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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap04.section18_part3

The collection 𝓤 of all relative interiors of nonempty convex faces of a convex set C in ℝⁿ.

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    A singleton in ℝⁿ is relatively open.

    theorem faceRelativeInteriors_eq_of_nonempty_inter {n : } {C U V : Set (EuclideanSpace (Fin n))} (hU : U faceRelativeInteriors n C) (hV : V faceRelativeInteriors n C) (hUV : (U V).Nonempty) :
    U = V

    If two elements of faceRelativeInteriors meet, then they are equal.

    theorem FaceOf.mem_sInf_iff {𝕜 : Type u_1} {E : Type u_2} [Semiring 𝕜] [PartialOrder 𝕜] [AddCommMonoid E] [SMul 𝕜 E] {C : Set E} (hC : Convex 𝕜 C) (S : Set (FaceOf C)) {x : E} :
    x (sInf C hC S) x C FS, x F

    Membership in FaceOf.sInf means lying in C and every face in S.

    theorem maximizers_eq_inter_of_le {n : } {C : Set (EuclideanSpace (Fin n))} (f : EuclideanSpace (Fin n) →ₗ[] ) {β : } (h_le : xC, f x β) (h_eq : x0C, f x0 = β) :
    maximizers C f = C {x : EuclideanSpace (Fin n) | f x = β}

    If a linear functional is bounded above by β on C and attains β, then its maximizers are exactly C ∩ {x | f x = β}.

    theorem exists_faceRelativeInteriors_superset_of_relOpenConvex {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hC : Convex C) {D : Set (EuclideanSpace (Fin n))} (hDC : D C) (hDconv : Convex D) (hDopen : euclideanRelativelyOpen n D) :
    UfaceRelativeInteriors n C, D U

    Any relatively open convex subset of C is contained in a member of faceRelativeInteriors.

    The union of faceRelativeInteriors is the ambient convex set.

    theorem faceRelativeInteriors_maximal_of_absorption {n : } {C : Set (EuclideanSpace (Fin n))} (hCne : C.Nonempty) (hC : Convex C) {U : Set (EuclideanSpace (Fin n))} (hU : U faceRelativeInteriors n C) {D : Set (EuclideanSpace (Fin n))} (hDC : D C) (hDconv : Convex D) (hDopen : euclideanRelativelyOpen n D) (hUD : U D) :
    D = U

    Elements of faceRelativeInteriors are maximal relatively open convex subsets of C.

    Theorem 18.2. Let C be a non-empty convex set, and let 𝓤 be the collection of all relative interiors of non-empty faces of C. Then 𝓤 is a partition of C (pairwise disjoint with union equal to C). Every relatively open convex subset of C is contained in some element of 𝓤, and the sets in 𝓤 are the maximal relatively open convex subsets of C.

    The affine span of a segment is the line through its endpoints.

    Points in an open segment lie in the relative interior of the closed segment.

    theorem den_two_between {t1 t2 : } (ht1 : t1 Set.Ioo 0 1) (ht2 : t2 Set.Ioo 0 1) :
    0 < t1 + t2 - t1 * t2 t1 + t2 - t1 * t2 < 1

    The denominator in the two-between computation lies in (0,1).

    theorem lineMap_solve_y_of_two_between {n : } {x y u v : EuclideanSpace (Fin n)} {t1 t2 : } (hx : x = (AffineMap.lineMap y u) t1) (hy : y = (AffineMap.lineMap x v) t2) (hden : t1 + t2 - t1 * t2 0) :
    y = (AffineMap.lineMap u v) (t2 / (t1 + t2 - t1 * t2))

    Solve for y from two lineMap relations by eliminating the middle point.

    theorem lineMap_solve_x_of_two_between {n : } {x y u v : EuclideanSpace (Fin n)} {t1 t2 : } (hx : x = (AffineMap.lineMap y u) t1) (hy : y = (AffineMap.lineMap x v) t2) (hden : t1 + t2 - t1 * t2 0) :
    x = (AffineMap.lineMap u v) ((1 - t1) * t2 / (t1 + t2 - t1 * t2))

    Solve for x from two lineMap relations by substituting the computed y.

    If x is between y and u, and y is between x and v, then both lie between u and v.

    theorem dir2_implies_dir1_take_D_eq_ri_segment {n : } {C : Set (EuclideanSpace (Fin n))} {x y u v : EuclideanSpace (Fin n)} (hsegC : segment u v C) (hxri : x euclideanRelativeInterior n (segment u v)) (hyri : y euclideanRelativeInterior n (segment u v)) :
    DC, Convex D euclideanRelativelyOpen n D x D y D

    From a segment whose relative interior contains x,y, build a relatively open convex subset.

    theorem dir1_implies_dir2_extend_past_x_and_y {n : } {C D : Set (EuclideanSpace (Fin n))} {x y : EuclideanSpace (Fin n)} (hDC : D C) (hDconv : Convex D) (hDopen : euclideanRelativelyOpen n D) (hxD : x D) (hyD : y D) (hxy : x y) :

    From a relatively open convex D, extend past x and y to get a segment in C.

    Text 18.2.1. Let C be a convex set and let x, y be two distinct points in C. The following two conditions are equivalent:

    (1) There exists a relatively open convex subset D ⊆ C such that x ∈ D and y ∈ D.

    (2) There exists a line segment S ⊆ C such that both x and y belong to the relative interior of S (i.e. x, y ∈ ri(S)).

    theorem mixedConvexHull_subset_of_convex_of_subset_of_recedes {n : } {S₀ S₁ Ccand : Set (Fin n)} (hCconv : Convex Ccand) (hS₀ : S₀ Ccand) (hrec : dS₁, xCcand, ∀ (t : ), 0 tx + t d Ccand) :
    mixedConvexHull S₀ S₁ Ccand

    A convex set containing S₀ and receding along S₁ contains the mixed convex hull.

    theorem mem_recessionCone_mixedConvexHull_of_mem_directions {n : } {S₀ S₁ : Set (Fin n)} {d : Fin n} (hd : d S₁) :

    Directions in S₁ are recession directions of the mixed convex hull.

    theorem isFace_image_equiv_fin {n : } {C C' : Set (Fin n)} (hC' : IsFace C C') :

    Transport a face along the EuclideanSpace equivalence.

    theorem isFace_eq_inter_closure_fin {n : } {C C' : Set (Fin n)} (hC' : IsFace C C') (hC'conv : Convex C') :
    C' = C closure C'

    Faces in Fin n → ℝ satisfy C' = C ∩ closure C'.

    theorem mem_recessionCone_face_of_mem_recessionCone_of_mem_recessionCone_closure {n : } {S₀ S₁ C' : Set (Fin n)} (hC' : IsFace (mixedConvexHull S₀ S₁) C') (hC'conv : Convex C') {d : Fin n} (hdC : d (mixedConvexHull S₀ S₁).recessionCone) (hdCl : d (closure C').recessionCone) :

    If a direction recedes in both C and closure C', it recedes in the face C'.

    theorem mem_recessionCone_closure_of_exists_ray {n : } {K : Set (Fin n)} {d : Fin n} (hKconv : Convex K) (hRay : x0K, ∀ (t : ), 0 tx0 + t d K) :

    A ray in a convex set gives a recession direction of its closure.

    theorem mixedConvexHull_mono {n : } {S₀ S₁ T₀ T₁ : Set (Fin n)} (hS₀ : S₀ T₀) (hS₁ : S₁ T₁) :
    mixedConvexHull S₀ S₁ mixedConvexHull T₀ T₁

    Monotonicity of the mixed convex hull in both arguments.