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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap03.section15_part4

theorem epigraph_polarGauge_eq_preimage_innerDualCone_H2 {n : } {k : (Fin n)EReal} (hk : IsGauge k) (xStar : Fin n) (μ : ) :
(xStar, μ) epigraph Set.univ (polarGauge k) let E₂ := EuclideanSpace (Fin n); let H₂ := WithLp 2 (E₂ × ); have eH := eH_transport_to_H2 n; have σ₂ := fun (p : H₂) => WithLp.toLp 2 (-p.ofLp.1, p.ofLp.2); have S₂ := eH.symm '' epigraph Set.univ k; σ₂ (eH.symm (xStar, μ)) (ProperCone.innerDual S₂)

Epigraph of the polar gauge as a sign-flipped inner-dual cone in H₂.

theorem isClosed_epigraph_polarGauge {n : } {k : (Fin n)EReal} (hk : IsGauge k) :

The epigraph of the polar gauge is closed.