author | wenzelm |
Fri, 13 Apr 2012 14:00:26 +0200 | |
changeset 47455 | 26315a545e26 |
parent 46988 | 9f492f5b0cec |
child 50252 | 4aa34bd43228 |
permissions | -rw-r--r-- |
47455 | 1 |
(* Title: HOL/Matrix_LP/LP.thy |
19453 | 2 |
Author: Steven Obua |
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*) |
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theory LP |
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explicit file specifications -- avoid secondary load path;
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imports Main "~~/src/HOL/Library/Lattice_Algebras" |
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begin |
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lemma le_add_right_mono: |
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assumes |
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"a <= b + (c::'a::ordered_ab_group_add)" |
314a88278715
discontinued pretending that abel_cancel is logic-independent; cleaned up junk
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parents:
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"c <= d" |
314a88278715
discontinued pretending that abel_cancel is logic-independent; cleaned up junk
haftmann
parents:
35032
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shows "a <= b + d" |
314a88278715
discontinued pretending that abel_cancel is logic-independent; cleaned up junk
haftmann
parents:
35032
diff
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apply (rule_tac order_trans[where y = "b+c"]) |
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apply (simp_all add: assms) |
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done |
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parents:
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lemma linprog_dual_estimate: |
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assumes |
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"A * x \<le> (b::'a::lattice_ring)" |
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"0 \<le> y" |
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"abs (A - A') \<le> \<delta>A" |
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"b \<le> b'" |
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"abs (c - c') \<le> \<delta>c" |
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"abs x \<le> r" |
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shows |
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"c * x \<le> y * b' + (y * \<delta>A + abs (y * A' - c') + \<delta>c) * r" |
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proof - |
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from assms have 1: "y * b <= y * b'" by (simp add: mult_left_mono) |
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from assms have 2: "y * (A * x) <= y * b" by (simp add: mult_left_mono) |
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have 3: "y * (A * x) = c * x + (y * (A - A') + (y * A' - c') + (c'-c)) * x" by (simp add: algebra_simps) |
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from 1 2 3 have 4: "c * x + (y * (A - A') + (y * A' - c') + (c'-c)) * x <= y * b'" by simp |
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have 5: "c * x <= y * b' + abs((y * (A - A') + (y * A' - c') + (c'-c)) * x)" |
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by (simp only: 4 estimate_by_abs) |
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have 6: "abs((y * (A - A') + (y * A' - c') + (c'-c)) * x) <= abs (y * (A - A') + (y * A' - c') + (c'-c)) * abs x" |
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by (simp add: abs_le_mult) |
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have 7: "(abs (y * (A - A') + (y * A' - c') + (c'-c))) * abs x <= (abs (y * (A-A') + (y*A'-c')) + abs(c'-c)) * abs x" |
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by(rule abs_triangle_ineq [THEN mult_right_mono]) simp |
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have 8: " (abs (y * (A-A') + (y*A'-c')) + abs(c'-c)) * abs x <= (abs (y * (A-A')) + abs (y*A'-c') + abs(c'-c)) * abs x" |
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by (simp add: abs_triangle_ineq mult_right_mono) |
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have 9: "(abs (y * (A-A')) + abs (y*A'-c') + abs(c'-c)) * abs x <= (abs y * abs (A-A') + abs (y*A'-c') + abs (c'-c)) * abs x" |
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by (simp add: abs_le_mult mult_right_mono) |
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have 10: "c'-c = -(c-c')" by (simp add: algebra_simps) |
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have 11: "abs (c'-c) = abs (c-c')" |
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by (subst 10, subst abs_minus_cancel, simp) |
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have 12: "(abs y * abs (A-A') + abs (y*A'-c') + abs (c'-c)) * abs x <= (abs y * abs (A-A') + abs (y*A'-c') + \<delta>c) * abs x" |
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by (simp add: 11 assms mult_right_mono) |
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have 13: "(abs y * abs (A-A') + abs (y*A'-c') + \<delta>c) * abs x <= (abs y * \<delta>A + abs (y*A'-c') + \<delta>c) * abs x" |
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by (simp add: assms mult_right_mono mult_left_mono) |
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have r: "(abs y * \<delta>A + abs (y*A'-c') + \<delta>c) * abs x <= (abs y * \<delta>A + abs (y*A'-c') + \<delta>c) * r" |
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apply (rule mult_left_mono) |
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apply (simp add: assms) |
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apply (rule_tac add_mono[of "0::'a" _ "0", simplified])+ |
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apply (rule mult_left_mono[of "0" "\<delta>A", simplified]) |
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apply (simp_all) |
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apply (rule order_trans[where y="abs (A-A')"], simp_all add: assms) |
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apply (rule order_trans[where y="abs (c-c')"], simp_all add: assms) |
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done |
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from 6 7 8 9 12 13 r have 14:" abs((y * (A - A') + (y * A' - c') + (c'-c)) * x) <=(abs y * \<delta>A + abs (y*A'-c') + \<delta>c) * r" |
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by (simp) |
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37884
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haftmann
parents:
35032
diff
changeset
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show ?thesis |
314a88278715
discontinued pretending that abel_cancel is logic-independent; cleaned up junk
haftmann
parents:
35032
diff
changeset
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apply (rule le_add_right_mono[of _ _ "abs((y * (A - A') + (y * A' - c') + (c'-c)) * x)"]) |
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apply (simp_all only: 5 14[simplified abs_of_nonneg[of y, simplified assms]]) |
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done |
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qed |
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lemma le_ge_imp_abs_diff_1: |
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assumes |
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35028
108662d50512
more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents:
32491
diff
changeset
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"A1 <= (A::'a::lattice_ring)" |
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"A <= A2" |
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shows "abs (A-A1) <= A2-A1" |
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proof - |
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have "0 <= A - A1" |
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proof - |
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have 1: "A - A1 = A + (- A1)" by simp |
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show ?thesis by (simp only: 1 add_right_mono[of A1 A "-A1", simplified, simplified assms]) |
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qed |
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then have "abs (A-A1) = A-A1" by (rule abs_of_nonneg) |
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with assms show "abs (A-A1) <= (A2-A1)" by simp |
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qed |
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lemma mult_le_prts: |
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assumes |
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35028
108662d50512
more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents:
32491
diff
changeset
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"a1 <= (a::'a::lattice_ring)" |
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"a <= a2" |
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"b1 <= b" |
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"b <= b2" |
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shows |
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"a * b <= pprt a2 * pprt b2 + pprt a1 * nprt b2 + nprt a2 * pprt b1 + nprt a1 * nprt b1" |
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proof - |
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have "a * b = (pprt a + nprt a) * (pprt b + nprt b)" |
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apply (subst prts[symmetric])+ |
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apply simp |
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done |
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then have "a * b = pprt a * pprt b + pprt a * nprt b + nprt a * pprt b + nprt a * nprt b" |
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by (simp add: algebra_simps) |
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moreover have "pprt a * pprt b <= pprt a2 * pprt b2" |
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by (simp_all add: assms mult_mono) |
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moreover have "pprt a * nprt b <= pprt a1 * nprt b2" |
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proof - |
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have "pprt a * nprt b <= pprt a * nprt b2" |
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by (simp add: mult_left_mono assms) |
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moreover have "pprt a * nprt b2 <= pprt a1 * nprt b2" |
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by (simp add: mult_right_mono_neg assms) |
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ultimately show ?thesis |
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by simp |
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qed |
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moreover have "nprt a * pprt b <= nprt a2 * pprt b1" |
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proof - |
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have "nprt a * pprt b <= nprt a2 * pprt b" |
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by (simp add: mult_right_mono assms) |
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moreover have "nprt a2 * pprt b <= nprt a2 * pprt b1" |
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by (simp add: mult_left_mono_neg assms) |
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ultimately show ?thesis |
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by simp |
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qed |
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moreover have "nprt a * nprt b <= nprt a1 * nprt b1" |
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proof - |
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have "nprt a * nprt b <= nprt a * nprt b1" |
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by (simp add: mult_left_mono_neg assms) |
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moreover have "nprt a * nprt b1 <= nprt a1 * nprt b1" |
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by (simp add: mult_right_mono_neg assms) |
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ultimately show ?thesis |
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by simp |
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qed |
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ultimately show ?thesis |
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by - (rule add_mono | simp)+ |
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qed |
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lemma mult_le_dual_prts: |
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assumes |
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35028
108662d50512
more consistent naming of type classes involving orderings (and lattices) -- c.f. NEWS
haftmann
parents:
32491
diff
changeset
|
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"A * x \<le> (b::'a::lattice_ring)" |
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"0 \<le> y" |
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"A1 \<le> A" |
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"A \<le> A2" |
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"c1 \<le> c" |
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"c \<le> c2" |
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"r1 \<le> x" |
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"x \<le> r2" |
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shows |
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"c * x \<le> y * b + (let s1 = c1 - y * A2; s2 = c2 - y * A1 in pprt s2 * pprt r2 + pprt s1 * nprt r2 + nprt s2 * pprt r1 + nprt s1 * nprt r1)" |
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(is "_ <= _ + ?C") |
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proof - |
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from assms have "y * (A * x) <= y * b" by (simp add: mult_left_mono) |
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moreover have "y * (A * x) = c * x + (y * A - c) * x" by (simp add: algebra_simps) |
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ultimately have "c * x + (y * A - c) * x <= y * b" by simp |
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then have "c * x <= y * b - (y * A - c) * x" by (simp add: le_diff_eq) |
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then have cx: "c * x <= y * b + (c - y * A) * x" by (simp add: algebra_simps) |
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have s2: "c - y * A <= c2 - y * A1" |
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by (simp add: diff_minus assms add_mono mult_left_mono) |
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have s1: "c1 - y * A2 <= c - y * A" |
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by (simp add: diff_minus assms add_mono mult_left_mono) |
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have prts: "(c - y * A) * x <= ?C" |
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apply (simp add: Let_def) |
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apply (rule mult_le_prts) |
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apply (simp_all add: assms s1 s2) |
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done |
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then have "y * b + (c - y * A) * x <= y * b + ?C" |
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by simp |
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with cx show ?thesis |
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by(simp only:) |
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qed |
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end |