Documentation

Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap03.section11_part6

theorem isClosed_convex_eq_iInter_halfSpaces (n : ) (C : Set (Fin n)) (hCconv : Convex C) (hCclosed : IsClosed C) :
⋂ (l : StrongDual (Fin n)), {x : Fin n | yC, l x l y} = C

Theorem 11.5: A closed convex set C is the intersection of the closed half-spaces which contain it.

In mathlib, a convenient way to express the closed half-spaces containing C is to quantify over continuous linear functionals l : StrongDual ℝ (Fin n → ℝ) and consider the half-space {x | ∃ y ∈ C, l x ≤ l y}.

theorem closure_convexHull_isClosed (n : ) (S : Set (Fin n)) :

closure (convexHull ℝ S) is a closed set.

theorem closure_convexHull_convex (n : ) (S : Set (Fin n)) :

closure (convexHull ℝ S) is a convex set.

theorem closure_convexHull_eq_iInter_halfSpaces (n : ) (S : Set (Fin n)) :
closure ((convexHull ) S) = ⋂ (l : StrongDual (Fin n)), {x : Fin n | yclosure ((convexHull ) S), l x l y}

Corollary 11.5.1. Let S be any subset of ℝ^n. Then cl (conv S) (i.e. closure (convexHull ℝ S)) is the intersection of all the closed half-spaces containing S.