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Books.ConvexAnalysis_Rockafellar_1970.Chap07.section37_part7

Helper for Theorem 37.3: condition (a) transports the origin from the ordinary interior of D* to the intrinsic interior needed by Corollary 37.1.3.

theorem helperForTheorem_37_3_origin_mem_intrinsicInterior_firstDual_of_noCommonFirstRecession {m n : } (K : SaddleFunction m n) (hKclosed : IsClosedSaddleFunction K) (hKproper : IsProperSaddleFunction K) (hQ : Section37Theorem37_2Qualification K) (hNoCommonFirst : ∀ (z : Fin m), z 0∃ (v : { v : Fin n // v intrinsicInterior (effectiveDomain₂ K) }), ¬IsRecessionDirection (fun (u : Fin m) => -K u v) z) :
0 intrinsicInterior (effectiveDomain₁ fun (uStar : Fin m) (x : Fin n) => theorem37ValueSupInf K uStar x)

Helper for Theorem 37.3: condition (b) transports the origin from the ordinary interior of C* to the intrinsic interior needed by Corollary 37.1.3.

theorem helperForTheorem_37_3_finiteSaddleValue_of_bothNoCommonRecessionConditions {m n : } (K : SaddleFunction m n) (hKclosed : IsClosedSaddleFunction K) (hKproper : IsProperSaddleFunction K) (hQ : Section37Theorem37_2Qualification K) (hNoCommonSecond : ∀ (w : Fin n), w 0∃ (u : { u : Fin m // u intrinsicInterior (effectiveDomain₁ K) }), ¬IsRecessionDirection (K u) w) (hNoCommonFirst : ∀ (z : Fin m), z 0∃ (v : { v : Fin n // v intrinsicInterior (effectiveDomain₂ K) }), ¬IsRecessionDirection (fun (u : Fin m) => -K u v) z) :

Helper for Theorem 37.3: when both recession-direction conditions hold, Corollary 37.1.3 gives finiteness of the common saddle-value.

theorem section37_theorem37_3 {m n : } (K : SaddleFunction m n) (hKclosed : IsClosedSaddleFunction K) (hKproper : IsProperSaddleFunction K) (hQ : Section37Theorem37_2Qualification K) :
have C := effectiveDomain₁ K; have D := effectiveDomain₂ K; ((∀ (w : Fin n), w 0∃ (u : { u : Fin m // u intrinsicInterior C }), ¬IsRecessionDirection (K u) w) ∀ (z : Fin m), z 0∃ (v : { v : Fin n // v intrinsicInterior D }), ¬IsRecessionDirection (fun (u : Fin m) => -K u v) z) → minimaxValue K = maximinValue K (((∀ (w : Fin n), w 0∃ (u : { u : Fin m // u intrinsicInterior C }), ¬IsRecessionDirection (K u) w) ∀ (z : Fin m), z 0∃ (v : { v : Fin n // v intrinsicInterior D }), ¬IsRecessionDirection (fun (u : Fin m) => -K u v) z) → minimaxValue K minimaxValue K )

Theorem 37.3: either recession-direction condition from Corollary 37.2.1 implies existence of the saddle-value of K, and if both hold then this common value is finite.