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Books.ConvexAnalysis_Rockafellar_1970.Chap05.section26_part2

theorem helperForText_26_4_0_2_localWitness_excludes_finZero_empty {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hWitness : ∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp) :
¬(n = 0 C = )

Helper for Text 26.4.0.2: any actual witness of the target conclusion already rules out the degenerate specialization n = 0 and C = ∅, because that specialization is exactly where the singleton-space interior-domain contradiction applies.

theorem helperForText_26_4_0_2_localGoalFalse_of_finZero_empty {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hBadSpecialization : n = 0 C = ) :
¬∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp

Helper for Text 26.4.0.2: once the local parameters are specialized to n = 0 and C = ∅, the exact local existential conclusion of the target theorem is impossible. This packages the bad case as a direct obstruction for the eventual theorem-level case split.

theorem helperForText_26_4_0_2_localWitness_forces_nonemptySource_finZero {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hn : n = 0) (hWitness : ∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp) :

Helper for Text 26.4.0.2: in zero dimension, any actual witness for the target conclusion forces the source set to be nonempty, so the repaired theorem statement must exclude the empty source specialization when n = 0.

theorem helperForText_26_4_0_2_localWitness_nonempty_of_finZero {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hWitness : ∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp) :
n = 0C.Nonempty

Helper for Text 26.4.0.2: in dimension zero, any actual witness of the target conclusion forces the source set to contain a point. This isolates the concrete side condition missing from the current false theorem header.

theorem helperForText_26_4_0_2_localWitness_forces_repairedSideCondition {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hWitness : ∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp) :

Helper for Text 26.4.0.2: any actual witness of the target conclusion forces the concrete zero-dimensional side condition n ≠ 0 ∨ C.Nonempty. This packages the exact local repair that the obstruction chain isolates.

Helper for Text 26.4.0.2: failing the repaired side condition n ≠ 0 ∨ C.Nonempty is exactly the bad specialization n = 0 and C = ∅ isolated by the obstruction chain.

theorem helperForText_26_4_0_2_localGoalFalse_of_not_repairedSideCondition {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hNoRepair : ¬(n 0 C.Nonempty)) :
¬∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp

Helper for Text 26.4.0.2: if the repaired side condition n ≠ 0 ∨ C.Nonempty fails, then the exact local existential conclusion of the target theorem is impossible.

theorem helperForText_26_4_0_2_localGoalIsEmpty_of_not_repairedSideCondition {n : } {C : Set (Fin n)} {f : (Fin n)} (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hNoRepair : ¬(n 0 C.Nonempty)) :
IsEmpty (∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp)

Helper for Text 26.4.0.2: if the repaired side condition n ≠ 0 ∨ C.Nonempty fails, then the exact local existential goal type is empty.

theorem helperForText_26_4_0_2_localObstructionSummary {n : } {C : Set (Fin n)} {f : (Fin n)} (hC_convex : Convex C) (hf_convex : ConvexOn C f) (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) :
IsEmpty (∀ {n : } {C : Set (Fin n)} {f : (Fin n)}, Convex CConvexOn C f∀ (L' : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)), ∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L'.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp) ((∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp)n 0 C.Nonempty) (¬(n 0 C.Nonempty) → IsEmpty (∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp))

Helper for Text 26.4.0.2: the local obstruction splits into a reusable summary. The declaration-form universal source type is already empty, any actual local witness forces the repaired side condition n ≠ 0 ∨ C.Nonempty, and failing that side condition empties the exact local existential goal.

theorem helperForText_26_4_0_2_hypotheses_doNotForce_repairedSideCondition :
¬∀ {n : } {C : Set (Fin n)} {f : (Fin n)}, Convex CConvexOn C f∀ (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)), n 0 C.Nonempty

Helper for Text 26.4.0.2: the current theorem hypotheses do not by themselves force the repaired side condition n ≠ 0 ∨ C.Nonempty; the bad specialization n = 0, C = ∅, f = 0 still satisfies them.

theorem helperForText_26_4_0_2_localGoalIsEmpty_or_repairedSideCondition {n : } {C : Set (Fin n)} {f : (Fin n)} (hC_convex : Convex C) (hf_convex : ConvexOn C f) (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) :
IsEmpty (∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp) n 0 C.Nonempty

Helper for Text 26.4.0.2: under the current unrepaired theorem header, the exact local existential goal has only one formal alternative. Either the repaired side condition n ≠ 0 ∨ C.Nonempty holds, or the obstruction chain already packages the local goal type as empty.

Helper for Text 26.4.0.2: transport the openness and differentiability data carried by the Legendre package from the Euclidean-space coordinates back to the textbook coordinates Fin n → ℝ.

Helper for Text 26.4.0.2: a proper convex function on all of ℝⁿ can be repackaged as a proper convex EReal-valued function in the Jensen-style sense used locally in Section 26.

Helper for Text 26.4.0.2: in positive dimension, the singleton {0} has empty interior.

Helper for Text 26.4.0.2: when C = ∅ but n ≠ 0, the indicator of {0} gives an explicit closed proper convex witness whose effective-domain interior is empty.

Helper for Text 26.4.0.2: transporting the Euclidean-space source function z ↦ f ((EuclideanSpace.equiv (Fin n) ℝ) z) back to textbook coordinates sends its gradient at (EuclideanSpace.equiv (Fin n) ℝ).symm x to the Fréchet derivative determined by the transported coordinate gradient.

theorem helperForText_26_4_0_2_sourceGradient_transport {n : } {f : (Fin n)} {x : Fin n} (hdiffAt : DifferentiableAt f x) :

Helper for Text 26.4.0.2: transporting the Euclidean-space source function z ↦ f ((EuclideanSpace.equiv (Fin n) ℝ) z) back to textbook coordinates sends its gradient at (EuclideanSpace.equiv (Fin n) ℝ).symm x to the coordinate gradient euclideanGradientAt f x.

theorem helperForText_26_4_0_2_closedExtension_subgradient_at_coordinateGradient {n : } {C : Set (Fin n)} {f : (Fin n)} (hC_open : IsOpen C) (hf_diff : DifferentiableOn f C) {fExt : (Fin n)EReal} (hfExt : fExt = fun (y : Fin n) => (f y) + indicatorFunction C y) {F : (Fin n)EReal} (hF : F = convexFunctionClosure fExt) (hproperExtOn : ProperConvexFunctionOn Set.univ fExt) {x : Fin n} (hx : x C) :

Helper for Text 26.4.0.2: the closed extension F = convexFunctionClosure (fun x => (f x : EReal) + indicatorFunction C x) has euclideanGradientAt f x as a Euclidean subgradient at every x ∈ C.

theorem helperForText_26_4_0_2_fenchelYoung_subtractionForm {n : } {F : (Fin n)EReal} {x xStar : Fin n} (hproperFOn : ProperConvexFunctionOn Set.univ F) (hFY : FenchelYoungEqualityAt F x xStar) :
fenchelConjugate n F xStar = ↑(x ⬝ᵥ xStar) - F x

Helper for Text 26.4.0.2: at each x ∈ C, the closed extension F = convexFunctionClosure (fun x => (f x : EReal) + indicatorFunction C x) satisfies the Fenchel-Young equality in the subtraction form used later in the theorem.

theorem helperForText_26_4_0_2_fenchelEquality_for_closedExtension_at_coordinateGradient {n : } {C : Set (Fin n)} {f : (Fin n)} (hC_open : IsOpen C) (hf_diff : DifferentiableOn f C) {fExt : (Fin n)EReal} (hfExt : fExt = fun (y : Fin n) => (f y) + indicatorFunction C y) {F : (Fin n)EReal} (hF : F = convexFunctionClosure fExt) (hproperExtOn : ProperConvexFunctionOn Set.univ fExt) (hproperFOn : ProperConvexFunctionOn Set.univ F) {x : Fin n} (hx : x C) :

Helper for Text 26.4.0.2: at each x ∈ C, the closed extension F = convexFunctionClosure (fun x => (f x : EReal) + indicatorFunction C x) satisfies the Fenchel-Young equality at the coordinate gradient euclideanGradientAt f x.

Helper for Text 26.4.0.2: rewriting L.value_eq in textbook coordinates expresses the Legendre value at a source point as the same subtraction formula that appears in Fenchel-Young.

theorem legendreTransformation_has_closedProperConvexExtension_with_fenchelConjugate_restriction {n : } {C : Set (Fin n)} {f : (Fin n)} (hC_convex : Convex C) (hf_convex : ConvexOn C f) (L : LegendreTransformationOn ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x)) (hRepair : n 0 C.Nonempty) :
∃ (F : (Fin n)EReal), ProperConvexERealFunction F LowerSemicontinuous F (∀ xC, F x = (f x)) interior (effectiveDomain Set.univ F) = C ∀ (xStar : (legendreGradientImage ((EuclideanSpace.equiv (Fin n) ).symm '' C) fun (x : EuclideanSpace (Fin n)) => f ((EuclideanSpace.equiv (Fin n) ) x))), (L.conjFun xStar) = fenchelConjugate n F (↑xStar).ofLp

Text 26.4.0.2: in the Legendre setting of Definition 26.4.0.1, if C is convex and f is convex on C, and if we exclude the formal degenerate specialization n = 0, C = ∅, then f admits a closed proper convex EReal-valued extension F on ℝ^n whose effective-domain interior is exactly C, and the Legendre conjugate g agrees on D with the ordinary Fenchel conjugate F* of that extension.