [MATCH_MP_TAC CLOSED_COMPACT_SUMS THEN ASM_SIMP_TAC[POLYHEDRON_IMP_CLOSED; POLYTOPE_IMP_COMPACT]; MATCH_MP_TAC CONVEX_SUMS THEN ASM_SIMP_TAC[POLYHEDRON_IMP_CONVEX; POLYTOPE_IMP_CONVEX]; MATCH_MP_TAC FINITE_SUBSET THEN EXISTS_TAC `{ {x + y:real^N | x IN k /\ y IN l} | k exposed_face_of s /\ l exposed_face_of t}` THEN CONJ_TAC THENL [ONCE_REWRITE_TAC[SET_RULE `k exposed_face_of s <=> k IN {f | f exposed_face_of s}`] THEN MATCH_MP_TAC FINITE_PRODUCT_DEPENDENT THEN ASM_SIMP_TAC[FINITE_POLYHEDRON_EXPOSED_FACES; POLYTOPE_IMP_POLYHEDRON]; REWRITE_TAC[SUBSET; IN_ELIM_THM; GSYM CONJ_ASSOC] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC EXPOSED_FACE_OF_SUMS THEN ASM_SIMP_TAC[POLYHEDRON_IMP_CONVEX; POLYTOPE_IMP_CONVEX]]]);;
let POLYHEDRON_AS_CONE_PLUS_CONV = 
prove (`!s:real^N->bool. polyhedron s <=> ?t u. FINITE t /\ FINITE u /\ s = {x + y | x IN convex_cone hull t /\ y IN convex hull u}`,
REPEAT GEN_TAC THEN EQ_TAC THENL [REWRITE_TAC[polyhedron; LEFT_IMP_EXISTS_THM]; STRIP_TAC THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC POLYHEDRON_POLYTOPE_SUMS THEN ASM_SIMP_TAC[POLYTOPE_CONVEX_HULL; POLYHEDRON_CONVEX_CONE_HULL]] THEN REWRITE_TAC[polyhedron; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `f:(real^N->bool)->bool` THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(CONJUNCTS_THEN2 (ASSUME_TAC o SYM) MP_TAC) THEN GEN_REWRITE_TAC (LAND_CONV o REDEPTH_CONV) [RIGHT_IMP_EXISTS_THM] THEN REWRITE_TAC[SKOLEM_THM; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN ONCE_REWRITE_TAC[MESON[] `h = {x | P x} <=> {x | P x} = h`] THEN DISCH_TAC THEN ABBREV_TAC `s':real^(N,1)finite_sum->bool = {x | &0 <= drop(sndcart x) /\ !h:real^N->bool. h IN f ==> a h dot (fstcart x) <= b h * drop(sndcart x)}` THEN SUBGOAL_THEN `?t u. FINITE t /\ FINITE u /\ (!y:real^(N,1)finite_sum. y IN t ==> drop(sndcart y) = &0) /\ (!y. y IN u ==> drop(sndcart y) = &1) /\ s' = convex_cone hull (t UNION u)` STRIP_ASSUME_TAC THENL [MP_TAC(ISPEC `s':real^(N,1)finite_sum->bool` FINITELY_GENERATED_CONIC_POLYHEDRON) THEN ANTS_TAC THENL [EXPAND_TAC "s'" THEN REPEAT CONJ_TAC THENL [REWRITE_TAC[polyhedron] THEN EXISTS_TAC `{ x:real^(N,1)finite_sum | pastecart (vec 0) (--vec 1) dot x <= &0} INSERT { {x | pastecart (a h) (--lift(b h)) dot x <= &0} | (h:real^N->bool) IN f}` THEN REWRITE_TAC[FINITE_INSERT; INTERS_INSERT; SIMPLE_IMAGE] THEN ASM_SIMP_TAC[FINITE_IMAGE; FORALL_IN_INSERT; FORALL_IN_IMAGE] THEN REPEAT CONJ_TAC THENL [EXPAND_TAC "s'" THEN REWRITE_TAC[EXTENSION; IN_ELIM_THM; FORALL_PASTECART; IN_INTER; DOT_PASTECART; INTERS_IMAGE; FSTCART_PASTECART; SNDCART_PASTECART; DOT_1; GSYM drop; DROP_NEG; LIFT_DROP] THEN REWRITE_TAC[DROP_VEC; DOT_LZERO; REAL_MUL_LNEG; GSYM real_sub] THEN REWRITE_TAC[REAL_MUL_LID; REAL_ARITH `x - y <= &0 <=> x <= y`]; EXISTS_TAC `pastecart (vec 0) (--vec 1):real^(N,1)finite_sum` THEN EXISTS_TAC `&0` THEN REWRITE_TAC[PASTECART_EQ_VEC; VECTOR_NEG_EQ_0; VEC_EQ] THEN ARITH_TAC; X_GEN_TAC `h:real^N->bool` THEN DISCH_TAC THEN MAP_EVERY EXISTS_TAC [`pastecart (a(h:real^N->bool)) (--lift(b h)):real^(N,1)finite_sum`; `&0`] THEN ASM_SIMP_TAC[PASTECART_EQ_VEC]]; REWRITE_TAC[conic; IN_ELIM_THM; FSTCART_CMUL; SNDCART_CMUL] THEN SIMP_TAC[DROP_CMUL; DOT_RMUL; REAL_LE_MUL] THEN MESON_TAC[REAL_LE_LMUL; REAL_MUL_AC]; REWRITE_TAC[GSYM MEMBER_NOT_EMPTY] THEN EXISTS_TAC `vec 0:real^(N,1)finite_sum` THEN REWRITE_TAC[IN_ELIM_THM; FSTCART_VEC; SNDCART_VEC] THEN REWRITE_TAC[DROP_VEC; DOT_RZERO; REAL_LE_REFL; REAL_MUL_RZERO]]; DISCH_THEN(X_CHOOSE_THEN `c:real^(N,1)finite_sum->bool` STRIP_ASSUME_TAC) THEN MAP_EVERY EXISTS_TAC [`{x:real^(N,1)finite_sum | x IN c /\ drop(sndcart x) = &0}`; `IMAGE (\x. inv(drop(sndcart x)) % x) {x:real^(N,1)finite_sum | x IN c /\ ~(drop(sndcart x) = &0)}`] THEN ASM_SIMP_TAC[FINITE_IMAGE; FINITE_RESTRICT; FORALL_IN_IMAGE] THEN SIMP_TAC[IN_ELIM_THM; SNDCART_CMUL; DROP_CMUL; REAL_MUL_LINV] THEN SUBGOAL_THEN `!x:real^(N,1)finite_sum. x IN c ==> &0 <= drop(sndcart x)` ASSUME_TAC THENL [GEN_TAC THEN DISCH_TAC THEN SUBGOAL_THEN `(x:real^(N,1)finite_sum) IN s'` MP_TAC THENL [ASM_MESON_TAC[HULL_INC]; EXPAND_TAC "s'"] THEN SIMP_TAC[IN_ELIM_THM]; ALL_TAC] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THEN MATCH_MP_TAC HULL_MINIMAL THEN REWRITE_TAC[CONVEX_CONE_CONVEX_CONE_HULL; UNION_SUBSET] THEN SIMP_TAC[SUBSET; IN_ELIM_THM; HULL_INC; FORALL_IN_IMAGE] THEN X_GEN_TAC `x:real^(N,1)finite_sum` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `x:real^(N,1)finite_sum`) THEN ASM_SIMP_TAC[CONVEX_CONE_HULL_MUL; HULL_INC; REAL_LE_INV_EQ] THEN ASM_REWRITE_TAC[REAL_ARITH `&0 <= x <=> x = &0 \/ &0 < x`] THEN STRIP_TAC THENL [MATCH_MP_TAC HULL_INC THEN ASM_REWRITE_TAC[IN_UNION; IN_ELIM_THM]; SUBGOAL_THEN `x:real^(N,1)finite_sum = drop(sndcart x) % inv(drop(sndcart x)) % x` SUBST1_TAC THENL [ASM_SIMP_TAC[VECTOR_MUL_ASSOC; REAL_MUL_RINV; REAL_LT_IMP_NZ] THEN REWRITE_TAC[VECTOR_MUL_LID]; MATCH_MP_TAC CONVEX_CONE_HULL_MUL THEN ASM_SIMP_TAC[REAL_LT_IMP_LE] THEN MATCH_MP_TAC HULL_INC THEN REWRITE_TAC[IN_UNION] THEN DISJ2_TAC THEN REWRITE_TAC[IN_IMAGE] THEN EXISTS_TAC `x:real^(N,1)finite_sum` THEN ASM_SIMP_TAC[IN_ELIM_THM; REAL_LT_IMP_NZ]]]]; EXISTS_TAC `IMAGE fstcart (t:real^(N,1)finite_sum->bool)` THEN EXISTS_TAC `IMAGE fstcart (u:real^(N,1)finite_sum->bool)` THEN ASM_SIMP_TAC[FINITE_IMAGE] THEN SUBGOAL_THEN `s = {x:real^N | pastecart x (vec 1:real^1) IN s'}` SUBST1_TAC THENL [MAP_EVERY EXPAND_TAC ["s";
"s'"] THEN REWRITE_TAC[IN_ELIM_THM; SNDCART_PASTECART; DROP_VEC; REAL_POS] THEN GEN_REWRITE_TAC I [EXTENSION] THEN REWRITE_TAC[FSTCART_PASTECART; IN_ELIM_THM; IN_INTERS; REAL_MUL_RID] THEN ASM SET_TAC[]; ASM_REWRITE_TAC[CONVEX_CONE_HULL_UNION]] THEN REWRITE_TAC[EXTENSION; IN_ELIM_THM] THEN X_GEN_TAC `z:real^N` THEN SIMP_TAC[CONVEX_CONE_HULL_LINEAR_IMAGE; CONVEX_HULL_LINEAR_IMAGE; LINEAR_FSTCART] THEN REWRITE_TAC[GSYM CONJ_ASSOC; RIGHT_EXISTS_AND_THM] THEN REWRITE_TAC[EXISTS_IN_IMAGE] THEN AP_TERM_TAC THEN GEN_REWRITE_TAC I [FUN_EQ_THM] THEN X_GEN_TAC `a:real^(N,1)finite_sum` THEN REWRITE_TAC[] THEN MATCH_MP_TAC(TAUT `(p ==> (q <=> r)) ==> (p /\ q <=> p /\ r)`) THEN DISCH_TAC THEN AP_TERM_TAC THEN GEN_REWRITE_TAC I [FUN_EQ_THM] THEN X_GEN_TAC `b:real^(N,1)finite_sum` THEN REWRITE_TAC[PASTECART_EQ] THEN REWRITE_TAC[FSTCART_PASTECART; SNDCART_PASTECART; FSTCART_ADD; SNDCART_ADD] THEN ASM_CASES_TAC `fstcart(a:real^(N,1)finite_sum) + fstcart(b:real^(N,1)finite_sum) = z` THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `sndcart(a:real^(N,1)finite_sum) = vec 0` SUBST1_TAC THENL [UNDISCH_TAC `(a:real^(N,1)finite_sum) IN convex_cone hull t` THEN SPEC_TAC(`a:real^(N,1)finite_sum`,`a:real^(N,1)finite_sum`) THEN MATCH_MP_TAC HULL_INDUCT THEN ASM_SIMP_TAC[GSYM DROP_EQ; DROP_VEC] THEN REWRITE_TAC[convex_cone; convex; conic; IN_ELIM_THM] THEN SIMP_TAC[SNDCART_ADD; SNDCART_CMUL; DROP_ADD; DROP_CMUL] THEN REWRITE_TAC[REAL_MUL_RZERO; REAL_ADD_RID; GSYM MEMBER_NOT_EMPTY] THEN EXISTS_TAC `vec 0:real^(N,1)finite_sum` THEN REWRITE_TAC[IN_ELIM_THM; SNDCART_VEC; DROP_VEC]; REWRITE_TAC[VECTOR_ADD_LID]] THEN ASM_CASES_TAC `u:real^(N,1)finite_sum->bool = {}` THENL [ASM_REWRITE_TAC[CONVEX_CONE_HULL_EMPTY; CONVEX_HULL_EMPTY] THEN REWRITE_TAC[IN_SING; NOT_IN_EMPTY] THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN ASM_REWRITE_TAC[SNDCART_VEC; VEC_EQ] THEN ARITH_TAC; ALL_TAC] THEN ASM_SIMP_TAC[CONVEX_CONE_HULL_CONVEX_HULL_NONEMPTY; IN_ELIM_THM] THEN SUBGOAL_THEN `!y:real^(N,1)finite_sum. y IN convex hull u ==> sndcart y = vec 1` (LABEL_TAC "*") THENL [MATCH_MP_TAC HULL_INDUCT THEN ASM_SIMP_TAC[GSYM DROP_EQ; DROP_VEC] THEN REWRITE_TAC[convex; IN_ELIM_THM] THEN SIMP_TAC[SNDCART_ADD; SNDCART_CMUL; DROP_ADD; DROP_CMUL] THEN SIMP_TAC[REAL_MUL_RID]; ALL_TAC] THEN EQ_TAC THEN REWRITE_TAC[LEFT_AND_EXISTS_THM; LEFT_IMP_EXISTS_THM] THENL [MAP_EVERY X_GEN_TAC [`c:real`; `d:real^(N,1)finite_sum`] THEN DISCH_THEN(CONJUNCTS_THEN2 STRIP_ASSUME_TAC MP_TAC) THEN ASM_SIMP_TAC[SNDCART_CMUL; VECTOR_MUL_EQ_0; VECTOR_ARITH `x:real^N = c % x <=> (c - &1) % x = vec 0`] THEN ASM_SIMP_TAC[REAL_SUB_0; VEC_EQ; ARITH_EQ; VECTOR_MUL_LID]; DISCH_TAC THEN ASM_SIMP_TAC[] THEN EXISTS_TAC `&1` THEN ASM_REWRITE_TAC[REAL_POS; VECTOR_MUL_LID] THEN ASM_MESON_TAC[]]]);;
let POLYHEDRON_LINEAR_IMAGE = 
prove (`!f:real^M->real^N s. linear f /\ polyhedron s ==> polyhedron(IMAGE f s)`,
REPEAT GEN_TAC THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN REWRITE_TAC[POLYHEDRON_AS_CONE_PLUS_CONV; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`t:real^M->bool`; `u:real^M->bool`] THEN STRIP_TAC THEN EXISTS_TAC `IMAGE (f:real^M->real^N) t` THEN EXISTS_TAC `IMAGE (f:real^M->real^N) u` THEN ASM_SIMP_TAC[FINITE_IMAGE] THEN ASM_SIMP_TAC[CONVEX_CONE_HULL_LINEAR_IMAGE; CONVEX_HULL_LINEAR_IMAGE] THEN REWRITE_TAC[EXTENSION; IN_IMAGE; IN_ELIM_THM] THEN FIRST_X_ASSUM(MP_TAC o MATCH_MP LINEAR_ADD) THEN MESON_TAC[]);;
let POLYHEDRON_SUMS = 
prove (`!s t:real^N->bool. polyhedron s /\ polyhedron t ==> polyhedron {x + y | x IN s /\ y IN t}`,
REPEAT GEN_TAC THEN REWRITE_TAC[POLYHEDRON_AS_CONE_PLUS_CONV] THEN REWRITE_TAC[LEFT_AND_EXISTS_THM; LEFT_IMP_EXISTS_THM] THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`t1:real^N->bool`; `u1:real^N->bool`; `t2:real^N->bool`; `u2:real^N->bool`] THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN EXISTS_TAC `t1 UNION t2:real^N->bool` THEN EXISTS_TAC `{u + v:real^N | u IN u1 /\ v IN u2}` THEN REWRITE_TAC[CONVEX_CONE_HULL_UNION; CONVEX_HULL_SUMS] THEN ASM_SIMP_TAC[FINITE_PRODUCT_DEPENDENT; FINITE_UNION] THEN REWRITE_TAC[SET_RULE `{h x y | x IN {f a b | P a /\ Q b} /\ y IN {g a b | R a /\ S b}} = {h (f a b) (g c d) | P a /\ Q b /\ R c /\ S d}`] THEN REWRITE_TAC[EXTENSION; IN_ELIM_THM] THEN MESON_TAC[VECTOR_ADD_AC]);;
(* ------------------------------------------------------------------------- *) (* Farkas's lemma (2 variants) and stronger separation for polyhedra. *) (* ------------------------------------------------------------------------- *)
let FARKAS_LEMMA = 
prove (`!A:real^N^M b. (?x:real^N. A ** x = b /\ (!i. 1 <= i /\ i <= dimindex(:N) ==> &0 <= x$i)) <=> ~(?y:real^M. b dot y < &0 /\ (!i. 1 <= i /\ i <= dimindex(:N) ==> &0 <= (transp A ** y)$i))`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC(TAUT `(q ==> ~p) /\ (~p ==> q) ==> (p <=> ~q)`) THEN CONJ_TAC THENL [REPEAT STRIP_TAC THEN SUBGOAL_THEN `y dot ((A:real^N^M) ** x - b) = &0` MP_TAC THENL [ASM_REWRITE_TAC[VECTOR_SUB_REFL; DOT_RZERO]; ALL_TAC] THEN RULE_ASSUM_TAC(ONCE_REWRITE_RULE[DOT_SYM]) THEN REWRITE_TAC[DOT_RSUB; REAL_SUB_0] THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (REAL_ARITH `y < &0 ==> &0 <= x ==> ~(x = y)`)) THEN ONCE_REWRITE_TAC[GSYM DOT_LMUL_MATRIX] THEN REWRITE_TAC[VECTOR_MATRIX_MUL_TRANSP; dot] THEN MATCH_MP_TAC SUM_POS_LE THEN ASM_SIMP_TAC[REAL_LE_MUL; IN_NUMSEG; FINITE_NUMSEG]; DISCH_TAC THEN MP_TAC(ISPECL [`{(A:real^N^M) ** (x:real^N) | !i. 1 <= i /\ i <= dimindex(:N) ==> &0 <= x$i}`; `b:real^M`] SEPARATING_HYPERPLANE_CLOSED_POINT) THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN ANTS_TAC THENL [REWRITE_TAC[IN_ELIM_THM; CONJ_ASSOC] THEN CONJ_TAC THENL [ALL_TAC; ASM_MESON_TAC[]] THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE_GEN] THEN SIMP_TAC[CONVEX_POSITIVE_ORTHANT; CONVEX_LINEAR_IMAGE; MATRIX_VECTOR_MUL_LINEAR] THEN MATCH_MP_TAC POLYHEDRON_IMP_CLOSED THEN MATCH_MP_TAC POLYHEDRON_LINEAR_IMAGE THEN REWRITE_TAC[MATRIX_VECTOR_MUL_LINEAR; POLYHEDRON_POSITIVE_ORTHANT]; MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `y:real^M` THEN DISCH_THEN(X_CHOOSE_THEN `c:real` STRIP_ASSUME_TAC) THEN ONCE_REWRITE_TAC[DOT_SYM] THEN FIRST_ASSUM(MP_TAC o SPEC `vec 0:real^N`) THEN REWRITE_TAC[MATRIX_VECTOR_MUL_RZERO; DOT_RZERO] THEN REWRITE_TAC[real_gt; VEC_COMPONENT; REAL_LE_REFL] THEN DISCH_TAC THEN CONJ_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN X_GEN_TAC `k:num` THEN STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM REAL_NOT_LT] THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `c / (transp(A:real^N^M) ** (y:real^M))$k % basis k:real^N`) THEN ASM_SIMP_TAC[VECTOR_MUL_COMPONENT; BASIS_COMPONENT] THEN ONCE_REWRITE_TAC[GSYM DOT_LMUL_MATRIX] THEN ASM_SIMP_TAC[DOT_RMUL; DOT_BASIS; VECTOR_MATRIX_MUL_TRANSP] THEN ASM_SIMP_TAC[REAL_FIELD `y < &0 ==> x / y * y = x`] THEN REWRITE_TAC[REAL_LT_REFL; real_gt] THEN GEN_TAC THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[REAL_MUL_RZERO; REAL_LE_REFL; REAL_MUL_RID] THEN ONCE_REWRITE_TAC[REAL_ARITH `x / y:real = --x * -- inv y`] THEN MATCH_MP_TAC REAL_LE_MUL THEN REWRITE_TAC[REAL_ARITH `&0 <= --x <=> ~(&0 < x)`; REAL_LT_INV_EQ] THEN ASM_REAL_ARITH_TAC]]);;
let FARKAS_LEMMA_ALT = 
prove (`!A:real^N^M b. (?x:real^N. (!i. 1 <= i /\ i <= dimindex(:M) ==> (A ** x)$i <= b$i)) <=> ~(?y:real^M. (!i. 1 <= i /\ i <= dimindex(:M) ==> &0 <= y$i) /\ y ** A = vec 0 /\ b dot y < &0)`,
REPEAT GEN_TAC THEN MATCH_MP_TAC(TAUT `~(p /\ q) /\ (~p ==> q) ==> (p <=> ~q)`) THEN REPEAT STRIP_TAC THENL [SUBGOAL_THEN `&0 <= (b - (A:real^N^M) ** x) dot y` MP_TAC THENL [REWRITE_TAC[dot] THEN MATCH_MP_TAC SUM_POS_LE THEN REWRITE_TAC[FINITE_NUMSEG; IN_NUMSEG] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC REAL_LE_MUL THEN ASM_SIMP_TAC[VECTOR_SUB_COMPONENT; REAL_SUB_LE]; REWRITE_TAC[DOT_LSUB; REAL_SUB_LE] THEN REWRITE_TAC[REAL_NOT_LE] THEN GEN_REWRITE_TAC RAND_CONV [DOT_SYM] THEN REWRITE_TAC[GSYM DOT_LMUL_MATRIX] THEN ASM_REWRITE_TAC[DOT_LZERO]]; MP_TAC(ISPECL [`{(A:real^N^M) ** (x:real^N) + s |x,s| !i. 1 <= i /\ i <= dimindex(:M) ==> &0 <= s$i}`; `b:real^M`] SEPARATING_HYPERPLANE_CLOSED_POINT) THEN REWRITE_TAC[FORALL_IN_GSPEC] THEN ANTS_TAC THENL [REWRITE_TAC[IN_ELIM_THM; CONJ_ASSOC] THEN CONJ_TAC THENL [ONCE_REWRITE_TAC[SET_RULE `{f x + y | x,y | P y} = {z + y | z,y | z IN IMAGE (f:real^M->real^N) (:real^M) /\ y IN {w | P w}}`] THEN SIMP_TAC[CONVEX_SUMS; CONVEX_POSITIVE_ORTHANT; CONVEX_LINEAR_IMAGE; MATRIX_VECTOR_MUL_LINEAR; CONVEX_UNIV] THEN MATCH_MP_TAC POLYHEDRON_IMP_CLOSED THEN MATCH_MP_TAC POLYHEDRON_SUMS THEN ASM_SIMP_TAC[POLYHEDRON_LINEAR_IMAGE; POLYHEDRON_UNIV; MATRIX_VECTOR_MUL_LINEAR; POLYHEDRON_POSITIVE_ORTHANT]; POP_ASSUM MP_TAC THEN REWRITE_TAC[CONTRAPOS_THM] THEN MATCH_MP_TAC MONO_EXISTS THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[VECTOR_ADD_COMPONENT; REAL_LE_ADDR]]; MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `y:real^M` THEN DISCH_THEN(X_CHOOSE_THEN `c:real` STRIP_ASSUME_TAC) THEN ONCE_REWRITE_TAC[DOT_SYM] THEN FIRST_ASSUM(MP_TAC o SPECL [`vec 0:real^N`; `vec 0:real^M`]) THEN REWRITE_TAC[MATRIX_VECTOR_MUL_RZERO; VECTOR_ADD_RID; DOT_RZERO] THEN REWRITE_TAC[real_gt; VEC_COMPONENT; REAL_LE_REFL] THEN DISCH_TAC THEN REWRITE_TAC[CONJ_ASSOC] THEN CONJ_TAC THENL [ALL_TAC; ASM_REAL_ARITH_TAC] THEN CONJ_TAC THENL [X_GEN_TAC `k:num` THEN STRIP_TAC THEN ONCE_REWRITE_TAC[GSYM REAL_NOT_LT] THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`vec 0:real^N`; `--c / --((y:real^M)$k) % basis k:real^M`]) THEN ASM_SIMP_TAC[MATRIX_VECTOR_MUL_RZERO; VECTOR_ADD_LID; DOT_RMUL; DOT_BASIS; REAL_FIELD `y < &0 ==> c / --y * y = --c`] THEN SIMP_TAC[REAL_NEG_NEG; REAL_LT_REFL; VECTOR_MUL_COMPONENT; real_gt] THEN ASM_SIMP_TAC[BASIS_COMPONENT] THEN REPEAT STRIP_TAC THEN COND_CASES_TAC THEN ASM_REWRITE_TAC[REAL_MUL_RZERO; REAL_MUL_RID; REAL_LE_REFL] THEN MATCH_MP_TAC REAL_LE_DIV THEN ASM_REAL_ARITH_TAC; FIRST_X_ASSUM(MP_TAC o SPECL [`c / norm((y:real^M) ** (A:real^N^M)) pow 2 % (transp A ** y)`; `vec 0:real^M`]) THEN SIMP_TAC[VEC_COMPONENT; REAL_LE_REFL; VECTOR_ADD_RID] THEN ONCE_REWRITE_TAC[GSYM DOT_LMUL_MATRIX] THEN REWRITE_TAC[GSYM VECTOR_MATRIX_MUL_TRANSP; DOT_RMUL] THEN ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN DISCH_TAC THEN ASM_SIMP_TAC[REAL_DIV_RMUL; NORM_POW_2; DOT_EQ_0] THEN REAL_ARITH_TAC]]]);;
let SEPARATING_HYPERPLANE_POLYHEDRA = 
prove (`!s t:real^N->bool. polyhedron s /\ polyhedron t /\ ~(s = {}) /\ ~(t = {}) /\ DISJOINT s t ==> ?a b. ~(a = vec 0) /\ (!x. x IN s ==> a dot x < b) /\ (!x. x IN t ==> a dot x > b)`,
REPEAT STRIP_TAC THEN MP_TAC(ISPEC `{x + y:real^N | x IN s /\ y IN IMAGE (--) t}` SEPARATING_HYPERPLANE_CLOSED_0) THEN ANTS_TAC THENL [ASM_SIMP_TAC[CONVEX_SUMS; CONVEX_NEGATIONS; POLYHEDRON_IMP_CONVEX] THEN CONJ_TAC THENL [MATCH_MP_TAC POLYHEDRON_IMP_CLOSED THEN MATCH_MP_TAC POLYHEDRON_SUMS THEN ASM_SIMP_TAC[POLYHEDRON_NEGATIONS]; REWRITE_TAC[IN_IMAGE; IN_ELIM_THM] THEN REWRITE_TAC[VECTOR_ARITH `y = --x:real^N <=> --y = x`] THEN REWRITE_TAC[UNWIND_THM1] THEN ONCE_REWRITE_TAC[CONJ_SYM] THEN REWRITE_TAC[VECTOR_ARITH `vec 0:real^N = x + y <=> y = --x`] THEN REWRITE_TAC[UNWIND_THM2; VECTOR_NEG_NEG] THEN ASM SET_TAC[]]; REWRITE_TAC[FORALL_IN_GSPEC; IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN REWRITE_TAC[FORALL_IN_IMAGE; GSYM VECTOR_SUB; LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`a:real^N`; `k:real`] THEN REWRITE_TAC[RIGHT_IMP_FORALL_THM; IMP_IMP; DOT_RSUB] THEN STRIP_TAC THEN EXISTS_TAC `--a:real^N` THEN ASM_REWRITE_TAC[VECTOR_NEG_EQ_0] THEN MP_TAC(ISPEC `IMAGE (\x:real^N. a dot x) s` INF) THEN MP_TAC(ISPEC `IMAGE (\x:real^N. a dot x) t` SUP) THEN ASM_REWRITE_TAC[FORALL_IN_IMAGE; IMAGE_EQ_EMPTY] THEN MAP_EVERY ABBREV_TAC [`u = inf(IMAGE (\x:real^N. a dot x) s)`; `v = sup(IMAGE (\x:real^N. a dot x) t)`] THEN ANTS_TAC THENL [MP_TAC(GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY] (ASSUME `~(s:real^N->bool = {})`)) THEN DISCH_THEN(X_CHOOSE_TAC `z:real^N`) THEN EXISTS_TAC `a dot (z:real^N) - k` THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`z:real^N`; `x:real^N`]) THEN ASM_REWRITE_TAC[] THEN REAL_ARITH_TAC; STRIP_TAC] THEN ANTS_TAC THENL [MP_TAC(GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY] (ASSUME `~(t:real^N->bool = {})`)) THEN DISCH_THEN(X_CHOOSE_TAC `z:real^N`) THEN EXISTS_TAC `a dot (z:real^N) + k` THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`x:real^N`; `z:real^N`]) THEN ASM_REWRITE_TAC[] THEN REAL_ARITH_TAC; STRIP_TAC] THEN SUBGOAL_THEN `k <= u - v` ASSUME_TAC THENL [REWRITE_TAC[REAL_LE_SUB_LADD] THEN EXPAND_TAC "u" THEN MATCH_MP_TAC REAL_LE_INF THEN ASM_REWRITE_TAC[IMAGE_EQ_EMPTY; FORALL_IN_IMAGE] THEN GEN_TAC THEN DISCH_TAC THEN ONCE_REWRITE_TAC[REAL_ARITH `k + v <= u <=> v <= u - k`] THEN EXPAND_TAC "v" THEN MATCH_MP_TAC REAL_SUP_LE THEN ASM_REWRITE_TAC[IMAGE_EQ_EMPTY; FORALL_IN_IMAGE] THEN ASM_MESON_TAC[REAL_ARITH `x - y > k ==> y <= x - k`]; EXISTS_TAC `--((u + v) / &2)` THEN REWRITE_TAC[real_gt] THEN REWRITE_TAC[DOT_LNEG; REAL_LT_NEG2] THEN REPEAT STRIP_TAC THENL [MATCH_MP_TAC REAL_LTE_TRANS THEN EXISTS_TAC `u:real`; MATCH_MP_TAC REAL_LET_TRANS THEN EXISTS_TAC `v:real`] THEN ASM_SIMP_TAC[] THEN ASM_REAL_ARITH_TAC]]);;
(* ------------------------------------------------------------------------- *) (* Relative and absolute frontier of a polytope. *) (* ------------------------------------------------------------------------- *)
let RELATIVE_BOUNDARY_OF_CONVEX_HULL = 
prove (`!s:real^N->bool. ~affine_dependent s ==> (convex hull s) DIFF relative_interior(convex hull s) = UNIONS { convex hull (s DELETE a) | a | a IN s}`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP AFFINE_INDEPENDENT_IMP_FINITE) THEN REPEAT_TCL DISJ_CASES_THEN MP_TAC (ARITH_RULE `CARD(s:real^N->bool) = 0 \/ CARD s = 1 \/ 2 <= CARD s`) THENL [ASM_SIMP_TAC[CARD_EQ_0; CONVEX_HULL_EMPTY] THEN SET_TAC[]; DISCH_TAC THEN MP_TAC(HAS_SIZE_CONV `(s:real^N->bool) HAS_SIZE 1`) THEN ASM_SIMP_TAC[HAS_SIZE; LEFT_IMP_EXISTS_THM; CONVEX_HULL_SING] THEN REWRITE_TAC[RELATIVE_INTERIOR_SING; DIFF_EQ_EMPTY] THEN REPEAT STRIP_TAC THEN CONV_TAC SYM_CONV THEN REWRITE_TAC[EMPTY_UNIONS] THEN REWRITE_TAC[FORALL_IN_GSPEC; IN_SING; FORALL_UNWIND_THM2] THEN REWRITE_TAC[CONVEX_HULL_EQ_EMPTY] THEN SET_TAC[]; DISCH_TAC THEN ASM_SIMP_TAC[POLYHEDRON_CONVEX_HULL; RELATIVE_BOUNDARY_OF_POLYHEDRON] THEN ASM_SIMP_TAC[FACET_OF_CONVEX_HULL_AFFINE_INDEPENDENT_ALT] THEN SET_TAC[]]);;
let RELATIVE_FRONTIER_OF_CONVEX_HULL = 
prove (`!s:real^N->bool. ~affine_dependent s ==> relative_frontier(convex hull s) = UNIONS { convex hull (s DELETE a) | a | a IN s}`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP AFFINE_INDEPENDENT_IMP_FINITE) THEN ASM_SIMP_TAC[relative_frontier; GSYM RELATIVE_BOUNDARY_OF_CONVEX_HULL] THEN AP_THM_TAC THEN AP_TERM_TAC THEN MATCH_MP_TAC CLOSURE_CLOSED THEN ASM_SIMP_TAC[COMPACT_IMP_CLOSED; FINITE_IMP_COMPACT; COMPACT_CONVEX_HULL]);;
let FRONTIER_OF_CONVEX_HULL = 
prove (`!s:real^N->bool. s HAS_SIZE (dimindex(:N) + 1) ==> frontier(convex hull s) = UNIONS { convex hull (s DELETE a) | a | a IN s}`,
REWRITE_TAC[HAS_SIZE] THEN REPEAT STRIP_TAC THEN ASM_CASES_TAC `affine_dependent(s:real^N->bool)` THENL [REWRITE_TAC[frontier] THEN MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `(convex hull s:real^N->bool) DIFF {}` THEN CONJ_TAC THENL [BINOP_TAC THEN ASM_SIMP_TAC[INTERIOR_CONVEX_HULL_EQ_EMPTY; frontier; HAS_SIZE] THEN MATCH_MP_TAC CLOSURE_CLOSED THEN ASM_SIMP_TAC[CLOSURE_CLOSED; COMPACT_IMP_CLOSED; COMPACT_CONVEX_HULL; FINITE_IMP_COMPACT; FINITE_INSERT; FINITE_EMPTY]; REWRITE_TAC[DIFF_EMPTY] THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [GEN_REWRITE_TAC LAND_CONV [CARATHEODORY_AFF_DIM] THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE] THEN GEN_REWRITE_TAC I [SUBSET] THEN REWRITE_TAC[IN_ELIM_THM; UNIONS_IMAGE] THEN X_GEN_TAC `x:real^N` THEN DISCH_THEN(X_CHOOSE_THEN `t:real^N->bool` STRIP_ASSUME_TAC) THEN MP_TAC(ISPEC `s:real^N->bool` AFFINE_INDEPENDENT_IFF_CARD) THEN ASM_REWRITE_TAC[GSYM INT_OF_NUM_ADD] THEN REWRITE_TAC[INT_ARITH `(x + &1) - &1:int = x`] THEN DISCH_TAC THEN SUBGOAL_THEN `(t:real^N->bool) PSUBSET s` ASSUME_TAC THENL [ASM_REWRITE_TAC[PSUBSET] THEN DISCH_THEN(MP_TAC o AP_TERM `CARD:(real^N->bool)->num`) THEN MATCH_MP_TAC(ARITH_RULE `t:num < s ==> t = s ==> F`) THEN ASM_REWRITE_TAC[ARITH_RULE `x < n + 1 <=> x <= n`] THEN REWRITE_TAC[GSYM INT_OF_NUM_LE] THEN MATCH_MP_TAC INT_LE_TRANS THEN EXISTS_TAC `aff_dim(s:real^N->bool) + &1` THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC(INT_ARITH `s:int <= n /\ ~(s = n) ==> s + &1 <= n`) THEN ASM_REWRITE_TAC[AFF_DIM_LE_UNIV]; SUBGOAL_THEN `?a:real^N. a IN s /\ ~(a IN t)` MP_TAC THENL [ASM SET_TAC[]; MATCH_MP_TAC MONO_EXISTS] THEN X_GEN_TAC `a:real^N` THEN STRIP_TAC THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `(convex hull t) SUBSET convex hull (s DELETE (a:real^N))` MP_TAC THENL [MATCH_MP_TAC HULL_MONO THEN ASM SET_TAC[]; ASM SET_TAC[]]]; ONCE_REWRITE_TAC[SIMPLE_IMAGE] THEN REWRITE_TAC[UNIONS_IMAGE] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM; LEFT_IMP_EXISTS_THM] THEN ONCE_REWRITE_TAC[SWAP_FORALL_THM] THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM; GSYM SUBSET] THEN REPEAT STRIP_TAC THEN MATCH_MP_TAC HULL_MONO THEN SET_TAC[]]]; MATCH_MP_TAC EQ_TRANS THEN EXISTS_TAC `(convex hull s) DIFF relative_interior(convex hull s):real^N->bool` THEN CONJ_TAC THENL [ASM_SIMP_TAC[GSYM RELATIVE_BOUNDARY_OF_CONVEX_HULL; frontier] THEN BINOP_TAC THENL [MATCH_MP_TAC CLOSURE_CLOSED THEN ASM_SIMP_TAC[CLOSURE_CLOSED; COMPACT_IMP_CLOSED; COMPACT_CONVEX_HULL; FINITE_IMP_COMPACT; FINITE_INSERT; FINITE_EMPTY]; CONV_TAC SYM_CONV THEN MATCH_MP_TAC RELATIVE_INTERIOR_INTERIOR THEN REWRITE_TAC[AFFINE_HULL_CONVEX_HULL] THEN REWRITE_TAC[GSYM AFF_DIM_EQ_FULL] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [AFFINE_INDEPENDENT_IFF_CARD]) THEN ASM_REWRITE_TAC[GSYM INT_OF_NUM_ADD] THEN INT_ARITH_TAC]; ASM_SIMP_TAC[RELATIVE_BOUNDARY_OF_POLYHEDRON; POLYHEDRON_CONVEX_HULL; FINITE_INSERT; FINITE_EMPTY] THEN ASM_SIMP_TAC[FACET_OF_CONVEX_HULL_AFFINE_INDEPENDENT_ALT] THEN REWRITE_TAC[ARITH_RULE `2 <= n + 1 <=> 1 <= n`; DIMINDEX_GE_1] THEN ASM SET_TAC[]]]);;
(* ------------------------------------------------------------------------- *) (* Special case of a triangle. *) (* ------------------------------------------------------------------------- *)
let RELATIVE_BOUNDARY_OF_TRIANGLE = 
prove (`!a b c:real^N. ~collinear {a,b,c} ==> convex hull {a,b,c} DIFF relative_interior(convex hull {a,b,c}) = segment[a,b] UNION segment[b,c] UNION segment[c,a]`,
REPEAT STRIP_TAC THEN ONCE_REWRITE_TAC[SET_RULE `s UNION t UNION u = t UNION u UNION s`] THEN FIRST_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [COLLINEAR_3_EQ_AFFINE_DEPENDENT]) THEN REWRITE_TAC[DE_MORGAN_THM; SEGMENT_CONVEX_HULL] THEN STRIP_TAC THEN ASM_SIMP_TAC[RELATIVE_BOUNDARY_OF_CONVEX_HULL] THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE] THEN REWRITE_TAC[IMAGE_CLAUSES; UNIONS_INSERT; UNIONS_0; UNION_EMPTY] THEN REPEAT BINOP_TAC THEN REWRITE_TAC[] THEN ASM SET_TAC[]);;
let RELATIVE_FRONTIER_OF_TRIANGLE = 
prove (`!a b c:real^N. ~collinear {a,b,c} ==> relative_frontier(convex hull {a,b,c}) = segment[a,b] UNION segment[b,c] UNION segment[c,a]`,
REPEAT STRIP_TAC THEN ASM_SIMP_TAC[GSYM RELATIVE_BOUNDARY_OF_TRIANGLE; relative_frontier] THEN AP_THM_TAC THEN AP_TERM_TAC THEN MATCH_MP_TAC CLOSURE_CLOSED THEN ASM_SIMP_TAC[COMPACT_IMP_CLOSED; FINITE_IMP_COMPACT; COMPACT_CONVEX_HULL; FINITE_INSERT; FINITE_EMPTY]);;
let FRONTIER_OF_TRIANGLE = 
prove (`!a b c:real^2. frontier(convex hull {a,b,c}) = segment[a,b] UNION segment[b,c] UNION segment[c,a]`,
REPEAT STRIP_TAC THEN REWRITE_TAC[SEGMENT_CONVEX_HULL] THEN ONCE_REWRITE_TAC[SET_RULE `s UNION t UNION u = t UNION u UNION s`] THEN MAP_EVERY (fun t -> ASM_CASES_TAC t THENL [ASM_REWRITE_TAC[INSERT_AC; UNION_ACI] THEN SIMP_TAC[GSYM SEGMENT_CONVEX_HULL; frontier; CLOSURE_SEGMENT; INTERIOR_SEGMENT; DIMINDEX_2; LE_REFL; DIFF_EMPTY] THEN REWRITE_TAC[CONVEX_HULL_SING] THEN REWRITE_TAC[SET_RULE `s = s UNION {a} <=> a IN s`; SET_RULE `s = {a} UNION s <=> a IN s`] THEN REWRITE_TAC[ENDS_IN_SEGMENT]; ALL_TAC]) [`b:real^2 = a`; `c:real^2 = a`; `c:real^2 = b`] THEN SUBGOAL_THEN `{a:real^2,b,c} HAS_SIZE (dimindex(:2) + 1)` ASSUME_TAC THENL [SIMP_TAC[HAS_SIZE; CARD_CLAUSES; FINITE_INSERT; FINITE_EMPTY] THEN ASM_REWRITE_TAC[IN_INSERT; NOT_IN_EMPTY; DIMINDEX_2] THEN CONV_TAC NUM_REDUCE_CONV; ASM_SIMP_TAC[FRONTIER_OF_CONVEX_HULL] THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE] THEN REWRITE_TAC[IMAGE_CLAUSES; UNIONS_INSERT; UNIONS_0; UNION_EMPTY] THEN REPEAT BINOP_TAC THEN REWRITE_TAC[] THEN ASM SET_TAC[]]);;
let INSIDE_OF_TRIANGLE = 
prove (`!a b c:real^2. inside(segment[a,b] UNION segment[b,c] UNION segment[c,a]) = interior(convex hull {a,b,c})`,
REPEAT GEN_TAC THEN REWRITE_TAC[GSYM FRONTIER_OF_TRIANGLE] THEN MATCH_MP_TAC INSIDE_FRONTIER_EQ_INTERIOR THEN REWRITE_TAC[CONVEX_CONVEX_HULL] THEN MATCH_MP_TAC BOUNDED_CONVEX_HULL THEN MATCH_MP_TAC FINITE_IMP_BOUNDED THEN REWRITE_TAC[FINITE_INSERT; FINITE_EMPTY]);;
let INTERIOR_OF_TRIANGLE = 
prove (`!a b c:real^2. interior(convex hull {a,b,c}) = (convex hull {a,b,c}) DIFF (segment[a,b] UNION segment[b,c] UNION segment[c,a])`,
REPEAT GEN_TAC THEN REWRITE_TAC[GSYM FRONTIER_OF_TRIANGLE; frontier] THEN MATCH_MP_TAC(SET_RULE `i SUBSET s /\ c = s ==> i = s DIFF (c DIFF i)`) THEN REWRITE_TAC[INTERIOR_SUBSET] THEN MATCH_MP_TAC CLOSURE_CONVEX_HULL THEN SIMP_TAC[FINITE_IMP_COMPACT; FINITE_INSERT; FINITE_EMPTY]);;
(* ------------------------------------------------------------------------- *) (* A ridge is the intersection of precisely two facets. *) (* ------------------------------------------------------------------------- *)
let POLYHEDRON_RIDGE_TWO_FACETS = 
prove (`!p:real^N->bool r. polyhedron p /\ r face_of p /\ ~(r = {}) /\ aff_dim r = aff_dim p - &2 ==> ?f1 f2. f1 face_of p /\ aff_dim f1 = aff_dim p - &1 /\ f2 face_of p /\ aff_dim f2 = aff_dim p - &1 /\ ~(f1 = f2) /\ r SUBSET f1 /\ r SUBSET f2 /\ f1 INTER f2 = r /\ !f. f face_of p /\ aff_dim f = aff_dim p - &1 /\ r SUBSET f ==> f = f1 \/ f = f2`,
REPEAT STRIP_TAC THEN MP_TAC(ISPECL [`p:real^N->bool`; `r:real^N->bool`] FACE_OF_POLYHEDRON) THEN ANTS_TAC THENL [ASM_MESON_TAC[INT_ARITH `~(p:int = p - &2)`]; ALL_TAC] THEN SUBGOAL_THEN `&2 <= aff_dim(p:real^N->bool)` ASSUME_TAC THENL [MP_TAC(ISPEC `r:real^N->bool` AFF_DIM_GE) THEN MP_TAC(ISPEC `r:real^N->bool` AFF_DIM_EQ_MINUS1) THEN ASM_REWRITE_TAC[] THEN INT_ARITH_TAC; ALL_TAC] THEN SUBGOAL_THEN `{f:real^N->bool | f facet_of p /\ r SUBSET f} = {f | f face_of p /\ aff_dim f = aff_dim p - &1 /\ r SUBSET f}` SUBST1_TAC THENL [GEN_REWRITE_TAC I [EXTENSION] THEN ASM_REWRITE_TAC[IN_ELIM_THM; facet_of] THEN X_GEN_TAC `f:real^N->bool` THEN ASM_CASES_TAC `f:real^N->bool = {}` THEN ASM_REWRITE_TAC[AFF_DIM_EMPTY; GSYM CONJ_ASSOC] THEN ASM_INT_ARITH_TAC; DISCH_THEN(MP_TAC o SYM)] THEN ASM_CASES_TAC `{f:real^N->bool | f face_of p /\ aff_dim f = aff_dim p - &1 /\ r SUBSET f} = {}` THENL [ASM_REWRITE_TAC[INTERS_0] THEN DISCH_THEN(ASSUME_TAC o SYM) THEN UNDISCH_TAC `aff_dim(r:real^N->bool) = aff_dim(p:real^N->bool) - &2` THEN ASM_REWRITE_TAC[AFF_DIM_UNIV; DIMINDEX_3] THEN MP_TAC(ISPEC `p:real^N->bool` AFF_DIM_LE_UNIV) THEN INT_ARITH_TAC; ALL_TAC] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN REWRITE_TAC[LEFT_IMP_EXISTS_THM; IN_ELIM_THM] THEN X_GEN_TAC `f1:real^N->bool` THEN STRIP_TAC THEN ASM_CASES_TAC `{f:real^N->bool | f face_of p /\ aff_dim f = aff_dim p - &1 /\ r SUBSET f} = {f1}` THENL [ASM_REWRITE_TAC[INTERS_1] THEN ASM_MESON_TAC[INT_ARITH `~(x - &2:int = x - &1)`]; ALL_TAC] THEN FIRST_X_ASSUM(MP_TAC o MATCH_MP (SET_RULE `~(s = {a}) ==> a IN s ==> ?b. ~(b = a) /\ b IN s`)) THEN ASM_REWRITE_TAC[IN_ELIM_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `f2:real^N->bool` THEN STRIP_TAC THEN ASM_CASES_TAC `{f:real^N->bool | f face_of p /\ aff_dim f = aff_dim p - &1 /\ r SUBSET f} = {f1,f2}` THENL [ASM_REWRITE_TAC[INTERS_2] THEN DISCH_TAC THEN MAP_EVERY EXISTS_TAC [`f1:real^N->bool`; `f2:real^N->bool`] THEN ASM_REWRITE_TAC[] THEN ASM SET_TAC[]; ALL_TAC] THEN FIRST_X_ASSUM(MP_TAC o MATCH_MP (SET_RULE `~(s = {a,b}) ==> a IN s /\ b IN s ==> ?c. ~(c = a) /\ ~(c = b) /\ c IN s`)) THEN ASM_REWRITE_TAC[IN_ELIM_THM; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `f3:real^N->bool` THEN STRIP_TAC THEN DISCH_TAC THEN UNDISCH_TAC `aff_dim(r:real^N->bool) = aff_dim(p:real^N->bool) - &2` THEN MATCH_MP_TAC(TAUT `~p ==> p ==> q`) THEN MATCH_MP_TAC(INT_ARITH `~(p - &2:int <= x:int) ==> ~(x = p - &2)`) THEN DISCH_TAC THEN SUBGOAL_THEN `~(f1:real^N->bool = {}) /\ ~(f2:real^N->bool = {}) /\ ~(f3:real^N->bool = {})` STRIP_ASSUME_TAC THENL [REPEAT CONJ_TAC THEN DISCH_THEN SUBST_ALL_TAC THEN RULE_ASSUM_TAC(REWRITE_RULE[AFF_DIM_EMPTY]) THEN ASM_INT_ARITH_TAC; ALL_TAC] THEN MP_TAC(ISPEC `p:real^N->bool` POLYHEDRON_INTER_AFFINE_PARALLEL_MINIMAL) THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN ASM_REWRITE_TAC[NOT_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN ONCE_REWRITE_TAC[EQ_SYM_EQ] THEN REWRITE_TAC[VECTOR_ARITH `vec 0:real^N = v <=> v = vec 0`] THEN STRIP_TAC THEN MP_TAC(ISPECL [`p:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACET_OF_POLYHEDRON_EXPLICIT) THEN ASM_SIMP_TAC[] THEN DISCH_THEN(fun th -> MP_TAC(SPEC `f1:real^N->bool` th) THEN MP_TAC(SPEC `f2:real^N->bool` th) THEN MP_TAC(SPEC `f3:real^N->bool` th)) THEN ASM_REWRITE_TAC[facet_of] THEN DISCH_THEN(X_CHOOSE_THEN `h3:real^N->bool` (STRIP_ASSUME_TAC o GSYM)) THEN DISCH_THEN(X_CHOOSE_THEN `h2:real^N->bool` (STRIP_ASSUME_TAC o GSYM)) THEN DISCH_THEN(X_CHOOSE_THEN `h1:real^N->bool` (STRIP_ASSUME_TAC o GSYM)) THEN SUBGOAL_THEN `~((a:(real^N->bool)->real^N) h1 = a h2) /\ ~(a h2 = a h3) /\ ~(a h1 = a h3)` STRIP_ASSUME_TAC THENL [REPEAT CONJ_TAC THENL [DISJ_CASES_TAC(REAL_ARITH `b(h1:real^N->bool) <= b h2 \/ b h2 <= b h1`) THENL [FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h2:real^N->bool)`); FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h1:real^N->bool)`)] THEN (ANTS_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN MATCH_MP_TAC(SET_RULE `(p ==> s = t) ==> s PSUBSET t ==> ~p`) THEN DISCH_TAC THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [SYM th]) THEN AP_TERM_TAC) THENL [SUBGOAL_THEN `f DELETE h2 = h1 INSERT (f DIFF {h1,h2}) /\ f = (h2:real^N->bool) INSERT h1 INSERT (f DIFF {h1,h2})` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]; SUBGOAL_THEN `f DELETE h1 = h2 INSERT (f DIFF {h1,h2}) /\ f = (h1:real^N->bool) INSERT h2 INSERT (f DIFF {h1,h2})` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]] THEN REWRITE_TAC[INTERS_INSERT] THEN MATCH_MP_TAC(SET_RULE `b SUBSET a ==> a INTER b INTER s = b INTER s`) THEN FIRST_X_ASSUM(fun th -> MP_TAC(SPEC `h1:real^N->bool` th) THEN MP_TAC(SPEC `h2:real^N->bool` th)) THEN ASM_REWRITE_TAC[IMP_IMP] THEN DISCH_THEN(fun th -> ONCE_REWRITE_TAC[GSYM th]) THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN ASM_REAL_ARITH_TAC; DISJ_CASES_TAC(REAL_ARITH `b(h2:real^N->bool) <= b h3 \/ b h3 <= b h2`) THENL [FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h3:real^N->bool)`); FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h2:real^N->bool)`)] THEN (ANTS_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN MATCH_MP_TAC(SET_RULE `(p ==> s = t) ==> s PSUBSET t ==> ~p`) THEN DISCH_TAC THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [SYM th]) THEN AP_TERM_TAC) THENL [SUBGOAL_THEN `f DELETE h3 = h2 INSERT (f DIFF {h2,h3}) /\ f = (h3:real^N->bool) INSERT h2 INSERT (f DIFF {h2,h3})` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]; SUBGOAL_THEN `f DELETE h2 = h3 INSERT (f DIFF {h2,h3}) /\ f = (h2:real^N->bool) INSERT h3 INSERT (f DIFF {h2,h3})` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]] THEN REWRITE_TAC[INTERS_INSERT] THEN MATCH_MP_TAC(SET_RULE `b SUBSET a ==> a INTER b INTER s = b INTER s`) THEN FIRST_X_ASSUM(fun th -> MP_TAC(SPEC `h2:real^N->bool` th) THEN MP_TAC(SPEC `h3:real^N->bool` th)) THEN ASM_REWRITE_TAC[IMP_IMP] THEN DISCH_THEN(fun th -> ONCE_REWRITE_TAC[GSYM th]) THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN ASM_REAL_ARITH_TAC; DISJ_CASES_TAC(REAL_ARITH `b(h1:real^N->bool) <= b h3 \/ b h3 <= b h1`) THENL [FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h3:real^N->bool)`); FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h1:real^N->bool)`)] THEN (ANTS_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN MATCH_MP_TAC(SET_RULE `(p ==> s = t) ==> s PSUBSET t ==> ~p`) THEN DISCH_TAC THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC LAND_CONV [SYM th]) THEN AP_TERM_TAC) THENL [SUBGOAL_THEN `f DELETE h3 = h1 INSERT (f DIFF {h1,h3}) /\ f = (h3:real^N->bool) INSERT h1 INSERT (f DIFF {h1,h3})` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]; SUBGOAL_THEN `f DELETE h1 = h3 INSERT (f DIFF {h1,h3}) /\ f = (h1:real^N->bool) INSERT h3 INSERT (f DIFF {h1,h3})` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]] THEN REWRITE_TAC[INTERS_INSERT] THEN MATCH_MP_TAC(SET_RULE `b SUBSET a ==> a INTER b INTER s = b INTER s`) THEN FIRST_X_ASSUM(fun th -> MP_TAC(SPEC `h1:real^N->bool` th) THEN MP_TAC(SPEC `h3:real^N->bool` th)) THEN ASM_REWRITE_TAC[IMP_IMP] THEN DISCH_THEN(fun th -> ONCE_REWRITE_TAC[GSYM th]) THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN ASM_REAL_ARITH_TAC]; ALL_TAC] THEN SUBGOAL_THEN `~({x | a h1 dot x <= b h1} INTER {x | a h2 dot x <= b h2} SUBSET {x | a h3 dot x <= b h3}) /\ ~({x | a h1 dot x <= b h1} INTER {x | a h3 dot x <= b h3} SUBSET {x | a h2 dot x <= b h2}) /\ ~({x | a h2 dot x <= b h2} INTER {x | a h3 dot x <= b h3} SUBSET {x:real^N | a(h1:real^N->bool) dot x <= b h1})` MP_TAC THENL [ASM_SIMP_TAC[] THEN REPEAT STRIP_TAC THENL [FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h3:real^N->bool)`); FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h2:real^N->bool)`); FIRST_X_ASSUM(MP_TAC o SPEC `f DELETE (h1:real^N->bool)`)] THEN (ANTS_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN FIRST_X_ASSUM(fun th -> GEN_REWRITE_TAC (LAND_CONV o LAND_CONV) [SYM th]) THEN MATCH_MP_TAC(SET_RULE `s = t ==> s PSUBSET t ==> F`) THEN AP_TERM_TAC) THENL [SUBGOAL_THEN `f DELETE (h3:real^N->bool) = h1 INSERT h2 INSERT (f DELETE h3) /\ f = h1 INSERT h2 INSERT h3 INSERT (f DELETE h3)` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]; SUBGOAL_THEN `f DELETE (h2:real^N->bool) = h1 INSERT h3 INSERT (f DELETE h2) /\ f = h2 INSERT h1 INSERT h3 INSERT (f DELETE h2)` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]; SUBGOAL_THEN `f DELETE (h1:real^N->bool) = h2 INSERT h3 INSERT (f DELETE h1) /\ f = h1 INSERT h2 INSERT h3 INSERT (f DELETE h1)` (fun th -> ONCE_REWRITE_TAC[th]) THENL [ASM SET_TAC[]; ALL_TAC]] THEN REWRITE_TAC[INTERS_INSERT] THEN REWRITE_TAC[GSYM INTER_ASSOC] THEN AP_THM_TAC THEN AP_TERM_TAC THEN ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `?w. (a:(real^N->bool)->real^N) h1 dot w < b h1 /\ a h2 dot w < b h2 /\ a h3 dot w < b h3` (CHOOSE_THEN MP_TAC) THENL [SUBGOAL_THEN `~(relative_interior p :real^N->bool = {})` MP_TAC THENL [ASM_SIMP_TAC[RELATIVE_INTERIOR_EQ_EMPTY; POLYHEDRON_IMP_CONVEX] THEN ASM SET_TAC[]; ALL_TAC] THEN MP_TAC(ISPECL [`p:real^N->bool`; `f:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] RELATIVE_INTERIOR_POLYHEDRON_EXPLICIT) THEN ASM_SIMP_TAC[] THEN DISCH_THEN(K ALL_TAC) THEN REWRITE_TAC[GSYM MEMBER_NOT_EMPTY; IN_ELIM_THM] THEN MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC THEN DISCH_THEN(MP_TAC o CONJUNCT2) THEN ASM_SIMP_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `!x. x IN r ==> (a h1) dot (x:real^N) = b h1 /\ (a h2) dot x = b h2 /\ (a (h3:real^N->bool)) dot x = b h3` MP_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `?z:real^N. z IN r` CHOOSE_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN MAP_EVERY UNDISCH_TAC [`~((a:(real^N->bool)->real^N) h1 = a h2)`; `~((a:(real^N->bool)->real^N) h1 = a h3)`; `~((a:(real^N->bool)->real^N) h2 = a h3)`; `aff_dim(p:real^N->bool) - &2 <= aff_dim(r:real^N->bool)`] THEN MAP_EVERY (fun t -> FIRST_X_ASSUM(fun th -> MP_TAC(SPEC t th) THEN ASM_REWRITE_TAC[] THEN ASSUME_TAC th) THEN DISCH_THEN(MP_TAC o SPEC `z:real^N` o CONJUNCT2 o CONJUNCT2)) [`h1:real^N->bool`; `h2:real^N->bool`; `h3:real^N->bool`] THEN SUBGOAL_THEN `(z:real^N) IN (affine hull p)` ASSUME_TAC THENL [MATCH_MP_TAC HULL_INC THEN ASM SET_TAC[]; ASM_REWRITE_TAC[]] THEN UNDISCH_TAC `(z:real^N) IN (affine hull p)` THEN SUBGOAL_THEN `(a h1) dot (z:real^N) = b h1 /\ (a h2) dot z = b h2 /\ (a (h3:real^N->bool)) dot z = b h3` (REPEAT_TCL CONJUNCTS_THEN (SUBST1_TAC o SYM)) THENL [ASM SET_TAC[]; ALL_TAC] THEN SUBGOAL_THEN `(r:real^N->bool) SUBSET affine hull p` MP_TAC THENL [ASM_MESON_TAC[FACE_OF_IMP_SUBSET; HULL_SUBSET; SUBSET_TRANS]; ALL_TAC] THEN SUBGOAL_THEN `~((a:(real^N->bool)->real^N) h1 = vec 0) /\ ~((a:(real^N->bool)->real^N) h2 = vec 0) /\ ~((a:(real^N->bool)->real^N) h3 = vec 0)` MP_TAC THENL [ASM_SIMP_TAC[]; ALL_TAC] THEN UNDISCH_TAC `(z:real^N) IN r` THEN POP_ASSUM_LIST(K ALL_TAC) THEN MAP_EVERY SPEC_TAC [`(a:(real^N->bool)->real^N) h1`,`a1:real^N`; `(a:(real^N->bool)->real^N) h2`,`a2:real^N`; `(a:(real^N->bool)->real^N) h3`,`a3:real^N`] THEN REPEAT GEN_TAC THEN GEN_GEOM_ORIGIN_TAC `z:real^N` ["a1";
"a2"; "a3"] THEN REWRITE_TAC[VECTOR_ADD_RID; VECTOR_ADD_LID] THEN REWRITE_TAC[DOT_RADD; IMAGE_CLAUSES; REAL_ARITH `a + b:real <= a <=> b <= &0`; REAL_ARITH `a + b:real < a <=> b < &0`; REAL_ARITH `a + b:real = a <=> b = &0`] THEN REPEAT STRIP_TAC THEN SUBGOAL_THEN `aff_dim(p:real^N->bool) = &(dim p)` SUBST_ALL_TAC THENL [ASM_SIMP_TAC[AFF_DIM_DIM_0; HULL_INC]; ALL_TAC] THEN SUBGOAL_THEN `aff_dim(r:real^N->bool) = &(dim r)` SUBST_ALL_TAC THENL [ASM_SIMP_TAC[AFF_DIM_DIM_0; HULL_INC]; ALL_TAC] THEN RULE_ASSUM_TAC(REWRITE_RULE[INT_OF_NUM_ADD; INT_OF_NUM_LE; INT_ARITH `p - &2:int <= q <=> p <= q + &2`]) THEN MP_TAC(ISPECL [`{a1:real^N,a2,a3}`; `r:real^N->bool`] DIM_ORTHOGONAL_SUM) THEN REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM] THEN ASM_SIMP_TAC[FORALL_IN_INSERT; NOT_IN_EMPTY] THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (ARITH_RULE `p <= r + 2 ==> u <= p /\ 3 <= t ==> ~(u = t + r)`)) THEN SUBGOAL_THEN `affine hull p :real^N->bool = span p` SUBST_ALL_TAC THENL [ASM_MESON_TAC[AFFINE_HULL_EQ_SPAN]; ALL_TAC] THEN CONJ_TAC THENL [GEN_REWRITE_TAC RAND_CONV [GSYM DIM_SPAN] THEN MATCH_MP_TAC DIM_SUBSET THEN ASM SET_TAC[]; ALL_TAC] THEN MP_TAC(ISPEC `{a1:real^N,a2,a3}` DEPENDENT_BIGGERSET_GENERAL) THEN SIMP_TAC[CARD_CLAUSES; FINITE_INSERT; FINITE_EMPTY; ARITH] THEN ASM_REWRITE_TAC[IN_INSERT; NOT_IN_EMPTY; ARITH] THEN GEN_REWRITE_TAC LAND_CONV [GSYM CONTRAPOS_THM] THEN REWRITE_TAC[ARITH_RULE `~(3 > x) <=> 3 <= x`] THEN DISCH_THEN MATCH_MP_TAC THEN REWRITE_TAC[dependent; EXISTS_IN_INSERT; NOT_IN_EMPTY] THEN ASM_REWRITE_TAC[DELETE_INSERT; EMPTY_DELETE] THEN REWRITE_TAC[SPAN_2; IN_ELIM_THM; IN_UNIV] THEN POP_ASSUM_LIST(MP_TAC o end_itlist CONJ o rev) THEN W(fun (asl,w) -> let fv = frees w and av = [`a1:real^N`; `a2:real^N`; `a3:real^N`] in MAP_EVERY (fun t -> SPEC_TAC(t,t)) (subtract fv av @ av)) THEN REWRITE_TAC[LEFT_FORALL_IMP_THM] THEN MATCH_MP_TAC(MESON[] `(!a1 a2 a3. P a1 a2 a3 ==> P a2 a1 a3 /\ P a3 a1 a2) /\ (!a1 a2 a3. Q a1 a2 a3 ==> ~(P a1 a2 a3)) ==> !a3 a2 a1. P a1 a2 a3 ==> ~(Q a1 a2 a3 \/ Q a2 a1 a3 \/ Q a3 a1 a2)`) THEN CONJ_TAC THENL [REPEAT GEN_TAC THEN MATCH_MP_TAC(TAUT `(p ==> q) /\ (p ==> r) ==> p ==> q /\ r`) THEN CONJ_TAC THEN REPEAT(MATCH_MP_TAC MONO_EXISTS THEN GEN_TAC) THEN REWRITE_TAC[CONJ_ACI] THEN DISCH_TAC THEN ASM_REWRITE_TAC[] THEN ASM SET_TAC[]; ALL_TAC] THEN REPEAT GEN_TAC THEN DISCH_THEN (X_CHOOSE_THEN `u:real` (X_CHOOSE_TAC `v:real`)) THEN REWRITE_TAC[NOT_EXISTS_THM] THEN REPEAT GEN_TAC THEN ASM_CASES_TAC `u = &0` THENL [ASM_REWRITE_TAC[VECTOR_ADD_LID; VECTOR_MUL_LZERO] THEN REPEAT_TCL DISJ_CASES_THEN ASSUME_TAC (REAL_ARITH `v = &0 \/ &0 < v \/ &0 < --v`) THENL [ASM_REWRITE_TAC[VECTOR_MUL_LZERO]; REWRITE_TAC[DOT_LMUL; REAL_ARITH `a * b <= &0 <=> &0 <= a * --b`] THEN ASM_SIMP_TAC[REAL_LE_MUL_EQ] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM; IN_INTER] THEN REAL_ARITH_TAC; REWRITE_TAC[DOT_LMUL; REAL_ARITH `a * b < &0 <=> &0 < --a * b`] THEN ASM_SIMP_TAC[REAL_LT_MUL_EQ] THEN REAL_ARITH_TAC]; ALL_TAC] THEN ASM_CASES_TAC `v = &0` THENL [ASM_REWRITE_TAC[VECTOR_ADD_RID; VECTOR_MUL_LZERO] THEN REPEAT_TCL DISJ_CASES_THEN ASSUME_TAC (REAL_ARITH `u = &0 \/ &0 < u \/ &0 < --u`) THENL [ASM_REWRITE_TAC[VECTOR_MUL_LZERO]; REWRITE_TAC[DOT_LMUL; REAL_ARITH `a * b <= &0 <=> &0 <= a * --b`] THEN ASM_SIMP_TAC[REAL_LE_MUL_EQ] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM; IN_INTER] THEN REAL_ARITH_TAC; REWRITE_TAC[DOT_LMUL; REAL_ARITH `a * b < &0 <=> &0 < --a * b`] THEN ASM_SIMP_TAC[REAL_LT_MUL_EQ] THEN REAL_ARITH_TAC]; ALL_TAC] THEN STRIP_TAC THEN SUBGOAL_THEN `&0 < u /\ &0 < v \/ &0 < u /\ &0 < --v \/ &0 < --u /\ &0 < v \/ &0 < --u /\ &0 < --v` STRIP_ASSUME_TAC THENL [ASM_REAL_ARITH_TAC; UNDISCH_TAC `~({x | a2 dot x <= &0} INTER {x | a3 dot x <= &0} SUBSET {x:real^N | a1 dot x <= &0})` THEN ASM_REWRITE_TAC[SUBSET; IN_INTER; IN_ELIM_THM] THEN REWRITE_TAC[DOT_LADD; DOT_LMUL] THEN REWRITE_TAC[REAL_ARITH `x <= &0 <=> &0 <= --x`] THEN REWRITE_TAC[REAL_NEG_ADD; GSYM REAL_MUL_RNEG] THEN ASM_SIMP_TAC[REAL_LE_MUL; REAL_LE_ADD; REAL_LT_IMP_LE]; UNDISCH_TAC `~({x | a1 dot x <= &0} INTER {x | a3 dot x <= &0} SUBSET {x:real^N | a2 dot x <= &0})` THEN ASM_REWRITE_TAC[SUBSET; IN_INTER; IN_ELIM_THM] THEN GEN_TAC THEN REWRITE_TAC[DOT_LADD; DOT_LMUL] THEN MATCH_MP_TAC(REAL_ARITH `(&0 < u * a2 <=> &0 < a2) /\ (&0 < --v * a3 <=> &0 < a3) ==> u * a2 + v * a3 <= &0 /\ a3 <= &0 ==> a2 <= &0`) THEN ASM_SIMP_TAC[REAL_LT_MUL_EQ]; UNDISCH_TAC `~({x | a1 dot x <= &0} INTER {x | a2 dot x <= &0} SUBSET {x:real^N | a3 dot x <= &0})` THEN ASM_REWRITE_TAC[SUBSET; IN_INTER; IN_ELIM_THM] THEN GEN_TAC THEN REWRITE_TAC[DOT_LADD; DOT_LMUL] THEN MATCH_MP_TAC(REAL_ARITH `(&0 < --u * a2 <=> &0 < a2) /\ (&0 < v * a3 <=> &0 < a3) ==> u * a2 + v * a3 <= &0 /\ a2 <= &0 ==> a3 <= &0`) THEN ASM_SIMP_TAC[REAL_LT_MUL_EQ]; UNDISCH_TAC `(a1:real^N) dot w < &0` THEN ASM_REWRITE_TAC[DOT_LADD; DOT_LMUL] THEN MATCH_MP_TAC(REAL_ARITH `&0 < --u * --a /\ &0 < --v * --b ==> ~(u * a + v * b < &0)`) THEN CONJ_TAC THEN MATCH_MP_TAC REAL_LT_MUL THEN ASM_REAL_ARITH_TAC]);; (* ------------------------------------------------------------------------- *) (* Lower bounds on then number of 0 and n-1 dimensional faces. *) (* ------------------------------------------------------------------------- *)
let POLYTOPE_VERTEX_LOWER_BOUND = 
prove (`!p:real^N->bool. polytope p ==> aff_dim p + &1 <= &(CARD {v | v extreme_point_of p})`,
REPEAT STRIP_TAC THEN MATCH_MP_TAC INT_LE_TRANS THEN EXISTS_TAC `aff_dim(convex hull {v:real^N | v extreme_point_of p}) + &1` THEN CONJ_TAC THENL [ASM_SIMP_TAC[GSYM KREIN_MILMAN_MINKOWSKI; POLYTOPE_IMP_CONVEX; POLYTOPE_IMP_COMPACT; INT_LE_REFL]; REWRITE_TAC[AFF_DIM_CONVEX_HULL; GSYM INT_LE_SUB_LADD] THEN MATCH_MP_TAC AFF_DIM_LE_CARD THEN MATCH_MP_TAC FINITE_POLYHEDRON_EXTREME_POINTS THEN ASM_SIMP_TAC[POLYTOPE_IMP_POLYHEDRON]]);;
let POLYTOPE_FACET_LOWER_BOUND = 
prove (`!p:real^N->bool. polytope p /\ ~(aff_dim p = &0) ==> aff_dim p + &1 <= &(CARD {f | f facet_of p})`,
GEN_TAC THEN ASM_CASES_TAC `p:real^N->bool = {}` THEN ASM_SIMP_TAC[AFF_DIM_EMPTY; FACET_OF_EMPTY; EMPTY_GSPEC; CARD_CLAUSES] THEN CONV_TAC INT_REDUCE_CONV THEN STRIP_TAC THEN SUBGOAL_THEN `?n. {f:real^N->bool | f facet_of p} HAS_SIZE n /\ aff_dim p + &1 <= &n` (fun th -> MESON_TAC[th; HAS_SIZE]) THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN DISCH_THEN(X_CHOOSE_THEN `z:real^N` MP_TAC) THEN POP_ASSUM_LIST(MP_TAC o end_itlist CONJ o rev) THEN GEOM_ORIGIN_TAC `z:real^N` THEN REPEAT GEN_TAC THEN REPEAT STRIP_TAC THEN EXISTS_TAC `CARD {f:real^N->bool | f facet_of p}` THEN ASM_SIMP_TAC[FINITE_POLYTOPE_FACETS; HAS_SIZE] THEN UNDISCH_TAC `~(aff_dim(p:real^N->bool) = &0)` THEN ASM_SIMP_TAC[AFF_DIM_DIM_0; HULL_INC; INT_OF_NUM_ADD; INT_OF_NUM_LE] THEN REWRITE_TAC[INT_OF_NUM_EQ] THEN DISCH_TAC THEN MP_TAC(ISPEC `p:real^N->bool` POLYHEDRON_INTER_AFFINE_PARALLEL_MINIMAL) THEN ASM_SIMP_TAC[POLYTOPE_IMP_POLYHEDRON] THEN REWRITE_TAC[RIGHT_IMP_EXISTS_THM; SKOLEM_THM] THEN REWRITE_TAC[RIGHT_AND_EXISTS_THM; LEFT_AND_EXISTS_THM] THEN ASM_REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN MAP_EVERY X_GEN_TAC [`H:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] THEN ONCE_REWRITE_TAC[EQ_SYM_EQ] THEN REWRITE_TAC[VECTOR_ARITH `vec 0:real^N = v <=> v = vec 0`] THEN ASM_SIMP_TAC[AFFINE_HULL_EQ_SPAN; HULL_INC] THEN STRIP_TAC THEN MP_TAC(ISPECL [`p:real^N->bool`; `H:(real^N->bool)->bool`; `a:(real^N->bool)->real^N`; `b:(real^N->bool)->real`] FACET_OF_POLYHEDRON_EXPLICIT) THEN ASM_SIMP_TAC[AFFINE_HULL_EQ_SPAN; HULL_INC] THEN DISCH_THEN(K ALL_TAC) THEN SUBGOAL_THEN `!h:real^N->bool. h IN H ==> &0 <= b h` ASSUME_TAC THENL [UNDISCH_TAC `(vec 0:real^N) IN p` THEN EXPAND_TAC "p" THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN DISCH_THEN(MP_TAC o CONJUNCT2) THEN MATCH_MP_TAC MONO_FORALL THEN X_GEN_TAC `h:real^N->bool` THEN ASM_CASES_TAC `(h:real^N->bool) IN H` THEN ASM_REWRITE_TAC[] THEN FIRST_X_ASSUM(MP_TAC o SPEC `h:real^N->bool`) THEN ASM_REWRITE_TAC[] THEN DISCH_THEN(fun t -> GEN_REWRITE_TAC (LAND_CONV o RAND_CONV) [GSYM t]) THEN REWRITE_TAC[IN_ELIM_THM; DOT_RZERO]; ALL_TAC] THEN MATCH_MP_TAC LE_TRANS THEN EXISTS_TAC `(CARD(H:(real^N->bool)->bool))` THEN CONJ_TAC THENL [MATCH_MP_TAC(ARITH_RULE `~(h <= a) ==> a + 1 <= h`) THEN DISCH_TAC THEN ASM_CASES_TAC `H:(real^N->bool)->bool = {}` THENL [UNDISCH_THEN `H:(real^N->bool)->bool = {}` SUBST_ALL_TAC THEN RULE_ASSUM_TAC(REWRITE_RULE[INTERS_0; INTER_UNIV]) THEN UNDISCH_TAC `~(dim(p:real^N->bool) = 0)` THEN REWRITE_TAC[DIM_EQ_0] THEN EXPAND_TAC "p" THEN REWRITE_TAC[ASSUME `H:(real^N->bool)->bool = {}`; INTERS_0] THEN REWRITE_TAC[INTER_UNIV] THEN ASM_CASES_TAC `?n:real^N. n IN span p /\ ~(n = vec 0)` THENL [ALL_TAC; ASM SET_TAC[]] THEN FIRST_X_ASSUM(CHOOSE_THEN STRIP_ASSUME_TAC) THEN FIRST_ASSUM(MP_TAC o MATCH_MP POLYTOPE_IMP_BOUNDED) THEN REWRITE_TAC[BOUNDED_POS] THEN DISCH_THEN(X_CHOOSE_THEN `B:real` (CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN DISCH_THEN(MP_TAC o SPEC `(B + &1) / norm n % n:real^N`) THEN ANTS_TAC THENL [ASM_MESON_TAC[SPAN_MUL]; ALL_TAC] THEN REWRITE_TAC[NORM_MUL; REAL_ABS_DIV; REAL_ABS_NORM] THEN ASM_SIMP_TAC[REAL_DIV_RMUL; NORM_EQ_0] THEN REAL_ARITH_TAC; ALL_TAC] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM MEMBER_NOT_EMPTY]) THEN DISCH_THEN(X_CHOOSE_TAC `h:real^N->bool`) THEN SUBGOAL_THEN `span(IMAGE (a:(real^N->bool)->real^N) (H DELETE h)) PSUBSET span(p)` MP_TAC THENL [REWRITE_TAC[PSUBSET] THEN CONJ_TAC THENL [MATCH_MP_TAC SPAN_SUBSET_SUBSPACE THEN REWRITE_TAC[SUBSPACE_SPAN; SUBSET; FORALL_IN_IMAGE; IN_DELETE] THEN ASM_MESON_TAC[SPAN_ADD; SPAN_SUPERSET; VECTOR_ADD_LID]; DISCH_THEN(MP_TAC o AP_TERM `dim:(real^N->bool)->num`) THEN REWRITE_TAC[DIM_SPAN] THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP (ARITH_RULE `h <= p ==> h':num < h ==> ~(h' = p)`)) THEN MATCH_MP_TAC LET_TRANS THEN EXISTS_TAC `CARD(IMAGE (a:(real^N->bool)->real^N) (H DELETE h))` THEN ASM_SIMP_TAC[DIM_LE_CARD; FINITE_DELETE; FINITE_IMAGE] THEN MATCH_MP_TAC LET_TRANS THEN EXISTS_TAC `CARD(H DELETE (h:real^N->bool))` THEN ASM_SIMP_TAC[CARD_IMAGE_LE; FINITE_DELETE] THEN ASM_SIMP_TAC[CARD_DELETE; ARITH_RULE `n - 1 < n <=> ~(n = 0)`] THEN ASM_SIMP_TAC[CARD_EQ_0] THEN ASM SET_TAC[]]; DISCH_THEN(MP_TAC o MATCH_MP ORTHOGONAL_TO_SUBSPACE_EXISTS_GEN)] THEN REWRITE_TAC[NOT_EXISTS_THM] THEN X_GEN_TAC `n:real^N` THEN STRIP_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP POLYTOPE_IMP_BOUNDED) THEN REWRITE_TAC[BOUNDED_POS] THEN DISCH_THEN(X_CHOOSE_THEN `B:real` (CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN DISJ_CASES_TAC(REAL_ARITH `&0 <= (a:(real^N->bool)->real^N) h dot n \/ &0 <= --((a:(real^N->bool)->real^N) h dot n)`) THENL [DISCH_THEN(MP_TAC o SPEC `--(B + &1) / norm(n) % n:real^N`); DISCH_THEN(MP_TAC o SPEC `(B + &1) / norm(n) % n:real^N`)] THEN (ASM_SIMP_TAC[NORM_MUL; REAL_ABS_DIV; REAL_ABS_NORM; REAL_DIV_RMUL; NORM_EQ_0; REAL_ABS_NEG; REAL_ARITH `~(abs(B + &1) <= B)`] THEN EXPAND_TAC "p" THEN REWRITE_TAC[IN_INTER; IN_INTERS] THEN ASM_SIMP_TAC[SPAN_MUL] THEN X_GEN_TAC `k:real^N->bool` THEN DISCH_TAC THEN SUBGOAL_THEN `k = {x:real^N | a k dot x <= b k}` SUBST1_TAC THENL [ASM_SIMP_TAC[]; ALL_TAC] THEN ASM_CASES_TAC `k:real^N->bool = h` THEN ASM_REWRITE_TAC[IN_ELIM_THM; DOT_RMUL] THENL [ALL_TAC; MATCH_MP_TAC(REAL_ARITH `x = &0 /\ &0 <= y ==> x <= y`) THEN ASM_SIMP_TAC[REAL_ENTIRE] THEN DISJ2_TAC THEN FIRST_X_ASSUM(MP_TAC o SPEC `(a:(real^N->bool)->real^N) k`) THEN REWRITE_TAC[orthogonal; DOT_SYM] THEN DISCH_THEN MATCH_MP_TAC THEN MATCH_MP_TAC SPAN_SUPERSET THEN ASM SET_TAC[]]) THENL [MATCH_MP_TAC(REAL_ARITH `&0 <= --x * y /\ &0 <= z ==> x * y <= z`); MATCH_MP_TAC(REAL_ARITH `&0 <= x * --y /\ &0 <= z ==> x * y <= z`)] THEN ASM_SIMP_TAC[] THEN MATCH_MP_TAC REAL_LE_MUL THEN REWRITE_TAC[REAL_ARITH `--a / b:real = --(a / b)`; REAL_NEG_NEG] THEN ASM_SIMP_TAC[REAL_LE_RDIV_EQ; NORM_POS_LT] THEN ASM_REAL_ARITH_TAC; REWRITE_TAC[SET_RULE `{f | ?h. h IN s /\ f = g h} = IMAGE g s`] THEN MATCH_MP_TAC(ARITH_RULE `m:num = n ==> n <= m`) THEN MATCH_MP_TAC CARD_IMAGE_INJ THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC FACETS_OF_POLYHEDRON_EXPLICIT_DISTINCT THEN ASM_SIMP_TAC[AFFINE_HULL_EQ_SPAN; HULL_INC]]);;
(* ------------------------------------------------------------------------- *) (* The notion of n-simplex where n is an integer >= -1. *) (* ------------------------------------------------------------------------- *) parse_as_infix("simplex",(12,"right"));;
let simplex = new_definition
 `n simplex s <=> ?c. ~(affine_dependent c) /\
                      &(CARD c):int = n + &1 /\
                      s = convex hull c`;;
let SIMPLEX = 
prove (`n simplex s <=> ?c. FINITE c /\ ~(affine_dependent c) /\ &(CARD c):int = n + &1 /\ s = convex hull c`,
REWRITE_TAC[simplex] THEN MESON_TAC[AFFINE_INDEPENDENT_IMP_FINITE]);;
let CONVEX_SIMPLEX = 
prove (`!n s. n simplex s ==> convex s`,
REWRITE_TAC[simplex] THEN MESON_TAC[CONVEX_CONVEX_HULL]);;
let COMPACT_SIMPLEX = 
prove (`!n s. n simplex s ==> compact s`,
REWRITE_TAC[SIMPLEX] THEN MESON_TAC[FINITE_IMP_COMPACT; COMPACT_CONVEX_HULL]);;
let SIMPLEX_IMP_POLYTOPE = 
prove (`!n s. n simplex s ==> polytope s`,
REWRITE_TAC[simplex; polytope] THEN MESON_TAC[AFFINE_INDEPENDENT_IMP_FINITE]);;
let SIMPLEX_DIM_GE = 
prove (`!n s. n simplex s ==> -- &1 <= n`,
REWRITE_TAC[simplex] THEN INT_ARITH_TAC);;
let SIMPLEX_EMPTY = 
prove (`!n. n simplex {} <=> n = -- &1`,
GEN_TAC THEN REWRITE_TAC[SIMPLEX] THEN GEN_REWRITE_TAC (LAND_CONV o ONCE_DEPTH_CONV) [EQ_SYM_EQ] THEN REWRITE_TAC[CONVEX_HULL_EQ_EMPTY; CONJ_ASSOC] THEN ONCE_REWRITE_TAC[CONJ_SYM] THEN REWRITE_TAC[UNWIND_THM2] THEN REWRITE_TAC[FINITE_EMPTY; CARD_CLAUSES; AFFINE_INDEPENDENT_EMPTY] THEN INT_ARITH_TAC);;
let SIMPLEX_MINUS_1 = 
prove (`!s. (-- &1) simplex s <=> s = {}`,
GEN_TAC THEN REWRITE_TAC[SIMPLEX; INT_ADD_LINV; INT_OF_NUM_EQ] THEN ONCE_REWRITE_TAC[TAUT `a /\ b <=> ~(a ==> ~b)`] THEN SIMP_TAC[CARD_EQ_0] THEN REWRITE_TAC[NOT_IMP] THEN ONCE_REWRITE_TAC[TAUT `a /\ b /\ c /\ d <=> c /\ a /\ b /\ d`] THEN REWRITE_TAC[UNWIND_THM2; FINITE_EMPTY; AFFINE_INDEPENDENT_EMPTY] THEN REWRITE_TAC[CONVEX_HULL_EMPTY]);;
let AFF_DIM_SIMPLEX = 
prove (`!s n. n simplex s ==> aff_dim s = n`,
REWRITE_TAC[simplex; INT_ARITH `x:int = n + &1 <=> n = x - &1`] THEN REPEAT STRIP_TAC THEN ASM_SIMP_TAC[AFF_DIM_CONVEX_HULL; AFF_DIM_AFFINE_INDEPENDENT]);;
let SIMPLEX_EXTREME_POINTS = 
prove (`!n s:real^N->bool. n simplex s ==> FINITE {v | v extreme_point_of s} /\ ~(affine_dependent {v | v extreme_point_of s}) /\ &(CARD {v | v extreme_point_of s}) = n + &1 /\ s = convex hull {v | v extreme_point_of s}`,
REPEAT GEN_TAC THEN REWRITE_TAC[SIMPLEX; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `c:real^N->bool` THEN DISCH_THEN(STRIP_ASSUME_TAC o GSYM) THEN SUBGOAL_THEN `{v:real^N | v extreme_point_of s} = c` (fun th -> ASM_REWRITE_TAC[th]) THEN FIRST_X_ASSUM(SUBST1_TAC o SYM) THEN MATCH_MP_TAC(SET_RULE `s SUBSET t /\ ~(s PSUBSET t) ==> s = t`) THEN REWRITE_TAC[SUBSET; IN_ELIM_THM; EXTREME_POINT_OF_CONVEX_HULL] THEN ABBREV_TAC `c' = {v:real^N | v extreme_point_of (convex hull c)}` THEN DISCH_TAC THEN SUBGOAL_THEN `convex hull c:real^N->bool = convex hull c'` ASSUME_TAC THENL [EXPAND_TAC "c'" THEN MATCH_MP_TAC KREIN_MILMAN_MINKOWSKI THEN REWRITE_TAC[CONVEX_CONVEX_HULL] THEN MATCH_MP_TAC COMPACT_CONVEX_HULL THEN ASM_MESON_TAC[HAS_SIZE; FINITE_IMP_COMPACT]; FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [PSUBSET_MEMBER]) THEN DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC) THEN DISCH_THEN(X_CHOOSE_THEN `a:real^N` STRIP_ASSUME_TAC) THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [affine_dependent]) THEN REWRITE_TAC[] THEN EXISTS_TAC `a:real^N` THEN ASM_REWRITE_TAC[] THEN SUBGOAL_THEN `(a:real^N) IN convex hull c'` MP_TAC THENL [ASM_MESON_TAC[HULL_INC]; ALL_TAC] THEN DISCH_THEN(MP_TAC o MATCH_MP (REWRITE_RULE[SUBSET] CONVEX_HULL_SUBSET_AFFINE_HULL)) THEN SUBGOAL_THEN `c' SUBSET (c DELETE (a:real^N))` MP_TAC THENL [ASM SET_TAC[]; ASM_MESON_TAC[HULL_MONO; SUBSET]]]);;
let SIMPLEX_FACE_OF_SIMPLEX = 
prove (`!n s f:real^N->bool. n simplex s /\ f face_of s ==> ?m. m <= n /\ m simplex f`,
REPEAT STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [SIMPLEX]) THEN REWRITE_TAC[HAS_SIZE; LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `c:real^N->bool` THEN STRIP_TAC THEN FIRST_X_ASSUM SUBST_ALL_TAC THEN SUBGOAL_THEN `?c':real^N->bool. c' SUBSET c /\ f = convex hull c'` STRIP_ASSUME_TAC THENL [ASM_SIMP_TAC[FACE_OF_CONVEX_HULL_SUBSET; FINITE_IMP_COMPACT]; ALL_TAC] THEN EXISTS_TAC `&(CARD(c':real^N->bool)) - &1:int` THEN ASM_REWRITE_TAC[] THEN CONJ_TAC THENL [FIRST_X_ASSUM(MP_TAC o MATCH_MP (REWRITE_RULE[IMP_CONJ] CARD_SUBSET)) THEN ASM_REWRITE_TAC[GSYM INT_OF_NUM_LE] THEN INT_ARITH_TAC; REWRITE_TAC[simplex] THEN EXISTS_TAC `c':real^N->bool` THEN ASM_REWRITE_TAC[INT_ARITH `a - &1 + &1:int = a`] THEN ASM_MESON_TAC[AFFINE_DEPENDENT_MONO]]);;
let FACE_OF_SIMPLEX_SUBSET = 
prove (`!n s f:real^N->bool. n simplex s /\ f face_of s ==> ?c. c SUBSET {x | x extreme_point_of s} /\ f = convex hull c`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP SIMPLEX_EXTREME_POINTS) THEN ABBREV_TAC `c = {x:real^N | x extreme_point_of s}` THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 ASSUME_TAC MP_TAC)) THEN DISCH_THEN SUBST_ALL_TAC THEN RULE_ASSUM_TAC(REWRITE_RULE[HAS_SIZE]) THEN ASM_MESON_TAC[FACE_OF_CONVEX_HULL_SUBSET; FINITE_IMP_COMPACT]);;
let SUBSET_FACE_OF_SIMPLEX = 
prove (`!s n c:real^N->bool. n simplex s /\ c SUBSET {x | x extreme_point_of s} ==> (convex hull c) face_of s`,
REPEAT STRIP_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP SIMPLEX_EXTREME_POINTS) THEN REWRITE_TAC[HAS_SIZE] THEN REPEAT(DISCH_THEN(CONJUNCTS_THEN2 STRIP_ASSUME_TAC MP_TAC)) THEN DISCH_THEN SUBST1_TAC THEN MATCH_MP_TAC FACE_OF_CONVEX_HULLS THEN ASM_REWRITE_TAC[] THEN MATCH_MP_TAC(SET_RULE `!t. u SUBSET t /\ DISJOINT s t ==> DISJOINT s u`) THEN EXISTS_TAC `affine hull ({v:real^N | v extreme_point_of s} DIFF c)` THEN REWRITE_TAC[CONVEX_HULL_SUBSET_AFFINE_HULL] THEN MATCH_MP_TAC DISJOINT_AFFINE_HULL THEN EXISTS_TAC `{v:real^N | v extreme_point_of s}` THEN ASM_REWRITE_TAC[] THEN SET_TAC[]);;
let FACES_OF_SIMPLEX = 
prove (`!n s. n simplex s ==> {f | f face_of s} = {convex hull c | c SUBSET {v | v extreme_point_of s}}`,
REPEAT STRIP_TAC THEN GEN_REWRITE_TAC I [EXTENSION] THEN REWRITE_TAC[IN_ELIM_THM] THEN ASM_MESON_TAC[FACE_OF_SIMPLEX_SUBSET; SUBSET_FACE_OF_SIMPLEX]);;
let HAS_SIZE_FACES_OF_SIMPLEX = 
prove (`!n s:real^N->bool. n simplex s ==> {f | f face_of s} HAS_SIZE 2 EXP (num_of_int(n + &1))`,
REPEAT GEN_TAC THEN DISCH_TAC THEN FIRST_ASSUM(SUBST1_TAC o MATCH_MP FACES_OF_SIMPLEX) THEN FIRST_X_ASSUM(STRIP_ASSUME_TAC o GSYM o MATCH_MP SIMPLEX_EXTREME_POINTS) THEN ONCE_REWRITE_TAC[SIMPLE_IMAGE_GEN] THEN MATCH_MP_TAC HAS_SIZE_IMAGE_INJ THEN REWRITE_TAC[IN_ELIM_THM] THEN CONJ_TAC THENL [REWRITE_TAC[GSYM SUBSET_ANTISYM_EQ]; MATCH_MP_TAC HAS_SIZE_POWERSET THEN ASM_REWRITE_TAC[HAS_SIZE; NUM_OF_INT_OF_NUM]] THEN SUBGOAL_THEN `!a b. a SUBSET {v:real^N | v extreme_point_of s} /\ b SUBSET {v | v extreme_point_of s} /\ convex hull a SUBSET convex hull b ==> a SUBSET b` (fun th -> MESON_TAC[th]) THEN REPEAT STRIP_TAC THEN REWRITE_TAC[SUBSET] THEN X_GEN_TAC `x:real^N` THEN DISCH_TAC THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE RAND_CONV [affine_dependent]) THEN REWRITE_TAC[NOT_EXISTS_THM] THEN DISCH_THEN(MP_TAC o SPEC `x:real^N`) THEN ONCE_REWRITE_TAC[GSYM CONTRAPOS_THM] THEN DISCH_TAC THEN REWRITE_TAC[] THEN CONJ_TAC THENL [ASM SET_TAC[]; ALL_TAC] THEN MATCH_MP_TAC(SET_RULE `!s t u. x IN s /\ s SUBSET t /\ t SUBSET u /\ u SUBSET v ==> x IN v`) THEN MAP_EVERY EXISTS_TAC [`convex hull a:real^N->bool`; `convex hull b:real^N->bool`; `affine hull b:real^N->bool`] THEN ASM_SIMP_TAC[HULL_INC; CONVEX_HULL_SUBSET_AFFINE_HULL] THEN MATCH_MP_TAC HULL_MONO THEN ASM SET_TAC[]);;
let FINITE_FACES_OF_SIMPLEX = 
prove (`!n s. n simplex s ==> FINITE {f | f face_of s}`,
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP HAS_SIZE_FACES_OF_SIMPLEX) THEN SIMP_TAC[HAS_SIZE]);;
let CARD_FACES_OF_SIMPLEX = 
prove (`!n s. n simplex s ==> CARD {f | f face_of s} = 2 EXP (num_of_int(n + &1))`,
REPEAT GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP HAS_SIZE_FACES_OF_SIMPLEX) THEN SIMP_TAC[HAS_SIZE]);;
let CHOOSE_SIMPLEX = 
prove (`!n. --(&1) <= n /\ n <= &(dimindex(:N)) ==> ?s:real^N->bool. n simplex s`,
X_GEN_TAC `d:int` THEN REWRITE_TAC[INT_ARITH `--(&1):int <= n <=> n = --(&1) \/ &0 <= n`] THEN DISCH_THEN(CONJUNCTS_THEN2 DISJ_CASES_TAC MP_TAC) THENL [ASM_MESON_TAC[SIMPLEX_EMPTY]; ALL_TAC] THEN FIRST_X_ASSUM(MP_TAC o GEN_REWRITE_RULE I [GSYM INT_OF_NUM_EXISTS]) THEN DISCH_THEN(X_CHOOSE_THEN `n:num` SUBST1_TAC) THEN REWRITE_TAC[INT_OF_NUM_LE; GSYM DIM_UNIV] THEN DISCH_TAC THEN FIRST_ASSUM(MP_TAC o MATCH_MP CHOOSE_SUBSPACE_OF_SUBSPACE) THEN DISCH_THEN(X_CHOOSE_THEN `s:real^N->bool` STRIP_ASSUME_TAC) THEN MP_TAC(ISPEC `s:real^N->bool` BASIS_EXISTS) THEN ASM_REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `c:real^N->bool` THEN STRIP_TAC THEN EXISTS_TAC `convex hull ((vec 0:real^N) INSERT c)` THEN REWRITE_TAC[simplex] THEN EXISTS_TAC `(vec 0:real^N) INSERT c` THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP INDEPENDENT_NONZERO) THEN FIRST_ASSUM(ASSUME_TAC o MATCH_MP INDEPENDENT_IMP_FINITE) THEN ASM_SIMP_TAC[CARD_CLAUSES; GSYM INT_OF_NUM_SUC] THEN ASM_SIMP_TAC[INDEPENDENT_IMP_AFFINE_DEPENDENT_0] THEN ASM_MESON_TAC[HAS_SIZE]);;
let CHOOSE_POLYTOPE = 
prove (`!n. --(&1) <= n /\ n <= &(dimindex(:N)) ==> ?s:real^N->bool. polytope s /\ aff_dim s = n`,
(* ------------------------------------------------------------------------- *) (* Simplicial complexes and triangulations. *) (* ------------------------------------------------------------------------- *)
let simplicial_complex = new_definition
 `simplicial_complex c <=>
        FINITE c /\
        (!s. s IN c ==> ?n. n simplex s) /\
        (!f s. s IN c /\ f face_of s ==> f IN c) /\
        (!s s'. s IN c /\ s' IN c
                ==> (s INTER s') face_of s /\ (s INTER s') face_of s')`;;
let triangulation = new_definition
 `triangulation(tr:(real^N->bool)->bool) <=>
        FINITE tr /\
        (!t. t IN tr ==> ?n. n simplex t) /\
        (!t t'. t IN tr /\ t' IN tr
                ==> (t INTER t') face_of t /\ (t INTER t') face_of t')`;;
let SIMPLICIAL_COMPLEX_IMP_TRIANGULATION = 
prove (`!tr. simplicial_complex tr ==> triangulation tr`,
REWRITE_TAC[triangulation; simplicial_complex] THEN MESON_TAC[]);;
let TRIANGULATION_UNION = 
prove (`!tr1 tr2. triangulation(tr1 UNION tr2) <=> triangulation tr1 /\ triangulation tr2 /\ (!s t. s IN tr1 /\ t IN tr2 ==> s INTER t face_of s /\ s INTER t face_of t)`,
REWRITE_TAC[triangulation; FINITE_UNION; IN_UNION] THEN MESON_TAC[INTER_COMM]);;
let TRIANGULATION_INTER_SIMPLEX = 
prove (`!tr t t':real^N->bool. triangulation tr /\ t IN tr /\ t' IN tr ==> t INTER t' = convex hull ({x | x extreme_point_of t} INTER {x | x extreme_point_of t'})`,
REWRITE_TAC[triangulation] THEN REPEAT STRIP_TAC THEN FIRST_X_ASSUM(MP_TAC o SPECL [`t:real^N->bool`; `t':real^N->bool`]) THEN ASM_REWRITE_TAC[] THEN STRIP_TAC THEN FIRST_X_ASSUM(fun th -> MAP_EVERY (MP_TAC o C SPEC th) [`t:real^N->bool`; `t':real^N->bool`]) THEN ASM_REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN X_GEN_TAC `m:int` THEN DISCH_TAC THEN X_GEN_TAC `n:int` THEN DISCH_TAC THEN MP_TAC(ISPECL [`m:int`; `t':real^N->bool`; `t INTER t':real^N->bool`] FACE_OF_SIMPLEX_SUBSET) THEN MP_TAC(ISPECL [`n:int`; `t:real^N->bool`; `t INTER t':real^N->bool`] FACE_OF_SIMPLEX_SUBSET) THEN ASM_SIMP_TAC[] THEN DISCH_THEN(X_CHOOSE_THEN `d:real^N->bool` (STRIP_ASSUME_TAC o GSYM)) THEN DISCH_THEN(X_CHOOSE_THEN `d':real^N->bool` (STRIP_ASSUME_TAC o GSYM)) THEN MATCH_MP_TAC SUBSET_ANTISYM THEN CONJ_TAC THENL [ALL_TAC; MATCH_MP_TAC HULL_MINIMAL THEN CONJ_TAC THENL [ALL_TAC; ASM_MESON_TAC[CONVEX_INTER; CONVEX_SIMPLEX]] THEN SIMP_TAC[SUBSET; IN_INTER; IN_ELIM_THM; extreme_point_of]] THEN MATCH_MP_TAC SUBSET_TRANS THEN EXISTS_TAC `convex hull {x:real^N | x extreme_point_of (t INTER t')}` THEN CONJ_TAC THENL [MATCH_MP_TAC(SET_RULE `s = t ==> s SUBSET t`) THEN MATCH_MP_TAC KREIN_MILMAN_MINKOWSKI THEN ASM_MESON_TAC[COMPACT_INTER; CONVEX_INTER; COMPACT_SIMPLEX; CONVEX_SIMPLEX]; MATCH_MP_TAC HULL_MONO THEN REWRITE_TAC[SUBSET_INTER] THEN CONJ_TAC THENL [SUBST1_TAC(SYM(ASSUME `convex hull d:real^N->bool = t INTER t'`)); SUBST1_TAC(SYM(ASSUME `convex hull d':real^N->bool = t INTER t'`))] THEN REWRITE_TAC[SUBSET; IN_ELIM_THM] THEN GEN_TAC THEN DISCH_THEN(MP_TAC o MATCH_MP EXTREME_POINT_OF_CONVEX_HULL) THEN ASM SET_TAC[]]);;
let TRIANGULATION_SIMPLICIAL_COMPLEX = 
prove (`!tr. triangulation tr ==> simplicial_complex {f:real^N->bool | ?t. t IN tr /\ f face_of t}`,
let lemma = prove
   (`{f | ?t. t IN tr /\ P f t} = UNIONS (IMAGE (\t. {f | P f t}) tr)`,
    GEN_REWRITE_TAC I [EXTENSION] THEN
    REWRITE_TAC[IN_ELIM_THM; IN_UNIONS; IN_IMAGE; LEFT_AND_EXISTS_THM] THEN
    ONCE_REWRITE_TAC[SWAP_EXISTS_THM] THEN
    REWRITE_TAC[GSYM CONJ_ASSOC; UNWIND_THM2; IN_ELIM_THM]) in
  REWRITE_TAC[triangulation; simplicial_complex] THEN
  REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM; FORALL_IN_GSPEC] THEN
  REWRITE_TAC[IN_ELIM_THM] THEN GEN_TAC THEN
  REWRITE_TAC[LEFT_IMP_EXISTS_THM] THEN
  REWRITE_TAC[RIGHT_IMP_FORALL_THM; IMP_IMP] THEN STRIP_TAC THEN
  REPEAT CONJ_TAC THENL
   [REWRITE_TAC[lemma] THEN ASM_SIMP_TAC[FINITE_UNIONS; FINITE_IMAGE] THEN
    ASM_REWRITE_TAC[FORALL_IN_IMAGE] THEN
    ASM_MESON_TAC[FINITE_FACES_OF_SIMPLEX];
    ASM_MESON_TAC[SIMPLEX_FACE_OF_SIMPLEX];
    ASM_MESON_TAC[FACE_OF_TRANS];
    ASM_MESON_TAC[FACE_OF_INTER_SUBFACE]]);;
(* ------------------------------------------------------------------------- *) (* Subdividing a cell complex (not necessarily simplicial). *) (* ------------------------------------------------------------------------- *)
let CELL_COMPLEX_SUBDIVISION_EXISTS = 
prove (`!m:(real^N->bool)->bool d e. &0 < e /\ FINITE m /\ (!c. c IN m ==> polytope c) /\ (!c. c IN m ==> aff_dim c <= d) /\ (!c1 c2. c1 IN m /\ c2 IN m ==> c1 INTER c2 face_of c1 /\ c1 INTER c2 face_of c2) ==> ?m'. (!c. c IN m' ==> diameter c < e) /\ UNIONS m' = UNIONS m /\ FINITE m' /\ (!c. c IN m' ==> polytope c) /\ (!c. c IN m' ==> aff_dim c <= d) /\ (!c1 c2. c1 IN m' /\ c2 IN m' ==> c1 INTER c2 face_of c1 /\ c1 INTER c2 face_of c2)`,
let lemma1 = prove
   (`a < abs(x - y)
     ==> &0 < a
         ==> ?n. integer n /\ (x < n * a /\ n * a < y \/
                               y <  n * a /\ n * a < x)`,
    REPEAT STRIP_TAC THEN
    ASM_SIMP_TAC[GSYM REAL_LT_LDIV_EQ; GSYM REAL_LT_RDIV_EQ] THEN
    MATCH_MP_TAC INTEGER_EXISTS_BETWEEN_ABS_LT THEN
    REWRITE_TAC[real_div; GSYM REAL_SUB_RDISTRIB; REAL_ABS_MUL] THEN
    ASM_SIMP_TAC[REAL_ABS_INV; REAL_ARITH `&0 < x ==> abs x = x`] THEN
    ASM_SIMP_TAC[GSYM real_div; REAL_LT_RDIV_EQ;
                 REAL_MUL_LID; REAL_LT_IMP_LE])
  and lemma2 = prove
   (`!m:(real^N->bool)->bool d.
        FINITE m /\
        (!c. c IN m ==> polytope c) /\
        (!c. c IN m ==> aff_dim c <= d) /\
        (!c1 c2. c1 IN m /\ c2 IN m
                 ==> c1 INTER c2 face_of c1 /\ c1 INTER c2 face_of c2)
        ==> !i. FINITE i
                ==> ?m'. UNIONS m' = UNIONS m /\
                         FINITE m' /\
                         (!c. c IN m' ==> polytope c) /\
                         (!c. c IN m' ==> aff_dim c <= d) /\
                         (!c1 c2. c1 IN m' /\ c2 IN m'
                                  ==> c1 INTER c2 face_of c1 /\
                                      c1 INTER c2 face_of c2) /\
                         (!c x y. c IN m' /\ x IN c /\ y IN c
                                  ==> !a b. (a,b) IN i
                                            ==> a dot x <= b /\ a dot y <= b \/
                                                a dot x >= b /\ a dot y >= b)`,
    REPEAT GEN_TAC THEN STRIP_TAC THEN MATCH_MP_TAC FINITE_INDUCT_STRONG THEN
    REWRITE_TAC[NOT_IN_EMPTY; FORALL_PAIR_THM] THEN CONJ_TAC THENL
     [EXISTS_TAC `m:(real^N->bool)->bool` THEN ASM_REWRITE_TAC[]; ALL_TAC] THEN
    MAP_EVERY X_GEN_TAC [`a:real^N`; `b:real`; `i:(real^N#real)->bool`] THEN
    GEN_REWRITE_TAC I [IMP_CONJ] THEN
    DISCH_THEN(X_CHOOSE_THEN `n:(real^N->bool)->bool` MP_TAC) THEN
    DISCH_THEN(CONJUNCTS_THEN2 (SUBST1_TAC o SYM) MP_TAC) THEN
    POP_ASSUM_LIST(K ALL_TAC) THEN REPEAT STRIP_TAC THEN
    EXISTS_TAC `{c INTER {x:real^N | a dot x <= b} | c IN n} UNION
                {c INTER {x:real^N | a dot x >= b} | c IN n}` THEN
    REPEAT CONJ_TAC THENL
     [REWRITE_TAC[UNIONS_UNION; GSYM INTER_UNIONS; GSYM UNION_OVER_INTER] THEN
      MATCH_MP_TAC(SET_RULE `(!x. x IN s) ==> t INTER s = t`) THEN
      REWRITE_TAC[IN_UNION; IN_ELIM_THM] THEN REAL_ARITH_TAC;
      ASM_SIMP_TAC[FINITE_UNION; SIMPLE_IMAGE; FINITE_IMAGE];
      REWRITE_TAC[IN_UNION; IN_ELIM_THM] THEN REPEAT STRIP_TAC THEN
      ASM_SIMP_TAC[POLYTOPE_INTER_POLYHEDRON; POLYHEDRON_HALFSPACE_LE;
                   POLYHEDRON_HALFSPACE_GE];
      REWRITE_TAC[IN_UNION; IN_ELIM_THM] THEN REPEAT STRIP_TAC THEN
      ASM_MESON_TAC[INT_LE_TRANS; AFF_DIM_SUBSET; INTER_SUBSET];
      REWRITE_TAC[IN_UNION; IN_ELIM_THM] THEN REPEAT STRIP_TAC THEN
      ASM_REWRITE_TAC[] THEN
      ONCE_REWRITE_TAC[SET_RULE
      `(s INTER t) INTER (s' INTER t') = (s INTER s') INTER (t INTER t')`] THEN
      MATCH_MP_TAC FACE_OF_INTER_INTER THEN ASM_SIMP_TAC[] THEN
      SIMP_TAC[SET_RULE `s INTER s = s`; FACE_OF_REFL; CONVEX_HALFSPACE_LE;
               CONVEX_HALFSPACE_GE] THEN
      REWRITE_TAC[INTER; IN_ELIM_THM; HYPERPLANE_FACE_OF_HALFSPACE_LE;
                  HYPERPLANE_FACE_OF_HALFSPACE_GE;
                  REAL_ARITH `a <= b /\ a >= b <=> a = b`;
                  REAL_ARITH `a >= b /\ a <= b <=> a = b`];
      REWRITE_TAC[IMP_CONJ; RIGHT_FORALL_IMP_THM; IN_UNION; FORALL_AND_THM;
                  IN_INSERT;
                  TAUT `p \/ q ==> r <=> (p ==> r) /\ (q ==> r)`] THEN
      REWRITE_TAC[FORALL_IN_GSPEC; IN_INTER; IN_ELIM_THM; PAIR_EQ] THEN
      SIMP_TAC[] THEN ASM_MESON_TAC[]]) in
  REPEAT STRIP_TAC THEN
  SUBGOAL_THEN `bounded(UNIONS m:real^N->bool)` MP_TAC THENL
   [ASM_SIMP_TAC[BOUNDED_UNIONS; POLYTOPE_IMP_BOUNDED]; ALL_TAC] THEN
  REWRITE_TAC[BOUNDED_POS_LT; LEFT_IMP_EXISTS_THM] THEN
  X_GEN_TAC `B:real` THEN REWRITE_TAC[] THEN STRIP_TAC THEN
  MP_TAC(ISPECL [`--B / (e / &2 / &(dimindex(:N)))`;
                 `B / (e / &2 / &(dimindex(:N)))`] FINITE_INTSEG) THEN
  ASM_SIMP_TAC[REAL_LE_LDIV_EQ; REAL_LE_RDIV_EQ; REAL_HALF;
               REAL_LT_DIV; REAL_OF_NUM_LT; DIMINDEX_GE_1; LE_1] THEN
  REWRITE_TAC[REAL_BOUNDS_LE] THEN ABBREV_TAC
   `k = {i | integer i /\ abs(i * e / &2 / &(dimindex(:N))) <= B}` THEN
  DISCH_TAC THEN
  MP_TAC(ISPECL [`m:(real^N->bool)->bool`; `d:int`] lemma2) THEN
  ASM_REWRITE_TAC[] THEN DISCH_THEN(MP_TAC o SPEC
   `{ (basis i:real^N,j * e / &2 / &(dimindex(:N))) |
      i IN 1..dimindex(:N) /\ j IN k}`) THEN
  ASM_SIMP_TAC[FINITE_PRODUCT_DEPENDENT; FINITE_NUMSEG] THEN
  MATCH_MP_TAC MONO_EXISTS THEN X_GEN_TAC `n:(real^N->bool)->bool` THEN
  STRIP_TAC THEN ASM_REWRITE_TAC[] THEN
  X_GEN_TAC `c:real^N->bool` THEN DISCH_TAC THEN
  MATCH_MP_TAC(REAL_ARITH `&0 < e /\ x <= e / &2 ==> x < e`) THEN
  ASM_REWRITE_TAC[] THEN MATCH_MP_TAC DIAMETER_LE THEN
  CONJ_TAC THENL [ASM_REAL_ARITH_TAC; ALL_TAC] THEN
  MAP_EVERY X_GEN_TAC [`x:real^N`; `y:real^N`] THEN STRIP_TAC THEN
  W(MP_TAC o PART_MATCH lhand NORM_LE_L1 o lhand o snd) THEN
  MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ_ALT] REAL_LE_TRANS) THEN
  MATCH_MP_TAC SUM_BOUND_GEN THEN
  REWRITE_TAC[FINITE_NUMSEG; CARD_NUMSEG_1; NUMSEG_EMPTY] THEN
  REWRITE_TAC[NOT_LT; DIMINDEX_GE_1; IN_NUMSEG; VECTOR_SUB_COMPONENT] THEN
  X_GEN_TAC `i:num` THEN STRIP_TAC THEN REWRITE_TAC[GSYM REAL_NOT_LT] THEN
  DISCH_THEN(MP_TAC o MATCH_MP lemma1) THEN
  ASM_SIMP_TAC[REAL_HALF; REAL_LT_DIV;
               REAL_OF_NUM_LT; DIMINDEX_GE_1; LE_1] THEN
  DISCH_THEN(X_CHOOSE_THEN `j:real` (CONJUNCTS_THEN ASSUME_TAC)) THEN
  FIRST_X_ASSUM(MP_TAC o SPECL [`c:real^N->bool`; `x:real^N`; `y:real^N`]) THEN
  ASM_REWRITE_TAC[] THEN DISCH_THEN(MP_TAC o
    SPECL [`basis i:real^N`; `j * e / &2 / &(dimindex(:N))`]) THEN
  ASM_SIMP_TAC[DOT_BASIS; IN_ELIM_THM; NOT_IMP] THEN
  CONJ_TAC THENL [ALL_TAC; ASM_REAL_ARITH_TAC] THEN
  MAP_EVERY EXISTS_TAC [`i:num`; `j:real`] THEN ASM_REWRITE_TAC[IN_NUMSEG] THEN
  EXPAND_TAC "k" THEN ASM_REWRITE_TAC[IN_ELIM_THM] THEN
  FIRST_X_ASSUM DISJ_CASES_TAC THEN FIRST_X_ASSUM(MATCH_MP_TAC o MATCH_MP
   (REAL_ARITH `a < x /\ x < b
                ==> abs a <= c /\ abs b <= c ==> abs x <= c`)) THEN
  CONJ_TAC THEN
  W(MP_TAC o PART_MATCH (lhand o rand) COMPONENT_LE_NORM o lhand o snd) THEN
  ASM_REWRITE_TAC[] THEN
  MATCH_MP_TAC(REWRITE_RULE[IMP_CONJ_ALT] REAL_LE_TRANS) THEN
  MATCH_MP_TAC REAL_LT_IMP_LE THEN FIRST_X_ASSUM MATCH_MP_TAC THEN
  ASM SET_TAC[]);;