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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap04.section18_part5

theorem mem_euclideanRelativeInterior_mixedConvexHull_range_of_strict_mixedConvexCombination {n k m : } {x : Fin n} (p : Fin kFin n) (d : Fin mFin n) (a : Fin k) (b : Fin m) (ha : ∀ (i : Fin k), 0 < a i) (hb : ∀ (j : Fin m), 0 < b j) (hsum : i : Fin k, a i = 1) (hx : x = i : Fin k, a i p i + j : Fin m, b j d j) :

A strict mixed convex combination lies in the relative interior of its mixed convex hull.

theorem subset_of_isFace_of_convex_of_euclideanRelativeInterior_fin_inter {n : } {C C' D : Set (Fin n)} (hC' : IsFace C C') (hDC : D C) (hri : (euclideanRelativeInterior_fin n D C').Nonempty) :
D C'

Theorem 18.1 in Fin n → ℝ using euclideanRelativeInterior_fin.

theorem face_mixedConvexHull_eq_mixedConvexHull_inter_recessionCone {n : } (S₀ S₁ : Set (Fin n)) {C' : Set (Fin n)} (hC' : IsFace (mixedConvexHull S₀ S₁) C') (hC'conv : Convex C') :
C' = mixedConvexHull (S₀ C') (S₁ C'.recessionCone)

Theorem 18.3. Let C = conv S, where S is a set of points and directions, and let C' be a non-empty face of C. Then C' = conv S', where S' consists of the points in S which belong to C' and the directions in S which are directions of recession of C'.

theorem isFace_singleton_of_isExtremePoint_mixedConvexHull {n : } {S₀ S₁ : Set (Fin n)} {x : Fin n} (hx : IsExtremePoint (mixedConvexHull S₀ S₁) x) :

A singleton face arises from an extreme point of a mixed convex hull.

theorem mem_points_of_isExtremePoint_mixedConvexHull {n : } {S₀ S₁ : Set (Fin n)} {x : Fin n} :
IsExtremePoint (mixedConvexHull S₀ S₁) xx S₀

Corollary 18.3.1. Suppose C = conv S, where S is given as a set of points S₀ and directions S₁ (so here C = mixedConvexHull S₀ S₁). Then every extreme point of C is a point of S (i.e. lies in S₀).

theorem convex_ray_image {n : } (x d : Fin n) :
Convex ((fun (t : ) => x + t d) '' Set.Ici 0)

A half-line {x + t • d | t ≥ 0} is convex.

theorem ray_image_nonempty {n : } (x d : Fin n) :
((fun (t : ) => x + t d) '' Set.Ici 0).Nonempty

A half-line {x + t • d | t ≥ 0} is nonempty.

theorem recessionCone_ray_eq_rayNonneg_singleton {n : } (x d : Fin n) :
((fun (t : ) => x + t d) '' Set.Ici 0).recessionCone = rayNonneg n {d}

The recession cone of a half-line is the nonnegative ray of its direction.

theorem mem_rayNonneg_of_exists_pos_smul_mem {n : } {S₁ : Set (Fin n)} {d : Fin n} (h : sS₁, ∃ (a : ), 0 < a s = a d) :
d rayNonneg n S₁

If a positive multiple of d lies in S₁, then d lies in rayNonneg n S₁.

theorem not_isBounded_ray_image_of_ne_zero {n : } {x d : Fin n} (hd : d 0) :
¬Bornology.IsBounded ((fun (t : ) => x + t d) '' Set.Ici 0)

A nonzero ray {x + t • d | t ≥ 0} is unbounded.

theorem cone_eq_singleton_zero_of_subset {n : } {S : Set (Fin n)} (hS : S {0}) :
cone n S = {0}

If a direction set is contained in {0}, its cone is {0}.

theorem exists_ne_zero_mem_S₁_inter_recessionCone_of_face_ray {n : } {S₀ S₁ : Set (Fin n)} {x d : Fin n} (hd : d 0) (hface : IsFace (mixedConvexHull S₀ S₁) ((fun (t : ) => x + t d) '' Set.Ici 0)) (hconv : Convex ((fun (t : ) => x + t d) '' Set.Ici 0)) (hNoUnbounded : ∀ (x d' : Fin n), (fun (t : ) => x + t d') '' Set.Ici 0 mixedConvexHull S₀ S₁Bornology.IsBounded (S₀ (fun (t : ) => x + t d') '' Set.Ici 0)) :
sS₁ ((fun (t : ) => x + t d) '' Set.Ici 0).recessionCone, s 0

A half-line face of a mixed convex hull yields a nonzero direction from S₁.

theorem mem_directions_of_isExtremeDirection_mixedConvexHull {n : } {S₀ S₁ : Set (Fin n)} {d : Fin n} (hNoUnbounded : ∀ (x d' : Fin n), (fun (t : ) => x + t d') '' Set.Ici 0 mixedConvexHull S₀ S₁Bornology.IsBounded (S₀ (fun (t : ) => x + t d') '' Set.Ici 0)) :
IsExtremeDirection (mixedConvexHull S₀ S₁) dd rayNonneg n S₁

Corollary 18.3.1. Suppose C = conv S, where S is given as a set of points S₀ and directions S₁ (so C = mixedConvexHull S₀ S₁). If no half-line in C contains an unbounded set of points of S (i.e. along any ray contained in C, the subset of points from S₀ is bounded), then every extreme direction of C is a nonnegative multiple of a direction in S₁.

theorem add_sub_mem_of_mem_linealitySpace {n : } {C : Set (EuclideanSpace (Fin n))} (hC : Convex C) {v x : EuclideanSpace (Fin n)} (hv : v C.linealitySpace) (hx : x C) :
x + v C x - v C

Lineality directions translate points of a convex set.

theorem mem_openSegment_add_sub_half {n : } (x v : EuclideanSpace (Fin n)) :
x openSegment (x + v) (x - v)

The midpoint of x + v and x - v lies in their open segment.

A nonzero lineality direction prevents extreme points.

Text 18.3.1. If the lineality space L of a convex set C is non-zero (equivalently: C contains at least one line), then C has no extreme points.

For a closed set, the relative boundary is C \ ri C.

theorem exists_two_rb_points_with_ri_point_on_openSegment {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (hnotconv : ¬Convex (euclideanRelativeBoundary n C)) :
∃ (x₁ : EuclideanSpace (Fin n)) (x₂ : EuclideanSpace (Fin n)), x₁ euclideanRelativeBoundary n C x₂ euclideanRelativeBoundary n C x₁ x₂ yeuclideanRelativeInterior n C, y openSegment x₁ x₂

From nonconvex relative boundary, pick boundary endpoints with a relative interior point on their open segment.

theorem exists_rb_point_on_segment_of_mem_ri_of_not_mem {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) {y x : EuclideanSpace (Fin n)} (hy : y euclideanRelativeInterior n C) (hxaff : x affineSpan C) (hxC : xC) :

If y ∈ ri C and x ∈ aff C lies outside C, then the open segment y–x meets rb C.

theorem euclideanRelativeBoundary_nonempty_of_isClosed_convex_of_not_affine {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (hCne : C.Nonempty) (hC_not_affine : ¬∃ (A : AffineSubspace (EuclideanSpace (Fin n))), A = C) :

A closed convex set that is not affine has nonempty relative boundary.

theorem exists_supportingHyperplane_data_of_convex_rb {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (hDconv : Convex (euclideanRelativeBoundary n C)) (hDne : (euclideanRelativeBoundary n C).Nonempty) :
∃ (f : EuclideanSpace (Fin n) →ₗ[] ) (a : ), f 0 (∀ xC, f x a) (∀ xeuclideanRelativeBoundary n C, f x = a) x0C, f x0 < a

Convexity of the relative boundary yields supporting hyperplane data.

theorem not_convex_euclideanRelativeBoundary_of_not_affine_not_closedHalf {n : } {C : Set (EuclideanSpace (Fin n))} (hCclosed : IsClosed C) (hCconv : Convex C) (hCne : C.Nonempty) (hC_not_affine : ¬∃ (A : AffineSubspace (EuclideanSpace (Fin n))), A = C) (hC_not_closedHalf_affine : ¬∃ (A : AffineSubspace (EuclideanSpace (Fin n))) (f : EuclideanSpace (Fin n) →ₗ[] ) (a : ), f 0 C = A {x : EuclideanSpace (Fin n) | f x a}) :

The relative boundary of a closed convex set is not convex under the non-affine and non-closed-halfspace hypotheses.

theorem isBounded_segment {n : } (x₁ x₂ : EuclideanSpace (Fin n)) :

A line segment in Euclidean space is bounded.

theorem exists_add_sub_mem_of_mem_ri_of_mem_direction {n : } {C : Set (EuclideanSpace (Fin n))} {x v : EuclideanSpace (Fin n)} (hx : x euclideanRelativeInterior n C) (hv : v (affineSpan C).direction) :
∃ (ε : ), 0 < ε x + ε v C x - ε v C

A relative interior point allows a small step in any affine-span direction.