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Books.ConvexAnalysis_Rockafellar_1970.Chapters.Chap04.section19_part6

theorem helperForCorollary_19_1_2_mem_of_sInf_eq_real_of_closed {S : Set EReal} {r : } (hSnonempty : S.Nonempty) (hSclosed : IsClosed S) (hsInf_real : sInf S = r) :
r S

Helper for Corollary 19.1.2: in EReal, if a nonempty closed set has infimum a finite real value, then that value belongs to the set.

theorem helperForCorollary_19_1_2_unpack_mixedHull_generators_for_transformedEpigraph_extractData {n : } {f : (Fin n)EReal} (hfg_epi : IsFinitelyGeneratedConvexSet (n + 1) ((fun (p : (Fin n) × ) => (prodLinearEquiv_append_coord n) p) '' epigraph Set.univ f)) :
∃ (k : ) (m : ) (p : Fin kFin (n + 1)) (d : Fin mFin (n + 1)), (fun (q : (Fin n) × ) => (prodLinearEquiv_append_coord n) q) '' epigraph Set.univ f = mixedConvexHull (Set.range p) (Set.range d)

Helper for Corollary 19.1.2: extract finite indexed point and ray generator families for the transformed epigraph from IsFinitelyGeneratedConvexSet.

theorem helperForCorollary_19_1_2_exists_fixedCoeffs_of_mem_mixedConvexHull_range {n k m : } (p : Fin kFin n) (d : Fin mFin n) {y : Fin n} (hy : y mixedConvexHull (Set.range p) (Set.range d)) :
∃ (a : Fin k) (b : Fin m), (∀ (i : Fin k), 0 a i) (∀ (j : Fin m), 0 b j) i : Fin k, a i = 1 y = i : Fin k, a i p i + j : Fin m, b j d j

Helper for Corollary 19.1.2: from membership in a mixed convex hull generated by finite families, extract fixed-index coefficient functions on those families.

theorem helperForCorollary_19_1_2_linearImage_mixedConvexHull_range {n p k m : } (L : (Fin n) →ₗ[] Fin p) (pointGen : Fin kFin n) (dirGen : Fin mFin n) :
L '' mixedConvexHull (Set.range pointGen) (Set.range dirGen) = mixedConvexHull (Set.range fun (i : Fin k) => L (pointGen i)) (Set.range fun (j : Fin m) => L (dirGen j))

Helper for Corollary 19.1.2: linear maps send mixed convex hulls generated by finite families to mixed convex hulls generated by the mapped families.

Helper for Corollary 19.1.2: linear images of finitely generated convex sets remain finitely generated.

theorem helperForCorollary_19_1_2_decode_transformedGeneratorCoeffs_to_Text19_0_10_lam {n k' m' : } (p : Fin k'Fin (n + 1)) (d : Fin m'Fin (n + 1)) {x : Fin n} {μ : } {a' : Fin k'} {b' : Fin m'} (ha_nonneg : ∀ (i : Fin k'), 0 a' i) (hb_nonneg : ∀ (j : Fin m'), 0 b' j) (hsum_a : i : Fin k', a' i = 1) (hy_repr : (prodLinearEquiv_append_coord n) (x, μ) = i : Fin k', a' i p i + j : Fin m', b' j d j) :
∃ (lam : Fin (k' + m')), (∀ (j0 : Fin n), i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).1) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).1) i j0 = x j0) i : Fin (k' + m') with i < k', lam i = 1 (∀ (i : Fin (k' + m')), 0 lam i) i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).2) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).2) i = μ

Helper for Corollary 19.1.2: decode fixed-index mixed-hull coefficients in transformed epigraph coordinates into Text 19.0.10 coefficient data.

theorem helperForCorollary_19_1_2_unpack_packGenerators_coeffs_to_Text19_0_10_le {n k' m' : } (p : Fin k'Fin (n + 1)) (d : Fin m'Fin (n + 1)) {x : Fin n} {μ : } (hy : (prodLinearEquiv_append_coord n) (x, μ) mixedConvexHull (Set.range p) (Set.range d)) :
∃ (lam : Fin (k' + m')) (q : ), (∀ (j0 : Fin n), i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).1) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).1) i j0 = x j0) i : Fin (k' + m') with i < k', lam i = 1 (∀ (i : Fin (k' + m')), 0 lam i) q μ q = i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).2) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).2) i

Helper for Corollary 19.1.2: decode mixed-hull membership in packed transformed-epigraph coordinates into feasible Text 19.0.10 coefficients with an objective value bounded by μ.

theorem helperForCorollary_19_1_2_unpack_packedMembership_to_Text19_0_10_le {n k' m' : } (p : Fin k'Fin (n + 1)) (d : Fin m'Fin (n + 1)) {x : Fin n} {μ : } (hy : (prodLinearEquiv_append_coord n) (x, μ) mixedConvexHull (Set.range p) (Set.range d)) :
∃ (lam : Fin (k' + m')), (∀ (j0 : Fin n), i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).1) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).1) i j0 = x j0) i : Fin (k' + m') with i < k', lam i = 1 (∀ (i : Fin (k' + m')), 0 lam i) i : Fin (k' + m'), (lam i) * (Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).2) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).2) i) μ

Helper for Corollary 19.1.2: unpack packed transformed-epigraph mixed-hull membership into feasible decoded coefficients with objective value bounded above by μ.

theorem helperForCorollary_19_1_2_unpack_mixedHull_generators_for_transformedEpigraph_transport_feasible {n k' m' : } (p : Fin k'Fin (n + 1)) (d : Fin m'Fin (n + 1)) {x : Fin n} {lam : Fin (k' + m')} (hlin : ∀ (j0 : Fin n), i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).1) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).1) i j0 = x j0) (hnorm : i : Fin (k' + m') with i < k', lam i = 1) (hnonneg : ∀ (i : Fin (k' + m')), 0 lam i) :
(prodLinearEquiv_append_coord n) (x, i : Fin (k' + m'), lam i * Fin.append (fun (i : Fin k') => ((prodLinearEquiv_append_coord n).symm (p i)).2) (fun (j : Fin m') => ((prodLinearEquiv_append_coord n).symm (d j)).2) i) mixedConvexHull (Set.range p) (Set.range d)

Helper for Corollary 19.1.2: feasible decoded Text 19.0.10 coefficients transport to membership in the mixed convex hull generated by transformed epigraph families.

theorem helperForCorollary_19_1_2_unpack_mixedHull_generators_for_transformedEpigraph {n : } {f : (Fin n)EReal} (hfg_epi : IsFinitelyGeneratedConvexSet (n + 1) ((fun (p : (Fin n) × ) => (prodLinearEquiv_append_coord n) p) '' epigraph Set.univ f)) :
∃ (k : ) (m : ) (a : Fin mFin n) (α : Fin m), k m ∀ (x : Fin n), f x = sInf {r : EReal | ∃ (lam : Fin m), (∀ (j : Fin n), i : Fin m, lam i * a i j = x j) i : Fin m with i < k, lam i = 1 (∀ (i : Fin m), 0 lam i) r = (∑ i : Fin m, lam i * α i)}

Helper for Corollary 19.1.2: unpacking transformed-epigraph finite-generation data into the coefficient representation of Text 19.0.10.

Helper for Corollary 19.1.2: finite-generation of the transformed epigraph induces finite-generation of the function representation.

Helper for Corollary 19.1.2: finite-generation of the function representation induces finite-generation of the transformed epigraph.

Helper for Corollary 19.1.2: polyhedral convex functions are finitely generated.

Helper for Corollary 19.1.2: finitely generated convex functions are polyhedral.

Helper for Corollary 19.1.2: a proper polyhedral convex function is closed.

Helper for Corollary 19.1.2: an EReal infimum equal to a finite real value cannot come from the empty set.