theorem
closure_posHomogeneousGenerated_infimum_rightScalarMultiple
{n : ℕ}
{f f0_plus : (Fin n → ℝ) → EReal}
(hfclosed : ClosedConvexFunction f)
(hfproper : ProperConvexFunctionOn Set.univ f)
(hf0 : f 0 > 0)
(hrec : (epigraph Set.univ f).recessionCone = epigraph Set.univ f0_plus)
:
have k := positivelyHomogeneousConvexFunctionGenerated f;
ProperConvexFunctionOn Set.univ k ∧ (∀ (x : Fin n → ℝ),
convexFunctionClosure k x = sInf (Set.insert (f0_plus x) {z : EReal | ∃ (lam : ℝ), 0 < lam ∧ z = rightScalarMultiple f lam x})) ∧ (∀ (x : Fin n → ℝ),
∃ z ∈ Set.insert (f0_plus x) {z : EReal | ∃ (lam : ℝ), 0 < lam ∧ z = rightScalarMultiple f lam x},
convexFunctionClosure k x = z) ∧ (0 ∈ effectiveDomain Set.univ f →
ClosedConvexFunction k ∧ ∀ (x : Fin n → ℝ), k x = sInf {z : EReal | ∃ (lam : ℝ), 0 < lam ∧ z = rightScalarMultiple f lam x})
Theorem 9.7. Let f be a closed proper convex function on ℝ^n with f(0) > 0,
and let k be the positively homogeneous convex function generated by f. Then k is
proper and (convexFunctionClosure k)(x) is the infimum of (f λ)(x) over λ > 0
together with λ = 0^+ (encoded here as f0_plus), the infimum being attained for each
x. If 0 ∈ dom f, then k is closed and the λ = 0^+ term can be omitted
(but the infimum might not be attained).