import Mathlib namespace OAI namespace LargeIndependentSets open scoped BigOperators theorem rational_simplex_approximation {J : Type*} [Fintype J] [Nonempty J] (q : J → ℝ) (hq : (∀ coordinate, 0 ≤ q coordinate) ∧ ∑ coordinate, q coordinate = 1) (ε : ℝ) (hε : 0 < ε) : ∃ p : J → ℚ, ((∀ coordinate, 0 ≤ p coordinate) ∧ ∑ coordinate, p coordinate = 1) ∧ ∀ b : J → ℝ, (∀ j, 0 ≤ b j ∧ b j ≤ 1) → ∑ j, (p j : ℝ) * b j ≤ ∑ j, q j * b j + ε := by classical let t := ε / ((Fintype.card J : ℝ) + 1) have ht : 0 < t := by dsimp [t]; positivity have ha (j : J) : ∃ a : ℚ, 0 ≤ a ∧ (a : ℝ) ≤ q j ∧ q j - a < t := by by_cases hz : q j = 0 · exact ⟨0, le_rfl, by simp [hz], by simpa [hz] using ht⟩ · have hp : 0 < q j := lt_of_le_of_ne (hq.1 j) (Ne.symm hz) obtain ⟨a, hal, har⟩ := exists_rat_btwn (show max 0 (q j - t) < q j from max_lt hp (sub_lt_self _ ht)) refine ⟨a, ?_, har.le, ?_⟩ · exact_mod_cast (le_max_left 0 (q j - t)).trans hal.le · have h := (le_max_right 0 (q j - t)).trans_lt hal linarith choose a ha0 haq hae using ha have hsum : ∑ j, (a j : ℝ) ≤ 1 := (Finset.sum_le_sum (fun j _ => haq j)).trans_eq hq.2 have hsumQ : ∑ j, a j ≤ 1 := by exact_mod_cast hsum let i₀ : J := Classical.arbitrary J let p : J → ℚ := fun j => a j + if j = i₀ then 1 - ∑ i, a i else 0 have hp : (∀ coordinate, 0 ≤ p coordinate) ∧ ∑ coordinate, p coordinate = 1 := by constructor · intro j apply add_nonneg (ha0 j) split_ifs <;> linarith · simp [p, Finset.sum_add_distrib] have hdef : 1 - ∑ j, (a j : ℝ) < ε := by have he := Finset.sum_le_sum (s := Finset.univ) (fun j _ => (hae j).le) rw [Finset.sum_sub_distrib, hq.2, Finset.sum_const, Finset.card_univ, nsmul_eq_mul] at he have hden : (0 : ℝ) < (Fintype.card J : ℝ) + 1 := by positivity have hid : t * ((Fintype.card J : ℝ) + 1) = ε := by exact div_mul_cancel₀ ε (ne_of_gt hden) have hlt : (Fintype.card J : ℝ) * t < ε := by nlinarith exact he.trans_lt hlt refine ⟨p, hp, ?_⟩ intro b hb have hmain : ∑ j, (a j : ℝ) * b j ≤ ∑ j, q j * b j := Finset.sum_le_sum (fun j _ => mul_le_mul_of_nonneg_right (haq j) (hb j).1) have hformula : ∑ j, (p j : ℝ) * b j = (∑ j, (a j : ℝ) * b j) + (1 - ∑ j, (a j : ℝ)) * b i₀ := by have he (j : J) : (p j : ℝ) * b j = (a j : ℝ) * b j + if j = i₀ then (1 - ∑ i, (a i : ℝ)) * b i₀ else 0 := by by_cases h : j = i₀ · subst j; simp only [p, ite_true, Rat.cast_add, Rat.cast_sub, Rat.cast_one, Rat.cast_sum]; ring · simp [p, h] simp_rw [he] rw [Finset.sum_add_distrib] simp rw [hformula] have hextra := mul_le_mul_of_nonneg_left (hb i₀).2 (sub_nonneg.mpr hsum) simp only [mul_one] at hextra linarith end LargeIndependentSets end OAI