theorem
recessionCone_epigraph_sum_block
{n m : ℕ}
{f f0_plus : Fin m → (Fin n → ℝ) → EReal}
(hnotbot : ∀ (i : Fin m) (x : Fin n → ℝ), f i x ≠ ⊥)
(hnotbot0 : ∀ (i : Fin m) (x : Fin n → ℝ), f0_plus i x ≠ ⊥)
(hconv_i : ∀ (i : Fin m), Convex ℝ (epigraph Set.univ (f i)))
(hrec_i : ∀ (i : Fin m), (epigraph Set.univ (f i)).recessionCone = epigraph Set.univ (f0_plus i))
:
The recession cone of the block-sum epigraph is the epigraph of the block-sum recession.
theorem
h0_plus_sum_posHom_proper
{n m : ℕ}
{f0_plus : Fin m → (Fin n → ℝ) → EReal}
(hpos_i : ∀ (i : Fin m), PositivelyHomogeneous (f0_plus i))
(hproper_i : ∀ (i : Fin m), ProperConvexFunctionOn Set.univ (f0_plus i))
:
have e := blockEquivFun;
have h0_plus := fun (x : Fin (m * n) → ℝ) => ∑ i : Fin m, f0_plus i (e x i);
PositivelyHomogeneous h0_plus ∧ ProperConvexFunctionOn Set.univ h0_plus
The block-sum h0_plus is positively homogeneous and proper under componentwise assumptions.
theorem
infimalConvolutionFamily_closed_proper_convex_recession
{n m : ℕ}
{f f0_plus : Fin m → (Fin n → ℝ) → EReal}
(hclosed : ∀ (i : Fin m), ClosedConvexFunction (f i))
(hproper : ∀ (i : Fin m), ProperConvexFunctionOn Set.univ (f i))
(hrec_i : ∀ (i : Fin m), (epigraph Set.univ (f i)).recessionCone = epigraph Set.univ (f0_plus i))
(hpos_i : ∀ (i : Fin m), PositivelyHomogeneous (f0_plus i))
(hproper0_i : ∀ (i : Fin m), ProperConvexFunctionOn Set.univ (f0_plus i))
(hzero :
∀ (z : Fin m → Fin n → ℝ),
∑ i : Fin m, f0_plus i (z i) ≤ 0 → ∑ i : Fin m, f0_plus i (-z i) > 0 → ∑ i : Fin m, z i ≠ 0)
(hm : 0 < m)
:
have fInf := infimalConvolutionFamily f;
have fInf0_plus := infimalConvolutionFamily f0_plus;
ClosedConvexFunction fInf ∧ ProperConvexFunctionOn Set.univ fInf ∧ (∀ (x : Fin n → ℝ), ∃ (x' : Fin m → Fin n → ℝ), ∑ i : Fin m, x' i = x ∧ fInf x = ∑ i : Fin m, f i (x' i)) ∧ fInf0_plus = infimalConvolutionFamily f0_plus
Corollary 9.2.1. Let f₁, …, fₘ be closed proper convex functions on ℝ^n. Assume that
z₁ + … + zₘ ≠ 0 for every choice of vectors z₁, …, zₘ such that
(f₁ 0+)(z₁) + … + (fₘ 0+)(zₘ) ≤ 0 and (f₁ 0+)(-z₁) + … + (fₘ 0+)(-zₘ) > 0. Then the
infimal convolute f₁ □ … □ fₘ is a closed proper convex function on ℝ^n, and the infimum
in the definition of (f₁ □ … □ fₘ)(x) is attained for each x. Moreover,
(f₁ □ … □ fₘ)0+ = f₁ 0+ □ … □ fₘ 0+.