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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section06_part1

def euclideanDist (n : ) (x y : EuclideanSpace (Fin n)) :

Text 6.1: The Euclidean distance between two points x and y in R^n is defined by d(x, y) = |x - y| = sqrt (inner (x - y) (x - y)).

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    The norm of the difference on a product space is convex on all of R^{2n}.

    Text 6.2: The function d, the Euclidean metric, is convex as a function on R^{2n}.

    Text 6.3: Throughout this section, the Euclidean unit ball in R^n is B = {x | ‖x‖ ≤ 1} = {x | dist x 0 ≤ 1}.

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      Text 6.4: The Euclidean unit ball B is a closed convex set.

      theorem euclidean_closedBall_eq_translate_left (n : ) (a : EuclideanSpace (Fin n)) (ε : ) :
      {x : EuclideanSpace (Fin n) | dist x a ε} = (fun (y : EuclideanSpace (Fin n)) => a + y) '' {y : EuclideanSpace (Fin n) | y ε}

      Text 6.5: For any a ∈ R^n, the ball with radius ε > 0 and center a is {x | d(x, a) ≤ ε} = {a + y | |y| ≤ ε} = a + ε B. The closed ball centered at a is a translate of the radius-ε norm ball.

      Scaling the unit ball by ε ≥ 0 gives the radius-ε norm ball.

      theorem image_translate_smul_unitBall (n : ) (a : EuclideanSpace (Fin n)) (ε : ) :
      (fun (y : EuclideanSpace (Fin n)) => a + y) '' (ε euclideanUnitBall n) = (fun (y : EuclideanSpace (Fin n)) => a + ε y) '' euclideanUnitBall n

      Translating the ε-scaled unit ball equals scaling after translating.

      theorem euclidean_closedBall_eq_translate (n : ) (a : EuclideanSpace (Fin n)) (ε : ) ( : 0 < ε) :
      {x : EuclideanSpace (Fin n) | dist x a ε} = (fun (y : EuclideanSpace (Fin n)) => a + y) '' {y : EuclideanSpace (Fin n) | y ε} (fun (y : EuclideanSpace (Fin n)) => a + y) '' {y : EuclideanSpace (Fin n) | y ε} = (fun (y : EuclideanSpace (Fin n)) => a + ε y) '' euclideanUnitBall n
      theorem euclidean_neighborhood_eq_iUnion_translate (n : ) (C : Set (EuclideanSpace (Fin n))) (ε : ) ( : 0 ε) :
      {x : EuclideanSpace (Fin n) | yC, dist x y ε} = yC, (fun (z : EuclideanSpace (Fin n)) => y + z) '' (ε euclideanUnitBall n) yC, (fun (z : EuclideanSpace (Fin n)) => y + z) '' (ε euclideanUnitBall n) = C + ε euclideanUnitBall n

      Text 6.6: For any set C in R^n, the set of points x whose distance from C does not exceed ε is {x | ∃ y ∈ C, d(x, y) ≤ ε} = ⋃ {y + ε B | y ∈ C} = C + ε B.

      theorem euclidean_closure_eq_iInter_thickening (n : ) (C : Set (EuclideanSpace (Fin n))) :
      closure C = ⋂ (ε : { ε : // 0 < ε }), C + ε euclideanUnitBall n

      Text 6.7: The closure cl C of C can be expressed by cl C = ⋂ { C + ε B | ε > 0 }.

      theorem euclidean_interior_eq_setOf_exists_thickening (n : ) (C : Set (EuclideanSpace (Fin n))) :
      interior C = {x : EuclideanSpace (Fin n) | ∃ (ε : ), 0 < ε (fun (y : EuclideanSpace (Fin n)) => x + y) '' (ε euclideanUnitBall n) C}

      Text 6.7: The interior int C of C can be expressed by int C = { x | ∃ ε > 0, x + ε B ⊆ C }.

      Text 6.8: The relative interior ri C of a convex set C in R^n is the interior of C in its affine hull aff C. Equivalently, ri C = { x ∈ aff C | ∃ ε > 0, (x + ε B) ∩ aff C ⊆ C }.

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        Text 6.9: Needless to say, ri C ⊂ C ⊂ cl C.

        Text 6.10: The relative boundary of C is the set difference (cl C) \ (ri C).

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          Text 6.11: Naturally, C is said to be relatively open if ri C = C.

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            Text 6.12: For an n-dimensional convex set, aff C = R^n by definition, so ri C = int C.

            The relative interior of an affine subspace is the subspace itself.

            Every affine subspace of Euclidean space is closed.

            Text 6.13: An affine set is relatively open by definition. Every affine set is at the same time closed.

            Text 6.14: Observe that cl C ⊆ cl (aff C) = aff C for any C.

            theorem translate_smul_unitBall_eq_closedBall (n : ) (a : EuclideanSpace (Fin n)) (ε : ) ( : 0 < ε) :
            (fun (y : EuclideanSpace (Fin n)) => a + y) '' (ε euclideanUnitBall n) = Metric.closedBall a ε

            The translated scaled unit ball is the metric closed ball.

            Text 6.15: Closures and relative interiors are preserved under translations and, more generally, under any one-to-one affine transformation of R^n onto itself. Such maps preserve affine hulls and are continuous in both directions.

            Affine equivalences send affine spans to affine spans of the images.

            The inverse affine equivalence cancels the direct image of a set.

            An affine equivalence sends relative interior into relative interior.

            Text 6.15: Relative interiors are preserved under one-to-one affine transformations of R^n onto itself (hence in particular under translations).

            The coordinate subspace where coordinates m, ..., n-1 vanish.

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              @[simp]
              theorem piCongrLeft_apply_const {ι : Type u_1} {ι' : Type u_2} (e : ι' ι) (f : ι') (i : ι) :
              (LinearEquiv.piCongrLeft (fun (x : ι) => ) e) f i = f (e.symm i)

              Evaluate LinearEquiv.piCongrLeft on a constant codomain.

              @[simp]
              theorem piCongrLeft_symm_apply_const {ι : Type u_1} {ι' : Type u_2} (e : ι' ι) (f : ι) (i : ι') :
              (LinearEquiv.piCongrLeft (fun (x : ι) => ) e).symm f i = f (e i)

              Evaluate the inverse of LinearEquiv.piCongrLeft on a constant codomain.

              Text 6.16: For example, if C is an m-dimensional convex set in R^n, there exists by Corollary 1.6.1 a one-to-one affine transformation T of R^n onto itself which carries aff C onto the subspace L = { x = (xi_1, ..., xi_n) | xi_{m+1} = 0, ..., xi_n = 0 }. This L can be regarded as a copy of R^m.

              theorem translate_smul_unitBall_subset_translate_smul_unitBall (n : ) {x y : EuclideanSpace (Fin n)} {ε : } ( : 0 < ε) (hy : y (fun (v : EuclideanSpace (Fin n)) => x + v) '' ((ε / 2) euclideanUnitBall n)) :
              (fun (v : EuclideanSpace (Fin n)) => y + v) '' ((ε / 2) euclideanUnitBall n) (fun (v : EuclideanSpace (Fin n)) => x + v) '' (ε euclideanUnitBall n)

              A half-radius translated ball around y stays inside the translated ball around x when y is within the half-radius ball around x.

              theorem small_ball_subset_relativeInterior (n : ) {C : Set (EuclideanSpace (Fin n))} {x : EuclideanSpace (Fin n)} (hx : x euclideanRelativeInterior n C) :
              ∃ (ε : ), 0 < ε (fun (y : EuclideanSpace (Fin n)) => x + y) '' ((ε / 2) euclideanUnitBall n) (affineSpan C) euclideanRelativeInterior n C

              A half-radius relative ball around a relative interior point is still in the relative interior.

              Text 6.17: For any set C in R^n, convex or not, the laws cl (cl C) = cl C and ri (ri C) = ri C are valid.

              def directSumSetEuclidean (m p : ) (C1 : Set (EuclideanSpace (Fin m))) (C2 : Set (EuclideanSpace (Fin p))) :

              Auxiliary: the direct-sum set C1 ⊕ C2 in R^{m+p}, built via Fin.appendIsometry.

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                theorem directSumSetEuclidean_eq_image_append (m p : ) (C1 : Set (EuclideanSpace (Fin m))) (C2 : Set (EuclideanSpace (Fin p))) :
                have append := fun (x : EuclideanSpace (Fin m)) (y : EuclideanSpace (Fin p)) => (EuclideanSpace.equiv (Fin (m + p)) ).symm ((Fin.appendIsometry m p) ((EuclideanSpace.equiv (Fin m) ) x, (EuclideanSpace.equiv (Fin p) ) y)); directSumSetEuclidean m p C1 C2 = (fun (xy : EuclideanSpace (Fin m) × EuclideanSpace (Fin p)) => append xy.1 xy.2) '' C1.prod C2

                Express the direct-sum set as the image of the product under the append map.

                The append map on Euclidean spaces is a homeomorphism.

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                  The append map on Euclidean spaces is an affine equivalence.

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                    The append affine equivalence acts as the explicit append map on coordinates.

                    Express the direct-sum set as the image of the product under appendAffineEquiv.

                    theorem affineSpan_prod_eq (m p : ) (C1 : Set (EuclideanSpace (Fin m))) (C2 : Set (EuclideanSpace (Fin p))) :
                    (affineSpan (C1.prod C2)) = (↑(affineSpan C1)).prod (affineSpan C2)

                    The affine span of a product is the product of affine spans.

                    The affine span of the direct-sum set factors as the direct sum of affine spans.

                    The closure of the direct-sum set factors as the direct sum of closures.

                    Forward inclusion for the relative interior of a direct sum.