17 |
17 |
18 lemma linprog_dual_estimate: |
18 lemma linprog_dual_estimate: |
19 assumes |
19 assumes |
20 "A * x \<le> (b::'a::lattice_ring)" |
20 "A * x \<le> (b::'a::lattice_ring)" |
21 "0 \<le> y" |
21 "0 \<le> y" |
22 "abs (A - A') \<le> \<delta>_A" |
22 "\<bar>A - A'\<bar> \<le> \<delta>_A" |
23 "b \<le> b'" |
23 "b \<le> b'" |
24 "abs (c - c') \<le> \<delta>_c" |
24 "\<bar>c - c'\<bar> \<le> \<delta>_c" |
25 "abs x \<le> r" |
25 "\<bar>x\<bar> \<le> r" |
26 shows |
26 shows |
27 "c * x \<le> y * b' + (y * \<delta>_A + abs (y * A' - c') + \<delta>_c) * r" |
27 "c * x \<le> y * b' + (y * \<delta>_A + \<bar>y * A' - c'\<bar> + \<delta>_c) * r" |
28 proof - |
28 proof - |
29 from assms have 1: "y * b <= y * b'" by (simp add: mult_left_mono) |
29 from assms have 1: "y * b <= y * b'" by (simp add: mult_left_mono) |
30 from assms have 2: "y * (A * x) <= y * b" by (simp add: mult_left_mono) |
30 from assms have 2: "y * (A * x) <= y * b" by (simp add: mult_left_mono) |
31 have 3: "y * (A * x) = c * x + (y * (A - A') + (y * A' - c') + (c'-c)) * x" by (simp add: algebra_simps) |
31 have 3: "y * (A * x) = c * x + (y * (A - A') + (y * A' - c') + (c'-c)) * x" by (simp add: algebra_simps) |
32 from 1 2 3 have 4: "c * x + (y * (A - A') + (y * A' - c') + (c'-c)) * x <= y * b'" by simp |
32 from 1 2 3 have 4: "c * x + (y * (A - A') + (y * A' - c') + (c'-c)) * x <= y * b'" by simp |
33 have 5: "c * x <= y * b' + abs((y * (A - A') + (y * A' - c') + (c'-c)) * x)" |
33 have 5: "c * x <= y * b' + \<bar>(y * (A - A') + (y * A' - c') + (c'-c)) * x\<bar>" |
34 by (simp only: 4 estimate_by_abs) |
34 by (simp only: 4 estimate_by_abs) |
35 have 6: "abs((y * (A - A') + (y * A' - c') + (c'-c)) * x) <= abs (y * (A - A') + (y * A' - c') + (c'-c)) * abs x" |
35 have 6: "\<bar>(y * (A - A') + (y * A' - c') + (c'-c)) * x\<bar> <= \<bar>y * (A - A') + (y * A' - c') + (c'-c)\<bar> * \<bar>x\<bar>" |
36 by (simp add: abs_le_mult) |
36 by (simp add: abs_le_mult) |
37 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" |
37 have 7: "(\<bar>y * (A - A') + (y * A' - c') + (c'-c)\<bar>) * \<bar>x\<bar> <= (\<bar>y * (A-A') + (y*A'-c')\<bar> + \<bar>c' - c\<bar>) * \<bar>x\<bar>" |
38 by(rule abs_triangle_ineq [THEN mult_right_mono]) simp |
38 by(rule abs_triangle_ineq [THEN mult_right_mono]) simp |
39 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" |
39 have 8: "(\<bar>y * (A-A') + (y*A'-c')\<bar> + \<bar>c' - c\<bar>) * \<bar>x\<bar> <= (\<bar>y * (A-A')\<bar> + \<bar>y*A'-c'\<bar> + \<bar>c' - c\<bar>) * \<bar>x\<bar>" |
40 by (simp add: abs_triangle_ineq mult_right_mono) |
40 by (simp add: abs_triangle_ineq mult_right_mono) |
41 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" |
41 have 9: "(\<bar>y * (A-A')\<bar> + \<bar>y*A'-c'\<bar> + \<bar>c'-c\<bar>) * \<bar>x\<bar> <= (\<bar>y\<bar> * \<bar>A-A'\<bar> + \<bar>y*A'-c'\<bar> + \<bar>c'-c\<bar>) * \<bar>x\<bar>" |
42 by (simp add: abs_le_mult mult_right_mono) |
42 by (simp add: abs_le_mult mult_right_mono) |
43 have 10: "c'-c = -(c-c')" by (simp add: algebra_simps) |
43 have 10: "c'-c = -(c-c')" by (simp add: algebra_simps) |
44 have 11: "abs (c'-c) = abs (c-c')" |
44 have 11: "\<bar>c'-c\<bar> = \<bar>c-c'\<bar>" |
45 by (subst 10, subst abs_minus_cancel, simp) |
45 by (subst 10, subst abs_minus_cancel, simp) |
46 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" |
46 have 12: "(\<bar>y\<bar> * \<bar>A-A'\<bar> + \<bar>y*A'-c'\<bar> + \<bar>c'-c\<bar>) * \<bar>x\<bar> <= (\<bar>y\<bar> * \<bar>A-A'\<bar> + \<bar>y*A'-c'\<bar> + \<delta>_c) * \<bar>x\<bar>" |
47 by (simp add: 11 assms mult_right_mono) |
47 by (simp add: 11 assms mult_right_mono) |
48 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" |
48 have 13: "(\<bar>y\<bar> * \<bar>A-A'\<bar> + \<bar>y*A'-c'\<bar> + \<delta>_c) * \<bar>x\<bar> <= (\<bar>y\<bar> * \<delta>_A + \<bar>y*A'-c'\<bar> + \<delta>_c) * \<bar>x\<bar>" |
49 by (simp add: assms mult_right_mono mult_left_mono) |
49 by (simp add: assms mult_right_mono mult_left_mono) |
50 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" |
50 have r: "(\<bar>y\<bar> * \<delta>_A + \<bar>y*A'-c'\<bar> + \<delta>_c) * \<bar>x\<bar> <= (\<bar>y\<bar> * \<delta>_A + \<bar>y*A'-c'\<bar> + \<delta>_c) * r" |
51 apply (rule mult_left_mono) |
51 apply (rule mult_left_mono) |
52 apply (simp add: assms) |
52 apply (simp add: assms) |
53 apply (rule_tac add_mono[of "0::'a" _ "0", simplified])+ |
53 apply (rule_tac add_mono[of "0::'a" _ "0", simplified])+ |
54 apply (rule mult_left_mono[of "0" "\<delta>_A", simplified]) |
54 apply (rule mult_left_mono[of "0" "\<delta>_A", simplified]) |
55 apply (simp_all) |
55 apply (simp_all) |
56 apply (rule order_trans[where y="abs (A-A')"], simp_all add: assms) |
56 apply (rule order_trans[where y="\<bar>A-A'\<bar>"], simp_all add: assms) |
57 apply (rule order_trans[where y="abs (c-c')"], simp_all add: assms) |
57 apply (rule order_trans[where y="\<bar>c-c'\<bar>"], simp_all add: assms) |
58 done |
58 done |
59 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" |
59 from 6 7 8 9 12 13 r have 14: "\<bar>(y * (A - A') + (y * A' - c') + (c'-c)) * x\<bar> <= (\<bar>y\<bar> * \<delta>_A + \<bar>y*A'-c'\<bar> + \<delta>_c) * r" |
60 by (simp) |
60 by (simp) |
61 show ?thesis |
61 show ?thesis |
62 apply (rule le_add_right_mono[of _ _ "abs((y * (A - A') + (y * A' - c') + (c'-c)) * x)"]) |
62 apply (rule le_add_right_mono[of _ _ "\<bar>(y * (A - A') + (y * A' - c') + (c'-c)) * x\<bar>"]) |
63 apply (simp_all only: 5 14[simplified abs_of_nonneg[of y, simplified assms]]) |
63 apply (simp_all only: 5 14[simplified abs_of_nonneg[of y, simplified assms]]) |
64 done |
64 done |
65 qed |
65 qed |
66 |
66 |
67 lemma le_ge_imp_abs_diff_1: |
67 lemma le_ge_imp_abs_diff_1: |
68 assumes |
68 assumes |
69 "A1 <= (A::'a::lattice_ring)" |
69 "A1 <= (A::'a::lattice_ring)" |
70 "A <= A2" |
70 "A <= A2" |
71 shows "abs (A-A1) <= A2-A1" |
71 shows "\<bar>A-A1\<bar> <= A2-A1" |
72 proof - |
72 proof - |
73 have "0 <= A - A1" |
73 have "0 <= A - A1" |
74 proof - |
74 proof - |
75 from assms add_right_mono [of A1 A "- A1"] show ?thesis by simp |
75 from assms add_right_mono [of A1 A "- A1"] show ?thesis by simp |
76 qed |
76 qed |
77 then have "abs (A-A1) = A-A1" by (rule abs_of_nonneg) |
77 then have "\<bar>A-A1\<bar> = A-A1" by (rule abs_of_nonneg) |
78 with assms show "abs (A-A1) <= (A2-A1)" by simp |
78 with assms show "\<bar>A-A1\<bar> <= (A2-A1)" by simp |
79 qed |
79 qed |
80 |
80 |
81 lemma mult_le_prts: |
81 lemma mult_le_prts: |
82 assumes |
82 assumes |
83 "a1 <= (a::'a::lattice_ring)" |
83 "a1 <= (a::'a::lattice_ring)" |