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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap01.section05_part7

theorem convexHullFunction_eq_sInf_convexCombination {n : } {g : (Fin n)EReal} (h_not_bot : ∀ (x : Fin n), g x ) (x : Fin n) :
convexHullFunction g x = sInf {z : EReal | ∃ (m : ) (lam : Fin m) (x' : Fin mFin n), (∀ (i : Fin m), 0 lam i) i : Fin m, lam i = 1 i : Fin m, lam i x' i = x z = i : Fin m, (lam i) * g (x' i)}

Text 5.5.4: conv(g)(x) = inf { λ_1 g(x_1) + ... + λ_m g(x_m) | λ_1 x_1 + ... + λ_m x_m = x }, where the infimum is taken over all convex combinations of points of ℝ^n, assuming g never takes the value -∞.

noncomputable def convexHullFunctionFamily {n : } {ι : Sort u_1} (f : ι(Fin n)EReal) :
(Fin n)EReal

Text 5.5.5: The convex hull of an arbitrary collection of functions {f_i | i ∈ I} on ℝ^n is denoted conv {f_i | i ∈ I}. It is the function obtained via Theorem 5.3 from the convex hull of the union of the epigraphs of the f_i.

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