/-- Induction step in M. Riesz extension theorem. Given a convex cone `s` in a vector space `E`,
a partially defined linear map `f : f.domain → ℝ`, assume that `f` is nonnegative on `f.domain ∩ p`
and `p + s = E`. If `f` is not defined on the whole `E`, then we can extend it to a larger
submodule without breaking the non-negativity condition. -/
theorem step (nonneg : ∀ x : f.domain, (x : E) ∈ s → 0 ≤ f x)
    (dense : ∀ y, ∃ x : f.domain, (x : E) + y ∈ s) (hdom : f.domain ≠ ⊤) :
    ∃ g, f < g ∧ ∀ x : g.domain, (x : E) ∈ s → 0 ≤ g x := by
  obtain ⟨y, -, hy⟩ : ∃ y ∈ ⊤, y ∉ f.domain :=
    @SetLike.exists_of_lt (Submodule ℝ E) _ _ _ _ (lt_top_iff_ne_top.2 hdom)
  obtain ⟨c, le_c, c_le⟩ :
      ∃ c, (∀ x : f.domain, -(x : E) - y ∈ s → f x ≤ c) ∧
        ∀ x : f.domain, (x : E) + y ∈ s → c ≤ f x := by
    set Sp := f '' { x : f.domain | (x : E) + y ∈ s }
    set Sn := f '' { x : f.domain | -(x : E) - y ∈ s }
    suffices (upperBounds Sn ∩ lowerBounds Sp).Nonempty by
      simpa only [Set.Nonempty, upperBounds, lowerBounds, ball_image_iff] using this
    refine' exists_between_of_forall_le (Nonempty.image f _) (Nonempty.image f (dense y)) _
    · rcases dense (-y) with ⟨x, hx⟩
      rw [← neg_neg x, AddSubgroupClass.coe_neg, ← sub_eq_add_neg] at hx
      exact ⟨_, hx⟩
    rintro a ⟨xn, hxn, rfl⟩ b ⟨xp, hxp, rfl⟩
    have := s.add_mem hxp hxn
    rw [add_assoc, add_sub_cancel'_right, ← sub_eq_add_neg, ← AddSubgroupClass.coe_sub] at this
    replace := nonneg _ this
    rwa [f.map_sub, sub_nonneg] at this
  -- Porting note: removed an unused `have`
  refine' ⟨f.supSpanSingleton y (-c) hy, _, _⟩
  · refine' lt_iff_le_not_le.2 ⟨f.left_le_sup _ _, fun H => _⟩
    replace H := LinearPMap.domain_mono.monotone H
    rw [LinearPMap.domain_supSpanSingleton, sup_le_iff, span_le, singleton_subset_iff] at H
    exact hy H.2
  · rintro ⟨z, hz⟩ hzs
    rcases mem_sup.1 hz with ⟨x, hx, y', hy', rfl⟩
    rcases mem_span_singleton.1 hy' with ⟨r, rfl⟩
    simp only [Subtype.coe_mk] at hzs
    erw [LinearPMap.supSpanSingleton_apply_mk _ _ _ _ _ hx, smul_neg, ← sub_eq_add_neg, sub_nonneg]
    rcases lt_trichotomy r 0 with (hr | hr | hr)
    · have : -(r⁻¹ • x) - y ∈ s := by
        rwa [← s.smul_mem_iff (neg_pos.2 hr), smul_sub, smul_neg, neg_smul, neg_neg, smul_smul,
          mul_inv_cancel hr.ne, one_smul, sub_eq_add_neg, neg_smul, neg_neg]
      -- Porting note: added type annotation and `by exact`
      replace : f (r⁻¹ • ⟨x, hx⟩) ≤ c := le_c (r⁻¹ • ⟨x, hx⟩) (by exact this)
      rwa [← mul_le_mul_left (neg_pos.2 hr), neg_mul, neg_mul, neg_le_neg_iff, f.map_smul,
        smul_eq_mul, ← mul_assoc, mul_inv_cancel hr.ne, one_mul] at this
    · subst r
      simp only [zero_smul, add_zero] at hzs ⊢
      apply nonneg
      exact hzs
    · have : r⁻¹ • x + y ∈ s := by
        rwa [← s.smul_mem_iff hr, smul_add, smul_smul, mul_inv_cancel hr.ne', one_smul]
      -- Porting note: added type annotation and `by exact`
      replace : c ≤ f (r⁻¹ • ⟨x, hx⟩) := c_le (r⁻¹ • ⟨x, hx⟩) (by 

Proof state:
𝕜 : Type u_1
E : Type u_2
F : Type u_3
G : Type u_4
inst✝¹ : AddCommGroup E
inst✝ : Module ℝ E
s : ConvexCone ℝ E
f : E →ₗ.[ℝ] ℝ
nonneg : ∀ (x : ↥f.domain), ↑x ∈ s → 0 ≤ ↑f x
dense : ∀ (y : E), ∃ x, ↑x + y ∈ s
hdom : f.domain ≠ ⊤
y : E
hy : y ∉ f.domain
c : ℝ
le_c : ∀ (x : ↥f.domain), -↑x - y ∈ s → ↑f x ≤ c
c_le : ∀ (x : ↥f.domain), ↑x + y ∈ s → c ≤ ↑f x
x : E
hx : x ∈ f.domain
r : ℝ
hy' : r • y ∈ (LinearPMap.mkSpanSingleton y (-c) (_ : y = 0 → False)).domain
hz : x + r • y ∈ (LinearPMap.supSpanSingleton f y (-c) hy).domain
hzs : x + r • y ∈ s
hr : 0 < r
this : r⁻¹ • x + y ∈ s
⊢ ↑(r⁻¹ • { val := x, property := hx }) + y ∈ s

Next tactic:
exact this