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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section06_part3

The relative interior of a convex set is convex.

The affine span of the closure equals the affine span of the set.

The intrinsic interior is contained in the Euclidean relative interior.

The affine span of the intrinsic interior equals the affine span of a nonempty convex set.

Theorem 6.2: Let C be a convex set in R^n. Then cl C and ri C are convex sets having the same affine hull (hence the same dimension) as C. In particular, ri C ≠ ∅ if C ≠ ∅.

For a nonempty convex set, cl C is contained in cl (ri C).

The relative interior is monotone with respect to closure.

For a nonempty convex set, ri (cl C) is contained in ri C.

Theorem 6.3: For any convex set C in R^n, cl (ri C) = cl C and ri (cl C) = ri C.

Closure equality for convex sets yields equality of relative interiors.

Relative interior equality for convex sets yields equality of closures.

theorem euclidean_between_of_closure_eq (n : ) (C1 C2 : Set (EuclideanSpace (Fin n))) (hC1 : Convex C1) (hC2 : Convex C2) :

Closure equality yields a relative interior and closure sandwich.

A relative interior and closure sandwich yields equality of closures.

Corollary 6.3.1: Let C1 and C2 be convex sets in R^n. Then cl C1 = cl C2 if and only if ri C1 = ri C2. These conditions are equivalent to ri C1 ⊆ C2 ⊆ cl C1.

Corollary 6.3.2. If C is a convex set in R^n, then every open set which meets cl C also meets ri C.

A subset of the relative boundary has affine span contained in the ambient affine span.

Equal direction finrank and nonempty inclusion forces equality of affine spans.

A relative interior point cannot lie in the closure of a disjoint relative interior.

Corollary 6.3.3. If C1 is a non-empty convex subset of the relative boundary of a non-empty convex set C2 in R^n, then dim C1 < dim C2.

theorem euclideanRelativeInterior_exists_extension_point (n : ) (C : Set (EuclideanSpace (Fin n))) {z : EuclideanSpace (Fin n)} (hz : z euclideanRelativeInterior n C) (x : EuclideanSpace (Fin n)) :
x Cμ > 1, (1 - μ) x + μ z C

A relative interior point allows extending any segment past it inside C.

theorem euclideanRelativeInterior_iff_forall_exists_affine_combination_mem (n : ) (C : Set (EuclideanSpace (Fin n))) (hC : Convex C) (hCne : C.Nonempty) (z : EuclideanSpace (Fin n)) :
z euclideanRelativeInterior n C xC, μ > 1, (1 - μ) x + μ z C

Theorem 6.4: Let C be a non-empty convex set in R^n. Then z ∈ ri C if and only if, for every x ∈ C, there exists μ > 1 such that (1 - μ) x + μ z belongs to C.

theorem interior_imp_forall_exists_add_smul_mem (n : ) (C : Set (EuclideanSpace (Fin n))) (z : EuclideanSpace (Fin n)) :
z interior C∀ (y : EuclideanSpace (Fin n)), ε > 0, z + ε y C

Interior points allow stepping a positive distance in any direction.

theorem forall_exists_add_smul_mem_imp_extension (n : ) (C : Set (EuclideanSpace (Fin n))) (z : EuclideanSpace (Fin n)) (h : ∀ (y : EuclideanSpace (Fin n)), ε > 0, z + ε y C) (x : EuclideanSpace (Fin n)) :
x Cμ > 1, (1 - μ) x + μ z C

Stepping in every direction yields the extension property of Theorem 6.4.

theorem affineSpan_eq_univ_of_forall_exists_add_smul_mem (n : ) (C : Set (EuclideanSpace (Fin n))) (z : EuclideanSpace (Fin n)) (h : ∀ (y : EuclideanSpace (Fin n)), ε > 0, z + ε y C) :

Stepping in every direction forces the affine span of C to be all of R^n.

theorem euclidean_interior_iff_forall_exists_add_smul_mem (n : ) (C : Set (EuclideanSpace (Fin n))) (hC : Convex C) (z : EuclideanSpace (Fin n)) :
z interior C ∀ (y : EuclideanSpace (Fin n)), ε > 0, z + ε y C

Corollary 6.4.1: Let C be a convex set in R^n. Then z ∈ int C if and only if, for every y ∈ R^n, there exists ε > 0 such that z + ε y ∈ C.

theorem iInter_closure_subset_closure_iInter_relativeInterior (n : ) {I : Type u_1} (C : ISet (EuclideanSpace (Fin n))) (hC : ∀ (i : I), Convex (C i)) (hri : (⋂ (i : I), euclideanRelativeInterior n (C i)).Nonempty) :
⋂ (i : I), closure (C i) closure (⋂ (i : I), euclideanRelativeInterior n (C i))

Points in all closures lie in the closure of the intersection of relative interiors.

theorem affine_combination_mem_of_between (n : ) (C : Set (EuclideanSpace (Fin n))) (hC : Convex C) {x z : EuclideanSpace (Fin n)} (hz : z C) {μ0 μ : } (hμ0 : 1 < μ0) (hμ1 : 1 μ) ( : μ μ0) (hμ0mem : (1 - μ0) x + μ0 z C) :
(1 - μ) x + μ z C

Shrinking the extension parameter preserves membership in a convex set.

theorem exists_mu_gt_one_mem_iInter_of_finite (n : ) {I : Type u_1} [Finite I] (C : ISet (EuclideanSpace (Fin n))) (hC : ∀ (i : I), Convex (C i)) {x z : EuclideanSpace (Fin n)} (hz : z ⋂ (i : I), euclideanRelativeInterior n (C i)) (hx : x ⋂ (i : I), C i) :
μ > 1, (1 - μ) x + μ z ⋂ (i : I), C i

A uniform extension parameter exists in a finite intersection of convex sets.

theorem euclidean_closure_iInter_eq_iInter_closure_of_common_relativeInterior (n : ) {I : Type u_1} (C : ISet (EuclideanSpace (Fin n))) (hC : ∀ (i : I), Convex (C i)) (hri : (⋂ (i : I), euclideanRelativeInterior n (C i)).Nonempty) :
closure (⋂ (i : I), C i) = ⋂ (i : I), closure (C i)

Theorem 6.5: Let C i be convex sets in R^n for i ∈ I, and let the sets ri (C i) have a common point. Then cl (⋂ i, C i) = ⋂ i, cl (C i). If I is finite, then also ri (⋂ i, C i) = ⋂ i, ri (C i).

theorem euclideanRelativeInterior_iInter_eq_iInter_relativeInterior_of_finite (n : ) {I : Type u_1} [Finite I] (C : ISet (EuclideanSpace (Fin n))) (hC : ∀ (i : I), Convex (C i)) (hri : (⋂ (i : I), euclideanRelativeInterior n (C i)).Nonempty) :
euclideanRelativeInterior n (⋂ (i : I), C i) = ⋂ (i : I), euclideanRelativeInterior n (C i)

Theorem 6.5: If I is finite, then ri (⋂ i, C i) = ⋂ i, ri (C i) under the same assumptions as the preceding statement.

theorem iInter_fin_two_eq_inter {α : Type u_1} (D : Fin 2Set α) :
⋂ (i : Fin 2), D i = D 0 D 1

The intersection of a Fin 2-indexed family is the binary intersection.

theorem ri_iInter_nonempty_from_hM (n : ) (C : Set (EuclideanSpace (Fin n))) (M : AffineSubspace (EuclideanSpace (Fin n))) (D : Fin 2Set (EuclideanSpace (Fin n))) (hD0 : D 0 = M) (hD1 : D 1 = C) (hM : (M euclideanRelativeInterior n C).Nonempty) :
(⋂ (i : Fin 2), euclideanRelativeInterior n (D i)).Nonempty

A point of M ∩ ri C gives a point in the intersection of the relative interiors.

The closure of an affine subspace is itself.

Corollary 6.5.1. Let C be convex and let M be an affine set containing a point of ri C. Then ri (M ∩ C) = M ∩ ri C and cl (M ∩ C) = M ∩ cl C.