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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section08_part2

theorem recessionCone_closed_and_limits_and_closure_cone {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hCclosed : IsClosed C) (hCconv : Convex C) :
IsClosed C.recessionCone C.recessionCone = {y : EuclideanSpace (Fin n) | ∃ (x : EuclideanSpace (Fin n)) (r : ), (∀ (n_1 : ), x n_1 C) Antitone r Filter.Tendsto r Filter.atTop (nhds 0) Filter.Tendsto (fun (n_1 : ) => r n_1 x n_1) Filter.atTop (nhds y)} have coords := (EuclideanSpace.equiv (Fin (1 + n)) ); have first := fun (v : EuclideanSpace (Fin (1 + n))) => coords v 0; have tail := fun (v : EuclideanSpace (Fin (1 + n))) => (EuclideanSpace.equiv (Fin n) ).symm fun (i : Fin n) => coords v (Fin.natAdd 1 i); have S := {v : EuclideanSpace (Fin (1 + n)) | first v = 1 tail v C}; have K := (ConvexCone.hull S); closure K = K {v : EuclideanSpace (Fin (1 + n)) | first v = 0 tail v C.recessionCone}

Theorem 8.2. Let C be a non-empty closed convex set in ℝ^n. Then 0^+ C is closed, and it consists of all possible limits of sequences of the form λ_1 x_1, λ_2 x_2, ..., where x_i ∈ C and λ_i decreases to 0. In fact, for the convex cone K in ℝ^(n+1) generated by {(1, x) | x ∈ C} one has cl K = K ∪ {(0, x) | x ∈ 0^+ C}.

theorem halfline_seq_data {n : } {C : Set (EuclideanSpace (Fin n))} {x0 y : EuclideanSpace (Fin n)} (hx0 : ∀ (t : ), 0 tx0 + t y C) :
∃ (x : EuclideanSpace (Fin n)) (r : ), (∀ (n_1 : ), x n_1 C) Antitone r Filter.Tendsto r Filter.atTop (nhds 0) Filter.Tendsto (fun (n_1 : ) => r n_1 x n_1) Filter.atTop (nhds y)

Sequence data associated with a half-line inside C.

theorem halfline_mem_recessionCone {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hCclosed : IsClosed C) (hCconv : Convex C) {x0 y : EuclideanSpace (Fin n)} (hx0 : ∀ (t : ), 0 tx0 + t y C) :

A half-line contained in C yields a recession direction.

theorem ri_ray_mem {n : } {C : Set (EuclideanSpace (Fin n))} (hCconv : Convex C) {y : EuclideanSpace (Fin n)} (hy : y C.recessionCone) {x : EuclideanSpace (Fin n)} (hx : x euclideanRelativeInterior n C) (t : ) :

Rays from points in the relative interior stay in the relative interior.

A ray property in ri C yields membership in 0^+ (ri C).

theorem recessionCone_of_exists_halfline {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hCclosed : IsClosed C) (hCconv : Convex C) {y : EuclideanSpace (Fin n)} (_hy : y 0) (hex : ∃ (x : EuclideanSpace (Fin n)), ∀ (t : ), 0 tx + t y C) :

Theorem 8.3. Let C be a non-empty closed convex set, and let y ≠ 0. If there exists x such that the half-line {x + λ y | λ ≥ 0} is contained in C, then the same holds for every x ∈ C, i.e. y ∈ 0^+ C. Moreover, for each x ∈ ri C, the half-line {x + λ y | λ ≥ 0} is contained in ri C, so y ∈ 0^+ (ri C).

theorem recessionCone_closure_iff_ray_in_C {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hCconv : Convex C) {x : EuclideanSpace (Fin n)} (hx : x euclideanRelativeInterior n C) (y : EuclideanSpace (Fin n)) :
y (closure C).recessionCone ∀ (t : ), 0 < tx + t y C

Characterization of recession directions of closure C via rays from a point in ri C.

Corollary 8.3.1. For any non-empty convex set C, one has 0^+ (ri C) = 0^+ (cl C). In fact, given any x ∈ ri C, one has y ∈ 0^+ (cl C) if and only if x + λ • y ∈ C for every λ > 0.

theorem recessionCone_subset_inv_smul_set {n : } {C : Set (EuclideanSpace (Fin n))} (hC0 : 0 C) (y : EuclideanSpace (Fin n)) :
y C.recessionCone∀ (ε : ), 0 < εε⁻¹ y C

Elements of the recession cone scale back into C from the origin.

theorem inv_smul_set_subset_recessionCone {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (hC0 : 0 C) (y : EuclideanSpace (Fin n)) :
(∀ (ε : ), 0 < εε⁻¹ y C)y C.recessionCone

If all inverse scalings of y lie in C, then y is a recession direction.

theorem inv_smul_set_eq_iInter_smul {n : } {C : Set (EuclideanSpace (Fin n))} :
{y : EuclideanSpace (Fin n) | ∀ (ε : ), 0 < εε⁻¹ y C} = ⋂ (ε : ), ⋂ (_ : 0 < ε), ε C

The inverse-scaling characterization equals the intersection of all positive scalings.

theorem recessionCone_eq_inv_smul_set_and_iInter {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (hC0 : 0 C) :
C.recessionCone = {y : EuclideanSpace (Fin n) | ∀ (ε : ), 0 < εε⁻¹ y C} {y : EuclideanSpace (Fin n) | ∀ (ε : ), 0 < εε⁻¹ y C} = ⋂ (ε : ), ⋂ (_ : 0 < ε), ε C

Corollary 8.3.2. If C is a closed convex set containing the origin, then 0^+ C = { y | ε⁻¹ • y ∈ C, ∀ ε > 0 } = ⋂ (ε > 0), ε • C.

theorem recessionCone_iInter_halfline {n : } {ι : Type u_1} {C : ιSet (EuclideanSpace (Fin n))} {x0 y : EuclideanSpace (Fin n)} (hy : y (⋂ (i : ι), C i).recessionCone) (hx0 : x0 ⋂ (i : ι), C i) (i : ι) (t : ) :
0 tx0 + t y C i

A recession direction for the intersection yields half-lines in each set.

theorem recessionCone_iInter_subset {n : } {ι : Type u_1} (C : ιSet (EuclideanSpace (Fin n))) (hCclosed : ∀ (i : ι), IsClosed (C i)) (hCconv : ∀ (i : ι), Convex (C i)) (hCne : (⋂ (i : ι), C i).Nonempty) :
(⋂ (i : ι), C i).recessionCone ⋂ (i : ι), (C i).recessionCone

The recession cone of an intersection is contained in the intersection of recession cones.

theorem iInter_recessionCone_subset {n : } {ι : Type u_1} (C : ιSet (EuclideanSpace (Fin n))) :
⋂ (i : ι), (C i).recessionCone (⋂ (i : ι), C i).recessionCone

Recession directions common to all sets are recession directions of the intersection.

theorem recessionCone_iInter_eq_iInter {n : } {ι : Type u_1} (C : ιSet (EuclideanSpace (Fin n))) (hCclosed : ∀ (i : ι), IsClosed (C i)) (hCconv : ∀ (i : ι), Convex (C i)) (hCne : (⋂ (i : ι), C i).Nonempty) :
(⋂ (i : ι), C i).recessionCone = ⋂ (i : ι), (C i).recessionCone

Corollary 8.3.3. If {C_i | i ∈ I} is an arbitrary collection of closed convex sets in ℝ^n whose intersection is not empty, then 0^+ (⋂ i, C_i) = ⋂ i, 0^+ C_i.

Nonempty preimage implies nonempty target set.

theorem recessionCone_preimage_linearMap_subset {n m : } (A : EuclideanSpace (Fin n) →ₗ[] EuclideanSpace (Fin m)) {C : Set (EuclideanSpace (Fin m))} (hCclosed : IsClosed C) (hCconv : Convex C) (hCne : (A ⁻¹' C).Nonempty) :

Recession cone of the preimage lies in the preimage of the recession cone.

Preimage of the recession cone lies in the recession cone of the preimage.

theorem recessionCone_preimage_linearMap {n m : } (A : EuclideanSpace (Fin n) →ₗ[] EuclideanSpace (Fin m)) {C : Set (EuclideanSpace (Fin m))} (hCclosed : IsClosed C) (hCconv : Convex C) (hCne : (A ⁻¹' C).Nonempty) :

Corollary 8.3.4. Let A be a linear transformation from ℝ^n to ℝ^m, and let C be a closed convex set in ℝ^m such that A ⁻¹' C is nonempty. Then 0^+ (A ⁻¹' C) = A ⁻¹' (0^+ C).

Bounded sets have only the zero recession direction.

theorem exists_strictMono_norm_seq_of_unbounded {n : } {C : Set (EuclideanSpace (Fin n))} (hCunbdd : ¬Bornology.IsBounded C) :
∃ (x : EuclideanSpace (Fin n)), (∀ (n_1 : ), x n_1 C) (StrictMono fun (n_1 : ) => x n_1) ∀ (n_1 : ), n_1 + 1 x n_1

An unbounded set admits a sequence with strictly increasing norms.

theorem exists_nonzero_mem_recessionCone_of_unbounded {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hCclosed : IsClosed C) (hCconv : Convex C) (hCunbdd : ¬Bornology.IsBounded C) :
∃ (y : EuclideanSpace (Fin n)), y 0 y C.recessionCone

An unbounded closed convex set has a nonzero recession direction.

Theorem 8.4. A non-empty closed convex set C in ℝ^n is bounded if and only if its recession cone 0^+ C consists of the zero vector alone.

theorem recessionCone_inter_eq {n : } {A B : Set (EuclideanSpace (Fin n))} (hAclosed : IsClosed A) (hBclosed : IsClosed B) (hAconv : Convex A) (hBconv : Convex B) (hABne : (A B).Nonempty) :

Recession cone of a nonempty intersection of two closed convex sets.

theorem recessionCone_affine_parallel_eq {n : } {M M' : AffineSubspace (EuclideanSpace (Fin n))} (hM : (↑M).Nonempty) (hM' : (↑M').Nonempty) (hparallel : M'.direction = M.direction) :

Parallel nonempty affine subspaces have the same recession cone.

An empty intersection is bounded.

theorem boundedness_via_recessionCone_inter {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) {M M' : AffineSubspace (EuclideanSpace (Fin n))} (hMCne : (M C).Nonempty) (hMCbdd : Bornology.IsBounded (M C)) (hM'Cne : (M' C).Nonempty) (hparallel : M'.direction = M.direction) :
(M' C).recessionCone = {0}

Boundedness transfer via recession cones for parallel affine subspaces.

theorem bounded_inter_of_parallel_affine {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (M : AffineSubspace (EuclideanSpace (Fin n))) (hMCne : (M C).Nonempty) (hMCbdd : Bornology.IsBounded (M C)) (M' : AffineSubspace (EuclideanSpace (Fin n))) :

Corollary 8.4.1. Let C be a closed convex set, and let M be an affine set such that M ∩ C is non-empty and bounded. Then M' ∩ C is bounded for every affine set M' parallel to M.