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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap03.section16_part8

theorem section16_supportFunctionEReal_iInter_eq_infimalConvolutionFamily_of_nonempty_iInter_ri_proof_step {n m : } (C : Fin mSet (Fin n)) (hC : ∀ (i : Fin m), Convex (C i)) (hCne : ∀ (i : Fin m), (C i).Nonempty) (hri : (⋂ (i : Fin m), euclideanRelativeInterior n ((fun (x : EuclideanSpace (Fin n)) => x.ofLp) ⁻¹' C i)).Nonempty) :
(supportFunctionEReal (⋂ (i : Fin m), C i) = infimalConvolutionFamily fun (i : Fin m) => supportFunctionEReal (C i)) ∀ (xStar : Fin n), infimalConvolutionFamily (fun (i : Fin m) => supportFunctionEReal (C i)) xStar = ∃ (xStarFamily : Fin mFin n), i : Fin m, xStarFamily i = xStar i : Fin m, supportFunctionEReal (C i) (xStarFamily i) = infimalConvolutionFamily (fun (i : Fin m) => supportFunctionEReal (C i)) xStar

Specializing Theorem 16.4.3 to indicator functions yields the support-function identity and the usual attainment/ disjunction.

theorem section16_exists_xStarFamily_sum_eq_of_pos {n m : } (hm : 0 < m) (xStar : Fin n) :
∃ (xStarFamily : Fin mFin n), i : Fin m, xStarFamily i = xStar

When m > 0, any xStar admits a family summing to xStar.

theorem section16_attainment_when_infimalConvolutionFamily_eq_top_of_pos {n m : } (hm : 0 < m) (g : Fin m(Fin n)EReal) (xStar : Fin n) (htop : infimalConvolutionFamily g xStar = ) :
∃ (xStarFamily : Fin mFin n), i : Fin m, xStarFamily i = xStar i : Fin m, g i (xStarFamily i) = infimalConvolutionFamily g xStar

If the infimal convolution is and m > 0, any fixed decomposition attains .

theorem section16_supportFunctionEReal_iInter_eq_infimalConvolutionFamily_of_nonempty_iInter_ri {n m : } (C : Fin mSet (Fin n)) (hC : ∀ (i : Fin m), Convex (C i)) (hCne : ∀ (i : Fin m), (C i).Nonempty) (hri : (⋂ (i : Fin m), euclideanRelativeInterior n ((fun (x : EuclideanSpace (Fin n)) => x.ofLp) ⁻¹' C i)).Nonempty) (hm : 0 < m) :
(supportFunctionEReal (⋂ (i : Fin m), C i) = infimalConvolutionFamily fun (i : Fin m) => supportFunctionEReal (C i)) ∀ (xStar : Fin n), ∃ (xStarFamily : Fin mFin n), i : Fin m, xStarFamily i = xStar i : Fin m, supportFunctionEReal (C i) (xStarFamily i) = infimalConvolutionFamily (fun (i : Fin m) => supportFunctionEReal (C i)) xStar

Corollary 16.4.1.3: Let C₁, …, Cₘ be non-empty convex sets in ℝⁿ. If the sets ri Cᵢ have a point in common, then the closure operation can be omitted from Corollary 16.4.1.2, and

δ^*(· | C₁ ∩ ⋯ ∩ Cₘ) = inf { δ^*(· | C₁) + ⋯ + δ^*(· | Cₘ) | x₁⋆ + ⋯ + xₘ⋆ = x⋆ },

where for each x⋆ the infimum is attained.

In this development, δ^* is supportFunctionEReal, ri is euclideanRelativeInterior, and the right-hand side is modeled by infimalConvolutionFamily.