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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap02.section10_part7

Definition 10.5.4. Let S ⊆ ℝ^n and let {f i | i ∈ I} be a family of real-valued functions defined on S. The family is uniformly equicontinuous relative to S if for every ε > 0 there exists δ > 0 such that for all x ∈ S, y ∈ S, and all indices i, if ‖y - x‖ ≤ δ then |f i y - f i x| ≤ ε.

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    Theorem 10.5.5. Let S ⊆ ℝ^n and let {f i | i ∈ I} be a collection of real-valued functions on S. If the family is equi-Lipschitzian relative to S, then it is uniformly equicontinuous relative to S.

    def Function.PointwiseBoundedOn {n : } {I : Type u_1} (f : IEuclideanSpace (Fin n)) (S : Set (EuclideanSpace (Fin n))) :

    Definition 10.5.6. Let S ⊆ ℝ^n and let {f i | i ∈ I} be a collection of real-valued functions on S. The collection {f i | i ∈ I} is pointwise bounded on S if for each x ∈ S the set of real numbers {f i x | i ∈ I} is bounded.

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      def Function.UniformlyBoundedOn {n : } {I : Type u_1} (f : IEuclideanSpace (Fin n)) (S : Set (EuclideanSpace (Fin n))) :

      Definition 10.5.7. Let S ⊆ ℝ^n and let {f i | i ∈ I} be a collection of real-valued functions on S. The collection {f i | i ∈ I} is uniformly bounded on S if there exist real numbers α₁ and α₂ such that α₁ ≤ f i x ≤ α₂ for all x ∈ S and all indices i.

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        A closed and bounded subset of ℝ^n is compact.

        theorem Section10.exists_abs_le_of_uniformlyBoundedOn {n : } {I : Type u_1} {f : IEuclideanSpace (Fin n)} {S : Set (EuclideanSpace (Fin n))} (h : Function.UniformlyBoundedOn f S) :
        ∃ (M : ), ∀ (i : I), xS, |f i x| M

        A uniform two-sided bound implies a uniform absolute bound.

        theorem Section10.uniformlyBoundedOn_and_equiLipschitzRelativeTo_of_abs_le_cthickening {n : } {I : Type u_1} {C S : Set (EuclideanSpace (Fin n))} {f : IEuclideanSpace (Fin n)} (hfconv : ∀ (i : I), ConvexOn C (f i)) {δ M : } ( : 0 < δ) (hcthick : Metric.cthickening δ S C) (hM : ∀ (i : I), xMetric.cthickening δ S, |f i x| M) :

        If all functions in a convex family are uniformly bounded by M on a closed thickening of S contained in C, then the family is uniformly bounded on S and equi-Lipschitzian relative to S.

        For a convex set S in ℝ^n, taking the closure does not create new interior points: interior (closure S) ⊆ S.

        theorem Section10.exists_uniform_upper_bound_on_compact_of_exists_subset {n : } {I : Type u_1} {C : Set (EuclideanSpace (Fin n))} (hCopen : IsOpen C) (hCconv : Convex C) (f : IEuclideanSpace (Fin n)) (hfconv : ∀ (i : I), ConvexOn C (f i)) {C' : Set (EuclideanSpace (Fin n))} (hC'sub : C' C) (hC'hull : C (convexHull ) (closure C')) (hC'bdAbove : xC', BddAbove (Set.range fun (i : I) => f i x)) {K : Set (EuclideanSpace (Fin n))} (hKcomp : IsCompact K) (hKsubset : K C) :
        ∃ (M : ), ∀ (i : I), xK, f i x M

        Under hypothesis (a) from Theorem 10.6, the family is uniformly bounded above on any compact subset K ⊆ C.

        theorem Section10.exists_uniform_lower_bound_on_compact_of_point_bddBelow {n : } {I : Type u_1} {C : Set (EuclideanSpace (Fin n))} (hCopen : IsOpen C) (f : IEuclideanSpace (Fin n)) (hfconv : ∀ (i : I), ConvexOn C (f i)) (hexists_bddBelow : x₀C, BddBelow (Set.range fun (i : I) => f i x₀)) (hUpper : ∀ {K : Set (EuclideanSpace (Fin n))}, IsCompact KK C∃ (M : ), ∀ (i : I), xK, f i x M) {K : Set (EuclideanSpace (Fin n))} (hKcomp : IsCompact K) (hKsubset : K C) :
        ∃ (m : ), ∀ (i : I), xK, m f i x

        Under hypothesis (b) from Theorem 10.6 and the uniform upper bound on a compact neighborhood of x₀, the family is uniformly bounded below on any compact subset K ⊆ C.

        theorem Section10.uniformlyBoundedOn_on_compact_of_exists_subset {n : } {I : Type u_1} {C : Set (EuclideanSpace (Fin n))} (hCopen : IsOpen C) (hCconv : Convex C) (f : IEuclideanSpace (Fin n)) (hfconv : ∀ (i : I), ConvexOn C (f i)) {C' : Set (EuclideanSpace (Fin n))} (hC'sub : C' C) (hC'hull : C (convexHull ) (closure C')) (hC'bdAbove : xC', BddAbove (Set.range fun (i : I) => f i x)) (hexists_bddBelow : xC, BddBelow (Set.range fun (i : I) => f i x)) {K : Set (EuclideanSpace (Fin n))} (hKcomp : IsCompact K) (hKsubset : K C) :

        Under hypotheses (a) and (b) from Theorem 10.6, the family is uniformly bounded on any compact subset K ⊆ C.

        theorem Section10.convexOn_family_uniformlyBoundedOn_and_equiLipschitzRelativeTo_of_exists_subset_aux {n : } {I : Type u_1} {C : Set (EuclideanSpace (Fin n))} (hCopen : IsOpen C) (hCconv : Convex C) (f : IEuclideanSpace (Fin n)) (hfconv : ∀ (i : I), ConvexOn C (f i)) {C' : Set (EuclideanSpace (Fin n))} (hC'sub : C' C) (hC'hull : C (convexHull ) (closure C')) (hC'bdAbove : xC', BddAbove (Set.range fun (i : I) => f i x)) (hexists_bddBelow : xC, BddBelow (Set.range fun (i : I) => f i x)) {S : Set (EuclideanSpace (Fin n))} (hSclosed : IsClosed S) (hSbdd : Bornology.IsBounded S) (hSsubset : S C) :

        Theorem 10.6 (variant, auxiliary proof): reduce uniform boundedness + equi-Lipschitz to uniform boundedness on a compact thickening of S.

        theorem convexOn_family_uniformlyBoundedOn_and_equiLipschitzRelativeTo_of_pointwiseBoundedOn {n : } {I : Type u_1} {C : Set (EuclideanSpace (Fin n))} (hCopen : IsOpen C) (hCconv : Convex C) (f : IEuclideanSpace (Fin n)) (hfconv : ∀ (i : I), ConvexOn C (f i)) (hfpt : Function.PointwiseBoundedOn f C) {S : Set (EuclideanSpace (Fin n))} (hSclosed : IsClosed S) (hSbdd : Bornology.IsBounded S) (hSsubset : S C) :

        Theorem 10.6. Let C be a relatively open convex set, and let {f i | i ∈ I} be an arbitrary collection of convex functions finite and pointwise bounded on C. Let S be any closed bounded subset of C. Then {f i | i ∈ I} is uniformly bounded on S and equi-Lipschitzian relative to S.

        The conclusion remains valid if the pointwise boundedness assumption is weakened to the following pair of assumptions:

        (a) There exists a subset C' of C such that conv (cl C') ⊇ C and sup {f i x | i ∈ I} is finite for every x ∈ C';

        (b) There exists at least one x ∈ C such that inf {f i x | i ∈ I} is finite.

        theorem convexOn_family_uniformlyBoundedOn_and_equiLipschitzRelativeTo_of_exists_subset {n : } {I : Type u_1} {C : Set (EuclideanSpace (Fin n))} (hCopen : IsOpen C) (hCconv : Convex C) (f : IEuclideanSpace (Fin n)) (hfconv : ∀ (i : I), ConvexOn C (f i)) {C' : Set (EuclideanSpace (Fin n))} (hC'sub : C' C) (hC'hull : C (convexHull ) (closure C')) (hC'bdAbove : xC', BddAbove (Set.range fun (i : I) => f i x)) (hexists_bddBelow : xC, BddBelow (Set.range fun (i : I) => f i x)) {S : Set (EuclideanSpace (Fin n))} (hSclosed : IsClosed S) (hSbdd : Bornology.IsBounded S) (hSsubset : S C) :

        Theorem 10.6 (variant). The same conclusion under the weaker assumptions (a) and (b) stated in Theorem 10.6.