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Books.ConvexAnalysis_Rockafellar_1970.Chap07.section33_part2

theorem helperForLemma33_0_5_fixedRadiusLocalInfimum_productInfimum_nonexceptionalBound {n : } (ε : { r : // 0 < r }) {f : (Fin n)EReal} {x y : Fin n} {a b : } (ha : 0 < a) (hb : 0 < b) (h₁ : ⨅ (w : { w : Fin n // w - x < ε }), f w ⨅ (w : { w : Fin n // w - y < ε }), f w ) (h₂ : ⨅ (w : { w : Fin n // w - x < ε }), f w ⨅ (w : { w : Fin n // w - y < ε }), f w ) :
⨅ (p : { w : Fin n // w - x < ε } × { w : Fin n // w - y < ε }), a * f p.1 + b * f p.2 (a * ⨅ (w : { w : Fin n // w - x < ε }), f w) + b * ⨅ (w : { w : Fin n // w - y < ε }), f w

Helper for Lemma33.0.5: outside the two mixed (⊥, ⊤) corners, the product-indexed infimum of weighted endpoint values is bounded by the weighted sum of the endpoint local infima.

theorem helperForLemma33_0_5_fixedRadiusLocalInfimum_preserves_convexity {n : } (ε : { r : // 0 < r }) {f : (Fin n)EReal} (hConv : IsERealConvexOn Set.univ f) :
IsERealConvexOn Set.univ fun (x : Fin n) => ⨅ (w : { w : Fin n // w - x < ε }), f w

Helper for Lemma33.0.5: at a fixed radius, local infima preserve convexity.

theorem helperForLemma33_0_5_fixedRadiusLocalInfimum_convexFunction {n : } (ε : { r : // 0 < r }) {f : (Fin n)EReal} (hConv : IsERealConvexOn Set.univ f) :
ConvexFunction fun (x : Fin n) => ⨅ (w : { w : Fin n // w - x < ε }), f w

Helper for Lemma33.0.5: at a fixed radius, local infima have a convex epigraph.

theorem helperForLemma33_0_5_fixedRadiusLocalInfimum_preserves_parameterConcavity {m n : } (ε : { r : // 0 < r }) (v : Fin n) {K : (Fin m)(Fin n)EReal} (hConc : ∀ (w : Fin n), IsERealConcaveOn Set.univ fun (u : Fin m) => K u w) :
IsERealConcaveOn Set.univ fun (u : Fin m) => ⨅ (w : { w : Fin n // w - v < ε }), K u w

Helper for Lemma33.0.5: at a fixed radius in the second variable, local infima preserve concavity in the first variable.

theorem helperForLemma33_0_5_fixedRadiusLocalSupremum_preserves_parameterConvexity {m n : } (ε : { r : // 0 < r }) (u : Fin m) {K : (Fin m)(Fin n)EReal} (hConv : ∀ (w : Fin m), IsERealConvexOn Set.univ fun (v : Fin n) => K w v) :
IsERealConvexOn Set.univ fun (v : Fin n) => ⨆ (w : { w : Fin m // w - u < ε }), K (↑w) v

Helper for Lemma33.0.5: at a fixed radius in the first variable, local suprema preserve convexity in the second variable.

theorem helperForLemma33_0_5_functionConcaveClosure_preserves_concavity {n : } {f : (Fin n)EReal} (hConc : IsERealConcaveOn Set.univ f) :
IsERealConcaveOn Set.univ fun (x : Fin n) => ⨅ (ε : { r : // 0 < r }), ⨆ (w : { w : Fin n // w - x < ε }), f w

Helper for Lemma33.0.5: the one-variable concave closure obtained from local suprema remains concave.

theorem helperForLemma33_0_5_functionConvexClosure_convexFunction {n : } {f : (Fin n)EReal} (hConv : IsERealConvexOn Set.univ f) :
ConvexFunction fun (x : Fin n) => ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w

Helper for Lemma33.0.5: the one-variable convex closure obtained from local infima remains convex.

theorem helperForLemma33_0_5_functionConvexClosure_raw_idempotent {n : } {f : (Fin n)EReal} (x : Fin n) :
⨆ (δ : { r : // 0 < r }), ⨅ (z : { z : Fin n // z - x < δ }), ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - z < ε }), f w = ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w

Helper for Lemma33.0.5: the raw sup-inf closure operator is idempotent.

theorem helperForLemma33_0_5_functionConvexClosure_lowerSemicontinuous {n : } {f : (Fin n)EReal} :
LowerSemicontinuous fun (x : Fin n) => ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w

Helper for Lemma33.0.5: the raw sup-inf closure operator is lower semicontinuous.

theorem helperForLemma33_0_5_functionConvexClosure_raw_le_self {n : } {f : (Fin n)EReal} (x : Fin n) :
⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w f x

Helper for Lemma33.0.5: the raw sup-inf closure never exceeds the original function, because every ball contains its own center.

theorem helperForLemma33_0_5_functionConvexClosure_top_has_topNeighborhood {n : } {f : (Fin n)EReal} {y : Fin n} (hTopOrBot : ∀ (x : Fin n), ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w = ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w = ) (hyTop : ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - y < ε }), f w = ) :
∃ (δ : { r : // 0 < r }), ∀ (z : { z : Fin n // z - y < δ }), ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - z < ε }), f w =

Helper for Lemma33.0.5: if the raw sup-inf closure takes the value at some point and all of its values are already classified into {⊤, ⊥}, then a whole neighborhood is forced to stay at .

theorem helperForLemma33_0_5_closedImproperConvex_values_top_or_bot {n : } {g : (Fin n)EReal} (hConv : ConvexFunction g) (hLsc : LowerSemicontinuous g) (hBot : ∃ (x : Fin n), g x = ) (x : Fin n) :
g x = g x =

Helper for Lemma33.0.5: a lower semicontinuous convex function on univ that already attains is improper, so Chapter 2 forces all of its values to lie in {⊤, ⊥}.

theorem helperForLemma33_0_5_topBotValued_rawClosure_eq_bot_implies_everyBall_has_botWitness {n : } {g : (Fin n)EReal} {x : Fin n} (hTopOrBot : ∀ (z : Fin n), g z = g z = ) (hRawIdem : ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), g w = g x) (hxBot : g x = ) (ε : { r : // 0 < r }) :
∃ (w : { w : Fin n // w - x < ε }), g w =

Helper for Lemma33.0.5: once a {⊤, ⊥}-valued raw closure equals at x, every positive-radius ball around x already contains an exact witness.

theorem helperForLemma33_0_5_topNeighborhood_contradicts_botWitnessUnderConvexity {n : } {g : (Fin n)EReal} {x y : Fin n} {a b : } (hConv : IsERealConvexOn Set.univ g) (ha : 0 a) (hb : 0 b) (hab : a + b = 1) (hPosA : 0 < a) {δ : { r : // 0 < r }} (hTopNeighborhood : ∀ (z : { z : Fin n // z - (a x + b y) < δ }), g z = ) {w : Fin n} (hw : w - x < δ) (hwBot : g w = ) (hyTop : g y = ) :

Helper for Lemma33.0.5: a strict convex combination of an exact witness at the x endpoint and the endpoint value at y cannot land inside a neighborhood where the target function is identically .

theorem helperForLemma33_0_5_functionConvexClosure_mixedBotTop_collapse_from_rawClassification {n : } {f : (Fin n)EReal} {x y : Fin n} {a b : } (hClosureConv : IsERealConvexOn Set.univ fun (z : Fin n) => ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - z < ε }), f w) (ha : 0 a) (hb : 0 b) (hab : a + b = 1) (hPosA : 0 < a) (_hPosB : 0 < b) (hClosureXBot : ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - x < ε }), f w = ) (hClosureYTop : ⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - y < ε }), f w = ) :
⨆ (ε : { r : // 0 < r }), ⨅ (w : { w : Fin n // w - (a x + b y) < ε }), f w =

Helper for Lemma33.0.5: once the raw sup-inf closure is already known to satisfy Jensen, the mixed (⊥, ⊤) branch collapses by combining top neighborhoods at points with exact witnesses in every ball around a point.

theorem helperForLemma33_0_5_convexFunction_leftBot_rightNotTop_forces_comboBot {n : } {g : (Fin n)EReal} {x y : Fin n} {a b : } (hConvFun : ConvexFunction g) (ha : 0 a) (hb : 0 b) (hab : a + b = 1) (hPosA : 0 < a) (hxBot : g x = ) (hyNeTop : g y ) :
g (a x + b y) =

Helper for Lemma33.0.5: for a convex epigraph, an exact left endpoint and any right endpoint different from already force every strict convex combination to be .