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.