leanprover-community/mathlib4

The Shapley-Folkman lemma

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#14,427 opened on Jul 4, 2024

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good first issuet-analysis

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Description

The Shapley-Folkman lemma is a convex analysis result standard in the economics literature. In contrast, it is basically unheard of in mathematics.

The proof is elementary, and very similar to the proofs of Carathéodory's and Radon's theorems, which should serve as inspiration.

This issue existed in mathlib3 as https://github.com/leanprover-community/mathlib/issues/18135.

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