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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section09_part5

theorem infimalConvolutionFamily_eq_Ah {n m : } (f : Fin m(Fin n)EReal) :
have e := blockEquivFun; have A := sumLinearMapFun ∘ₗ e; have h := fun (x : Fin (m * n)) => i : Fin m, f i (e x i); have Ah := fun (y : Fin n) => sInf {z : EReal | ∃ (x : Fin (m * n)), A x = y z = h x}; Ah = infimalConvolutionFamily f

The infimal convolution family is the linear-map infimum for the block sum.

theorem hA_from_hzero {n m : } {f0_plus : Fin m(Fin n)EReal} (hzero : ∀ (z : Fin mFin n), i : Fin m, f0_plus i (z i) 0i : Fin m, f0_plus i (-z i) > 0i : Fin m, z i 0) :
have e := blockEquivFun; have A := sumLinearMapFun ∘ₗ e; have h0_plus := fun (x : Fin (m * n)) => i : Fin m, f0_plus i (e x i); ∀ (z : Fin (m * n)), h0_plus z 0h0_plus (-z) > 0A z 0

The h0_plus kernel condition for the block sum follows from the corollary hypothesis.

noncomputable def sumMuLinearMap {n m : } :
(Fin m(Fin n) × ) →ₗ[] (Fin mFin n) ×

Linear map sending (xᵢ, μᵢ) to (xᵢ, ∑ μᵢ).

Equations
Instances For
    theorem recessionCone_pi_eq_pi_recessionCone {m : } {E : Type u_1} [AddCommGroup E] [Module E] (C : Fin mSet E) (hC : ∀ (i : Fin m), (C i).Nonempty) :

    Recession cone of a nonempty product set is the product of recession cones.

    theorem sum_coe_ereal {α : Type u_1} (s : Finset α) (f : α) :
    is, (f i) = (s.sum f)

    Sum of real coefficients coerced to EReal is the coercion of the real sum.

    theorem sum_ne_bot_of_ne_bot' {α : Type u_1} (s : Finset α) (β : αEReal) (h : is, β i ) :
    s.sum β

    A finite sum of EReal terms is not if none of the terms is .

    theorem sum_eq_top_of_eq_top {α : Type u_1} (s : Finset α) (β : αEReal) (i0 : α) (hi0 : i0 s) (htop : β i0 = ) (hbot : is, β i ) :
    s.sum β =

    A finite sum is if one term is and none are .

    theorem split_real_sum_of_le {m : } (hm : 0 < m) {β : Fin mEReal} {α : } (hbot : ∀ (i : Fin m), β i ) ( : i : Fin m, β i α) :
    ∃ (a : Fin m), (∀ (i : Fin m), β i (a i)) i : Fin m, a i = α

    Split a real upper bound on an EReal sum into componentwise real bounds.

    theorem g0_plus_gt_toReal_sum {m : } {β : Fin mEReal} {α : } (hnot_top : ∀ (i : Fin m), β i ) (hnot_bot : ∀ (i : Fin m), β i ) :
    i : Fin m, β i > α i : Fin m, (β i).toReal > α

    A strict inequality on a finite EReal sum is equivalent to the strict real inequality.

    theorem split_real_sum_of_gt {m : } (hm : 0 < m) {r : Fin m} {α : } :
    i : Fin m, r i > α∃ (i0 : Fin m) (a : Fin m), a i0 < r i0 (∀ (i : Fin m), i i0a i = r i) i : Fin m, a i = α

    Split a strict inequality for a real sum by lowering one component.

    theorem split_real_sum_of_gt_strict_all {m : } (hm : 0 < m) {r : Fin m} {α : } (hgt : i : Fin m, r i > α) :
    ∃ (a : Fin m), (∀ (i : Fin m), a i < r i) i : Fin m, a i = α

    Split a strict sum inequality into strictly lower components with the same total.

    theorem not_mem_recessionCone_epigraph_witness {n : } {f : (Fin n)EReal} {v : Fin n} {a : } (hnot : (v, a)(epigraph Set.univ f).recessionCone) :
    ∃ (x : Fin n) (μ : ) (t : ), 0 t f (x + t v) > ↑(μ + t * a) f x μ

    A witness for failing recession membership in an epigraph.

    theorem nonempty_epigraph_of_hrec {n m : } {f f0_plus : Fin m(Fin n)EReal} (hnotbot0 : ∀ (i : Fin m) (x : Fin n), f0_plus i x ) (hrec_i : ∀ (i : Fin m), (epigraph Set.univ (f i)).recessionCone = epigraph Set.univ (f0_plus i)) (i : Fin m) :

    Epigraph nonemptiness from recession-epigraph equality and non-bottomness.

    theorem mem_recessionCone_of_add_mem_fixed_t {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} (hconv : Convex C) {v : E} {t : } (ht : 0 < t) (hadd : xC, x + t v C) :

    A fixed-step translation in a convex set yields a recession direction.

    theorem recCone_tight_approx_at_t {n : } {f f0_plus : (Fin n)EReal} (hrec : (epigraph Set.univ f).recessionCone = epigraph Set.univ f0_plus) (hconv : Convex (epigraph Set.univ f)) {v : Fin n} {a : } (ha : a < f0_plus v) {t : } (ht : 0 < t) {ε : } ( : 0 < ε) :
    ∃ (x : Fin n) (μ : ), f x μ ↑(μ + t * a - ε) f (x + t v)

    Approximate a recession slope at a fixed time with slack.

    theorem strict_sum_from_one_component_with_slack {m : } {β b ε : Fin m} {i0 : Fin m} (hgt : β i0 > b i0) (hslack : ∀ (i : Fin m), i i0β i b i - ε i) ( : iFinset.univ.erase i0, ε i < β i0 - b i0) :
    i : Fin m, β i > i : Fin m, b i

    A strict gap at one component plus slack bounds on the others yields a strict sum.

    theorem ereal_strict_sum_from_one_component_with_slack {m : } {β : Fin mEReal} {b ε : Fin m} {i0 : Fin m} (hnot_top : ∀ (i : Fin m), β i ) (hnot_bot : ∀ (i : Fin m), β i ) (hgt : β i0 > (b i0)) (hslack : ∀ (i : Fin m), i i0β i ↑(b i - ε i)) ( : iFinset.univ.erase i0, ε i < (β i0).toReal - b i0) :
    i : Fin m, β i > i : Fin m, (b i)

    A strict gap with slack on EReal components yields a strict sum inequality.

    theorem recessionCone_sum_epigraph_prod_top_contra {n m : } {f f0_plus : Fin m(Fin n)EReal} {g : (Fin mFin n)EReal} (hg : g = fun (x : Fin mFin n) => i : Fin m, f i (x i)) (hnotbot : ∀ (i : Fin m) (x : Fin n), f i x ) (_hnotbot0 : ∀ (i : Fin m) (x : Fin n), f0_plus i x ) (_hrec_i : ∀ (i : Fin m), (epigraph Set.univ (f i)).recessionCone = epigraph Set.univ (f0_plus i)) {p : (Fin mFin n) × } {i0 : Fin m} (_htop : f0_plus i0 (p.1 i0) = ) {a : Fin m} {x0 : Fin n} {μ0 t : } (hgt0 : f i0 (x0 + t p.1 i0) > ↑(μ0 + t * a i0)) (_hx0 : f i0 x0 μ0) (ha_sum : i : Fin m, a i = p.2) {x : Fin mFin n} {μ : Fin m} (hxi0 : x i0 = x0) (hμi0 : μ i0 = μ0) (_hxle : ∀ (i : Fin m), f i (x i) (μ i)) {ε : Fin m} (hslack : ∀ (i : Fin m), i i0↑(μ i + t * a i - ε i) f i (x i + t p.1 i)) ( : iFinset.univ.erase i0, ε i < (f i0 (x0 + t p.1 i0)).toReal - (μ0 + t * a i0)) (hmem''' : g (x + t p.1) (∑ i : Fin m, μ i) + t * p.2) (htopg : ¬∃ (i : Fin m), f i (x i + t p.1 i) = ) :

    Finite-case contradiction in the branch of recessionCone_sum_epigraph_prod.