“…\end{equation*}$$By Lemma 5.3.4, we need only show that there exist coefficients
for each
so that
for all
. In general, the set of possible
satisfying this property is an
‐index transportation polytope (see, e.g., [
39, section 1]). As for
fixed we have
, which does not depend on
, this solution space is nonempty.…”