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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap04.section19_part1

theorem isPolyhedralConvexSet_iff_exists_finite_halfspaces (n : ) (C : Set (Fin n)) :
IsPolyhedralConvexSet n C ∃ (m : ) (b : Fin mFin n) (β : Fin m), C = ⋂ (i : Fin m), closedHalfSpaceLE n (b i) (β i)

Text 19.0.1: A set C ⊆ ℝ^n is polyhedral convex if there exist vectors b i and scalars β i such that C is the intersection of finitely many closed half-spaces {x | x ⬝ᵥ b i ≤ β i}.

theorem helperForText_19_0_2_eq_iff_le_and_neg_le {n : } {x a : Fin n} {α : } :
x ⬝ᵥ a = α x ⬝ᵥ a α x ⬝ᵥ -a -α

Helper for Text 19.0.2: an equality is equivalent to two weak inequalities.

theorem helperForText_19_0_2_solutionSet_as_iInter_halfspaces (n m k : ) (a : Fin mFin n) (α : Fin m) (b : Fin kFin n) (β : Fin k) :
{x : Fin n | (∀ (i : Fin m), x ⬝ᵥ a i = α i) ∀ (j : Fin k), x ⬝ᵥ b j β j} = ⋂ (s : Fin m Fin m Fin k), closedHalfSpaceLE n (match (motive := Fin m Fin m Fin kFin n) s with | Sum.inl i => a i | Sum.inr s' => match (motive := Fin m Fin kFin n) s' with | Sum.inl i => -a i | Sum.inr j => b j) (match s with | Sum.inl i => α i | Sum.inr s' => match s' with | Sum.inl i => -α i | Sum.inr j => β j)

Helper for Text 19.0.2: rewrite the mixed system as a finite intersection of half-spaces.

theorem polyhedralConvexSet_solutionSet_linearEq_and_inequalities (n m k : ) (a : Fin mFin n) (α : Fin m) (b : Fin kFin n) (β : Fin k) :
IsPolyhedralConvexSet n {x : Fin n | (∀ (i : Fin m), x ⬝ᵥ a i = α i) ∀ (j : Fin k), x ⬝ᵥ b j β j}

Text 19.0.2: The solution set in ℝ^n of any finite mixed system of linear equations and weak linear inequalities is a polyhedral convex set.

theorem helperForText_19_0_3_isCone_iInter_halfspaces_zero (n m : ) (b : Fin mFin n) :
IsConeSet n (⋂ (i : Fin m), closedHalfSpaceLE n (b i) 0)

Helper for Text 19.0.3: intersections of homogeneous closed half-spaces are cones.

theorem helperForText_19_0_3_dot_le_zero_of_cone_and_mem_iInter {n : } {ι : Sort u_1} {C : Set (Fin n)} {b : ιFin n} {β : ι} (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) (hcone : IsConeSet n C) (x : Fin n) :
x C∀ (i : ι), x ⬝ᵥ b i 0

Helper for Text 19.0.3: a cone inside half-spaces forces each dot-product to be nonpositive.

theorem helperForText_19_0_3_beta_nonneg_of_cone_and_mem_iInter {n : } {ι : Sort u_1} {C : Set (Fin n)} {b : ιFin n} {β : ι} (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) (hCne : C.Nonempty) (hcone : IsConeSet n C) (i : ι) :
0 β i

Helper for Text 19.0.3: a nonempty cone inside half-spaces forces each β i to be nonnegative.

theorem helperForText_19_0_3_homogenize_iInter_halfspaces {n : } {ι : Sort u_1} {C : Set (Fin n)} {b : ιFin n} {β : ι} (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) (hCne : C.Nonempty) (hcone : IsConeSet n C) :
C = ⋂ (i : ι), closedHalfSpaceLE n (b i) 0

Helper for Text 19.0.3: homogenize a half-space representation of a nonempty cone.

theorem polyhedralConvexSet_isCone_iff_iInter_halfspaces_through_origin (n : ) (C : Set (Fin n)) (hCne : C.Nonempty) :
IsPolyhedralConvexSet n C → (IsConeSet n C ∃ (m : ) (b : Fin mFin n), C = ⋂ (i : Fin m), closedHalfSpaceLE n (b i) 0)

Text 19.0.3: For a polyhedral convex set C ⊆ ℝ^n, C is a cone iff it is the intersection of finitely many closed half-spaces whose boundary hyperplanes pass through the origin (equivalently, the inequalities are homogeneous with β i = 0).

def IsFinitelyGeneratedConvexSet (n : ) (C : Set (Fin n)) :

Text 19.0.4: A convex set C ⊆ ℝ^n is called finitely generated if it is the mixed convex hull of finitely many points and directions (Definition 17.0.4). Equivalently, there exist vectors a₁, …, a_m and an integer k with 0 ≤ k ≤ m such that C consists exactly of all vectors of the form x = λ₁ a₁ + ··· + λ_m a_m with λ₁ + ··· + λ_k = 1 and λ_i ≥ 0 for i = 1, …, m.

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    def IsGeneratingSetForConvexCone (n m : ) (C : Set (Fin n)) (a : Fin mFin n) :

    Text 19.0.5: Let C ⊆ ℝ^n be a finitely generated convex cone. A finite set {a₁, …, a_m} is called a set of generators of C if C = {∑ i, λ i • a i | λ i ≥ 0} (equivalently, C = convexConeGenerated n (Set.range a)).

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      Text 19.0.6: The unbounded finitely generated convex sets may be regarded as generalized polytopes having certain vertices at infinity, like the generalized simplices in §17.

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        theorem helperForText_19_0_7_face_subset {n : } {C F : Set (Fin n)} :
        IsFace C FF C

        Helper for Text 19.0.7: a face is a subset of its ambient set.

        theorem helperForText_19_0_7_face_convex {n : } {C F : Set (Fin n)} :
        IsFace C FConvex C

        Helper for Text 19.0.7: a face certifies convexity of the ambient set.

        theorem helperForText_19_0_7_face_isExtreme {n : } {C F : Set (Fin n)} :
        IsFace C FIsExtreme C F

        Helper for Text 19.0.7: a face is an extreme subset of the ambient set.

        Helper for Text 19.0.7: polyhedral convex sets are convex.

        Helper for Text 19.0.7: the empty set is polyhedral convex.

        Helper for Text 19.0.7: a nonempty convex set in Fin n → ℝ has a relative interior point.

        theorem helperForText_19_0_7_activeConstraintIntersection_isPolyhedral {n m : } (b : Fin mFin n) (β : Fin m) (A : Set (Fin m)) :
        IsPolyhedralConvexSet n ((⋂ (j : Fin m), closedHalfSpaceLE n (b j) (β j)) iA, {x : Fin n | x ⬝ᵥ b i = β i})

        Helper for Text 19.0.7: adding finitely many equality constraints to a finite half-space representation preserves polyhedrality.

        Helper for Theorem 19.1: polyhedral convex sets are convex.

        Helper for Theorem 19.1: polyhedral convex sets are closed.

        theorem helperForTheorem_19_1_faces_as_IsExtreme_under_convex {n : } {C : Set (Fin n)} (hc : Convex C) :
        {C' : Set (Fin n) | IsFace C C'} = {C' : Set (Fin n) | IsExtreme C C'}

        Helper for Theorem 19.1: for convex sets, faces coincide with extreme subsets.

        theorem helperForTheorem_19_1_faces_empty_of_not_convex {n : } {C : Set (Fin n)} (hconv : ¬Convex C) :
        {C' : Set (Fin n) | IsFace C C'} =

        Helper for Theorem 19.1: without convexity the family of faces is empty.

        Helper for Theorem 19.1: a closed nonconvex set has finitely many faces.

        Helper for Theorem 19.1: the stated equivalence fails without convexity.

        theorem helperForTheorem_19_1_isFace_of_tightConstraint {n : } {C : Set (Fin n)} {b : Fin n} {β : } (hC : C closedHalfSpaceLE n b β) (hc : Convex C) :
        IsFace C (C {x : Fin n | x ⬝ᵥ b = β})

        Helper for Theorem 19.1: a tight constraint defines a face of a convex set.

        theorem helperForTheorem_19_1_face_subset_iInter_tightConstraints_of_mem_ri {n : } {ι : Type u_1} [Fintype ι] {C F : Set (Fin n)} (b : ιFin n) (β : ι) (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) (hF : IsFace C F) {z : Fin n} (hzri : z euclideanRelativeInterior_fin n F) (hzC : z C) :
        F C i{i : ι | z ⬝ᵥ b i = β i}, {x : Fin n | x ⬝ᵥ b i = β i}

        Helper for Theorem 19.1: a face lies in all tight constraints at a relative interior point.

        Helper for Theorem 19.1: a relative-interior point lies in the set.

        theorem helperForTheorem_19_1_mem_euclideanRelativeInterior_fin_activeConstraintIntersection_of_mem {n : } {ι : Type u_1} [Fintype ι] {C : Set (Fin n)} (b : ιFin n) (β : ι) (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) {z : Fin n} (hzC : z C) :
        z euclideanRelativeInterior_fin n (C i{i : ι | z ⬝ᵥ b i = β i}, {x : Fin n | x ⬝ᵥ b i = β i})

        Helper for Theorem 19.1: an active-constraint intersection has a relative-interior point whenever the base point lies in the set.

        theorem helperForTheorem_19_1_mem_euclideanRelativeInterior_fin_activeConstraintIntersection {n : } {ι : Type u_1} [Fintype ι] {C F : Set (Fin n)} (b : ιFin n) (β : ι) (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) (hF : IsFace C F) {z : Fin n} (hzri : z euclideanRelativeInterior_fin n F) (hzC : z C) :
        z euclideanRelativeInterior_fin n (C i{i : ι | z ⬝ᵥ b i = β i}, {x : Fin n | x ⬝ᵥ b i = β i})

        Helper for Theorem 19.1: the active-constraint intersection has the given relative interior point.

        theorem helperForTheorem_19_1_face_eq_iInter_tightConstraints_of_mem_ri {n : } {ι : Type u_1} [Fintype ι] {C F : Set (Fin n)} (b : ιFin n) (β : ι) (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) (hF : IsFace C F) {z : Fin n} (hzri : z euclideanRelativeInterior_fin n F) (hzC : z C) :
        C i{i : ι | z ⬝ᵥ b i = β i}, {x : Fin n | x ⬝ᵥ b i = β i} F

        Helper for Theorem 19.1: a face equals the intersection of its tight constraints at a relative-interior point.

        theorem polyhedralConvexSet_face (n : ) (C F : Set (Fin n)) :

        Text 19.0.7: Every face of a polyhedral convex set is itself a polyhedral convex set.

        theorem helperForTheorem_19_1_faces_finite_of_iInter_halfspaces {n : } {ι : Type u_1} [Fintype ι] {C : Set (Fin n)} (b : ιFin n) (β : ι) (hC : C = ⋂ (i : ι), closedHalfSpaceLE n (b i) (β i)) :
        {F : Set (Fin n) | IsFace C F}.Finite

        Helper for Theorem 19.1: faces of a finite intersection of half-spaces are finite.

        Helper for Theorem 19.1: polyhedral convex sets are closed and have finitely many faces.

        Helper for Theorem 19.1: finite faces yield finitely many extreme points.