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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap01.section03_part2

theorem convex_fiberwise_add_real {n : } {K1 K2 : Set ( × (Fin n))} (hK1 : Convex K1) (hK2 : Convex K2) :
Convex {p : × (Fin n) | ∃ (x1 : Fin n) (x2 : Fin n), p.2 = x1 + x2 (p.1, x1) K1 (p.1, x2) K2}

Fiberwise addition over a real scalar coordinate preserves convexity.

theorem convex_fiberwise_add_real_left {n : } {K1 K2 : Set ( × (Fin n))} (hK1 : Convex K1) (hK2 : Convex K2) :
Convex {p : × (Fin n) | ∃ (r1 : ) (r2 : ), p.1 = r1 + r2 (r1, p.2) K1 (r2, p.2) K2}

Fiberwise addition on the real coordinate preserves convexity.

theorem convex_coneSet_add {n : } {C1 C2 : Set (Fin n)} (hC1 : Convex C1) (hC2 : Convex C2) :
have K1 := {p : × (Fin n) | 0 p.1 p.2 p.1 C1}; have K2 := {p : × (Fin n) | 0 p.1 p.2 p.1 C2}; have K := {p : × (Fin n) | ∃ (x1 : Fin n) (x2 : Fin n), p.2 = x1 + x2 (p.1, x1) K1 (p.1, x2) K2}; Convex K

Text 3.6.7: For convex sets C1 and C2, let K1 = { (λ, x) | 0 ≤ λ ∧ x ∈ λ • C1 }, K2 = { (λ, x) | 0 ≤ λ ∧ x ∈ λ • C2 }, and K = { (λ, x) | ∃ x1 x2, x = x1 + x2 ∧ (λ, x1) ∈ K1 ∧ (λ, x2) ∈ K2 }. Then K is convex.

theorem coneSet_inverseAddition_iff {n : } {C1 C2 : Set (Fin n)} (_hC1 : Convex C1) (_hC2 : Convex C2) (x : Fin n) :
have K1 := {p : × (Fin n) | 0 p.1 p.2 p.1 C1}; have K2 := {p : × (Fin n) | 0 p.1 p.2 p.1 C2}; have K := {p : × (Fin n) | ∃ (r1 : ) (r2 : ), p.1 = r1 + r2 (r1, p.2) K1 (r2, p.2) K2}; (1, x) K x C1 # C2

Text 3.6.8: For convex sets C1 and C2, let K1 = { (λ, x) | 0 ≤ λ ∧ x ∈ λ • C1 }, K2 = { (λ, x) | 0 ≤ λ ∧ x ∈ λ • C2 }, and K = { (λ, x) | ∃ λ1 λ2, λ = λ1 + λ2, (λ1, x) ∈ K1, (λ2, x) ∈ K2 }. Then (1, x) ∈ K iff x ∈ C1 # C2.

theorem convex_coneSet_inverseAddition {n : } {C1 C2 : Set (Fin n)} (hC1 : Convex C1) (hC2 : Convex C2) :
have K1 := {p : × (Fin n) | 0 p.1 p.2 p.1 C1}; have K2 := {p : × (Fin n) | 0 p.1 p.2 p.1 C2}; have K := {p : × (Fin n) | ∃ (r1 : ) (r2 : ), p.1 = r1 + r2 (r1, p.2) K1 (r2, p.2) K2}; Convex K

Text 3.6.9: For convex sets C1 and C2, let K1 = { (λ, x) | 0 ≤ λ ∧ x ∈ λ • C1 }, K2 = { (λ, x) | 0 ≤ λ ∧ x ∈ λ • C2 }, and K = { (λ, x) | ∃ λ1 λ2, λ = λ1 + λ2, (λ1, x) ∈ K1, (λ2, x) ∈ K2 }. Then K is convex.