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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap03.section14_part10

theorem section14_polar_eq_iInter_halfspaces {E : Type u_1} [AddCommGroup E] [Module E] (C : Set E) :
polar C = xC, {φ : Module.Dual E | φ x 1}

Polar sets are intersections of half-spaces {φ | φ x ≤ 1}.

theorem section14_isClosed_polar {E : Type u_1} [AddCommGroup E] [Module E] (C : Set E) :

Under the weak topology on the algebraic dual induced by evaluation, polar sets are closed.

Convexity and 0-membership of a polar set (topology-free).

theorem section14_bipolar_eq_of_closed_convex {E : Type u_1} [AddCommGroup E] [Module E] [TopologicalSpace E] [IsTopologicalAddGroup E] [ContinuousSMul E] [LocallyConvexSpace E] {C : Set E} (hCclosed : IsClosed C) (hCconv : Convex C) (hC0 : 0 C) :
{x : E | φpolar C, φ x 1} = C

The bipolar identity for closed convex sets containing the origin.

noncomputable def section14_egauge {E : Type u_1} [AddCommGroup E] [Module E] (C : Set E) (x : E) :

An EReal-valued gauge: sInf {r | 0 < r ∧ x ∈ r • C} (with for points not in any positive scaling of C). This is the textbook gauge, unlike mathlib's real-valued gauge.

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    theorem section14_mem_smul_set_iff {E : Type u_1} [AddCommGroup E] [Module E] (C : Set E) {r : } (hr : r 0) {x : E} :
    x r C (1 / r) x C

    For r ≠ 0, membership in r • C is equivalent to membership of (1 / r) • x in C.

    theorem section14_mem_smul_set_iff_forall_polar_le {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} (hCpolar : {x : E | φpolar C, φ x 1} = C) {r : } (hr : 0 < r) {x : E} :
    x r C φpolar C, φ x r

    If C satisfies the bipolar identity, then x ∈ r • C is equivalent to φ x ≤ r for all φ ∈ polar C (for r > 0).

    fenchelConjugateBilin of an erealIndicator is a support function: for the flipped evaluation pairing, it is sSup {φ x | φ ∈ polar C}.

    theorem section14_fenchelConjugate_erealIndicator_eq_sSup {E : Type u_1} [AddCommGroup E] [Module E] (C : Set E) (φ : Module.Dual E) :
    have p := LinearMap.applyₗ; fenchelConjugateBilin p (erealIndicator C) φ = sSup ((fun (x : E) => (φ x)) '' C)

    fenchelConjugateBilin of an erealIndicator is a support function: for the evaluation pairing, it is sSup {φ x | x ∈ C}.

    The EReal-valued gauge of a closed convex set containing 0 agrees with the support function of its polar set.

    theorem section14_mem_smul_polar_iff_forall_le {E : Type u_1} [AddCommGroup E] [Module E] (C : Set E) {r : } (hr : 0 < r) {φ : Module.Dual E} :
    φ r polar C xC, φ x r

    Membership in r • polar C is equivalent to a uniform bound φ x ≤ r on C (for r > 0).

    The EReal-valued gauge of the polar set agrees with the support function of C.

    Theorem 14.5: Let C be a closed convex set containing the origin. Then the polar C^∘ is another closed convex set containing the origin, and the bipolar identity C^{∘∘} = C holds. The gauge function of C is the support function of C^∘. Dually, the gauge function of C^∘ is the support function of C.

    In a finite-dimensional Hausdorff real topological vector space, a convex set contains the origin in its interior iff every vector can be scaled into it.

    Corollary 14.5.1. Let C be a closed convex set containing the origin. Then the polar C^∘ is bounded if and only if 0 ∈ int C. Dually, C is bounded if and only if 0 ∈ int C^∘.

    theorem section14_recessionCone_eq_forall_polar_le_zero_of_bipolar {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} {Cpolar : Set (Module.Dual E)} (hbipolar : {x : E | φCpolar, φ x 1} = C) (hC0 : 0 C) :
    C.recessionCone = {y : E | φCpolar, φ y 0}

    If C is given as {x | ∀ φ ∈ Cpolar, φ x ≤ 1}, then its recession cone is exactly the set of directions on which every φ ∈ Cpolar is nonpositive.

    theorem section14_neg_rec_inter_rec_eq_forall_polar_eq_zero_of_bipolar {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} {Cpolar : Set (Module.Dual E)} (hbipolar : {x : E | φCpolar, φ x 1} = C) (hC0 : 0 C) :
    -C.recessionCone C.recessionCone = {y : E | φCpolar, φ y = 0}

    Under the same bipolar hypothesis, the set of "two-sided" recession directions is exactly the set of vectors annihilated by all φ ∈ Cpolar.

    theorem section14_dualCoannihilator_span_polar_eq_span_negRec_inter_rec_of_bipolar {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} {Cpolar : Set (Module.Dual E)} (hbipolar : {x : E | φCpolar, φ x 1} = C) (hC0 : 0 C) :

    Under the bipolar hypothesis, the lineality subspace of C (spanned by (-rec C) ∩ rec C) is the dual coannihilator of the span of Cpolar.

    theorem section14_recessionCone_Cpolar_eq_forall_primal_le_zero_of_hpolar {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} {Cpolar : Set (Module.Dual E)} (hpolar : Cpolar = polar C) (hCpolar0 : 0 Cpolar) :
    Cpolar.recessionCone = {ψ : Module.Dual E | xC, ψ x 0}

    If Cpolar = polar C and 0 ∈ Cpolar, then recession directions in Cpolar are exactly the functionals nonpositive on C.

    theorem section14_lineality_Cpolar_eq_forall_primal_eq_zero_of_hpolar {E : Type u_1} [AddCommGroup E] [Module E] {C : Set E} {Cpolar : Set (Module.Dual E)} (hpolar : Cpolar = polar C) (hCpolar0 : 0 Cpolar) :
    -Cpolar.recessionCone Cpolar.recessionCone = {ψ : Module.Dual E | xC, ψ x = 0}

    If Cpolar = polar C and 0 ∈ Cpolar, then the two-sided recession directions in Cpolar are exactly the functionals vanishing on C.