theorem
helperForText_35_6_6_saddleLowerHull_eq_firstPartialSupport_of_nonempty_partialFirst
{m n : ℕ}
{K : (Fin m → ℝ) → (Fin n → ℝ) → EReal}
(hSaddle : IsGloballyConcaveConvexERealKernel K)
{u : Fin m → ℝ}
{v : Fin n → ℝ}
(hFinite : K u v ≠ ⊤ ∧ K u v ≠ ⊥)
(hpartial : (partialSubdifferentialInFirstVariable K u v).Nonempty)
:
Helper for Text 35.6.6: the textbook hull/support identity is correct on the honest branch where the first partial subdifferential is nonempty.
theorem
helperForText_35_6_6_saddleLowerHull_eq_firstPartialSupport
{m n : ℕ}
{K : (Fin m → ℝ) → (Fin n → ℝ) → EReal}
(hSaddle : IsGloballyConcaveConvexERealKernel K)
{u : Fin m → ℝ}
{v : Fin n → ℝ}
(hFinite : K u v ≠ ⊤ ∧ K u v ≠ ⊥)
:
Helper for Text 35.6.6: the mathematically correct Chapter 23 closure statement identifies the
convex closure of the first directional-derivative slice with the support function of ∂₁ K(u,v).
theorem
section35_text35_6_6
{m n : ℕ}
{K : (Fin m → ℝ) → (Fin n → ℝ) → EReal}
(hSaddle : IsGloballyConcaveConvexERealKernel K)
{u : Fin m → ℝ}
{v : Fin n → ℝ}
(hFinite : K u v ≠ ⊤ ∧ K u v ≠ ⊥)
:
ConvexFunction (firstVariableDirectionalDerivativeFunction K u v) ∧ ∀ (u' : Fin m → ℝ),
convexFunctionClosure (firstVariableDirectionalDerivativeFunction K u v) u' = supportFunctionOfSet (partialSubdifferentialInFirstVariable K u v) u'
Text 35.6.6: let K be a saddle function on ℝ^m × ℝ^n, and let (u, v) be a point with
finite value K u v. Define φ(u') = -K'(u, v; -u', 0). Then φ is a convex function on
ℝ^m, and the convex closure of φ coincides with the support function of the closed
convex set ∂₁ K(u, v).