theorem
section16_supportFunctionEReal_iInter_eq_infimalConvolutionFamily_of_nonempty_iInter_ri_proof_step
{n m : ℕ}
(C : Fin m → Set (Fin n → ℝ))
(hC : ∀ (i : Fin m), Convex ℝ (C i))
(hCne : ∀ (i : Fin m), (C i).Nonempty)
(hri : (⋂ (i : Fin m), euclideanRelativeInterior n ((fun (x : EuclideanSpace ℝ (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 → ℝ),
infimalConvolutionFamily (fun (i : Fin m) => supportFunctionEReal (C i)) xStar = ⊤ ∨ ∃ (xStarFamily : Fin m → Fin n → ℝ),
∑ 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_supportFunctionEReal_iInter_eq_infimalConvolutionFamily_of_nonempty_iInter_ri
{n m : ℕ}
(C : Fin m → Set (Fin n → ℝ))
(hC : ∀ (i : Fin m), Convex ℝ (C i))
(hCne : ∀ (i : Fin m), (C i).Nonempty)
(hri : (⋂ (i : Fin m), euclideanRelativeInterior n ((fun (x : EuclideanSpace ℝ (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 → ℝ),
∃ (xStarFamily : Fin m → Fin n → ℝ),
∑ 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.