Documentation

Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap04.section17_part3

@[reducible, inline]
abbrev nonnegOrthant (m : ) :
Set (Fin m)

Definition 17.0.14 ($m$-dimensional (skew) orthant), LaTeX label def:orthant. A generalized m-dimensional simplex with one ordinary vertex and m - 1 vertices at infinity is called an m-dimensional (skew) orthant. The m-dimensional orthants in ℝⁿ are exactly the images of the nonnegative orthant ℝ^m_{≥ 0} under one-to-one affine transformations from ℝ^m into ℝⁿ.

Equations
Instances For
    def IsSkewOrthant (n m : ) (O : Set (Fin n)) :

    A set O ⊆ ℝⁿ is an m-dimensional (skew) orthant if it is the image of the nonnegative orthant ℝ^m_{≥ 0} under an injective affine map ℝ^m → ℝⁿ.

    Equations
    Instances For

      The nonnegative orthant is closed.

      theorem isClosedEmbedding_of_injective_affineMap {n m : } (f : (Fin m) →ᵃ[] Fin n) (hf : Function.Injective f) :
      Topology.IsClosedEmbedding fun (x : Fin m) => f x

      An injective affine map between finite-dimensional real vector spaces is a closed embedding.

      theorem isClosed_of_isSkewOrthant {n m : } {O : Set (Fin n)} :

      Propositon 17.0.15 (Closedness), LaTeX label prop:closedness. Every m-dimensional (skew) orthant in ℝⁿ is closed.

      def IsGeneralizedSimplex (n m : ) (S : Set (Fin n)) :

      A generalized m-dimensional simplex in ℝⁿ, modeled via the identification x ↦ (1, x) ∈ H = {(1, x) | x ∈ ℝⁿ} as a slice of an (m+1)-dimensional skew orthant in ℝ^{n+1}.

      Equations
      Instances For
        theorem continuous_lift1 (n : ) :
        Continuous fun (x : Fin n) (i : Fin (n + 1)) => Fin.cases 1 x i

        The lift map x ↦ (1, x) is continuous.

        theorem liftingHyperplane_eq (n : ) :
        liftingHyperplane n = {y : Fin (n + 1) | y 0 = 1}

        The lifting hyperplane is given by the equation y 0 = 1.

        The lifting hyperplane is closed.

        theorem isClosed_of_isGeneralizedSimplex {n m : } {S : Set (Fin n)} :

        Propositon 17.0.15 (Closedness), generalized simplex version: every generalized m-dimensional simplex in ℝⁿ is closed.

        Propositon 17.0.16 (Closedness via orthant slicing), LaTeX label prop:gen-simplex-closed.

        Every generalized m-dimensional simplex in ℝⁿ is closed. More precisely, such a set can be identified with the intersection of an (m+1)-dimensional orthant in ℝ^{n+1} and the hyperplane H = {(1, x) | x ∈ ℝⁿ}.

        In this file, a “generalized simplex” is represented by IsGeneralizedSimplex n m S, which models the “orthant slicing” description.

        theorem split_liftingSet_sum_to_IsMixedConvexCombination_fixed_length {n m : } {S₀ S₁' : Set (Fin n)} {x : Fin n} (s : Fin mFin (n + 1)) (c : Fin m) (hs : ∀ (i : Fin m), s i liftingSet S₀ S₁') (hc : ∀ (i : Fin m), 0 c i) (hsum : (fun (i : Fin (n + 1)) => Fin.cases 1 x i) = i : Fin m, c i s i) :
        IsMixedConvexCombination n m S₀ S₁' x

        Split a lifting-set sum into a mixed convex combination, preserving the length.

        theorem trim_nonneg_sum_smul_drop_zero_coeffs {n m : } {S : Set (Fin (n + 1))} {y : Fin (n + 1)} (s : Fin mFin (n + 1)) (c : Fin m) (hs : ∀ (i : Fin m), s i S) (hc : ∀ (i : Fin m), 0 c i) (hsum : y = i : Fin m, c i s i) :
        ∃ (m' : ) (s' : Fin m'Fin (n + 1)) (c' : Fin m'), (∀ (i : Fin m'), s' i S) (∀ (i : Fin m'), 0 < c' i) y = i : Fin m', c' i s' i

        Drop zero coefficients from a nonnegative sum and reindex to obtain positive coefficients.

        theorem exists_linear_relation_sum_smul_eq_zero_exists_pos {m : } {V : Type u_1} [AddCommGroup V] [Module V] (s : Fin mV) (hlin : ¬LinearIndependent s) :
        ∃ (μ : Fin m), i : Fin m, μ i s i = 0 ∃ (i : Fin m), 0 < μ i

        A linear dependence yields a relation with a positive coefficient.

        theorem drop_zero_coeff_sum_smul_to_shorter {n m : } {T : Set (Fin (n + 1))} {y : Fin (n + 1)} (s : Fin (m + 1)Fin (n + 1)) (c : Fin (m + 1)) (hs : ∀ (i : Fin (m + 1)), s i T) (hc : ∀ (i : Fin (m + 1)), 0 c i) (hsum : y = i : Fin (m + 1), c i s i) (i0 : Fin (m + 1)) (hci0 : c i0 = 0) :
        ∃ (s' : Fin mFin (n + 1)) (c' : Fin m), (∀ (j : Fin m), s' j T) (∀ (j : Fin m), 0 c' j) y = j : Fin m, c' j s' j

        Remove a zero coefficient from a nonnegative sum and shorten the index set.

        theorem conic_elim_one_generator_pos_to_shorter {n m : } {T : Set (Fin (n + 1))} {y : Fin (n + 1)} (s : Fin (m + 1)Fin (n + 1)) (c : Fin (m + 1)) (hs : ∀ (i : Fin (m + 1)), s i T) (hc : ∀ (i : Fin (m + 1)), 0 < c i) (hsum : y = i : Fin (m + 1), c i s i) (hlin : ¬LinearIndependent s) :
        ∃ (s' : Fin mFin (n + 1)) (c' : Fin m), (∀ (j : Fin m), s' j T) (∀ (j : Fin m), 0 c' j) y = j : Fin m, c' j s' j

        Eliminate one generator from a positive conic combination under linear dependence.

        theorem exists_nonneg_sum_smul_liftingSet_le_add_one {n : } {S₀ S₁ : Set (Fin n)} {x : Fin n} :
        (fun (i : Fin (n + 1)) => Fin.cases 1 x i) liftingCone S₀ S₁mn + 1, ∃ (s : Fin mFin (n + 1)) (c : Fin m), (∀ (i : Fin m), s i liftingSet S₀ S₁) (∀ (i : Fin m), 0 c i) (fun (i : Fin (n + 1)) => Fin.cases 1 x i) = i : Fin m, c i s i

        Reduce a lifting-set representation to at most n + 1 generators.

        theorem mem_mixedConvexHull_iff_exists_mixedConvexCombination_le_finrank_add_one {n : } (S₀ S₁ : Set (Fin n)) (x : Fin n) :
        x mixedConvexHull S₀ S₁ mn + 1, IsMixedConvexCombination n m S₀ S₁ x

        Theorem 17.1 (Caratheodory's Theorem). Let S be a set of points and directions in ℝⁿ, modeled as a pair (S₀, S₁) with point-set S₀ ⊆ ℝⁿ and direction-set S₁ ⊆ ℝⁿ, and let C := conv S be the resulting mixed convex hull (here: C := mixedConvexHull S₀ S₁).

        Then x ∈ C if and only if x can be expressed as a convex combination of n + 1 of the points and directions in S (not necessarily distinct); in this file, this is represented as existence of a mixed convex combination of size m ≤ n + 1.

        theorem conv_mem_range_of_convexCombination {n k : } {p : Fin kFin n} {w : Fin k} {x : Fin n} (hw : IsConvexWeights k w) (hx : x = convexCombination n k p w) :

        A convex combination lies in the convex hull of its range.

        theorem exists_injective_indexed_convexCombination_of_mem_conv_iUnion {n : } {I : Type u_1} (Cᵢ : ISet (Fin n)) (hconv : ∀ (i : I), Convex (Cᵢ i)) {x : Fin n} (hx : x conv (⋃ (i : I), Cᵢ i)) :
        ∃ (k : ) (idx : Fin kI) (p : Fin kFin n) (w : Fin k), Function.Injective idx (∀ (j : Fin k), p j Cᵢ (idx j)) IsConvexWeights k w x = convexCombination n k p w

        Coalesce a convex combination in a union into one indexed by distinct sets.