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Books.ConvexAnalysis_Rockafellar_1970.Chap07.section35_part8

noncomputable def firstVariableDirectionalDerivativeFunction {m n : } (K : (Fin m)(Fin n)EReal) (u : Fin m) (v : Fin n) :
(Fin m)EReal

The first-variable directional derivative function attached to a saddle kernel at (u, v), defined by u' ↦ -K'(u, v; -u', 0) using the infimum of all admissible directional-derivative values.

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      noncomputable def saddleLowerSemicontinuousHull {α : Type u_1} [TopologicalSpace α] (f : αEReal) :
      αEReal

      The lower semicontinuous hull of an extended-real-valued function, realized by the closure of its epigraph.

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          noncomputable def supportFunctionOfSet {m : } (S : Set (Fin m)) :
          (Fin m)EReal

          The support function of a set of vectors in ℝ^m, viewed as an extended-real-valued function on ℝ^m.

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              theorem helperForText_35_6_6_reflectedFirstSlice_convex {m n : } {K : (Fin m)(Fin n)EReal} (hSaddle : IsGloballyConcaveConvexERealKernel K) (v : Fin n) :
              ConvexFunction fun (x : Fin m) => -K (-x) v

              Helper for Text 35.6.6: the reflected first slice x ↦ -K (-x) v is convex, because the saddle hypothesis already gives convexity of x ↦ -K x v and the involution x ↦ -x is linear.

              theorem helperForText_35_6_6_reflectedFirstSlice_finiteAtBase {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} (hFinite : K u v K u v ) :
              (fun (x : Fin m) => -K (-x) v) (-u) (fun (x : Fin m) => -K (-x) v) (-u)

              Helper for Text 35.6.6: recentering the first slice at -u does not change the finiteness of the base value, because the reflected slice still evaluates to -K u v.

              theorem helperForText_35_6_6_recenteredFirstSlice_directionalDerivative {m n : } {K : (Fin m)(Fin n)EReal} (hSaddle : IsGloballyConcaveConvexERealKernel K) {u : Fin m} {v : Fin n} (hFinite : K u v K u v ) (u' : Fin m) :

              Helper for Text 35.6.6: after recentering the first slice by x ↦ -x, the textbook first-variable directional derivative function is exactly the ordinary upper directional derivative of the convex slice x ↦ -K (-x) v at the base point -u.

              theorem helperForText_35_6_6_firstVariableDirectionalDerivative_eq_upperDirectionalDerivative {m n : } {K : (Fin m)(Fin n)EReal} (hSaddle : IsGloballyConcaveConvexERealKernel K) {u : Fin m} {v : Fin n} (hFinite : K u v K u v ) :

              Helper for Text 35.6.6: the whole textbook first-variable directional-derivative function is exactly the Chapter 23 directional derivative of the reflected first slice at -u.

              theorem helperForText_35_6_6_reflectedSliceSubgradient_iff_partialFirstMem {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} {uStar : Fin m} :
              (dotProductEquiv (Fin m)) uStar subdifferentialAt (fun (x : Fin m) => -K (-x) v) (-u) uStar partialSubdifferentialInFirstVariable K u v

              Helper for Text 35.6.6: membership in the Euclidean subdifferential of the reflected slice is exactly the textbook first-partial supporting inequality.

              theorem helperForText_35_6_6_partialFirst_eq_sliceSubdifferential {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} :

              Helper for Text 35.6.6: the Euclidean subdifferential of the recentered convex slice x ↦ -K (-x) v at -u is exactly the first partial subdifferential ∂₁ K(u, v).

              Helper for Text 35.6.6: after identifying the slice subdifferential with ∂₁ K(u, v), the Chapter 23 support value is exactly the textbook support function of the first partial subdifferential.

              theorem helperForText_35_6_6_sliceSupport_eq_firstPartialSupport {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} :

              Helper for Text 35.6.6: after identifying the slice subdifferential with ∂₁ K(u, v), the Chapter 23 support value is exactly the textbook support function of the first partial subdifferential.

              theorem helperForText_35_6_6_mem_closure_inter_open_iff {α : Type u_1} [TopologicalSpace α] {s t : Set α} {x : α} (hx : x t) (ht : IsOpen t) :

              Helper for Text 35.6.6: restricting a closure computation to an open neighborhood of the base point does not change membership, so localizing to the finite-height EReal range is legitimate.

              theorem helperForText_35_6_6_realHeight_mem_saddleClosure_iff_realEpigraphClosure {m : } (φ : (Fin m)EReal) (x : Fin m) (r : ) :
              (x, r) closure {p : (Fin m) × EReal | φ p.1 p.2} (x, r) closure (epigraph Set.univ φ)

              Helper for Text 35.6.6: a finite EReal height lies in the closure of the full EReal epigraph exactly when the corresponding real height lies in the closure of the ordinary real epigraph.

              theorem helperForText_35_6_6_saddleClosure_upwardInSecondCoordinate {m : } {φ : (Fin m)EReal} {x : Fin m} {μ ν : EReal} (hμν : μ ν) (hx : (x, μ) closure {p : (Fin m) × EReal | φ p.1 p.2}) :
              (x, ν) closure {p : (Fin m) × EReal | φ p.1 p.2}

              Helper for Text 35.6.6: the closure of the full EReal epigraph remains upward closed in the second coordinate.

              Helper for Text 35.6.6: the EReal epigraph hull used for saddle kernels is exactly the Chapter 2 vertical-slice infimum epigraphClosureInf.

              Helper for Text 35.6.6: the closure-by-epigraph construction epigraphClosureInf is exactly the ordinary lower semicontinuous hull.

              Helper for Text 35.6.6: when the directional-derivative function never takes the value , its epigraph hull agrees with the Chapter 2 convex closure.

              theorem helperForText_35_6_6_epigraphClosureInf_eq_bot_of_dense_effectiveDomain {m : } {D : (Fin m)EReal} (hImproper : ImproperConvexFunctionOn Set.univ D) (hBot : ∃ (y : Fin m), D y = ) (hDense : closure (effectiveDomain Set.univ D) = Set.univ) :
              epigraphClosureInf D = fun (x : Fin m) =>

              Helper for Text 35.6.6: if an improper convex function attains and its effective domain is dense, then the epigraph-closure hull is the constant function.

              Helper for Text 35.6.6: once the reflected convex slice g has dense effective domain, the relative-interior transport from Theorem 23.3 forces the effective domain of its directional derivative y ↦ g'(x; y) to be dense as well.

              Helper for Text 35.6.6: once the reflected slice g has dense effective domain, the empty subdifferential branch collapses epigraphClosureInf (g'(x; ·)) to the constant function.

              Helper for Text 35.6.6: if the reflected slice subdifferential is nonempty, then the Chapter 2 epigraph hull of the slice directional derivative already matches the Chapter 23 support formula.

              theorem helperForText_35_6_6_sliceSupport_eq_bot_of_empty_sliceSubdifferential {m : } {g : (Fin m)EReal} {x : Fin m} (hsubEmpty : subdifferentialAt g x = ) :
              subdifferentialSupportAt g x = fun (x : Fin m) =>

              Helper for Text 35.6.6: if the reflected slice subdifferential is empty, then the Chapter 23 support function is the constant function.

              theorem helperForText_35_6_6_partialFirst_nonempty_iff_sliceSubdifferential_nonempty {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} :

              Helper for Text 35.6.6: nonemptiness of the textbook first partial subdifferential is equivalent to nonemptiness of the Euclidean subdifferential of the reflected slice.

              theorem helperForText_35_6_6_firstPartialSupport_eq_bot_of_empty_partialFirst {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} (hpartialEmpty : partialSubdifferentialInFirstVariable K u v = ) :

              Helper for Text 35.6.6: if ∂₁ K(u, v) is empty, then its textbook support function is the constant function.

              theorem helperForText_35_6_6_eq_firstPartialSupport_iff_eq_bot_of_empty_partialFirst {m n : } {K : (Fin m)(Fin n)EReal} {u : Fin m} {v : Fin n} (φ : (Fin m)EReal) (hpartialEmpty : partialSubdifferentialInFirstVariable K u v = ) :

              Helper for Text 35.6.6: on the empty first-partial branch, identifying any candidate hull with the textbook support function is equivalent to showing that the candidate hull is constantly .

              Helper for Text 35.6.6: Theorem 23.2 identifies the convex closure of the textbook first-variable directional derivative with the support function of ∂₁ K(u, v). This is the mathematically correct closure statement available even before comparing with the stronger lower-semicontinuous hull used later in the textbook phrasing.

              theorem helperForText_35_6_6_convexFunctionClosure_eq_bot_of_empty_partialFirst {m n : } {K : (Fin m)(Fin n)EReal} (hSaddle : IsGloballyConcaveConvexERealKernel K) {u : Fin m} {v : Fin n} (hFinite : K u v K u v ) (hpartialEmpty : partialSubdifferentialInFirstVariable K u v = ) :

              Helper for Text 35.6.6: when ∂₁ K(u, v) is empty, the correct Chapter 23 conclusion is that the convex closure of the textbook directional-derivative function is constantly . This does not by itself imply the stronger epigraphClosureInf endpoint used in the remaining blocked branch.