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Books.ConvexAnalysis_Rockafellar_1970.Chap04.section22_part1

theorem helperForTheorem_22_1_dualMargin_realForm {m n : } (a : Fin mFin n) (α : Fin m) (lam : Fin m →₀ ) (ε : ) (hmargin : ∀ (x : Fin n), ε ilam.support, (lam i) * ↑(a i ⬝ᵥ x - α i)) (x : Fin n) :
ε ilam.support, lam i * (a i ⬝ᵥ x - α i)

Helper for Theorem 22.1: convert the EReal dual margin inequality from Theorem 21.4 into an ordinary real inequality over the finite support.

theorem helperForTheorem_22_1_dualMargin_to_linearCertificate {m n : } (a : Fin mFin n) (α : Fin m) (lam : Fin m →₀ ) (ε : ) (hlamNonneg : ∀ (i : Fin m), 0 lam i) ( : 0 < ε) (hmargin : ∀ (x : Fin n), ε ilam.support, lam i * (a i ⬝ᵥ x - α i)) :
∃ (l : Fin m), 0 l i : Fin m, l i a i = 0 i : Fin m, l i * α i < 0

Helper for Theorem 22.1: a dual margin certificate for the affine family yields the classical nonnegative linear multiplier certificate.

theorem helperForTheorem_22_1_certificate_excludes_feasible {m n : } (a : Fin mFin n) (α : Fin m) {x : Fin n} (hx : ∀ (i : Fin m), a i ⬝ᵥ x α i) {l : Fin m} (hl_nonneg : 0 l) (hsum_zero : i : Fin m, l i a i = 0) (hscalar_neg : i : Fin m, l i * α i < 0) :

Helper for Theorem 22.1: a feasible point and a negative nonnegative-multiplier certificate cannot coexist.

theorem farkasAlternative_linearInequalities {m n : } (a : Fin mFin n) (α : Fin m) :
((∃ (x : Fin n), ∀ (i : Fin m), a i ⬝ᵥ x α i) ∃ (l : Fin m), 0 l i : Fin m, l i a i = 0 i : Fin m, l i * α i < 0) ¬((∃ (x : Fin n), ∀ (i : Fin m), a i ⬝ᵥ x α i) ∃ (l : Fin m), 0 l i : Fin m, l i a i = 0 i : Fin m, l i * α i < 0)

Theorem 22.1: Let a_i ∈ ℝ^n and α_i ∈ ℝ for i = 1, ..., m. Exactly one of the following alternatives holds: (a) there exists x ∈ ℝ^n such that ⟪a_i, x⟫ ≤ α_i for every i; (b) there exist nonnegative real numbers λ_1, ..., λ_m such that ∑ i, λ_i a_i = 0 and ∑ i, λ_i α_i < 0.