Documentation

Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section08_part5

theorem recessionFunction_properties {n : } {C : Set (Fin n)} {f : (Fin n)} {f0_plus : (Fin n)EReal} (hf : ProperConvexFunctionOn C fun (x : Fin n) => (f x)) (hC : C = Set.univ) (hf0_plus : ∀ (y : Fin n), f0_plus y = sSup {r : EReal | xC, r = ↑(f (x + y) - f x)}) :
PositivelyHomogeneous f0_plus ProperConvexFunctionOn Set.univ f0_plus (∀ (y : Fin n), f0_plus y = sSup {r : EReal | xC, r = ↑(f (x + y) - f x)}) ((ClosedConvexFunction fun (x : Fin n) => (f x))ClosedConvexFunction f0_plus xC, ∀ (y : Fin n), f0_plus y = sSup {r : EReal | ∃ (t : ), 0 < t r = ↑((f (x + t y) - f x) / t)} Filter.Tendsto (fun (t : ) => ↑((f (x + t y) - f x) / t)) Filter.atTop (nhds (f0_plus y)))

Theorem 8.5. Let f be a proper convex function. The recession function f0^+ of f is a positively homogeneous proper convex function. For every vector y, one has (f0^+)(y) = sup { f(x + y) - f(x) | x ∈ dom f }. If f is closed, f0^+ is closed too, and for any x ∈ dom f, (f0^+)(y) = sup_{λ > 0} (f(x + λ y) - f(x)) / λ = lim_{λ → ∞} (f(x + λ y) - f(x)) / λ.